# EDGAR Filing Document

**Accession Number:** 0000097098
**File Stem:** 0002071691-26-005386
**Filing Date:** 2026-3
**Character Count:** 1588522
**Document Hash:** c2d1d76b32d86f5029fc6f584295c867
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-005386.hdr.sgml**: 20260305

**ACCESSION NUMBER**: 0002071691-26-005386

**CONFORMED SUBMISSION TYPE**: N-MFP3

**CONFIRMING COPY**: 

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260305

**DATE AS OF CHANGE**: 20260305

**FILER**: 

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

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

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

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

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

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

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

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

## Series and Classes Contracts Data

### FEDFUND (Series ID: S000001475)

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2026-02-28

**Registrant Full Name:** BlackRock Liquidity Funds

**CIK Number of Registrant:** 0000097098

**LEI of Registrant:** 5493007YVNX55LTRQ706

**Name of Series:** FEDFUND

**LEI of Series:** 549300T8K043VZEOVK74

**EDGAR Series Identifier:** S000001475

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 47 days

- **WAL:** 102 days

- **Total Value of Portfolio Securities:** $194056194983.94

- **Amortized Cost of Portfolio Securities:** $194027094897.64

- **Cash:** $9343577272.05

- **Total Other Assets:** $347628734.97

- **Total Liabilities:** $663572297.21

- **Net Assets of Series:** $203054728607.45

- **Number of Shares Outstanding (Series):** 203121285957.0700

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2026-02-02 | $152202169270.04          | $163648725902.42           | 74.9400%                  | 80.5800%                   |
| 2026-02-03 | $145355052203.92          | $157302352356.43           | 73.7100%                  | 79.7700%                   |
| 2026-02-04 | $146200281254.51          | $158206151175.88           | 73.8000%                  | 79.8700%                   |
| 2026-02-05 | $147641141348.34          | $159899800327.82           | 73.9700%                  | 80.1100%                   |
| 2026-02-06 | $147764876927.13          | $160324812049.59           | 73.8700%                  | 80.1500%                   |
| 2026-02-09 | $149493617822.67          | $162761146861.38           | 73.9500%                  | 80.5200%                   |
| 2026-02-10 | $149185420993.54          | $162453355674.86           | 73.9100%                  | 80.4900%                   |
| 2026-02-11 | $148598876160.63          | $161614587115.97           | 73.8400%                  | 80.3100%                   |
| 2026-02-12 | $145294177615.66          | $158085738011.32           | 73.4900%                  | 79.9600%                   |
| 2026-02-13 | $147402981912.23          | $160180223790.01           | 73.3600%                  | 79.7200%                   |
| 2026-02-17 | $152384320068.20          | $166018359965.42           | 74.0000%                  | 80.6200%                   |
| 2026-02-18 | $150014947495.65          | $163649353148.32           | 73.4700%                  | 80.1400%                   |
| 2026-02-19 | $147017606319.65          | $164505302559.16           | 72.1700%                  | 80.7500%                   |
| 2026-02-20 | $145513759884.82          | $162803149501.91           | 71.9300%                  | 80.4800%                   |
| 2026-02-23 | $146549733720.41          | $164015459516.63           | 72.0700%                  | 80.6600%                   |
| 2026-02-24 | $145653245771.19          | $163119713677.91           | 71.7900%                  | 80.4000%                   |
| 2026-02-25 | $150478140882.23          | $164264787994.44           | 73.7500%                  | 80.5100%                   |
| 2026-02-26 | $151704018865.98          | $167166504131.58           | 73.2700%                  | 80.7400%                   |
| 2026-02-27 | $147353690849.30          | $163142731981.83           | 72.4100%                  | 80.1700%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-02-02 | 3.7400%             |
| 2026-02-03 | 3.7400%             |
| 2026-02-04 | 3.7400%             |
| 2026-02-05 | 3.7400%             |
| 2026-02-06 | 3.7400%             |
| 2026-02-09 | 3.7400%             |
| 2026-02-10 | 3.7300%             |
| 2026-02-11 | 3.7300%             |
| 2026-02-12 | 3.7300%             |
| 2026-02-13 | 3.7300%             |
| 2026-02-17 | 3.7300%             |
| 2026-02-18 | 3.7400%             |
| 2026-02-19 | 3.7400%             |
| 2026-02-20 | 3.7400%             |
| 2026-02-23 | 3.7400%             |
| 2026-02-24 | 3.7400%             |
| 2026-02-25 | 3.7400%             |
| 2026-02-26 | 3.7400%             |
| 2026-02-27 | 3.7400%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-02-02 | 0.9998                      |
|  |  |
| 2026-02-03 | 0.9998                      |
|  |  |
| 2026-02-04 | 0.9998                      |
|  |  |
| 2026-02-05 | 0.9999                      |
|  |  |
| 2026-02-06 | 0.9999                      |
|  |  |
| 2026-02-09 | 0.9998                      |
|  |  |
| 2026-02-10 | 0.9999                      |
|  |  |
| 2026-02-11 | 0.9998                      |
|  |  |
| 2026-02-12 | 0.9998                      |
|  |  |
| 2026-02-13 | 0.9999                      |
|  |  |
| 2026-02-17 | 0.9998                      |
|  |  |
| 2026-02-18 | 0.9998                      |
|  |  |
| 2026-02-19 | 0.9998                      |
|  |  |
| 2026-02-20 | 0.9998                      |
|  |  |
| 2026-02-23 | 0.9998                      |
|  |  |
| 2026-02-24 | 0.9998                      |
|  |  |
| 2026-02-25 | 0.9998                      |
|  |  |
| 2026-02-26 | 0.9998                      |
|  |  |
| 2026-02-27 | 0.9998                      |
|  |  |

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

### Class: Administration

- **Minimum Initial Investment:** $5000.00

- **Net Assets of Class:** $8444687444.17

- **Number of Shares Outstanding:** 8447455101.1600

- **Expense Reimbursement/Waiver:** 92481.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 0.9998          |
|  |  |
| 2026-02-03 | 0.9998          |
|  |  |
| 2026-02-04 | 0.9998          |
|  |  |
| 2026-02-05 | 0.9999          |
|  |  |
| 2026-02-06 | 0.9999          |
|  |  |
| 2026-02-09 | 0.9998          |
|  |  |
| 2026-02-10 | 0.9999          |
|  |  |
| 2026-02-11 | 0.9998          |
|  |  |
| 2026-02-12 | 0.9998          |
|  |  |
| 2026-02-13 | 0.9999          |
|  |  |
| 2026-02-17 | 0.9998          |
|  |  |
| 2026-02-18 | 0.9998          |
|  |  |
| 2026-02-19 | 0.9998          |
|  |  |
| 2026-02-20 | 0.9998          |
|  |  |
| 2026-02-23 | 0.9998          |
|  |  |
| 2026-02-24 | 0.9998          |
|  |  |
| 2026-02-25 | 0.9998          |
|  |  |
| 2026-02-26 | 0.9998          |
|  |  |
| 2026-02-27 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $85327014.66              | $212036143.75           |
| 2026-02-03 | $76892826.68              | $27113024.76            |
| 2026-02-04 | $49692724.51              | $220934224.06           |
| 2026-02-05 | $82328959.19              | $4287577.98             |
| 2026-02-06 | $96665590.70              | $132005904.81           |
| 2026-02-09 | $94316672.08              | $12419896.06            |
| 2026-02-10 | $176465185.51             | $26473.31               |
| 2026-02-11 | $36738164.83              | $39886589.39            |
| 2026-02-12 | $35627693.47              | $216470610.95           |
| 2026-02-13 | $124437.75                | $220916101.18           |
| 2026-02-17 | $7951581.88               | $187038735.43           |
| 2026-02-18 | $145988275.89             | $412576.94              |
| 2026-02-19 | $42551779.72              | $14060103.20            |
| 2026-02-20 | $163189.17                | $268362657.78           |
| 2026-02-23 | $51179567.09              | $130805.15              |
| 2026-02-24 | $29128415.01              | $10306.60               |
| 2026-02-25 | $49630620.80              | $31123796.36            |
| 2026-02-26 | $74865937.91              | $64180196.78            |
| 2026-02-27 | $52865114.11              | $62251175.69            |

**Total Gross Subscriptions (Month):** $1188503750.96

**Total Gross Redemptions (Month):** $1713666900.18

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.4700%           |
| 2026-02-03 | 3.4700%           |
| 2026-02-04 | 3.4700%           |
| 2026-02-05 | 3.4700%           |
| 2026-02-06 | 3.4700%           |
| 2026-02-09 | 3.4700%           |
| 2026-02-10 | 3.4600%           |
| 2026-02-11 | 3.4600%           |
| 2026-02-12 | 3.4600%           |
| 2026-02-13 | 3.4600%           |
| 2026-02-17 | 3.4600%           |
| 2026-02-18 | 3.4700%           |
| 2026-02-19 | 3.4700%           |
| 2026-02-20 | 3.4700%           |
| 2026-02-23 | 3.4700%           |
| 2026-02-24 | 3.4700%           |
| 2026-02-25 | 3.4700%           |
| 2026-02-26 | 3.4700%           |
| 2026-02-27 | 3.4700%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 62.8500%         | 0.0000%              |
| Depository institution or other banking institution |  | 35.0400%         | 0.0000%              |

### Class: Cash Management

- **Minimum Initial Investment:** $5000.00

- **Net Assets of Class:** $667437203.89

- **Number of Shares Outstanding:** 667656024.7500

- **Expense Reimbursement/Waiver:** 7196.01

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 0.9998          |
|  |  |
| 2026-02-03 | 0.9998          |
|  |  |
| 2026-02-04 | 0.9998          |
|  |  |
| 2026-02-05 | 0.9999          |
|  |  |
| 2026-02-06 | 0.9999          |
|  |  |
| 2026-02-09 | 0.9998          |
|  |  |
| 2026-02-10 | 0.9999          |
|  |  |
| 2026-02-11 | 0.9998          |
|  |  |
| 2026-02-12 | 0.9998          |
|  |  |
| 2026-02-13 | 0.9999          |
|  |  |
| 2026-02-17 | 0.9998          |
|  |  |
| 2026-02-18 | 0.9998          |
|  |  |
| 2026-02-19 | 0.9998          |
|  |  |
| 2026-02-20 | 0.9998          |
|  |  |
| 2026-02-23 | 0.9998          |
|  |  |
| 2026-02-24 | 0.9998          |
|  |  |
| 2026-02-25 | 0.9998          |
|  |  |
| 2026-02-26 | 0.9998          |
|  |  |
| 2026-02-27 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $416501.36                | $95481.54               |
| 2026-02-03 | $125488.09                | $1071371.00             |
| 2026-02-04 | $302666.74                | $485119.84              |
| 2026-02-05 | $57001.09                 | $108433.83              |
| 2026-02-06 | $243097.16                | $508343.92              |
| 2026-02-09 | $67903.89                 | $43441.47               |
| 2026-02-10 | $53417.57                 | $54717.86               |
| 2026-02-11 | $253154.22                | $26222.60               |
| 2026-02-12 | $126540.64                | $1412111.46             |
| 2026-02-13 | $40036.14                 | $4654796.08             |
| 2026-02-17 | $11934741.68              | $8766128.60             |
| 2026-02-18 | $91417.64                 | $3677402.17             |
| 2026-02-19 | $935852.95                | $2757877.08             |
| 2026-02-20 | $10165001.50              | $427930.28              |
| 2026-02-23 | $228211.02                | $1206877.37             |
| 2026-02-24 | $109525.61                | $1765686.67             |
| 2026-02-25 | $33218.00                 | $673124.11              |
| 2026-02-26 | $117672.22                | $3157473.80             |
| 2026-02-27 | $1454193.08               | $2986813.38             |

**Total Gross Subscriptions (Month):** $26755640.60

**Total Gross Redemptions (Month):** $33879353.06

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.0800%           |
| 2026-02-03 | 3.0800%           |
| 2026-02-04 | 3.0800%           |
| 2026-02-05 | 3.0800%           |
| 2026-02-06 | 3.0700%           |
| 2026-02-09 | 3.0700%           |
| 2026-02-10 | 3.0700%           |
| 2026-02-11 | 3.0600%           |
| 2026-02-12 | 3.0600%           |
| 2026-02-13 | 3.0600%           |
| 2026-02-17 | 3.0600%           |
| 2026-02-18 | 3.0700%           |
| 2026-02-19 | 3.0700%           |
| 2026-02-20 | 3.0700%           |
| 2026-02-23 | 3.0800%           |
| 2026-02-24 | 3.0800%           |
| 2026-02-25 | 3.0700%           |
| 2026-02-26 | 3.0700%           |
| 2026-02-27 | 3.0700%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer             |  | 10.4200%         | 0.0000%              |
| Non-financial corporation |  | 11.5400%         | 0.0000%              |
| Non-financial corporation |  | 76.5800%         | 0.0000%              |

### Class: Premier

- **Minimum Initial Investment:** $3000000.00

- **Net Assets of Class:** $3694098503.38

- **Number of Shares Outstanding:** 3695311379.1500

- **Expense Reimbursement/Waiver:** 39268.42

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 0.9998          |
|  |  |
| 2026-02-03 | 0.9998          |
|  |  |
| 2026-02-04 | 0.9998          |
|  |  |
| 2026-02-05 | 0.9999          |
|  |  |
| 2026-02-06 | 0.9999          |
|  |  |
| 2026-02-09 | 0.9998          |
|  |  |
| 2026-02-10 | 0.9999          |
|  |  |
| 2026-02-11 | 0.9998          |
|  |  |
| 2026-02-12 | 0.9998          |
|  |  |
| 2026-02-13 | 0.9999          |
|  |  |
| 2026-02-17 | 0.9998          |
|  |  |
| 2026-02-18 | 0.9998          |
|  |  |
| 2026-02-19 | 0.9998          |
|  |  |
| 2026-02-20 | 0.9998          |
|  |  |
| 2026-02-23 | 0.9998          |
|  |  |
| 2026-02-24 | 0.9998          |
|  |  |
| 2026-02-25 | 0.9998          |
|  |  |
| 2026-02-26 | 0.9998          |
|  |  |
| 2026-02-27 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $14878897.20              | $10808197.37            |
| 2026-02-03 | $9125191.77               | $24175086.89            |
| 2026-02-04 | $8198028.19               | $19047114.42            |
| 2026-02-05 | $12356719.94              | $21432161.04            |
| 2026-02-06 | $9147821.40               | $7323581.22             |
| 2026-02-09 | $7337400.79               | $8846840.76             |
| 2026-02-10 | $6462788.43               | $5811669.59             |
| 2026-02-11 | $6368786.21               | $13874804.92            |
| 2026-02-12 | $16017693.07              | $6727201.51             |
| 2026-02-13 | $6291420.26               | $8688035.25             |
| 2026-02-17 | $6903474.91               | $7087466.74             |
| 2026-02-18 | $9785753.88               | $5996448.09             |
| 2026-02-19 | $10181540.03              | $9658167.79             |
| 2026-02-20 | $24154910.06              | $5856094.25             |
| 2026-02-23 | $10301813.77              | $5100345.14             |
| 2026-02-24 | $24371531.85              | $20925940.80            |
| 2026-02-25 | $8577746.18               | $6100870.52             |
| 2026-02-26 | $9112992.29               | $8849270.33             |
| 2026-02-27 | $13931909.87              | $6098926.12             |

**Total Gross Subscriptions (Month):** $213506420.10

**Total Gross Redemptions (Month):** $202408222.75

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.5700%           |
| 2026-02-03 | 3.5700%           |
| 2026-02-04 | 3.5700%           |
| 2026-02-05 | 3.5700%           |
| 2026-02-06 | 3.5700%           |
| 2026-02-09 | 3.5700%           |
| 2026-02-10 | 3.5600%           |
| 2026-02-11 | 3.5600%           |
| 2026-02-12 | 3.5600%           |
| 2026-02-13 | 3.5600%           |
| 2026-02-17 | 3.5600%           |
| 2026-02-18 | 3.5700%           |
| 2026-02-19 | 3.5700%           |
| 2026-02-20 | 3.5700%           |
| 2026-02-23 | 3.5700%           |
| 2026-02-24 | 3.5700%           |
| 2026-02-25 | 3.5700%           |
| 2026-02-26 | 3.5700%           |
| 2026-02-27 | 3.5700%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 9.6600%          | 0.0000%              |
| Broker-dealer |  | 90.0200%         | 0.0000%              |

### Class: Capital

- **Minimum Initial Investment:** $50000.00

- **Net Assets of Class:** $376816029.16

- **Number of Shares Outstanding:** 376939758.3400

- **Expense Reimbursement/Waiver:** 4008.15

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 0.9998          |
|  |  |
| 2026-02-03 | 0.9998          |
|  |  |
| 2026-02-04 | 0.9998          |
|  |  |
| 2026-02-05 | 0.9999          |
|  |  |
| 2026-02-06 | 0.9999          |
|  |  |
| 2026-02-09 | 0.9998          |
|  |  |
| 2026-02-10 | 0.9999          |
|  |  |
| 2026-02-11 | 0.9998          |
|  |  |
| 2026-02-12 | 0.9998          |
|  |  |
| 2026-02-13 | 0.9999          |
|  |  |
| 2026-02-17 | 0.9998          |
|  |  |
| 2026-02-18 | 0.9998          |
|  |  |
| 2026-02-19 | 0.9998          |
|  |  |
| 2026-02-20 | 0.9998          |
|  |  |
| 2026-02-23 | 0.9998          |
|  |  |
| 2026-02-24 | 0.9998          |
|  |  |
| 2026-02-25 | 0.9998          |
|  |  |
| 2026-02-26 | 0.9998          |
|  |  |
| 2026-02-27 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $3620941.89               | $5699994.45             |
| 2026-02-03 | $3766538.24               | $2591425.42             |
| 2026-02-04 | $1644618.48               | $2576819.60             |
| 2026-02-05 | $3720043.94               | $2219832.00             |
| 2026-02-06 | $18214032.28              | $2556130.48             |
| 2026-02-09 | $2288913.02               | $5213069.51             |
| 2026-02-10 | $2489879.82               | $3695571.67             |
| 2026-02-11 | $3296373.81               | $1325024.28             |
| 2026-02-12 | $1748221.62               | $1362836.72             |
| 2026-02-13 | $6639382.37               | $5075715.89             |
| 2026-02-17 | $7289832.58               | $15380241.32            |
| 2026-02-18 | $4679256.53               | $2276246.39             |
| 2026-02-19 | $1951837.57               | $1926738.49             |
| 2026-02-20 | $3884376.51               | $1882924.81             |
| 2026-02-23 | $2769829.99               | $4410932.65             |
| 2026-02-24 | $1822397.06               | $3975321.94             |
| 2026-02-25 | $4151430.58               | $1998571.74             |
| 2026-02-26 | $5098387.94               | $4424870.50             |
| 2026-02-27 | $4077164.50               | $1817381.72             |

**Total Gross Subscriptions (Month):** $83153458.73

**Total Gross Redemptions (Month):** $70409649.58

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.5200%           |
| 2026-02-03 | 3.5200%           |
| 2026-02-04 | 3.5200%           |
| 2026-02-05 | 3.5200%           |
| 2026-02-06 | 3.5200%           |
| 2026-02-09 | 3.5200%           |
| 2026-02-10 | 3.5100%           |
| 2026-02-11 | 3.5100%           |
| 2026-02-12 | 3.5100%           |
| 2026-02-13 | 3.5100%           |
| 2026-02-17 | 3.5100%           |
| 2026-02-18 | 3.5200%           |
| 2026-02-19 | 3.5200%           |
| 2026-02-20 | 3.5200%           |
| 2026-02-23 | 3.5200%           |
| 2026-02-24 | 3.5200%           |
| 2026-02-25 | 3.5200%           |
| 2026-02-26 | 3.5200%           |
| 2026-02-27 | 3.5200%           |

### Class: Institutional

- **Minimum Initial Investment:** $3000000.00

- **Net Assets of Class:** $169094365336.74

- **Number of Shares Outstanding:** 169149792642.1300

- **Expense Reimbursement/Waiver:** 1802296.85

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 0.9998          |
|  |  |
| 2026-02-03 | 0.9998          |
|  |  |
| 2026-02-04 | 0.9998          |
|  |  |
| 2026-02-05 | 0.9999          |
|  |  |
| 2026-02-06 | 0.9999          |
|  |  |
| 2026-02-09 | 0.9998          |
|  |  |
| 2026-02-10 | 0.9999          |
|  |  |
| 2026-02-11 | 0.9998          |
|  |  |
| 2026-02-12 | 0.9998          |
|  |  |
| 2026-02-13 | 0.9999          |
|  |  |
| 2026-02-17 | 0.9998          |
|  |  |
| 2026-02-18 | 0.9998          |
|  |  |
| 2026-02-19 | 0.9998          |
|  |  |
| 2026-02-20 | 0.9998          |
|  |  |
| 2026-02-23 | 0.9998          |
|  |  |
| 2026-02-24 | 0.9998          |
|  |  |
| 2026-02-25 | 0.9998          |
|  |  |
| 2026-02-26 | 0.9998          |
|  |  |
| 2026-02-27 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $4983758536.30            | $5695520246.98          |
| 2026-02-03 | $5981950400.48            | $12517793433.07         |
| 2026-02-04 | $4902755155.11            | $3891129142.53          |
| 2026-02-05 | $4093805163.70            | $2769003556.21          |
| 2026-02-06 | $3876210388.93            | $3157879735.13          |
| 2026-02-09 | $4210342400.12            | $5077493223.46          |
| 2026-02-10 | $2262400881.38            | $4242016452.77          |
| 2026-02-11 | $2570137134.50            | $3334832801.94          |
| 2026-02-12 | $5590823904.17            | $4253213671.40          |
| 2026-02-13 | $3941590622.04            | $7778352698.41          |
| 2026-02-17 | $7658761996.91            | $4090664200.29          |
| 2026-02-18 | $2415686653.61            | $4961218762.36          |
| 2026-02-19 | $4857891626.16            | $3189605918.63          |
| 2026-02-20 | $3388300759.87            | $4448557877.30          |
| 2026-02-23 | $6861200497.62            | $4844364433.11          |
| 2026-02-24 | $3235571085.23            | $3904066674.59          |
| 2026-02-25 | $4796386281.68            | $4716075803.67          |
| 2026-02-26 | $6913352768.17            | $3255635376.81          |
| 2026-02-27 | $5045770483.11            | $7484651698.64          |

**Total Gross Subscriptions (Month):** $87586696739.09

**Total Gross Redemptions (Month):** $93612075707.30

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.5700%           |
| 2026-02-03 | 3.5700%           |
| 2026-02-04 | 3.5700%           |
| 2026-02-05 | 3.5700%           |
| 2026-02-06 | 3.5700%           |
| 2026-02-09 | 3.5700%           |
| 2026-02-10 | 3.5600%           |
| 2026-02-11 | 3.5600%           |
| 2026-02-12 | 3.5600%           |
| 2026-02-13 | 3.5600%           |
| 2026-02-17 | 3.5600%           |
| 2026-02-18 | 3.5700%           |
| 2026-02-19 | 3.5700%           |
| 2026-02-20 | 3.5700%           |
| 2026-02-23 | 3.5700%           |
| 2026-02-24 | 3.5700%           |
| 2026-02-25 | 3.5700%           |
| 2026-02-26 | 3.5700%           |
| 2026-02-27 | 3.5700%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 38.8500%         | 0.0000%              |
| Depository institution or other banking institution |  | 5.8800%          | 0.0000%              |
| Depository institution or other banking institution |  | 9.0000%          | 0.0000%              |

### Class: Private Client

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $154680.99

- **Number of Shares Outstanding:** 154731.8800

- **Expense Reimbursement/Waiver:** 42.48

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 0.9998          |
|  |  |
| 2026-02-03 | 0.9998          |
|  |  |
| 2026-02-04 | 0.9998          |
|  |  |
| 2026-02-05 | 0.9999          |
|  |  |
| 2026-02-06 | 0.9999          |
|  |  |
| 2026-02-09 | 0.9998          |
|  |  |
| 2026-02-10 | 0.9999          |
|  |  |
| 2026-02-11 | 0.9998          |
|  |  |
| 2026-02-12 | 0.9998          |
|  |  |
| 2026-02-13 | 0.9999          |
|  |  |
| 2026-02-17 | 0.9998          |
|  |  |
| 2026-02-18 | 0.9998          |
|  |  |
| 2026-02-19 | 0.9998          |
|  |  |
| 2026-02-20 | 0.9998          |
|  |  |
| 2026-02-23 | 0.9998          |
|  |  |
| 2026-02-24 | 0.9998          |
|  |  |
| 2026-02-25 | 0.9998          |
|  |  |
| 2026-02-26 | 0.9998          |
|  |  |
| 2026-02-27 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $0.00                     | $0.00                   |
| 2026-02-03 | $0.00                     | $0.00                   |
| 2026-02-04 | $0.00                     | $0.00                   |
| 2026-02-05 | $0.00                     | $0.00                   |
| 2026-02-06 | $5413.36                  | $0.00                   |
| 2026-02-09 | $0.00                     | $0.00                   |
| 2026-02-10 | $0.00                     | $0.00                   |
| 2026-02-11 | $0.00                     | $0.00                   |
| 2026-02-12 | $0.00                     | $0.00                   |
| 2026-02-13 | $0.00                     | $0.00                   |
| 2026-02-17 | $0.00                     | $0.00                   |
| 2026-02-18 | $0.00                     | $0.00                   |
| 2026-02-19 | $0.00                     | $750.01                 |
| 2026-02-20 | $0.00                     | $0.00                   |
| 2026-02-23 | $0.00                     | $0.00                   |
| 2026-02-24 | $146.16                   | $0.00                   |
| 2026-02-25 | $0.00                     | $0.00                   |
| 2026-02-26 | $0.00                     | $0.00                   |
| 2026-02-27 | $360.53                   | $0.00                   |

**Total Gross Subscriptions (Month):** $5920.05

**Total Gross Redemptions (Month):** $750.01

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

**Beneficial/Record Owner Categories**
| Category        | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Retail investor |  | 52.0800%         | 0.0000%              |
| Retail investor |  | 17.5500%         | 0.0000%              |

### Class: Dollar

- **Minimum Initial Investment:** $5000.00

- **Net Assets of Class:** $3703012891.96

- **Number of Shares Outstanding:** 3704226859.1800

- **Expense Reimbursement/Waiver:** 41988.37

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 0.9998          |
|  |  |
| 2026-02-03 | 0.9998          |
|  |  |
| 2026-02-04 | 0.9998          |
|  |  |
| 2026-02-05 | 0.9999          |
|  |  |
| 2026-02-06 | 0.9999          |
|  |  |
| 2026-02-09 | 0.9998          |
|  |  |
| 2026-02-10 | 0.9999          |
|  |  |
| 2026-02-11 | 0.9998          |
|  |  |
| 2026-02-12 | 0.9998          |
|  |  |
| 2026-02-13 | 0.9999          |
|  |  |
| 2026-02-17 | 0.9998          |
|  |  |
| 2026-02-18 | 0.9998          |
|  |  |
| 2026-02-19 | 0.9998          |
|  |  |
| 2026-02-20 | 0.9998          |
|  |  |
| 2026-02-23 | 0.9998          |
|  |  |
| 2026-02-24 | 0.9998          |
|  |  |
| 2026-02-25 | 0.9998          |
|  |  |
| 2026-02-26 | 0.9998          |
|  |  |
| 2026-02-27 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $22848198.60              | $68761621.73            |
| 2026-02-03 | $184536260.11             | $3578595.26             |
| 2026-02-04 | $58122250.22              | $2116396.21             |
| 2026-02-05 | $11497093.75              | $73897143.88            |
| 2026-02-06 | $13391492.15              | $149497644.67           |
| 2026-02-09 | $22312718.00              | $55088473.71            |
| 2026-02-10 | $84316965.59              | $2095326.78             |
| 2026-02-11 | $10030287.68              | $52012.69               |
| 2026-02-12 | $138637683.39             | $808987.09              |
| 2026-02-13 | $129939198.84             | $17132369.20            |
| 2026-02-17 | $27976636.24              | $36170473.14            |
| 2026-02-18 | $164253465.84             | $13609844.99            |
| 2026-02-19 | $109231125.93             | $0.00                   |
| 2026-02-20 | $9199930.44               | $289266852.93           |
| 2026-02-23 | $6029752.71               | $45017764.63            |
| 2026-02-24 | $120433769.68             | $27489.00               |
| 2026-02-25 | $24665724.96              | $135399379.23           |
| 2026-02-26 | $21819421.77              | $284983349.65           |
| 2026-02-27 | $65144843.39              | $101645291.05           |

**Total Gross Subscriptions (Month):** $1224386819.29

**Total Gross Redemptions (Month):** $1279149015.84

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.3200%           |
| 2026-02-03 | 3.3200%           |
| 2026-02-04 | 3.3200%           |
| 2026-02-05 | 3.3200%           |
| 2026-02-06 | 3.3200%           |
| 2026-02-09 | 3.3200%           |
| 2026-02-10 | 3.3100%           |
| 2026-02-11 | 3.3100%           |
| 2026-02-12 | 3.3100%           |
| 2026-02-13 | 3.3100%           |
| 2026-02-17 | 3.3100%           |
| 2026-02-18 | 3.3200%           |
| 2026-02-19 | 3.3200%           |
| 2026-02-20 | 3.3200%           |
| 2026-02-23 | 3.3200%           |
| 2026-02-24 | 3.3200%           |
| 2026-02-25 | 3.3200%           |
| 2026-02-26 | 3.3200%           |
| 2026-02-27 | 3.3200%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 6.8800%          | 0.0000%              |
| Depository institution or other banking institution |  | 18.7700%         | 0.0000%              |
| Depository institution or other banking institution |  | 16.9100%         | 0.0000%              |
| Depository institution or other banking institution |  | 44.6900%         | 0.0000%              |

### Class: Cash Reserve

- **Minimum Initial Investment:** $5000.00

- **Net Assets of Class:** $4757805528.46

- **Number of Shares Outstanding:** 4759365665.3900

- **Expense Reimbursement/Waiver:** 51966.95

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 0.9998          |
|  |  |
| 2026-02-03 | 0.9998          |
|  |  |
| 2026-02-04 | 0.9998          |
|  |  |
| 2026-02-05 | 0.9999          |
|  |  |
| 2026-02-06 | 0.9999          |
|  |  |
| 2026-02-09 | 0.9998          |
|  |  |
| 2026-02-10 | 0.9999          |
|  |  |
| 2026-02-11 | 0.9998          |
|  |  |
| 2026-02-12 | 0.9998          |
|  |  |
| 2026-02-13 | 0.9999          |
|  |  |
| 2026-02-17 | 0.9998          |
|  |  |
| 2026-02-18 | 0.9998          |
|  |  |
| 2026-02-19 | 0.9998          |
|  |  |
| 2026-02-20 | 0.9998          |
|  |  |
| 2026-02-23 | 0.9998          |
|  |  |
| 2026-02-24 | 0.9998          |
|  |  |
| 2026-02-25 | 0.9998          |
|  |  |
| 2026-02-26 | 0.9998          |
|  |  |
| 2026-02-27 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $287203269.38             | $252792253.45           |
| 2026-02-03 | $670102617.49             | $322230732.38           |
| 2026-02-04 | $334787165.88             | $509198356.40           |
| 2026-02-05 | $262833479.18             | $458572023.88           |
| 2026-02-06 | $296697352.14             | $227759699.00           |
| 2026-02-09 | $248927974.59             | $359604919.33           |
| 2026-02-10 | $253756243.83             | $314399021.88           |
| 2026-02-11 | $185679541.69             | $267718533.07           |
| 2026-02-12 | $185667575.70             | $199405454.66           |
| 2026-02-13 | $239776691.01             | $189553653.32           |
| 2026-02-17 | $210673043.94             | $270922336.08           |
| 2026-02-18 | $404519913.43             | $242392671.79           |
| 2026-02-19 | $222374070.55             | $366451552.09           |
| 2026-02-20 | $230956865.53             | $201098478.26           |
| 2026-02-23 | $224790123.03             | $237069347.55           |
| 2026-02-24 | $203616163.14             | $237633582.68           |
| 2026-02-25 | $584078113.22             | $199426220.96           |
| 2026-02-26 | $271675438.28             | $587925896.00           |
| 2026-02-27 | $242635996.49             | $275926666.00           |

**Total Gross Subscriptions (Month):** $5560751638.50

**Total Gross Redemptions (Month):** $5720081398.78

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.1700%           |
| 2026-02-03 | 3.1700%           |
| 2026-02-04 | 3.1700%           |
| 2026-02-05 | 3.1700%           |
| 2026-02-06 | 3.1700%           |
| 2026-02-09 | 3.1700%           |
| 2026-02-10 | 3.1600%           |
| 2026-02-11 | 3.1600%           |
| 2026-02-12 | 3.1600%           |
| 2026-02-13 | 3.1600%           |
| 2026-02-17 | 3.1600%           |
| 2026-02-18 | 3.1700%           |
| 2026-02-19 | 3.1700%           |
| 2026-02-20 | 3.1700%           |
| 2026-02-23 | 3.1700%           |
| 2026-02-24 | 3.1700%           |
| 2026-02-25 | 3.1700%           |
| 2026-02-26 | 3.1700%           |
| 2026-02-27 | 3.1700%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 97.7700%         | 0.0000%              |

### Class: Select

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $353460567.13

- **Number of Shares Outstanding:** 353576494.9700

- **Expense Reimbursement/Waiver:** 9342.83

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 0.9998          |
|  |  |
| 2026-02-03 | 0.9998          |
|  |  |
| 2026-02-04 | 0.9998          |
|  |  |
| 2026-02-05 | 0.9999          |
|  |  |
| 2026-02-06 | 0.9999          |
|  |  |
| 2026-02-09 | 0.9998          |
|  |  |
| 2026-02-10 | 0.9999          |
|  |  |
| 2026-02-11 | 0.9998          |
|  |  |
| 2026-02-12 | 0.9998          |
|  |  |
| 2026-02-13 | 0.9999          |
|  |  |
| 2026-02-17 | 0.9998          |
|  |  |
| 2026-02-18 | 0.9998          |
|  |  |
| 2026-02-19 | 0.9998          |
|  |  |
| 2026-02-20 | 0.9998          |
|  |  |
| 2026-02-23 | 0.9998          |
|  |  |
| 2026-02-24 | 0.9998          |
|  |  |
| 2026-02-25 | 0.9998          |
|  |  |
| 2026-02-26 | 0.9998          |
|  |  |
| 2026-02-27 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $61910600.76              | $30955287.30            |
| 2026-02-03 | $4196.17                  | $40854550.70            |
| 2026-02-04 | $230.26                   | $36936731.78            |
| 2026-02-05 | $6677801.03               | $1852.41                |
| 2026-02-06 | $4741519.48               | $0.00                   |
| 2026-02-09 | $14762826.14              | $10000.00               |
| 2026-02-10 | $0.00                     | $6849755.28             |
| 2026-02-11 | $4086277.53               | $0.00                   |
| 2026-02-12 | $1192.00                  | $1869930.37             |
| 2026-02-13 | $896503.45                | $0.00                   |
| 2026-02-17 | $42.40                    | $5997629.42             |
| 2026-02-18 | $127368.62                | $2690393.22             |
| 2026-02-19 | $2640733.78               | $2.86                   |
| 2026-02-20 | $1369.37                  | $4285137.98             |
| 2026-02-23 | $6756120.73               | $0.00                   |
| 2026-02-24 | $0.00                     | $8398037.84             |
| 2026-02-25 | $33533705.08              | $0.00                   |
| 2026-02-26 | $0.00                     | $25701784.97            |
| 2026-02-27 | $750786.18                | $2855517.84             |

**Total Gross Subscriptions (Month):** $136891272.98

**Total Gross Redemptions (Month):** $167406611.97

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 2.7400%           |
| 2026-02-03 | 2.7400%           |
| 2026-02-04 | 2.7400%           |
| 2026-02-05 | 2.7400%           |
| 2026-02-06 | 2.7400%           |
| 2026-02-09 | 2.7400%           |
| 2026-02-10 | 2.7300%           |
| 2026-02-11 | 2.7300%           |
| 2026-02-12 | 2.7300%           |
| 2026-02-13 | 2.7300%           |
| 2026-02-17 | 2.7300%           |
| 2026-02-18 | 2.7400%           |
| 2026-02-19 | 2.7400%           |
| 2026-02-20 | 2.7400%           |
| 2026-02-23 | 2.7400%           |
| 2026-02-24 | 2.7400%           |
| 2026-02-25 | 2.7400%           |
| 2026-02-26 | 2.7400%           |
| 2026-02-27 | 2.7400%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 99.4500%         | 0.0000%              |

### Class: Mischler Financial Group Shares

- **Minimum Initial Investment:** $3000000.00

- **Net Assets of Class:** $11776768240.43

- **Number of Shares Outstanding:** 11780624720.6000

- **Expense Reimbursement/Waiver:** 99721.71

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 0.9998          |
|  |  |
| 2026-02-03 | 0.9998          |
|  |  |
| 2026-02-04 | 0.9998          |
|  |  |
| 2026-02-05 | 0.9999          |
|  |  |
| 2026-02-06 | 0.9999          |
|  |  |
| 2026-02-09 | 0.9998          |
|  |  |
| 2026-02-10 | 0.9999          |
|  |  |
| 2026-02-11 | 0.9998          |
|  |  |
| 2026-02-12 | 0.9998          |
|  |  |
| 2026-02-13 | 0.9999          |
|  |  |
| 2026-02-17 | 0.9998          |
|  |  |
| 2026-02-18 | 0.9998          |
|  |  |
| 2026-02-19 | 0.9998          |
|  |  |
| 2026-02-20 | 0.9998          |
|  |  |
| 2026-02-23 | 0.9998          |
|  |  |
| 2026-02-24 | 0.9998          |
|  |  |
| 2026-02-25 | 0.9998          |
|  |  |
| 2026-02-26 | 0.9998          |
|  |  |
| 2026-02-27 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $200750000.00             | $0.00                   |
| 2026-02-03 | $339500000.00             | $0.00                   |
| 2026-02-04 | $118700000.00             | $0.00                   |
| 2026-02-05 | $75000000.00              | $0.00                   |
| 2026-02-06 | $0.00                     | $0.00                   |
| 2026-02-09 | $0.00                     | $32250000.00            |
| 2026-02-10 | $0.00                     | $17000000.00            |
| 2026-02-11 | $0.00                     | $0.00                   |
| 2026-02-12 | $0.00                     | $160500000.00           |
| 2026-02-13 | $6177500000.00            | $0.00                   |
| 2026-02-17 | $540000000.00             | $0.00                   |
| 2026-02-18 | $193750000.00             | $0.00                   |
| 2026-02-19 | $0.00                     | $246000000.00           |
| 2026-02-20 | $1000000.00               | $241250000.00           |
| 2026-02-23 | $50000000.00              | $167500000.00           |
| 2026-02-24 | $0.00                     | $403000000.00           |
| 2026-02-25 | $0.00                     | $1000000.00             |
| 2026-02-26 | $0.00                     | $51000000.00            |
| 2026-02-27 | $583748701.41             | $345000000.00           |

**Total Gross Subscriptions (Month):** $8279948701.41

**Total Gross Redemptions (Month):** $1664500000.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.5700%           |
| 2026-02-03 | 3.5700%           |
| 2026-02-04 | 3.5700%           |
| 2026-02-05 | 3.5700%           |
| 2026-02-06 | 3.5700%           |
| 2026-02-09 | 3.5700%           |
| 2026-02-10 | 3.5600%           |
| 2026-02-11 | 3.5600%           |
| 2026-02-12 | 3.5600%           |
| 2026-02-13 | 3.5600%           |
| 2026-02-17 | 3.5600%           |
| 2026-02-18 | 3.5700%           |
| 2026-02-19 | 3.5700%           |
| 2026-02-20 | 3.5700%           |
| 2026-02-23 | 3.5700%           |
| 2026-02-24 | 3.5700%           |
| 2026-02-25 | 3.5700%           |
| 2026-02-26 | 3.5700%           |
| 2026-02-27 | 3.5700%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 93.7200%         | 0.0000%              |

### Class: Stern Brothers Shares

- **Minimum Initial Investment:** $3000000.00

- **Net Assets of Class:** $54216698.12

- **Number of Shares Outstanding:** 54234024.0900

- **Expense Reimbursement/Waiver:** 599.67

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 0.9998          |
|  |  |
| 2026-02-03 | 0.9998          |
|  |  |
| 2026-02-04 | 0.9998          |
|  |  |
| 2026-02-05 | 0.9999          |
|  |  |
| 2026-02-06 | 0.9999          |
|  |  |
| 2026-02-09 | 0.9998          |
|  |  |
| 2026-02-10 | 0.9999          |
|  |  |
| 2026-02-11 | 0.9998          |
|  |  |
| 2026-02-12 | 0.9998          |
|  |  |
| 2026-02-13 | 0.9999          |
|  |  |
| 2026-02-17 | 0.9998          |
|  |  |
| 2026-02-18 | 0.9998          |
|  |  |
| 2026-02-19 | 0.9998          |
|  |  |
| 2026-02-20 | 0.9998          |
|  |  |
| 2026-02-23 | 0.9998          |
|  |  |
| 2026-02-24 | 0.9998          |
|  |  |
| 2026-02-25 | 0.9998          |
|  |  |
| 2026-02-26 | 0.9998          |
|  |  |
| 2026-02-27 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $3500000.03               | $0.00                   |
| 2026-02-03 | $0.00                     | $3000000.00             |
| 2026-02-04 | $4600738.84               | $0.00                   |
| 2026-02-05 | $20000000.00              | $177888.80              |
| 2026-02-06 | $0.00                     | $0.00                   |
| 2026-02-09 | $3000000.00               | $0.00                   |
| 2026-02-10 | $0.00                     | $0.00                   |
| 2026-02-11 | $0.00                     | $750000.00              |
| 2026-02-12 | $20440000.00              | $0.00                   |
| 2026-02-13 | $1000000.00               | $0.00                   |
| 2026-02-17 | $0.00                     | $3395634.10             |
| 2026-02-18 | $0.00                     | $0.00                   |
| 2026-02-19 | $0.00                     | $30000000.00            |
| 2026-02-20 | $0.00                     | $1500000.00             |
| 2026-02-23 | $0.00                     | $0.00                   |
| 2026-02-24 | $1000000.00               | $0.00                   |
| 2026-02-25 | $0.00                     | $0.00                   |
| 2026-02-26 | $8200000.00               | $0.00                   |
| 2026-02-27 | $153300.33                | $0.00                   |

**Total Gross Subscriptions (Month):** $61894039.20

**Total Gross Redemptions (Month):** $38823522.90

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.5700%           |
| 2026-02-03 | 3.5700%           |
| 2026-02-04 | 3.5700%           |
| 2026-02-05 | 3.5700%           |
| 2026-02-06 | 3.5700%           |
| 2026-02-09 | 3.5700%           |
| 2026-02-10 | 3.5600%           |
| 2026-02-11 | 3.5600%           |
| 2026-02-12 | 3.5600%           |
| 2026-02-13 | 3.5600%           |
| 2026-02-17 | 3.5600%           |
| 2026-02-18 | 3.5700%           |
| 2026-02-19 | 3.5700%           |
| 2026-02-20 | 3.5700%           |
| 2026-02-23 | 3.5700%           |
| 2026-02-24 | 3.5700%           |
| 2026-02-25 | 3.5700%           |
| 2026-02-26 | 3.5700%           |
| 2026-02-27 | 3.5700%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 75.7300%         | 0.0000%              |
| Non-financial corporation                           |  | 24.2700%         | 0.0000%              |

### Class: WestCap Shares

- **Minimum Initial Investment:** $3000000.00

- **Net Assets of Class:** $43469055.53

- **Number of Shares Outstanding:** 43483276.3300

- **Expense Reimbursement/Waiver:** 475.34

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 0.9998          |
|  |  |
| 2026-02-03 | 0.9998          |
|  |  |
| 2026-02-04 | 0.9998          |
|  |  |
| 2026-02-05 | 0.9999          |
|  |  |
| 2026-02-06 | 0.9999          |
|  |  |
| 2026-02-09 | 0.9998          |
|  |  |
| 2026-02-10 | 0.9999          |
|  |  |
| 2026-02-11 | 0.9998          |
|  |  |
| 2026-02-12 | 0.9998          |
|  |  |
| 2026-02-13 | 0.9999          |
|  |  |
| 2026-02-17 | 0.9998          |
|  |  |
| 2026-02-18 | 0.9998          |
|  |  |
| 2026-02-19 | 0.9998          |
|  |  |
| 2026-02-20 | 0.9998          |
|  |  |
| 2026-02-23 | 0.9998          |
|  |  |
| 2026-02-24 | 0.9998          |
|  |  |
| 2026-02-25 | 0.9998          |
|  |  |
| 2026-02-26 | 0.9998          |
|  |  |
| 2026-02-27 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $350000.00                | $0.00                   |
| 2026-02-03 | $0.00                     | $0.00                   |
| 2026-02-04 | $0.00                     | $0.00                   |
| 2026-02-05 | $0.00                     | $0.00                   |
| 2026-02-06 | $0.00                     | $0.00                   |
| 2026-02-09 | $0.00                     | $0.00                   |
| 2026-02-10 | $0.00                     | $0.00                   |
| 2026-02-11 | $0.00                     | $600000.00              |
| 2026-02-12 | $0.00                     | $0.00                   |
| 2026-02-13 | $0.00                     | $0.00                   |
| 2026-02-17 | $0.00                     | $0.00                   |
| 2026-02-18 | $0.00                     | $0.00                   |
| 2026-02-19 | $0.00                     | $0.00                   |
| 2026-02-20 | $0.00                     | $0.00                   |
| 2026-02-23 | $0.00                     | $0.00                   |
| 2026-02-24 | $0.00                     | $800000.00              |
| 2026-02-25 | $0.00                     | $150000.00              |
| 2026-02-26 | $0.00                     | $0.00                   |
| 2026-02-27 | $121643.31                | $0.00                   |

**Total Gross Subscriptions (Month):** $471643.31

**Total Gross Redemptions (Month):** $1550000.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.5700%           |
| 2026-02-03 | 3.5700%           |
| 2026-02-04 | 3.5700%           |
| 2026-02-05 | 3.5700%           |
| 2026-02-06 | 3.5700%           |
| 2026-02-09 | 3.5700%           |
| 2026-02-10 | 3.5600%           |
| 2026-02-11 | 3.5600%           |
| 2026-02-12 | 3.5600%           |
| 2026-02-13 | 3.5600%           |
| 2026-02-17 | 3.5600%           |
| 2026-02-18 | 3.5700%           |
| 2026-02-19 | 3.5700%           |
| 2026-02-20 | 3.5700%           |
| 2026-02-23 | 3.5700%           |
| 2026-02-24 | 3.5700%           |
| 2026-02-25 | 3.5700%           |
| 2026-02-26 | 3.5700%           |
| 2026-02-27 | 3.5700%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation |  | 60.0300%         | 0.0000%              |
| Non-financial corporation |  | 38.9900%         | 0.0000%              |

### Class: Tigress

- **Minimum Initial Investment:** $3000000.00

- **Net Assets of Class:** $88276773.64

- **Number of Shares Outstanding:** 88305572.8000

- **Expense Reimbursement/Waiver:** 1006.25

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 0.9998          |
|  |  |
| 2026-02-03 | 0.9998          |
|  |  |
| 2026-02-04 | 0.9998          |
|  |  |
| 2026-02-05 | 0.9999          |
|  |  |
| 2026-02-06 | 0.9999          |
|  |  |
| 2026-02-09 | 0.9998          |
|  |  |
| 2026-02-10 | 0.9999          |
|  |  |
| 2026-02-11 | 0.9998          |
|  |  |
| 2026-02-12 | 0.9998          |
|  |  |
| 2026-02-13 | 0.9999          |
|  |  |
| 2026-02-17 | 0.9998          |
|  |  |
| 2026-02-18 | 0.9998          |
|  |  |
| 2026-02-19 | 0.9998          |
|  |  |
| 2026-02-20 | 0.9998          |
|  |  |
| 2026-02-23 | 0.9998          |
|  |  |
| 2026-02-24 | 0.9998          |
|  |  |
| 2026-02-25 | 0.9998          |
|  |  |
| 2026-02-26 | 0.9998          |
|  |  |
| 2026-02-27 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $0.00                     | $4946846.00             |
| 2026-02-03 | $261890.00                | $0.00                   |
| 2026-02-04 | $1909166.00               | $0.00                   |
| 2026-02-05 | $0.00                     | $1655913.00             |
| 2026-02-06 | $3495581.00               | $0.00                   |
| 2026-02-09 | $0.00                     | $2326358.00             |
| 2026-02-10 | $7232302.00               | $0.00                   |
| 2026-02-11 | $0.00                     | $1725536.00             |
| 2026-02-12 | $0.00                     | $56907.00               |
| 2026-02-13 | $502872.00                | $0.00                   |
| 2026-02-17 | $0.00                     | $681755.00              |
| 2026-02-18 | $10107112.00              | $0.00                   |
| 2026-02-19 | $0.00                     | $8780544.00             |
| 2026-02-20 | $0.00                     | $11088057.00            |
| 2026-02-23 | $8713240.00               | $0.00                   |
| 2026-02-24 | $4056794.00               | $0.00                   |
| 2026-02-25 | $0.00                     | $5601065.00             |
| 2026-02-26 | $0.00                     | $8071148.00             |
| 2026-02-27 | $2080857.31               | $0.00                   |

**Total Gross Subscriptions (Month):** $38359814.31

**Total Gross Redemptions (Month):** $44934129.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.5700%           |
| 2026-02-03 | 3.5700%           |
| 2026-02-04 | 3.5700%           |
| 2026-02-05 | 3.5700%           |
| 2026-02-06 | 3.5700%           |
| 2026-02-09 | 3.5700%           |
| 2026-02-10 | 3.5600%           |
| 2026-02-11 | 3.5600%           |
| 2026-02-12 | 3.5600%           |
| 2026-02-13 | 3.5600%           |
| 2026-02-17 | 3.5600%           |
| 2026-02-18 | 3.5700%           |
| 2026-02-19 | 3.5700%           |
| 2026-02-20 | 3.5700%           |
| 2026-02-23 | 3.5700%           |
| 2026-02-24 | 3.5700%           |
| 2026-02-25 | 3.5700%           |
| 2026-02-26 | 3.5700%           |
| 2026-02-27 | 3.5700%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 28.2500%         | 0.0000%              |
| Depository institution or other banking institution |  | 71.5300%         | 0.0000%              |

### Class: Penserra Shares

- **Minimum Initial Investment:** $3000000.00

- **Net Assets of Class:** $106435.82

- **Number of Shares Outstanding:** 106470.7300

- **Expense Reimbursement/Waiver:** 1.12

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 0.9998          |
|  |  |
| 2026-02-03 | 0.9998          |
|  |  |
| 2026-02-04 | 0.9998          |
|  |  |
| 2026-02-05 | 0.9999          |
|  |  |
| 2026-02-06 | 0.9999          |
|  |  |
| 2026-02-09 | 0.9998          |
|  |  |
| 2026-02-10 | 0.9999          |
|  |  |
| 2026-02-11 | 0.9998          |
|  |  |
| 2026-02-12 | 0.9998          |
|  |  |
| 2026-02-13 | 0.9999          |
|  |  |
| 2026-02-17 | 0.9998          |
|  |  |
| 2026-02-18 | 0.9998          |
|  |  |
| 2026-02-19 | 0.9998          |
|  |  |
| 2026-02-20 | 0.9998          |
|  |  |
| 2026-02-23 | 0.9998          |
|  |  |
| 2026-02-24 | 0.9998          |
|  |  |
| 2026-02-25 | 0.9998          |
|  |  |
| 2026-02-26 | 0.9998          |
|  |  |
| 2026-02-27 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $0.00                     | $0.00                   |
| 2026-02-03 | $0.00                     | $0.00                   |
| 2026-02-04 | $0.00                     | $0.00                   |
| 2026-02-05 | $0.00                     | $0.00                   |
| 2026-02-06 | $0.00                     | $0.00                   |
| 2026-02-09 | $0.00                     | $0.00                   |
| 2026-02-10 | $0.00                     | $0.00                   |
| 2026-02-11 | $0.00                     | $0.00                   |
| 2026-02-12 | $0.00                     | $0.00                   |
| 2026-02-13 | $0.00                     | $0.00                   |
| 2026-02-17 | $0.00                     | $0.00                   |
| 2026-02-18 | $0.00                     | $0.00                   |
| 2026-02-19 | $0.00                     | $0.00                   |
| 2026-02-20 | $0.00                     | $0.00                   |
| 2026-02-23 | $0.00                     | $0.00                   |
| 2026-02-24 | $0.00                     | $0.00                   |
| 2026-02-25 | $0.00                     | $0.00                   |
| 2026-02-26 | $0.00                     | $0.00                   |
| 2026-02-27 | $291.07                   | $0.00                   |

**Total Gross Subscriptions (Month):** $291.07

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.5700%           |
| 2026-02-03 | 3.5700%           |
| 2026-02-04 | 3.5700%           |
| 2026-02-05 | 3.5700%           |
| 2026-02-06 | 3.5700%           |
| 2026-02-09 | 3.5700%           |
| 2026-02-10 | 3.5600%           |
| 2026-02-11 | 3.5600%           |
| 2026-02-12 | 3.5600%           |
| 2026-02-13 | 3.5600%           |
| 2026-02-17 | 3.5600%           |
| 2026-02-18 | 3.5700%           |
| 2026-02-19 | 3.5700%           |
| 2026-02-20 | 3.5700%           |
| 2026-02-23 | 3.5700%           |
| 2026-02-24 | 3.5700%           |
| 2026-02-25 | 3.5700%           |
| 2026-02-26 | 3.5600%           |
| 2026-02-27 | 3.5600%           |

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

### Class: Great Pacific Shares

- **Minimum Initial Investment:** $3000000.00

- **Net Assets of Class:** $53218.03

- **Number of Shares Outstanding:** 53235.5700

- **Expense Reimbursement/Waiver:** 0.56

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 0.9998          |
|  |  |
| 2026-02-03 | 0.9998          |
|  |  |
| 2026-02-04 | 0.9998          |
|  |  |
| 2026-02-05 | 0.9999          |
|  |  |
| 2026-02-06 | 0.9999          |
|  |  |
| 2026-02-09 | 0.9998          |
|  |  |
| 2026-02-10 | 0.9999          |
|  |  |
| 2026-02-11 | 0.9998          |
|  |  |
| 2026-02-12 | 0.9998          |
|  |  |
| 2026-02-13 | 0.9999          |
|  |  |
| 2026-02-17 | 0.9998          |
|  |  |
| 2026-02-18 | 0.9998          |
|  |  |
| 2026-02-19 | 0.9998          |
|  |  |
| 2026-02-20 | 0.9998          |
|  |  |
| 2026-02-23 | 0.9998          |
|  |  |
| 2026-02-24 | 0.9998          |
|  |  |
| 2026-02-25 | 0.9998          |
|  |  |
| 2026-02-26 | 0.9998          |
|  |  |
| 2026-02-27 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $0.00                     | $0.00                   |
| 2026-02-03 | $0.00                     | $0.00                   |
| 2026-02-04 | $0.00                     | $0.00                   |
| 2026-02-05 | $0.00                     | $0.00                   |
| 2026-02-06 | $0.00                     | $0.00                   |
| 2026-02-09 | $0.00                     | $0.00                   |
| 2026-02-10 | $0.00                     | $0.00                   |
| 2026-02-11 | $0.00                     | $0.00                   |
| 2026-02-12 | $0.00                     | $0.00                   |
| 2026-02-13 | $0.00                     | $0.00                   |
| 2026-02-17 | $0.00                     | $0.00                   |
| 2026-02-18 | $0.00                     | $0.00                   |
| 2026-02-19 | $0.00                     | $0.00                   |
| 2026-02-20 | $0.00                     | $0.00                   |
| 2026-02-23 | $0.00                     | $0.00                   |
| 2026-02-24 | $0.00                     | $0.00                   |
| 2026-02-25 | $0.00                     | $0.00                   |
| 2026-02-26 | $0.00                     | $0.00                   |
| 2026-02-27 | $145.55                   | $0.00                   |

**Total Gross Subscriptions (Month):** $145.55

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.5700%           |
| 2026-02-03 | 3.5700%           |
| 2026-02-04 | 3.5700%           |
| 2026-02-05 | 3.5700%           |
| 2026-02-06 | 3.5600%           |
| 2026-02-09 | 3.5600%           |
| 2026-02-10 | 3.5600%           |
| 2026-02-11 | 3.5500%           |
| 2026-02-12 | 3.5500%           |
| 2026-02-13 | 3.5600%           |
| 2026-02-17 | 3.5600%           |
| 2026-02-18 | 3.5700%           |
| 2026-02-19 | 3.5700%           |
| 2026-02-20 | 3.5700%           |
| 2026-02-23 | 3.5700%           |
| 2026-02-24 | 3.5700%           |
| 2026-02-25 | 3.5700%           |
| 2026-02-26 | 3.5600%           |
| 2026-02-27 | 3.5600%           |

**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: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp.
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: RUC0QBLBRPRCU4W1NE59, C.5 - Other ID: BYD952M08
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **C.10 - Ratings:** Fitch: NR; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA_20-44             | 2062-02-16      | 1.0268%  | N/A     | $230155995.00      | $8607921.26        | Agency Collateralized Mortgage Obligation |
| GNMA_21-199D           | 2051-11-20      | 3.0000%  | N/A     | $8879859.00        | $7098661.47        | Agency Collateralized Mortgage Obligation |
| GNMA_21-51             | 2062-10-16      | 1.0182%  | N/A     | $36916729.00       | $2055727.35        | Agency Collateralized Mortgage Obligation |
| GNMA_22-H14B           | 2072-07-20      | 0.7674%  | N/A     | $142018722.00      | $8023380.79        | Agency Collateralized Mortgage Obligation |
| GNMA_24-71D            | 2054-04-20      | 2.3385%  | N/A     | $138000000.00      | $7243336.06        | Agency Collateralized Mortgage Obligation |
| GNMA_25-105U           | 2065-06-20      | 3.4385%  | N/A     | $75000000.00       | $7404407.05        | Agency Collateralized Mortgage Obligation |
| GNMA_26-23             | 2066-07-16      | 4.5000%  | N/A     | $1991547.00        | $1988382.43        | Agency Collateralized Mortgage Obligation |
| GNMA_26-23             | 2067-11-16      | 0.0000%  | N/A     | $264389232.00      | $18837468.39       | Agency Collateralized Mortgage Obligation |
| GNMA_26-23             | 2066-12-16      | 0.0000%  | N/A     | $1885714.00        | $1876937.89        | Agency Collateralized Mortgage Obligation |
| GNMA_26-23             | 2060-01-16      | 4.5000%  | N/A     | $150000000.00      | $149919150.00      | Agency Collateralized Mortgage Obligation |
| GNMA_26-23             | 2067-04-16      | 0.0000%  | N/A     | $3600000.00        | $3582190.80        | Agency Collateralized Mortgage Obligation |
| GNMA_26-25T            | 2056-02-20      | 5.5000%  | N/A     | $7000000.00        | $6989151.56        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2042-05-15      | 3.2500%  | N/A     | $49999300.00       | $43431092.78       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2052-11-15      | 4.0000%  | N/A     | $35825000.00       | $32606471.71       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2045-08-15      | 4.8750%  | N/A     | $50240200.00       | $52334262.88       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2044-05-15      | 4.6250%  | N/A     | $32650700.00       | $33459140.89       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2055-11-15      | 4.6250%  | N/A     | $25819000.00       | $26113473.25       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2050-05-15      | 1.2500%  | N/A     | $5585800.00        | $2818193.39        | U.S. Treasuries (including strips)        |

### Security 2: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp.
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: RUC0QBLBRPRCU4W1NE59, C.5 - Other ID: BYJ045496
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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:** Fitch: NR; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-06-20      | 6.5000%  | N/A     | $111796072.00      | $51052623.83       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-01-20      | 5.5000%  | N/A     | $100169143.00      | $101947376.33      | Agency Mortgage-Backed Securities |

### Security 3: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: BRT5BLUX4
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FANNIE MAE ACES FNMA_19-M4                           | 2031-02-25      | 3.6100%  | N/A     | $1000.00           | $824.52            | Agency Collateralized Mortgage Obligation |
| FANNIEMAE-ACES FNA_18-M13                            | 2030-09-25      | 3.7510%  | N/A     | $2590.00           | $1792.65           | Agency Collateralized Mortgage Obligation |
| FANNIEMAE-ACES FNMA_16-M11                           | 2039-07-25      | 2.9440%  | N/A     | $4911.00           | $249.51            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-11-01      | 5.5000%  | N/A     | $1000.00           | $1027.97           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-12-01      | 3.0000%  | N/A     | $1000.00           | $599.47            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-09-01      | 7.0000%  | N/A     | $1008.00           | $1029.44           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-12-01      | 6.0000%  | N/A     | $1014.00           | $865.27            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-09-01      | 6.5000%  | N/A     | $1040.00           | $1058.88           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-08-01      | 6.5000%  | N/A     | $2000.00           | $1783.91           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2048-10-01      | 4.0000%  | N/A     | $1002.00           | $70.93             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-08-01      | 6.0000%  | N/A     | $2000.00           | $2056.10           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2043-06-01      | 4.0000%  | N/A     | $1000.00           | $139.96            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2032-11-01      | 1.2200%  | N/A     | $38686.00          | $31994.45          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-09-01      | 6.5000%  | N/A     | $1800983.00        | $1689716.86        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-02-01      | 6.0000%  | N/A     | $1000.00           | $955.03            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2034-05-01      | 5.0000%  | N/A     | $1002.00           | $25.13             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2047-02-01      | 4.5000%  | N/A     | $3506.00           | $754.36            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-11-01      | 2.5000%  | N/A     | $1000.00           | $633.39            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-01-01      | 3.0000%  | N/A     | $1136.00           | $698.93            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-08-01      | 5.5000%  | N/A     | $1045.00           | $874.67            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2030-04-01      | 2.5000%  | N/A     | $19375.00          | $1469.40           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-04-01      | 5.5000%  | N/A     | $1000.00           | $1019.65           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $1008.48           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-08-01      | 2.0000%  | N/A     | $1000.00           | $618.33            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-08-01      | 4.5000%  | N/A     | $4020.00           | $3107.29           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-04-01      | 7.0000%  | N/A     | $1000.00           | $1057.03           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2035-09-01      | 3.7900%  | N/A     | $2000.00           | $1951.65           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-01-01      | 5.0000%  | N/A     | $1007.00           | $988.20            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2046-08-01      | 3.0000%  | N/A     | $1000.00           | $155.05            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2046-03-01      | 3.5000%  | N/A     | $1000.00           | $292.92            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-09-01      | 7.0000%  | N/A     | $1000.00           | $1054.76           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-07-01      | 5.0000%  | N/A     | $1000.00           | $641.06            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2038-05-01      | 5.5000%  | N/A     | $1032.00           | $8.78              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2050-07-01      | 2.5000%  | N/A     | $1000.00           | $355.39            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-11-01      | 6.5000%  | N/A     | $1000.00           | $1016.59           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-03-01      | 3.0000%  | N/A     | $1000.00           | $708.29            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-08-01      | 6.5000%  | N/A     | $1000.00           | $830.28            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-01-01      | 6.0000%  | N/A     | $1001.00           | $1020.51           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-09-01      | 6.0000%  | N/A     | $4000.00           | $2835.48           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-01-01      | 6.5000%  | N/A     | $1000.00           | $622.90            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-03-01      | 3.0000%  | N/A     | $1001.00           | $452.97            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-07-01      | 6.0000%  | N/A     | $1000.00           | $790.40            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-07-01      | 6.0000%  | N/A     | $1000.00           | $851.61            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-08-01      | 6.5000%  | N/A     | $2016.00           | $2080.88           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-02-01      | 6.0000%  | N/A     | $1024.00           | $788.22            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-01-01      | 2.0000%  | N/A     | $5007.00           | $3235.65           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-03-01      | 6.0000%  | N/A     | $38672.00          | $37394.11          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-01-01      | 6.5000%  | N/A     | $1000.00           | $752.72            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-04-01      | 3.5000%  | N/A     | $1000.00           | $666.17            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-02-01      | 6.0000%  | N/A     | $1005.00           | $903.58            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-04-01      | 6.5000%  | N/A     | $1014.00           | $943.17            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-11-01      | 2.5000%  | N/A     | $1000.00           | $633.48            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-07-01      | 6.5000%  | N/A     | $1000.00           | $1054.54           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-03-01      | 3.0000%  | N/A     | $453367.00         | $359509.95         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-08-01      | 5.5000%  | N/A     | $1000.00           | $1024.13           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-09-01      | 6.5000%  | N/A     | $1001.00           | $919.67            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-03-01      | 6.5000%  | N/A     | $1024.00           | $714.98            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-12-01      | 2.5000%  | N/A     | $1000.00           | $645.88            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-05-01      | 5.0000%  | N/A     | $1047.00           | $1051.80           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-01-01      | 6.0000%  | N/A     | $1000.00           | $1012.22           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-05-01      | 5.0000%  | N/A     | $1000.00           | $814.63            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-12-01      | 5.5000%  | N/A     | $1000.00           | $1017.67           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-05-01      | 3.5000%  | N/A     | $1000.00           | $759.74            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-03-01      | 5.0000%  | N/A     | $1000.00           | $986.39            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-01-01      | 6.5000%  | N/A     | $2008.00           | $1657.81           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2042-04-01      | 2.0000%  | N/A     | $5052.00           | $3792.29           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2031-02-01      | 7.0000%  | N/A     | $1000.00           | $7.64              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2049-06-01      | 4.0000%  | N/A     | $1000.00           | $119.61            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-09-01      | 6.0000%  | N/A     | $5200.00           | $4520.26           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2049-08-01      | 3.5000%  | N/A     | $2000.00           | $366.20            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2043-11-01      | 5.0000%  | N/A     | $1000.00           | $199.40            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-04-01      | 2.0000%  | N/A     | $1000.00           | $556.45            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-11-01      | 3.0000%  | N/A     | $1057.00           | $662.77            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2043-11-01      | 4.0000%  | N/A     | $2734.00           | $110.98            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-09-01      | 6.5000%  | N/A     | $1000.00           | $1042.06           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-06-01      | 5.0000%  | N/A     | $2024.00           | $1461.34           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-04-01      | 6.0000%  | N/A     | $1013.00           | $944.95            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-09-01      | 6.5000%  | N/A     | $2000.00           | $1747.35           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-05-01      | 6.0000%  | N/A     | $1000.00           | $865.23            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-02-01      | 5.0000%  | N/A     | $1000.00           | $936.39            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-11-01      | 5.5000%  | N/A     | $2683.00           | $2659.50           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-09-01      | 6.5000%  | N/A     | $2008.00           | $1911.08           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2050-10-01      | 2.5000%  | N/A     | $1000.00           | $442.50            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-03-01      | 6.0000%  | N/A     | $2000.00           | $1633.66           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-08-01      | 4.5000%  | N/A     | $1000.00           | $726.79            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-03-01      | 6.0000%  | N/A     | $1040.00           | $895.56            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-11-01      | 4.5000%  | N/A     | $2000.00           | $1976.43           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2050-04-01      | 2.5000%  | N/A     | $1001.00           | $221.55            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-07-01      | 6.5000%  | N/A     | $113816.00         | $108518.66         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-10-01      | 6.5000%  | N/A     | $1000.00           | $1044.38           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-03-01      | 2.0000%  | N/A     | $1000.00           | $601.85            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-06-01      | 6.0000%  | N/A     | $1000.00           | $707.58            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-10-01      | 5.5000%  | N/A     | $1000.00           | $730.25            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-10-01      | 2.0000%  | N/A     | $1000.00           | $537.44            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-03-01      | 6.5000%  | N/A     | $2000.00           | $2011.71           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-10-01      | 4.0000%  | N/A     | $1001.00           | $800.08            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-09-01      | 4.5000%  | N/A     | $1000.00           | $734.85            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-01-01      | 5.5000%  | N/A     | $1000.00           | $976.60            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-10-01      | 5.5000%  | N/A     | $1000.00           | $1014.22           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-08-01      | 6.5000%  | N/A     | $2000.00           | $1977.43           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2049-11-01      | 2.5000%  | N/A     | $2000.00           | $427.15            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-05-01      | 5.5000%  | N/A     | $1001.00           | $1012.97           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-10-01      | 2.5000%  | N/A     | $1000.00           | $623.40            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-07-01      | 5.0000%  | N/A     | $1000.00           | $886.22            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2048-08-01      | 4.5000%  | N/A     | $1000.00           | $245.43            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-08-01      | 6.5000%  | N/A     | $1008.00           | $803.38            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2037-08-01      | 6.5000%  | N/A     | $1036.00           | $11.18             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2050-05-01      | 3.5000%  | N/A     | $1001.00           | $219.65            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2050-03-01      | 4.0000%  | N/A     | $1096.00           | $219.65            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-03-01      | 6.5000%  | N/A     | $2001.00           | $2067.18           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-01-01      | 4.2690%  | N/A     | $2214.00           | $1954.53           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2042-01-01      | 3.5000%  | N/A     | $1000.00           | $164.79            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2050-07-01      | 3.0000%  | N/A     | $1000.00           | $460.71            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-10-01      | 3.0000%  | N/A     | $1000.00           | $786.77            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2045-05-01      | 3.0000%  | N/A     | $1000.00           | $135.62            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-02-01      | 6.0000%  | N/A     | $2001.00           | $2022.54           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2040-02-01      | 3.2600%  | N/A     | $2162393.00        | $1949842.46        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2048-05-01      | 5.0000%  | N/A     | $1008.00           | $191.82            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-05-01      | 2.5000%  | N/A     | $3039.00           | $2427.56           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2050-04-01      | 5.0000%  | N/A     | $1065.00           | $534.68            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-04-01      | 6.5000%  | N/A     | $1000.00           | $1044.11           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2046-09-01      | 3.0000%  | N/A     | $1000.00           | $264.78            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-01-01      | 5.0000%  | N/A     | $1000.00           | $687.57            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2049-10-01      | 3.0000%  | N/A     | $1000.00           | $175.41            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-01-01      | 4.5000%  | N/A     | $1000.00           | $692.61            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-04-01      | 4.0000%  | N/A     | $1000.00           | $700.64            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2045-03-01      | 3.0000%  | N/A     | $1006.00           | $117.46            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-04-01      | 4.0000%  | N/A     | $1000.00           | $691.74            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2050-11-01      | 2.0000%  | N/A     | $2000.00           | $1097.70           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-09-01      | 6.0000%  | N/A     | $1000.00           | $689.70            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2047-05-01      | 4.5000%  | N/A     | $33055.00          | $3585.50           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-12-01      | 2.5000%  | N/A     | $1024.00           | $653.54            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2047-03-01      | 4.5000%  | N/A     | $1064.00           | $291.48            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-07-01      | 6.5000%  | N/A     | $1001.00           | $955.57            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-10-01      | 5.5000%  | N/A     | $1000.00           | $693.71            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-07-01      | 6.5000%  | N/A     | $4000.00           | $3431.14           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-04-01      | 5.5000%  | N/A     | $2000.00           | $1763.70           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2030-12-01      | 3.0000%  | N/A     | $1000.00           | $86.97             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $595.38            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2035-07-01      | 5.0000%  | N/A     | $1000.00           | $7.86              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-04-01      | 7.0000%  | N/A     | $1006.00           | $152.53            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-08-01      | 6.0000%  | N/A     | $1000.00           | $735.97            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-01-01      | 4.0000%  | N/A     | $1000.00           | $868.30            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-01-01      | 4.5000%  | N/A     | $1000.00           | $869.33            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-08-01      | 6.0000%  | N/A     | $1000.00           | $1036.26           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-01-01      | 3.5000%  | N/A     | $1000.00           | $923.80            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-07-01      | 6.0000%  | N/A     | $1000.00           | $1009.92           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2056-01-01      | 5.5000%  | N/A     | $1000.00           | $1037.88           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-02-01      | 6.5000%  | N/A     | $2000.00           | $1944.12           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2049-06-01      | 3.5000%  | N/A     | $5947.00           | $970.96            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-06-01      | 5.0000%  | N/A     | $1000.00           | $980.02            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-10-01      | 6.0000%  | N/A     | $1000.00           | $1006.83           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-09-01      | 6.5000%  | N/A     | $1036.00           | $1057.60           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2035-01-01      | 6.5000%  | N/A     | $1000.00           | $48.65             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2048-10-01      | 4.0000%  | N/A     | $1004.00           | $166.30            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-09-01      | 6.0000%  | N/A     | $1008.00           | $950.65            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-08-01      | 7.5000%  | N/A     | $2000.00           | $1071.21           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-10-01      | 3.5000%  | N/A     | $1000.00           | $771.95            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-06-01      | 5.5000%  | N/A     | $1000.00           | $970.91            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-11-01      | 4.5000%  | N/A     | $1000.00           | $982.63            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-05-01      | 5.0000%  | N/A     | $1000.00           | $1004.02           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2036-09-01      | 6.5000%  | N/A     | $1000.00           | $54.01             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-11-01      | 6.5000%  | N/A     | $3000.00           | $1994.82           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-11-01      | 5.0000%  | N/A     | $1008.00           | $1009.29           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-05-01      | 5.0000%  | N/A     | $1000.00           | $987.58            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-03-01      | 5.5000%  | N/A     | $1000.00           | $789.64            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-10-01      | 6.0000%  | N/A     | $1000.00           | $1042.73           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-12-01      | 2.0000%  | N/A     | $1000.00           | $635.82            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2050-11-01      | 2.0000%  | N/A     | $1000.00           | $543.44            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2040-03-01      | 2.8620%  | N/A     | $3441228.00        | $2802469.17        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2041-10-01      | 4.0000%  | N/A     | $1000.00           | $77.01             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2050-09-01      | 2.0000%  | N/A     | $19467.00          | $10089.12          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-01-01      | 6.0000%  | N/A     | $1000.00           | $914.95            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-03-01      | 6.5000%  | N/A     | $2023.00           | $1728.98           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-07-01      | 2.0000%  | N/A     | $3000.00           | $1836.36           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-03-01      | 2.5000%  | N/A     | $1000.00           | $559.35            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2027-04-01      | 3.0000%  | N/A     | $3682.00           | $24.15             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-04-01      | 6.5000%  | N/A     | $1001.00           | $628.03            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-04-01      | 6.5000%  | N/A     | $1000.00           | $941.73            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2037-11-01      | 2.4790%  | N/A     | $1000.00           | $816.57            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-07-01      | 6.5000%  | N/A     | $3000.00           | $2911.42           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-07-01      | 5.5000%  | N/A     | $1000.00           | $787.45            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-04-01      | 5.5000%  | N/A     | $2749.00           | $2383.85           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-09-01      | 5.0000%  | N/A     | $1000.00           | $941.38            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-10-01      | 5.0000%  | N/A     | $1000.00           | $777.29            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2037-10-01      | 3.0000%  | N/A     | $1000.00           | $644.56            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2056-01-01      | 5.5000%  | N/A     | $1000.00           | $1025.92           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2042-11-01      | 5.0000%  | N/A     | $1000.00           | $650.07            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-06-01      | 6.0000%  | N/A     | $1000.00           | $1032.69           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-06-01      | 6.0000%  | N/A     | $1008.00           | $647.02            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2049-05-01      | 3.8300%  | N/A     | $1135.00           | $985.78            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2042-03-01      | 3.5000%  | N/A     | $1000.00           | $141.42            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2030-08-01      | 3.7500%  | N/A     | $182200.00         | $182166.72         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2033-10-01      | 3.6900%  | N/A     | $34011.00          | $33100.54          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-11-01      | 5.0000%  | N/A     | $1000.00           | $1006.01           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-10-01      | 6.0000%  | N/A     | $1024.00           | $1056.00           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $1026.53           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-03-01      | 2.0000%  | N/A     | $1000.00           | $642.34            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-12-01      | 5.5000%  | N/A     | $1024.00           | $1012.54           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2028-02-01      | 4.3740%  | N/A     | $32940.00          | $33106.19          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2029-05-01      | 3.2500%  | N/A     | $3000.00           | $2731.19           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-04-01      | 2.5000%  | N/A     | $1000.00           | $871.32            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2047-05-01      | 3.0000%  | N/A     | $1000.00           | $263.80            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2037-08-01      | 4.1700%  | N/A     | $1000.00           | $979.42            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2041-07-01      | 6.0000%  | N/A     | $1000.00           | $658.30            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-11-01      | 4.5000%  | N/A     | $1000.00           | $716.42            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-10-01      | 5.0000%  | N/A     | $1000.00           | $885.93            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2054-04-01      | 5.0000%  | N/A     | $1000.00           | $972.63            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-10-01      | 6.0000%  | N/A     | $1000.00           | $1044.24           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2037-10-01      | 6.5000%  | N/A     | $1000.00           | $6.57              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-06-01      | 3.0000%  | N/A     | $1000.00           | $783.72            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2033-12-01      | 4.0200%  | N/A     | $98377.00          | $98225.04          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2054-09-01      | 5.0000%  | N/A     | $1000.00           | $871.90            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2030-07-01      | 3.6200%  | N/A     | $33568.00          | $33145.21          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2050-02-01      | 4.5000%  | N/A     | $1000.00           | $220.93            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-08-01      | 5.0000%  | N/A     | $1000.00           | $709.41            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-05-01      | 5.0000%  | N/A     | $1000.00           | $766.93            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2035-12-01      | 4.4650%  | N/A     | $2001.00           | $2032.39           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2051-04-01      | 2.5000%  | N/A     | $1002.00           | $554.11            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2038-07-01      | 5.1700%  | N/A     | $1306700.00        | $1347871.02        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2037-11-01      | 6.5000%  | N/A     | $1000.00           | $11.64             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2032-04-01      | 4.9200%  | N/A     | $29080.00          | $30555.56          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2054-01-01      | 4.1850%  | N/A     | $19235.00          | $17974.44          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-01-01      | 3.0000%  | N/A     | $1000.00           | $786.31            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2054-02-01      | 5.5000%  | N/A     | $1000.00           | $855.43            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2050-01-01      | 3.0000%  | N/A     | $2048.00           | $521.13            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-09-01      | 1.9640%  | N/A     | $4288.00           | $3355.78           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2033-12-01      | 3.5000%  | N/A     | $1000.00           | $187.08            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-07-01      | 6.0000%  | N/A     | $1008.00           | $1008.35           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-10-01      | 6.5000%  | N/A     | $1000.00           | $1054.24           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2038-02-01      | 3.5600%  | N/A     | $1642.00           | $1313.41           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-09-01      | 6.5000%  | N/A     | $1000.00           | $1042.84           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2046-01-01      | 3.8800%  | N/A     | $1000.00           | $769.13            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2054-06-01      | 6.0000%  | N/A     | $1152.00           | $923.54            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-09-01      | 6.5000%  | N/A     | $1030.00           | $614.27            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2050-10-01      | 2.0000%  | N/A     | $1000.00           | $506.37            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-08-01      | 5.0000%  | N/A     | $1000.00           | $830.70            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2040-09-01      | 6.5000%  | N/A     | $1000.00           | $204.65            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2037-01-01      | 2.0000%  | N/A     | $1010.00           | $541.76            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2030-11-01      | 4.3400%  | N/A     | $5120.00           | $5228.23           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2050-08-01      | 3.0000%  | N/A     | $1000.00           | $380.83            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2051-02-01      | 3.0000%  | N/A     | $1000.00           | $556.06            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2034-06-01      | 3.3700%  | N/A     | $6668403.00        | $6359615.19        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2033-09-01      | 3.7800%  | N/A     | $32831.00          | $32188.70          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2036-01-01      | 5.6300%  | N/A     | $1099727.00        | $1205575.84        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2036-01-01      | 1.6100%  | N/A     | $8200000.00        | $5957282.90        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2035-04-01      | 3.5000%  | N/A     | $1000.00           | $135.97            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2038-04-01      | 3.5100%  | N/A     | $1000.00           | $931.88            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2054-06-01      | 6.0000%  | N/A     | $1024.00           | $1012.10           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-03-01      | 5.5000%  | N/A     | $1024.00           | $1003.09           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2050-02-01      | 3.0000%  | N/A     | $1000.00           | $735.90            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-11-01      | 5.5000%  | N/A     | $1000.00           | $1002.15           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_20-M50    | 2030-10-25      | 1.2000%  | N/A     | $5000.00           | $3859.68           | Agency Collateralized Mortgage Obligation |
| FHLMC_3747                                           | 2040-10-15      | 2.7273%  | N/A     | $48956061.00       | $169889.10         | Agency Collateralized Mortgage Obligation |
| FHLMC_3990                                           | 2027-01-15      | 2.8773%  | N/A     | $129951.00         | $9.51              | Agency Collateralized Mortgage Obligation |
| FHLMC_5092Q                                          | 2050-09-25      | 3.0000%  | N/A     | $23269999.00       | $2521822.79        | Agency Collateralized Mortgage Obligation |
| FHLMC_5144B                                          | 2051-09-25      | 2.5000%  | N/A     | $47934119.00       | $3534606.08        | Agency Collateralized Mortgage Obligation |
| FHLMC_5144D                                          | 2051-04-25      | 2.5000%  | N/A     | $8800000.00        | $658647.46         | Agency Collateralized Mortgage Obligation |
| FHLMC_5178G                                          | 2051-11-25      | 4.0000%  | N/A     | $41029039.00       | $4747659.51        | Agency Collateralized Mortgage Obligation |
| FHLMC_5196A                                          | 2051-07-25      | 2.5000%  | N/A     | $7861120.00        | $674173.03         | Agency Collateralized Mortgage Obligation |
| FHLMC_5419B                                          | 2054-06-25      | 2.2328%  | N/A     | $41591340.00       | $2248994.32        | Agency Collateralized Mortgage Obligation |
| FHLMC_5442C                                          | 2054-08-25      | 0.0000%  | N/A     | $4032397.00        | $2282834.44        | Agency Collateralized Mortgage Obligation |
| FHLMC_5508B                                          | 2055-02-25      | 1.2328%  | N/A     | $88811400.00       | $1448896.77        | Agency Collateralized Mortgage Obligation |
| FHLMC_5605B                                          | 2055-12-25      | 1.8828%  | N/A     | $169471373.00      | $7785507.62        | Agency Collateralized Mortgage Obligation |
| FHLMC_5605B                                          | 2055-12-25      | 4.6172%  | N/A     | $1036.00           | $997.06            | Agency Collateralized Mortgage Obligation |
| FHR_5148                                             | 2049-06-25      | 2.0000%  | N/A     | $3100000.00        | $305433.94         | Agency Collateralized Mortgage Obligation |
| FHSTR_33                                             | 2037-10-15      | 2.0142%  | N/A     | $157161.00         | $510.72            | Agency Collateralized Mortgage Obligation |
| FHSTR_400                                            | 2052-03-25      | 2.0000%  | N/A     | $9600000.00        | $1098038.51        | Agency Collateralized Mortgage Obligation |
| FNMA_07-30                                           | 2037-04-25      | 2.9583%  | N/A     | $48672317.00       | $424830.94         | Agency Collateralized Mortgage Obligation |
| FNMA_10-113B                                         | 2040-10-25      | 2.8183%  | N/A     | $32968327.00       | $57837.59          | Agency Collateralized Mortgage Obligation |
| FNMA_11-41                                           | 2041-05-25      | 2.7983%  | N/A     | $31387088.00       | $81433.27          | Agency Collateralized Mortgage Obligation |
| FNMA_12-14                                           | 2042-03-25      | 2.7183%  | N/A     | $5013438.00        | $42312.05          | Agency Collateralized Mortgage Obligation |
| FNMA_15-34A                                          | 2045-06-25      | 0.0000%  | N/A     | $810693.00         | $4.97              | Agency Collateralized Mortgage Obligation |
| FNMA_17-74B                                          | 2047-10-25      | 2.4183%  | N/A     | $8972200.00        | $253894.68         | Agency Collateralized Mortgage Obligation |
| FNMA_18-53D                                          | 2048-07-25      | 2.0943%  | N/A     | $14683782.00       | $117146.76         | Agency Collateralized Mortgage Obligation |
| FNMA_20-61D                                          | 2050-09-25      | 4.0000%  | N/A     | $19231955.00       | $1359214.14        | Agency Collateralized Mortgage Obligation |
| FNMA_21-42G                                          | 2046-02-25      | 2.3168%  | N/A     | $18923538.00       | $366789.82         | Agency Collateralized Mortgage Obligation |
| FNMA_21-44C                                          | 2051-07-25      | 2.5000%  | N/A     | $1000000.00        | $144982.71         | Agency Collateralized Mortgage Obligation |
| FNMA_21-61A                                          | 2051-09-25      | 2.5000%  | N/A     | $5615145.00        | $393479.21         | Agency Collateralized Mortgage Obligation |
| FNMA_21-61E                                          | 2049-04-25      | 2.5000%  | N/A     | $5900001.00        | $674351.51         | Agency Collateralized Mortgage Obligation |
| FNMA_21-82C                                          | 2051-12-25      | 2.2948%  | N/A     | $21791806.00       | $478651.91         | Agency Collateralized Mortgage Obligation |
| FNMA_22-18F                                          | 2051-11-25      | 4.0000%  | N/A     | $15671258.00       | $1862932.28        | Agency Collateralized Mortgage Obligation |
| FNMA_22-3B                                           | 2052-02-25      | 2.2541%  | N/A     | $24793712.00       | $671542.72         | Agency Collateralized Mortgage Obligation |
| FNMA_22-86                                           | 2050-05-25      | 2.5000%  | N/A     | $617018.00         | $68695.39          | Agency Collateralized Mortgage Obligation |
| FNMA_23-20B                                          | 2061-03-25      | 2.0371%  | N/A     | $55713918.00       | $1646940.09        | Agency Collateralized Mortgage Obligation |
| FNMA_23-39E                                          | 2053-05-25      | 0.0000%  | N/A     | $5769230.00        | $2921872.50        | Agency Collateralized Mortgage Obligation |
| FNMA_23-40E                                          | 2053-09-25      | 2.9328%  | N/A     | $107332910.00      | $4722334.38        | Agency Collateralized Mortgage Obligation |
| FNMA_23-43D                                          | 2053-05-25      | 0.0000%  | N/A     | $4048591.00        | $2063731.87        | Agency Collateralized Mortgage Obligation |
| FNMA_23-49D                                          | 2048-05-25      | 5.0000%  | N/A     | $46813628.00       | $4713534.68        | Agency Collateralized Mortgage Obligation |
| FNMA_23-49E                                          | 2061-09-25      | 5.5000%  | N/A     | $5618435.00        | $788372.26         | Agency Collateralized Mortgage Obligation |
| FNMA_23-54C                                          | 2053-11-25      | 0.0000%  | N/A     | $31375184.00       | $16310482.79       | Agency Collateralized Mortgage Obligation |
| FNMA_24-11C                                          | 2054-03-25      | 4.4328%  | N/A     | $100000.00         | $6996.90           | Agency Collateralized Mortgage Obligation |
| FNMA_24-20J                                          | 2046-03-25      | 5.5000%  | N/A     | $1762.00           | $918.69            | Agency Collateralized Mortgage Obligation |
| FNMA_24-54D                                          | 2046-12-25      | 0.0000%  | N/A     | $110680678.00      | $1748.89           | Agency Collateralized Mortgage Obligation |
| FNMA_24-56C                                          | 2054-08-25      | 3.4328%  | N/A     | $12930761.00       | $763626.62         | Agency Collateralized Mortgage Obligation |
| FNMA_24-77                                           | 2053-10-25      | 4.9672%  | N/A     | $79989841.00       | $57265201.46       | Agency Collateralized Mortgage Obligation |
| FNMA_24-94B                                          | 2054-08-25      | 0.0000%  | N/A     | $168420.00         | $85937.07          | Agency Collateralized Mortgage Obligation |
| FNMA_24-M5B                                          | 2033-10-25      | 4.7150%  | N/A     | $1352.00           | $1389.05           | Agency Collateralized Mortgage Obligation |
| FNMA_25-112A                                         | 2048-02-25      | 5.0000%  | N/A     | $6031342.00        | $707862.08         | Agency Collateralized Mortgage Obligation |
| FNMA_25-112B                                         | 2055-01-25      | 0.0200%  | N/A     | $123135.00         | $54.16             | Agency Collateralized Mortgage Obligation |
| FNMA_25-43A                                          | 2036-06-25      | 5.0000%  | N/A     | $1000.00           | $966.12            | Agency Collateralized Mortgage Obligation |
| FNMA_25-50A                                          | 2055-07-25      | 0.0500%  | N/A     | $25000000.00       | $29917.18          | Agency Collateralized Mortgage Obligation |
| FNMA_25-82A                                          | 2052-08-25      | 5.5000%  | N/A     | $12787962.00       | $904033.98         | Agency Collateralized Mortgage Obligation |
| FNMA_25-9A                                           | 2055-03-25      | 2.1328%  | N/A     | $100038.00         | $7911.07           | Agency Collateralized Mortgage Obligation |
| FNMA_26-3B                                           | 2048-04-25      | 4.5000%  | N/A     | $1024.00           | $1022.79           | Agency Collateralized Mortgage Obligation |
| FNSTR_429                                            | 2051-09-25      | 2.0000%  | N/A     | $1149978.00        | $125150.07         | Agency Collateralized Mortgage Obligation |
| FNSTR_440                                            | 2053-11-25      | 5.5000%  | N/A     | $101000.00         | $13771.94          | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_5071                               | 2051-02-25      | 2.5000%  | N/A     | $299990.00         | $27258.39          | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC GOLD                                     | 2040-06-01      | 4.5000%  | N/A     | $1014.00           | $58.59             | Agency Mortgage-Backed Securities         |
| FREDDIE MAC GOLD                                     | 2045-08-01      | 3.5000%  | N/A     | $7003.00           | $1418.75           | Agency Mortgage-Backed Securities         |
| FREDDIE MAC GOLD                                     | 2036-01-01      | 7.0000%  | N/A     | $4378.00           | $148.91            | Agency Mortgage-Backed Securities         |
| FREDDIE MAC GOLD                                     | 2028-11-01      | 6.5000%  | N/A     | $5887636.00        | $2452.86           | Agency Mortgage-Backed Securities         |
| FREDDIE MAC GOLD                                     | 2036-10-01      | 5.5000%  | N/A     | $59893.00          | $1982.29           | Agency Mortgage-Backed Securities         |
| GNMA_10-106                                          | 2040-08-20      | 2.2183%  | N/A     | $52857142.00       | $530447.70         | Agency Collateralized Mortgage Obligation |
| GNMA_11-80                                           | 2041-06-20      | 2.8883%  | N/A     | $150000000.00      | $489524.04         | Agency Collateralized Mortgage Obligation |
| GNMA_12-106C                                         | 2042-09-20      | 4.4800%  | N/A     | $486374.00         | $11181.26          | Agency Collateralized Mortgage Obligation |
| GNMA_14-69                                           | 2037-09-20      | 1.3614%  | N/A     | $104785743.00      | $275986.08         | Agency Collateralized Mortgage Obligation |
| GNMA_15-57                                           | 2045-04-20      | 1.8183%  | N/A     | $136500000.00      | $1108557.19        | Agency Collateralized Mortgage Obligation |
| GNMA_17-60A                                          | 2038-10-20      | 2.7183%  | N/A     | $13891689.00       | $61904.84          | Agency Collateralized Mortgage Obligation |
| GNMA_18-127A                                         | 2044-07-20      | 1.3115%  | N/A     | $40334331.00       | $336513.60         | Agency Collateralized Mortgage Obligation |
| GNMA_18-51B                                          | 2046-11-20      | 1.2716%  | N/A     | $25850465.00       | $97960.96          | Agency Collateralized Mortgage Obligation |
| GNMA_19-115E                                         | 2049-09-20      | 2.2683%  | N/A     | $50507508.00       | $2238909.57        | Agency Collateralized Mortgage Obligation |
| GNMA_19-129F                                         | 2046-02-20      | 1.1836%  | N/A     | $73811077.00       | $481985.50         | Agency Collateralized Mortgage Obligation |
| GNMA_19-69G                                          | 2044-07-20      | 1.2739%  | N/A     | $39767332.00       | $371389.50         | Agency Collateralized Mortgage Obligation |
| GNMA_19-96D                                          | 2049-08-20      | 4.0000%  | N/A     | $4178375.00        | $160407.79         | Agency Collateralized Mortgage Obligation |
| GNMA_20-11C                                          | 2048-10-20      | 1.1417%  | N/A     | $2509218.00        | $14586.57          | Agency Collateralized Mortgage Obligation |
| GNMA_20-165L                                         | 2050-08-20      | 3.0000%  | N/A     | $27694635.00       | $1807615.15        | Agency Collateralized Mortgage Obligation |
| GNMA_20-17E                                          | 2050-02-20      | 5.5000%  | N/A     | $17088939.00       | $675082.17         | Agency Collateralized Mortgage Obligation |
| GNMA_20-185G                                         | 2050-12-20      | 2.5000%  | N/A     | $55723285.00       | $6155228.95        | Agency Collateralized Mortgage Obligation |
| GNMA_20-21B                                          | 2050-02-20      | 0.0000%  | N/A     | $49899300.00       | $125326.70         | Agency Collateralized Mortgage Obligation |
| GNMA_20-36A                                          | 2050-03-20      | 0.0000%  | N/A     | $200000000.00      | $664419.79         | Agency Collateralized Mortgage Obligation |
| GNMA_20-76A                                          | 2050-05-20      | 2.3183%  | N/A     | $62390144.00       | $2607162.16        | Agency Collateralized Mortgage Obligation |
| GNMA_21-116N                                         | 2051-06-20      | 3.5000%  | N/A     | $52118480.00       | $4501113.67        | Agency Collateralized Mortgage Obligation |
| GNMA_21-135D                                         | 2051-08-20      | 2.5183%  | N/A     | $79415041.00       | $7582986.81        | Agency Collateralized Mortgage Obligation |
| GNMA_21-139L                                         | 2051-08-20      | 3.0000%  | N/A     | $2646062.00        | $307860.49         | Agency Collateralized Mortgage Obligation |
| GNMA_21-155N                                         | 2051-07-20      | 2.5183%  | N/A     | $8391360.00        | $787958.42         | Agency Collateralized Mortgage Obligation |
| GNMA_21-177F                                         | 2051-10-20      | 3.0000%  | N/A     | $4538000.00        | $409422.15         | Agency Collateralized Mortgage Obligation |
| GNMA_21-193E                                         | 2050-02-20      | 3.0000%  | N/A     | $29604166.00       | $1826336.12        | Agency Collateralized Mortgage Obligation |
| GNMA_21-215B                                         | 2051-12-20      | 3.0000%  | N/A     | $5642704.00        | $373172.08         | Agency Collateralized Mortgage Obligation |
| GNMA_21-221                                          | 2051-12-20      | 0.1385%  | N/A     | $18030000.00       | $299320.16         | Agency Collateralized Mortgage Obligation |
| GNMA_21-41N                                          | 2050-10-20      | 2.0000%  | N/A     | $9102627.00        | $513107.44         | Agency Collateralized Mortgage Obligation |
| GNMA_21-64M                                          | 2051-04-20      | 4.8772%  | N/A     | $4298990.00        | $1893991.19        | Agency Collateralized Mortgage Obligation |
| GNMA_21-97D                                          | 2051-06-20      | 3.5000%  | N/A     | $35764301.00       | $1903892.62        | Agency Collateralized Mortgage Obligation |
| GNMA_22-103D                                         | 2052-06-20      | 2.4185%  | N/A     | $101862.00         | $6809.66           | Agency Collateralized Mortgage Obligation |
| GNMA_22-213F                                         | 2052-12-20      | 4.5615%  | N/A     | $4842428.00        | $3039647.33        | Agency Collateralized Mortgage Obligation |
| GNMA_22-81E                                          | 2052-05-20      | 4.5000%  | N/A     | $1223.00           | $830.76            | Agency Collateralized Mortgage Obligation |
| GNMA_23-120C                                         | 2053-08-20      | 4.7715%  | N/A     | $1000.00           | $415.81            | Agency Collateralized Mortgage Obligation |
| GNMA_23-123D                                         | 2053-08-20      | 0.0300%  | N/A     | $20000000.00       | $5044.30           | Agency Collateralized Mortgage Obligation |
| GNMA_23-133G                                         | 2053-09-20      | 4.9615%  | N/A     | $1156.00           | $375.54            | Agency Collateralized Mortgage Obligation |
| GNMA_23-151F                                         | 2053-10-20      | 3.3385%  | N/A     | $33152700.00       | $1929956.28        | Agency Collateralized Mortgage Obligation |
| GNMA_23-153D                                         | 2053-10-20      | 0.0100%  | N/A     | $106796.00         | $8.08              | Agency Collateralized Mortgage Obligation |
| GNMA_23-164J                                         | 2053-11-20      | 3.4385%  | N/A     | $14514200.00       | $750450.73         | Agency Collateralized Mortgage Obligation |
| GNMA_23-187C                                         | 2053-12-20      | 4.9615%  | N/A     | $9327116.00        | $2775280.04        | Agency Collateralized Mortgage Obligation |
| GNMA_23-187F                                         | 2053-12-20      | 4.9115%  | N/A     | $3835478.00        | $1621934.96        | Agency Collateralized Mortgage Obligation |
| GNMA_23-189A                                         | 2053-12-20      | 3.3885%  | N/A     | $762202.00         | $24629.14          | Agency Collateralized Mortgage Obligation |
| GNMA_23-20C                                          | 2053-02-20      | 2.6185%  | N/A     | $100033.00         | $7817.23           | Agency Collateralized Mortgage Obligation |
| GNMA_23-22H                                          | 2053-02-20      | 4.5615%  | N/A     | $6641912.00        | $4693364.59        | Agency Collateralized Mortgage Obligation |
| GNMA_23-48H                                          | 2053-03-20      | 4.6615%  | N/A     | $8330704.00        | $3195381.01        | Agency Collateralized Mortgage Obligation |
| GNMA_23-54K                                          | 2053-04-20      | 2.5385%  | N/A     | $30299593.00       | $1618847.75        | Agency Collateralized Mortgage Obligation |
| GNMA_23-76D                                          | 2053-05-20      | 4.6615%  | N/A     | $8986463.00        | $3289320.01        | Agency Collateralized Mortgage Obligation |
| GNMA_23-76E                                          | 2053-05-20      | 4.6615%  | N/A     | $765500.00         | $399878.85         | Agency Collateralized Mortgage Obligation |
| GNMA_23-82B                                          | 2053-06-20      | 4.8115%  | N/A     | $1056.00           | $719.45            | Agency Collateralized Mortgage Obligation |
| GNMA_23-H05D                                         | 2073-01-20      | 1.1342%  | N/A     | $12424359.00       | $952020.51         | Agency Collateralized Mortgage Obligation |
| GNMA_23-H10D                                         | 2071-06-20      | 0.5361%  | N/A     | $100028.00         | $1997.66           | Agency Collateralized Mortgage Obligation |
| GNMA_23-H16D                                         | 2073-06-20      | 0.5220%  | N/A     | $100000.00         | $3475.33           | Agency Collateralized Mortgage Obligation |
| GNMA_23-H23E                                         | 2073-09-20      | 0.8717%  | N/A     | $58260358.00       | $3100156.30        | Agency Collateralized Mortgage Obligation |
| GNMA_23-H27B                                         | 2073-11-20      | 0.7915%  | N/A     | $59264635.00       | $3642984.90        | Agency Collateralized Mortgage Obligation |
| GNMA_23-H28D                                         | 2073-12-20      | 0.7868%  | N/A     | $56028086.00       | $3469784.05        | Agency Collateralized Mortgage Obligation |
| GNMA_24-117D                                         | 2054-07-20      | 4.9615%  | N/A     | $1130.00           | $572.20            | Agency Collateralized Mortgage Obligation |
| GNMA_24-134G                                         | 2053-08-20      | 2.8385%  | N/A     | $115248996.00      | $3775912.08        | Agency Collateralized Mortgage Obligation |
| GNMA_24-142F                                         | 2054-09-20      | 3.0385%  | N/A     | $25859444.00       | $1581319.55        | Agency Collateralized Mortgage Obligation |
| GNMA_24-144J                                         | 2054-01-20      | 2.0885%  | N/A     | $26966122.00       | $1264778.68        | Agency Collateralized Mortgage Obligation |
| GNMA_24-157B                                         | 2054-09-20      | 0.0500%  | N/A     | $49899915.00       | $60195.62          | Agency Collateralized Mortgage Obligation |
| GNMA_24-157D                                         | 2053-08-20      | 0.0000%  | N/A     | $10098509.00       | $5589629.26        | Agency Collateralized Mortgage Obligation |
| GNMA_24-172A                                         | 2054-10-20      | 4.6615%  | N/A     | $1000.00           | $809.13            | Agency Collateralized Mortgage Obligation |
| GNMA_24-172B                                         | 2054-10-20      | 4.7615%  | N/A     | $3650649.00        | $2299002.36        | Agency Collateralized Mortgage Obligation |
| GNMA_24-174A                                         | 2054-10-20      | 0.0000%  | N/A     | $17879157.00       | $11.91             | Agency Collateralized Mortgage Obligation |
| GNMA_24-184H                                         | 2054-11-20      | 4.7115%  | N/A     | $40000000.00       | $18737880.60       | Agency Collateralized Mortgage Obligation |
| GNMA_24-200C                                         | 2054-12-20      | 2.3885%  | N/A     | $51207560.00       | $2373880.08        | Agency Collateralized Mortgage Obligation |
| GNMA_24-28B                                          | 2054-02-20      | 6.5000%  | N/A     | $12941000.00       | $1645479.86        | Agency Collateralized Mortgage Obligation |
| GNMA_24-39K                                          | 2054-03-20      | 2.7385%  | N/A     | $100000.00         | $4063.48           | Agency Collateralized Mortgage Obligation |
| GNMA_24-44J                                          | 2054-03-20      | 1.7385%  | N/A     | $8141312.00        | $366232.21         | Agency Collateralized Mortgage Obligation |
| GNMA_24-4C                                           | 2054-01-20      | 3.2885%  | N/A     | $100000000.00      | $3508346.49        | Agency Collateralized Mortgage Obligation |
| GNMA_24-5B                                           | 2054-01-20      | 5.5000%  | N/A     | $2630859.00        | $2686483.84        | Agency Collateralized Mortgage Obligation |
| GNMA_24-7A                                           | 2054-01-20      | 4.7615%  | N/A     | $7912976.00        | $3021348.30        | Agency Collateralized Mortgage Obligation |
| GNMA_24-89A                                          | 2054-05-20      | 5.5000%  | N/A     | $232296.00         | $239115.10         | Agency Collateralized Mortgage Obligation |
| GNMA_24-97A                                          | 2054-06-20      | 4.8615%  | N/A     | $13737686.00       | $6254543.20        | Agency Collateralized Mortgage Obligation |
| GNMA_24-H02C                                         | 2074-01-20      | 0.8597%  | N/A     | $26123350.00       | $1604006.01        | Agency Collateralized Mortgage Obligation |
| GNMA_24-H03J                                         | 2074-02-20      | 0.9277%  | N/A     | $30000000.00       | $1969620.06        | Agency Collateralized Mortgage Obligation |
| GNMA_24-H07                                          | 2074-04-20      | 0.8788%  | N/A     | $50000000.00       | $2830114.02        | Agency Collateralized Mortgage Obligation |
| GNMA_24-H08D                                         | 2074-05-20      | 0.9522%  | N/A     | $30260979.00       | $1954127.92        | Agency Collateralized Mortgage Obligation |
| GNMA_24-H14A                                         | 2074-08-20      | 1.0236%  | N/A     | $21860066.00       | $1540099.39        | Agency Collateralized Mortgage Obligation |
| GNMA_24-H17D                                         | 2074-09-20      | 1.0301%  | N/A     | $73200000.00       | $5151032.06        | Agency Collateralized Mortgage Obligation |
| GNMA_24-H18E                                         | 2074-09-20      | 0.9590%  | N/A     | $33500000.00       | $2034967.62        | Agency Collateralized Mortgage Obligation |
| GNMA_24-H18E                                         | 2074-10-20      | 1.0542%  | N/A     | $27792311.00       | $1944480.91        | Agency Collateralized Mortgage Obligation |
| GNMA_24-H20E                                         | 2074-11-20      | 0.9849%  | N/A     | $36000000.00       | $2296301.79        | Agency Collateralized Mortgage Obligation |
| GNMA_25-118A                                         | 2055-07-20      | 8.0244%  | N/A     | $26204843.00       | $27257039.05       | Agency Collateralized Mortgage Obligation |
| GNMA_25-118E                                         | 2055-07-20      | 2.2885%  | N/A     | $31809822.00       | $1516962.90        | Agency Collateralized Mortgage Obligation |
| GNMA_25-124K                                         | 2055-07-20      | 5.0115%  | N/A     | $12498721.00       | $12588921.36       | Agency Collateralized Mortgage Obligation |
| GNMA_25-146D                                         | 2053-04-20      | 2.5385%  | N/A     | $95793666.00       | $5891167.71        | Agency Collateralized Mortgage Obligation |
| GNMA_25-155F                                         | 2055-09-20      | 4.9615%  | N/A     | $18563319.00       | $18587531.26       | Agency Collateralized Mortgage Obligation |
| GNMA_25-26B                                          | 2055-02-20      | 2.3385%  | N/A     | $54715948.00       | $3220853.84        | Agency Collateralized Mortgage Obligation |
| GNMA_25-4E                                           | 2055-01-20      | 0.0000%  | N/A     | $190000000.00      | $2588.19           | Agency Collateralized Mortgage Obligation |
| GNMA_25-4E                                           | 2055-01-20      | 0.0000%  | N/A     | $199554415.00      | $4485.26           | Agency Collateralized Mortgage Obligation |
| GNMA_25-5K                                           | 2055-01-20      | 1.4885%  | N/A     | $42173400.00       | $1893835.47        | Agency Collateralized Mortgage Obligation |
| GNMA_25-63J                                          | 2055-04-20      | 1.5185%  | N/A     | $49900000.00       | $1828188.20        | Agency Collateralized Mortgage Obligation |
| GNMA_25-82A                                          | 2065-05-20      | 1.2885%  | N/A     | $85482633.00       | $1681869.53        | Agency Collateralized Mortgage Obligation |
| GNMA_26-7B                                           | 2056-01-20      | 4.6615%  | N/A     | $19842466.00       | $19771769.76       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2040-08-20      | 5.0000%  | N/A     | $7045631.00        | $1060.73           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2041-06-15      | 4.7500%  | N/A     | $4079704.00        | $243690.75         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2041-05-15      | 4.7500%  | N/A     | $17274210.00       | $160987.00         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2043-08-15      | 3.5000%  | N/A     | $1000.00           | $61.28             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2029-08-15      | 7.0000%  | N/A     | $1000.00           | $53.60             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2047-10-15      | 4.5000%  | N/A     | $1023.00           | $280.62            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2053-09-15      | 6.5000%  | N/A     | $284192.00         | $289075.99         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2033-08-15      | 5.5000%  | N/A     | $1111745.00        | $26535.96          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2043-05-15      | 3.0000%  | N/A     | $1000.00           | $127.80            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2053-06-15      | 7.0000%  | N/A     | $3016.00           | $3105.31           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2042-12-15      | 2.5000%  | N/A     | $55047.00          | $8101.04           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2042-07-15      | 3.5000%  | N/A     | $1000.00           | $56.66             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2040-08-15      | 6.0000%  | N/A     | $3000.00           | $482.43            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2047-12-20      | 5.3520%  | N/A     | $337800.00         | $77754.34          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2053-05-15      | 7.0000%  | N/A     | $1015.00           | $939.21            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2040-08-15      | 5.0000%  | N/A     | $238717.00         | $16022.55          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2053-09-15      | 7.0000%  | N/A     | $2040.00           | $2018.31           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2032-11-15      | 6.5000%  | N/A     | $19926.00          | $59.76             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2042-07-15      | 3.5000%  | N/A     | $582923.00         | $39651.26          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2053-07-15      | 7.0000%  | N/A     | $14295.00          | $14573.29          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2039-09-15      | 5.0000%  | N/A     | $2024.00           | $76.56             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-07-20      | 6.5000%  | N/A     | $1000.00           | $77.89             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2031-12-20      | 5.1250%  | N/A     | $8236608.00        | $18846.18          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2041-12-20      | 5.1250%  | N/A     | $2175000.00        | $47800.06          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-12-20      | 6.0000%  | N/A     | $2000.00           | $268.23            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2046-04-20      | 6.0000%  | N/A     | $558666.00         | $41894.30          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-09-20      | 4.5000%  | N/A     | $1008.00           | $882.19            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-02-20      | 5.0000%  | N/A     | $897253.00         | $45200.17          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-12-20      | 7.0000%  | N/A     | $1008.00           | $1050.84           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2046-07-20      | 6.0000%  | N/A     | $2001.00           | $198.25            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-06-20      | 6.5000%  | N/A     | $1000.00           | $93.60             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-12-20      | 4.5000%  | N/A     | $5621.00           | $204.06            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-05-20      | 5.0000%  | N/A     | $404004.00         | $35339.72          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-01-20      | 5.5000%  | N/A     | $1000.00           | $1026.03           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-02-20      | 3.0000%  | N/A     | $34000.00          | $12477.45          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2042-06-20      | 6.2500%  | N/A     | $966663.00         | $7204.20           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-03-20      | 5.5000%  | N/A     | $779511.00         | $581806.29         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2038-08-20      | 6.0000%  | N/A     | $685176.00         | $279339.53         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-08-20      | 6.5000%  | N/A     | $3000.00           | $3142.67           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2039-09-20      | 6.5000%  | N/A     | $273000.00         | $40532.72          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2039-10-20      | 5.1250%  | N/A     | $775000.00         | $18285.39          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2042-03-01      | 5.4050%  | N/A     | $7335449.00        | $3686557.52        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-11-20      | 4.0000%  | N/A     | $1024.00           | $93.31             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2045-11-20      | 4.5000%  | N/A     | $694550.00         | $52845.17          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2035-04-20      | 5.6250%  | N/A     | $1000000.00        | $19253.07          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-10-20      | 5.0000%  | N/A     | $1024.00           | $1023.12           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2045-12-20      | 5.5000%  | N/A     | $1000.00           | $92.58             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-11-20      | 6.5000%  | N/A     | $1000.00           | $1062.10           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2039-03-20      | 7.0000%  | N/A     | $2192340.00        | $265722.48         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-07-20      | 5.5000%  | N/A     | $3552270.00        | $739504.62         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-03-20      | 6.0000%  | N/A     | $1008.00           | $770.72            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-10-20      | 4.5000%  | N/A     | $1024.00           | $941.70            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-12-20      | 5.0000%  | N/A     | $84498.00          | $20384.68          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-12-20      | 4.5000%  | N/A     | $1190124.00        | $534436.70         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2032-04-20      | 3.5000%  | N/A     | $1001.00           | $97.03             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-12-20      | 3.0000%  | N/A     | $80000.00          | $49301.55          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-10-20      | 6.0000%  | N/A     | $99000.00          | $21100.03          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-02-20      | 5.0000%  | N/A     | $1000.00           | $934.37            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2033-01-20      | 6.4500%  | N/A     | $3958765.00        | $291020.99         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2046-11-20      | 5.1250%  | N/A     | $1616493.00        | $52692.84          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-02-20      | 6.0000%  | N/A     | $1000.00           | $108.85            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2064-09-20      | 7.0000%  | N/A     | $19057328.00       | $6149906.79        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-12-20      | 2.5000%  | N/A     | $1000.00           | $618.16            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2038-12-20      | 6.5000%  | N/A     | $1000.00           | $167.49            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-12-20      | 3.5000%  | N/A     | $106483.00         | $13069.44          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2046-12-20      | 2.5000%  | N/A     | $1000.00           | $168.56            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-08-20      | 5.4550%  | N/A     | $731641.00         | $488021.24         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-12-20      | 4.5000%  | N/A     | $1000.00           | $912.41            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-10-20      | 4.5000%  | N/A     | $582281.00         | $587373.99         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-02-20      | 5.5000%  | N/A     | $1008.00           | $662.83            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-08-20      | 4.5000%  | N/A     | $4996000.00        | $698349.85         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-02-20      | 5.5000%  | N/A     | $500000.00         | $24429.93          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-02-20      | 5.5000%  | N/A     | $71984.00          | $52759.35          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2045-10-20      | 5.0000%  | N/A     | $1001.00           | $76.25             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-05-20      | 4.0000%  | N/A     | $1000.00           | $715.39            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2029-11-20      | 6.5000%  | N/A     | $2000.00           | $176.46            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-03-20      | 2.0000%  | N/A     | $119642.00         | $71044.62          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-04-20      | 5.5000%  | N/A     | $1024.00           | $703.44            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-04-20      | 6.5000%  | N/A     | $251013.00         | $24823.79          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-12-20      | 5.0000%  | N/A     | $1000.00           | $931.94            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2046-09-20      | 4.5000%  | N/A     | $190999.00         | $17889.14          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-04-20      | 5.5000%  | N/A     | $1001.00           | $103.61            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-01-20      | 5.5000%  | N/A     | $1024.00           | $836.75            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-11-20      | 4.5000%  | N/A     | $1000.00           | $202.83            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-11-20      | 5.0000%  | N/A     | $1000.00           | $105.55            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2046-12-20      | 6.0000%  | N/A     | $1000.00           | $128.79            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-12-20      | 5.5000%  | N/A     | $1000.00           | $650.78            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2046-06-20      | 5.5000%  | N/A     | $996801.00         | $42173.63          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-04-20      | 4.0000%  | N/A     | $1327.00           | $226.41            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2042-05-20      | 4.0000%  | N/A     | $1000.00           | $109.77            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2042-09-20      | 5.9520%  | N/A     | $5700075.00        | $944132.01         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-11-20      | 4.5000%  | N/A     | $2226341.00        | $149467.23         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-08-20      | 6.0000%  | N/A     | $1000.00           | $140.65            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-05-20      | 6.5000%  | N/A     | $155982.00         | $27794.90          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2039-12-20      | 5.7500%  | N/A     | $2750000.00        | $23411.98          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-05-20      | 5.3920%  | N/A     | $1047071.00        | $859887.04         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2042-05-20      | 4.0000%  | N/A     | $1000.00           | $54.34             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-02-20      | 6.5000%  | N/A     | $1000.00           | $1053.05           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-12-20      | 2.0000%  | N/A     | $19000.00          | $9199.72           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-10-20      | 5.0000%  | N/A     | $1000.00           | $730.67            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-03-20      | 6.0000%  | N/A     | $1024.00           | $505.38            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-02-20      | 4.5000%  | N/A     | $2713984.00        | $2753418.19        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2039-04-20      | 6.5000%  | N/A     | $121653.00         | $11555.37          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2038-11-20      | 6.5000%  | N/A     | $1000.00           | $56.09             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2040-06-20      | 5.0000%  | N/A     | $1103107.00        | $408219.43         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2043-06-20      | 5.7760%  | N/A     | $4416365.00        | $246777.86         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-10-20      | 7.0000%  | N/A     | $1000.00           | $1038.44           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-02-20      | 5.5000%  | N/A     | $2328869.00        | $156353.83         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-02-20      | 2.0000%  | N/A     | $1024.00           | $637.91            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-06-20      | 5.5000%  | N/A     | $1000.00           | $970.20            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-04-20      | 5.5000%  | N/A     | $4198989.00        | $203406.90         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-06-20      | 4.5000%  | N/A     | $1728972.00        | $474526.42         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2032-08-20      | 3.5000%  | N/A     | $1000.00           | $106.61            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-11-20      | 4.0000%  | N/A     | $1000.00           | $758.59            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2044-04-20      | 4.5000%  | N/A     | $346000.00         | $24470.85          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2044-09-20      | 4.5000%  | N/A     | $315999.00         | $19643.29          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2045-07-20      | 2.5000%  | N/A     | $1015682.00        | $166098.03         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-01-20      | 4.5000%  | N/A     | $1000.00           | $64.44             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-09-20      | 4.5000%  | N/A     | $893000.00         | $831289.80         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-09-20      | 4.0000%  | N/A     | $1280.00           | $955.11            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-01-20      | 3.0000%  | N/A     | $1000.00           | $147.18            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2044-07-20      | 4.0000%  | N/A     | $1624000.00        | $100678.10         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-09-20      | 4.5000%  | N/A     | $996572.00         | $380833.91         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-08-20      | 5.5000%  | N/A     | $64132.00          | $5202.56           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-15  | 2049-02-20      | 2.2683%  | N/A     | $70798857.00       | $1279591.35        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-151 | 2050-10-20      | 2.5000%  | N/A     | $20284089.00       | $1646869.79        | Agency Collateralized Mortgage Obligation |

### Security 4: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: BRWX5W460
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-04-03
- **C.13 - Final Legal Maturity Date:** 2026-04-03
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FANNIE MAE FNMA_23-2                                 | 2050-10-25      | 2.0000%  | N/A     | $4100003.00        | $414611.68         | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_23-56                                | 2053-11-25      | 5.0672%  | N/A     | $19447998.00       | $7839445.12        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-10-01      | 5.5000%  | N/A     | $1000.00           | $626.86            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-02-01      | 6.0000%  | N/A     | $2000.00           | $1910.06           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-09-01      | 4.0000%  | N/A     | $1000.00           | $782.58            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-12-01      | 6.0000%  | N/A     | $1000.00           | $1040.55           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-03-01      | 7.0000%  | N/A     | $1000.00           | $1062.54           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2046-09-01      | 3.0000%  | N/A     | $1000.00           | $264.78            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2031-02-01      | 4.0000%  | N/A     | $1000.00           | $64.80             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $595.38            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-04-01      | 2.0000%  | N/A     | $2000.00           | $1112.89           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-08-01      | 6.0000%  | N/A     | $1000.00           | $530.20            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-02-01      | 2.5000%  | N/A     | $1000.00           | $661.92            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-12-01      | 4.5000%  | N/A     | $1000.00           | $869.26            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-10-01      | 5.5000%  | N/A     | $1000.00           | $693.71            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-08-01      | 3.0000%  | N/A     | $1024.00           | $838.44            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-07-01      | 2.0000%  | N/A     | $2000.00           | $1142.77           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2047-10-01      | 4.0000%  | N/A     | $2000.00           | $240.50            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2043-04-01      | 3.0000%  | N/A     | $1000.00           | $175.33            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-06-01      | 2.0000%  | N/A     | $1000.00           | $447.21            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2050-09-01      | 2.5000%  | N/A     | $1000.00           | $465.20            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-01-01      | 2.0000%  | N/A     | $1000.00           | $556.06            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-04-01      | 5.5000%  | N/A     | $1000.00           | $881.86            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2032-08-01      | 6.5000%  | N/A     | $2000.00           | $8.57              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-03-01      | 3.0000%  | N/A     | $523054.00         | $414770.19         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-08-01      | 2.5000%  | N/A     | $1032.00           | $742.12            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2050-12-01      | 2.5000%  | N/A     | $1000.00           | $514.50            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-04-01      | 3.5000%  | N/A     | $1000.00           | $666.17            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-03-01      | 5.0000%  | N/A     | $1000.00           | $946.87            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-05-01      | 5.5000%  | N/A     | $1000.00           | $1020.49           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-11-01      | 4.5000%  | N/A     | $1001.00           | $987.17            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2056-02-01      | 5.5000%  | N/A     | $1000.00           | $1032.67           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-05-01      | 5.0000%  | N/A     | $3000.00           | $2443.90           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-02-01      | 3.0000%  | N/A     | $1000.00           | $634.31            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-11-01      | 5.0000%  | N/A     | $1002.00           | $1000.46           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-01-01      | 4.5000%  | N/A     | $2015.00           | $1853.36           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2031-12-01      | 7.0000%  | N/A     | $1000.00           | $64.14             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2042-10-01      | 3.0000%  | N/A     | $1000.00           | $304.86            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-04-01      | 5.5000%  | N/A     | $1000.00           | $1019.65           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2037-12-01      | 6.5000%  | N/A     | $1005.00           | $4.65              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2032-04-01      | 7.0000%  | N/A     | $1000.00           | $3.85              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2035-07-01      | 5.0000%  | N/A     | $1000.00           | $7.86              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-01-01      | 5.5000%  | N/A     | $1000.00           | $976.60            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-09-01      | 6.0000%  | N/A     | $1000.00           | $817.54            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2050-07-01      | 3.0000%  | N/A     | $1000.00           | $272.09            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-01-01      | 2.0000%  | N/A     | $1001.00           | $555.73            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2043-07-01      | 3.0000%  | N/A     | $1000.00           | $136.29            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2037-06-01      | 5.0000%  | N/A     | $1003.00           | $10.25             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-08-01      | 6.5000%  | N/A     | $1000.00           | $830.28            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-02-01      | 6.5000%  | N/A     | $1000.00           | $662.59            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-01-01      | 5.5000%  | N/A     | $1000.00           | $1015.26           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-11-01      | 5.0000%  | N/A     | $1001.00           | $777.06            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-02-01      | 2.5000%  | N/A     | $1000.00           | $635.19            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-10-01      | 2.5000%  | N/A     | $1001.00           | $618.74            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-05-01      | 4.5000%  | N/A     | $1008.00           | $850.94            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-10-01      | 2.5000%  | N/A     | $2000.00           | $1246.78           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-01-01      | 4.5000%  | N/A     | $1000.00           | $869.33            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-07-01      | 3.0000%  | N/A     | $1000.00           | $578.09            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-06-01      | 5.0000%  | N/A     | $1000.00           | $868.93            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2044-04-01      | 4.5000%  | N/A     | $1000.00           | $141.91            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2050-07-01      | 2.5000%  | N/A     | $1000.00           | $466.19            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-07-01      | 5.0000%  | N/A     | $1000.00           | $705.95            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-10-01      | 2.0000%  | N/A     | $1000.00           | $537.44            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-08-01      | 3.0000%  | N/A     | $2000.00           | $1516.05           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-04-01      | 6.0000%  | N/A     | $1000.00           | $685.54            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-10-01      | 4.5000%  | N/A     | $1000.00           | $799.70            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2050-10-01      | 2.0000%  | N/A     | $1000.00           | $477.71            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-10-01      | 5.0000%  | N/A     | $1001.00           | $1006.08           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2042-12-01      | 3.0000%  | N/A     | $2000.00           | $319.63            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2043-06-01      | 3.5000%  | N/A     | $1000.00           | $121.56            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-02-01      | 2.5000%  | N/A     | $2000.00           | $1238.01           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-12-01      | 4.5000%  | N/A     | $1000.00           | $800.78            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-01-01      | 2.5000%  | N/A     | $1000.00           | $534.81            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-12-01      | 5.0000%  | N/A     | $2000.00           | $1997.54           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-11-01      | 2.0000%  | N/A     | $1000.00           | $620.31            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-01-01      | 4.0000%  | N/A     | $1023.00           | $888.26            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-02-01      | 2.5000%  | N/A     | $1000.00           | $648.66            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-10-01      | 3.0000%  | N/A     | $1000.00           | $786.77            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2039-09-01      | 6.5000%  | N/A     | $2000.00           | $112.20            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-10-01      | 6.0000%  | N/A     | $2000.00           | $2085.45           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-09-01      | 6.5000%  | N/A     | $1000.00           | $951.74            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2034-06-01      | 3.0000%  | N/A     | $1000.00           | $86.22             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-11-01      | 6.0000%  | N/A     | $1000.00           | $670.20            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2049-02-01      | 5.5000%  | N/A     | $1000.00           | $102.73            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-08-01      | 6.0000%  | N/A     | $1024.00           | $1023.42           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-08-01      | 4.5000%  | N/A     | $1000.00           | $743.25            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2045-11-01      | 3.5000%  | N/A     | $1000.00           | $287.08            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-07-01      | 6.0000%  | N/A     | $1000.00           | $1031.02           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-04-01      | 3.5000%  | N/A     | $1000.00           | $636.33            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-08-01      | 5.0000%  | N/A     | $2000.00           | $1627.09           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2035-12-01      | 5.0000%  | N/A     | $1002.00           | $34.75             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2049-02-01      | 4.5000%  | N/A     | $1000.00           | $198.57            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2050-04-01      | 3.0000%  | N/A     | $1000.00           | $362.49            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2050-10-01      | 2.5000%  | N/A     | $2000.00           | $962.09            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-03-01      | 6.5000%  | N/A     | $1024.00           | $714.98            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2050-06-01      | 2.5000%  | N/A     | $1000.00           | $375.50            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-01-01      | 6.0000%  | N/A     | $1024.00           | $970.83            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2040-12-01      | 4.0000%  | N/A     | $1000.00           | $94.56             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2043-11-01      | 5.0000%  | N/A     | $1000.00           | $199.40            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2042-05-01      | 2.5000%  | N/A     | $1000.00           | $684.41            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-03-01      | 3.0000%  | N/A     | $1000.00           | $708.29            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-07-01      | 5.0000%  | N/A     | $1000.00           | $950.87            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-05-01      | 5.0000%  | N/A     | $2000.00           | $1586.11           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2030-12-01      | 3.0000%  | N/A     | $1000.00           | $86.97             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-11-01      | 6.0000%  | N/A     | $1000.00           | $1019.57           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2041-10-01      | 4.0000%  | N/A     | $1002.00           | $77.16             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-04-01      | 5.5000%  | N/A     | $1000.00           | $926.27            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-05-01      | 5.5000%  | N/A     | $2000.00           | $2023.92           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2033-05-01      | 4.5000%  | N/A     | $1000.00           | $32.71             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-08-01      | 5.5000%  | N/A     | $1039.00           | $800.50            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-06-01      | 4.0000%  | N/A     | $1000.00           | $887.16            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-08-01      | 6.0000%  | N/A     | $2049.00           | $1750.21           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-11-01      | 5.5000%  | N/A     | $1000.00           | $899.03            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-04-01      | 5.5000%  | N/A     | $1000.00           | $920.14            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-04-01      | 2.5000%  | N/A     | $1000.00           | $711.26            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-04-01      | 5.5000%  | N/A     | $2000.00           | $1602.77           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2048-08-01      | 4.5000%  | N/A     | $1000.00           | $245.43            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $933.25            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-02-01      | 6.0000%  | N/A     | $1024.00           | $788.22            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-12-01      | 2.0000%  | N/A     | $2239.00           | $1423.60           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-04-01      | 2.0000%  | N/A     | $1000.00           | $583.76            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $779.91            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2040-11-01      | 4.0000%  | N/A     | $1991.00           | $143.50            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-08-01      | 6.0000%  | N/A     | $1000.00           | $906.49            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-05-01      | 3.0000%  | N/A     | $1000.00           | $716.80            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2042-12-01      | 3.0000%  | N/A     | $1000.00           | $127.53            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-05-01      | 2.5000%  | N/A     | $1000.00           | $676.96            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2041-04-01      | 4.5000%  | N/A     | $1000.00           | $88.15             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-08-01      | 6.0000%  | N/A     | $1008.00           | $967.51            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2044-09-01      | 3.5000%  | N/A     | $2000.00           | $304.64            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2048-10-01      | 4.0000%  | N/A     | $1000.00           | $165.63            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2043-06-01      | 4.0000%  | N/A     | $1001.00           | $140.10            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-04-01      | 4.5000%  | N/A     | $1000.00           | $826.50            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2032-03-01      | 3.0500%  | N/A     | $1061.00           | $1006.66           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-04-01      | 4.5000%  | N/A     | $1000.00           | $859.80            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2056-02-01      | 5.0000%  | N/A     | $1000.00           | $1016.14           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2037-02-01      | 6.2770%  | N/A     | $2361.00           | $128.17            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2050-09-01      | 2.0000%  | N/A     | $1000.00           | $524.76            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-10-01      | 6.0000%  | N/A     | $1000.00           | $885.08            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-02-01      | 2.0000%  | N/A     | $1000.00           | $656.72            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-07-01      | 6.0000%  | N/A     | $1000.00           | $1034.97           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-04-01      | 5.0000%  | N/A     | $2000.00           | $1968.73           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-11-01      | 5.0000%  | N/A     | $1001.00           | $983.26            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-03-01      | 5.0000%  | N/A     | $1999.00           | $1565.64           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-10-01      | 2.5000%  | N/A     | $1000.00           | $621.21            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-08-01      | 5.5000%  | N/A     | $1000.00           | $1021.02           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-05-01      | 5.5000%  | N/A     | $4000.00           | $3351.94           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-11-01      | 6.0000%  | N/A     | $1000.00           | $718.97            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-08-01      | 5.5000%  | N/A     | $1000.00           | $952.81            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2045-03-01      | 3.0000%  | N/A     | $2000.00           | $233.53            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2049-11-01      | 3.0000%  | N/A     | $2000.00           | $722.55            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2049-01-01      | 4.5000%  | N/A     | $1000.00           | $203.12            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2050-09-01      | 5.0000%  | N/A     | $2001.00           | $1104.87           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2039-06-01      | 4.5000%  | N/A     | $1000.00           | $70.70             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2035-01-01      | 6.5000%  | N/A     | $2003.00           | $97.44             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-08-01      | 6.0000%  | N/A     | $1000.00           | $870.65            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-09-01      | 2.0000%  | N/A     | $1000.00           | $594.31            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-06-01      | 3.0000%  | N/A     | $1000.00           | $803.44            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2048-09-01      | 5.0000%  | N/A     | $1000.00           | $187.10            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-09-01      | 3.5000%  | N/A     | $1000.00           | $767.11            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-01-01      | 3.5000%  | N/A     | $1000.00           | $774.55            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-08-01      | 5.5000%  | N/A     | $1028.00           | $837.34            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-06-01      | 5.5000%  | N/A     | $1024.00           | $821.23            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-03-01      | 6.5000%  | N/A     | $1000.00           | $514.38            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2033-04-01      | 3.0000%  | N/A     | $1000.00           | $105.27            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-09-01      | 4.5000%  | N/A     | $2000.00           | $1469.71           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-04-01      | 3.5000%  | N/A     | $1000.00           | $661.39            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-01-01      | 5.5000%  | N/A     | $1000.00           | $845.90            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2050-06-01      | 2.0000%  | N/A     | $1000.00           | $499.39            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2050-05-01      | 3.5000%  | N/A     | $1000.00           | $219.43            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2038-03-01      | 6.0000%  | N/A     | $1984.00           | $28.44             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2050-12-01      | 2.5000%  | N/A     | $1000.00           | $527.97            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2043-04-01      | 3.0000%  | N/A     | $1000.00           | $205.70            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2050-09-01      | 2.0000%  | N/A     | $1000.00           | $534.24            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-06-01      | 3.5000%  | N/A     | $2000.00           | $1483.30           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-08-01      | 3.0000%  | N/A     | $2000.00           | $1461.14           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2040-05-01      | 2.5000%  | N/A     | $1000.00           | $267.98            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2037-11-01      | 6.0000%  | N/A     | $1003.00           | $18.81             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2050-10-01      | 2.0000%  | N/A     | $1000.00           | $536.54            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-05-01      | 6.5000%  | N/A     | $1000.00           | $1039.07           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-11-01      | 5.0000%  | N/A     | $1000.00           | $1013.49           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-08-01      | 5.0000%  | N/A     | $1000.00           | $836.22            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-06-01      | 6.0000%  | N/A     | $1000.00           | $958.49            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2044-11-01      | 5.0000%  | N/A     | $1000.00           | $795.02            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-07-01      | 5.0000%  | N/A     | $1000.00           | $641.06            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-05-01      | 5.5000%  | N/A     | $1000.00           | $862.99            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-05-01      | 2.0000%  | N/A     | $1001.00           | $546.68            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-05-01      | 5.0000%  | N/A     | $1000.00           | $694.33            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-09-01      | 2.5000%  | N/A     | $2000.00           | $1220.29           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-12-01      | 5.5000%  | N/A     | $1039.00           | $784.97            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5293    | 2051-03-25      | 2.0000%  | N/A     | $7000000.00        | $717710.11         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2038-09-01      | 6.6360%  | N/A     | $1396000.00        | $4224.56           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2043-06-01      | 6.2320%  | N/A     | $1000.00           | $37.46             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2033-05-01      | 5.4890%  | N/A     | $242056.00         | $37.84             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-10-01      | 6.5000%  | N/A     | $1024.00           | $1056.27           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2035-07-01      | 6.3920%  | N/A     | $1000.00           | $7.47              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-11-01      | 6.5000%  | N/A     | $1000.00           | $1053.11           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2033-09-01      | 5.8120%  | N/A     | $51694.00          | $496.97            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2033-05-01      | 5.0910%  | N/A     | $393000.00         | $4113.38           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-10-01      | 5.5000%  | N/A     | $1040.00           | $1052.47           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2043-10-01      | 5.5000%  | N/A     | $1000.00           | $659.81            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-11-01      | 5.0000%  | N/A     | $1001.00           | $1007.01           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2046-12-01      | 3.5000%  | N/A     | $1000.00           | $201.88            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2035-10-01      | 5.5130%  | N/A     | $1126.00           | $6.42              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2033-08-01      | 6.7490%  | N/A     | $1385000.00        | $2575.63           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2042-11-01      | 5.0000%  | N/A     | $1000.00           | $650.07            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2033-06-01      | 4.3870%  | N/A     | $211000.00         | $2266.33           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2046-07-01      | 5.4290%  | N/A     | $1000.00           | $215.19            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-08-01      | 5.0000%  | N/A     | $1000.00           | $709.41            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-06-01      | 6.0000%  | N/A     | $1000.00           | $1032.69           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-06-01      | 5.5000%  | N/A     | $13929.00          | $11102.44          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2036-12-01      | 5.0920%  | N/A     | $3339.00           | $1.90              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2048-10-01      | 4.5000%  | N/A     | $1024.00           | $211.42            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2027-04-01      | 6.0000%  | N/A     | $101507.00         | $70.96             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2028-11-01      | 6.5370%  | N/A     | $1850000.00        | $2063.23           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2029-08-01      | 4.7410%  | N/A     | $138912.00         | $28.68             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2029-12-01      | 4.8200%  | N/A     | $1324.00           | $415.25            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2034-02-01      | 5.9110%  | N/A     | $4007.00           | $31.10             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2033-02-01      | 6.0100%  | N/A     | $4129.00           | $30.76             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2040-11-01      | 5.3140%  | N/A     | $4045000.00        | $3011.21           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2033-06-01      | 4.6640%  | N/A     | $5000.00           | $59.83             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2054-04-01      | 4.5000%  | N/A     | $1000.00           | $950.55            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-12-01      | 5.5000%  | N/A     | $1000.00           | $1017.03           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-02-01      | 2.5000%  | N/A     | $1000.00           | $647.59            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-09-01      | 3.0000%  | N/A     | $1000.00           | $786.37            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2034-08-01      | 4.7370%  | N/A     | $2172.00           | $11.64             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2035-11-01      | 5.0980%  | N/A     | $11263.00          | $29.92             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2042-08-01      | 5.1140%  | N/A     | $12005.00          | $132.65            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2034-10-01      | 6.2050%  | N/A     | $1000000.00        | $3037.93           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2036-05-01      | 6.7340%  | N/A     | $37000.00          | $127.46            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2044-04-01      | 5.1140%  | N/A     | $1170.00           | $9.99              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-05-01      | 5.0000%  | N/A     | $1000.00           | $706.44            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2033-08-01      | 5.5200%  | N/A     | $30958.00          | $214.46            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2028-03-01      | 5.4680%  | N/A     | $490831.00         | $228.59            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2038-03-01      | 5.4480%  | N/A     | $1026.00           | $4.18              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2035-04-01      | 3.5000%  | N/A     | $1000.00           | $135.97            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-10-01      | 6.5000%  | N/A     | $1000.00           | $1054.24           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2033-02-01      | 5.8400%  | N/A     | $1075000.00        | $2645.78           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2042-09-01      | 6.0190%  | N/A     | $39934.00          | $1115.81           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2035-11-01      | 4.7920%  | N/A     | $1090000.00        | $4245.69           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2038-07-01      | 6.3080%  | N/A     | $1744.00           | $1.03              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2033-08-01      | 4.1150%  | N/A     | $2609.00           | $48.82             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2033-05-01      | 6.1290%  | N/A     | $1250000.00        | $4497.67           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2032-04-01      | 6.3950%  | N/A     | $408080.00         | $1860.52           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2033-08-01      | 4.4190%  | N/A     | $16940.00          | $95.53             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2046-10-01      | 3.0000%  | N/A     | $1000.00           | $229.86            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $1026.53           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2033-11-01      | 4.9460%  | N/A     | $208329.00         | $174.14            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2034-01-01      | 6.0000%  | N/A     | $5002.00           | $16.83             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2049-08-01      | 5.5000%  | N/A     | $1000.00           | $239.40            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2026-06-01      | 2.6400%  | N/A     | $5000.00           | $4982.38           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2054-09-01      | 5.0000%  | N/A     | $1000.00           | $871.90            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-05-01      | 5.0000%  | N/A     | $1000.00           | $696.85            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2031-02-01      | 5.0660%  | N/A     | $2686.00           | $1.86              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-09-01      | 1.9640%  | N/A     | $1000.00           | $782.60            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2034-03-01      | 6.3850%  | N/A     | $258390.00         | $795.11            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2049-11-01      | 6.3500%  | N/A     | $1185.00           | $1034.86           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-05-01      | 4.5000%  | N/A     | $1000.00           | $960.26            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2054-04-01      | 5.0000%  | N/A     | $1000.00           | $972.63            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2034-11-01      | 4.3740%  | N/A     | $21670.00          | $170.60            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2040-04-01      | 5.3980%  | N/A     | $2052.00           | $52.97             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2050-08-01      | 3.0000%  | N/A     | $1000.00           | $380.83            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2035-11-01      | 4.0280%  | N/A     | $25292.00          | $194.07            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2051-04-01      | 2.0000%  | N/A     | $1000.00           | $597.56            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2036-01-01      | 5.7880%  | N/A     | $900000.00         | $2037.30           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2044-04-01      | 6.4270%  | N/A     | $38395.00          | $1880.77           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2038-08-01      | 6.0420%  | N/A     | $1065.00           | $24.54             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-09-01      | 6.5000%  | N/A     | $1000.00           | $596.37            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2027-09-01      | 4.3900%  | N/A     | $466596.00         | $225.04            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2036-03-01      | 5.4950%  | N/A     | $32342.00          | $276.69            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2044-07-01      | 5.1140%  | N/A     | $171656.00         | $794.99            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2033-12-01      | 6.2770%  | N/A     | $1059.00           | $13.64             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2034-05-01      | 6.2950%  | N/A     | $6012.00           | $168.34            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2032-01-01      | 4.9100%  | N/A     | $194785.00         | $148.14            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2037-07-01      | 6.7800%  | N/A     | $1339.00           | $4.71              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2040-12-01      | 6.1030%  | N/A     | $550000.00         | $3725.39           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2037-06-01      | 6.3790%  | N/A     | $8000.00           | $46.39             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2034-03-01      | 5.5720%  | N/A     | $1000.00           | $2.69              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2035-08-01      | 6.4700%  | N/A     | $1000.00           | $4.82              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2041-02-01      | 5.1140%  | N/A     | $2625000.00        | $4352.76           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2034-09-01      | 5.4610%  | N/A     | $10400000.00       | $4529.68           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-03-01      | 5.0000%  | N/A     | $1000.00           | $706.42            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2044-06-01      | 6.2150%  | N/A     | $2023.00           | $41.72             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2037-11-01      | 4.5000%  | N/A     | $1000.00           | $453.04            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-07-01      | 6.0000%  | N/A     | $1008.00           | $1008.35           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2037-02-01      | 5.7490%  | N/A     | $135000.00         | $848.66            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2034-10-01      | 5.1140%  | N/A     | $1001.00           | $15.57             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2033-11-01      | 6.0690%  | N/A     | $6425.00           | $272.31            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2037-08-01      | 6.0000%  | N/A     | $1000.00           | $11.67             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2041-07-01      | 6.0000%  | N/A     | $1000.00           | $658.30            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2028-07-01      | 5.2360%  | N/A     | $548569.00         | $75.19             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2030-01-01      | 6.1290%  | N/A     | $10099.00          | $16.79             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2040-09-01      | 6.5000%  | N/A     | $1000.00           | $204.65            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2034-12-01      | 6.0950%  | N/A     | $1000.00           | $12.94             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2033-08-01      | 6.3400%  | N/A     | $500000.00         | $533.16            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-11-01      | 4.5000%  | N/A     | $1000.00           | $716.42            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2035-11-01      | 5.5340%  | N/A     | $1000.00           | $5.37              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2028-10-01      | 5.1870%  | N/A     | $287037.00         | $58.30             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2036-04-01      | 4.2420%  | N/A     | $5725.00           | $194.95            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2036-11-01      | 6.3420%  | N/A     | $9022.00           | $17.72             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2029-09-01      | 5.5000%  | N/A     | $5149.00           | $0.56              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2054-05-01      | 6.0000%  | N/A     | $1024.00           | $896.59            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2039-12-01      | 6.3030%  | N/A     | $13881.00          | $269.37            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2035-10-01      | 4.2780%  | N/A     | $27310.00          | $187.57            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2035-11-01      | 5.7740%  | N/A     | $7127.00           | $57.86             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2030-03-01      | 5.4850%  | N/A     | $84170.00          | $18.29             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2046-05-01      | 6.1120%  | N/A     | $82000.00          | $1785.81           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-02-01      | 3.0000%  | N/A     | $1000.00           | $703.11            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-02-01      | 5.5000%  | N/A     | $1000.00           | $711.08            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2034-08-01      | 4.5020%  | N/A     | $96824.00          | $3.54              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2031-02-01      | 5.5680%  | N/A     | $1745.00           | $1.41              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2033-09-01      | 4.7310%  | N/A     | $120289.00         | $50.53             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2036-05-01      | 4.6300%  | N/A     | $64295057.00       | $1762.12           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2039-11-01      | 6.1300%  | N/A     | $6011.00           | $50.13             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2041-11-01      | 4.6800%  | N/A     | $650000.00         | $489093.68         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2040-10-01      | 5.3140%  | N/A     | $46667.00          | $27.82             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2034-08-01      | 4.8230%  | N/A     | $500000.00         | $4172.19           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2036-11-01      | 5.3350%  | N/A     | $556794.00         | $4385.46           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2051-09-01      | 2.0000%  | N/A     | $1000.00           | $589.14            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-03-01      | 3.0000%  | N/A     | $1010.00           | $673.12            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2035-12-01      | 5.8550%  | N/A     | $10035.00          | $150.64            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2045-05-01      | 6.0610%  | N/A     | $4473.00           | $329.38            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-04-01      | 5.0000%  | N/A     | $1000.00           | $835.27            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2036-10-01      | 6.3280%  | N/A     | $2834.00           | $34.69             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2033-02-01      | 5.7860%  | N/A     | $443000.00         | $2179.45           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2031-04-01      | 5.3750%  | N/A     | $2805642.00        | $3129.92           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2035-11-01      | 4.0270%  | N/A     | $6002.00           | $30.85             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2034-01-01      | 4.8220%  | N/A     | $25235.00          | $352.39            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2028-01-01      | 4.5900%  | N/A     | $690549.00         | $116.23            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2030-12-01      | 5.2230%  | N/A     | $439704.00         | $18.65             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-05-01      | 5.0000%  | N/A     | $1000.00           | $766.93            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2037-08-01      | 5.5790%  | N/A     | $1008.00           | $66.76             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2034-04-01      | 6.7500%  | N/A     | $22449.00          | $425.76            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2033-07-01      | 6.1270%  | N/A     | $139406.00         | $15.97             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2028-06-01      | 6.1100%  | N/A     | $36410.00          | $25.67             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2054-02-01      | 5.5000%  | N/A     | $1000.00           | $855.43            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2034-01-01      | 5.7830%  | N/A     | $250000.00         | $754.88            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2037-08-01      | 6.4900%  | N/A     | $600000.00         | $2275.43           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2051-01-01      | 6.1560%  | N/A     | $1023.00           | $113.46            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2033-11-01      | 4.3960%  | N/A     | $17472.00          | $145.53            | Agency Mortgage-Backed Securities         |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K159  | 2029-12-25      | 3.9500%  | N/A     | $2549.00           | $503.15            | Agency Collateralized Mortgage Obligation |
| FHLMC_3632                                           | 2040-02-15      | 4.9244%  | N/A     | $2800000.00        | $483649.90         | Agency Collateralized Mortgage Obligation |
| FHLMC_3990                                           | 2027-01-15      | 2.8773%  | N/A     | $104232.00         | $7.63              | Agency Collateralized Mortgage Obligation |
| FHLMC_433                                            | 2044-02-15      | 2.8773%  | N/A     | $100062.00         | $942.65            | Agency Collateralized Mortgage Obligation |
| FHLMC_45-50                                          | 2046-02-15      | 2.2773%  | N/A     | $13250000.00       | $346925.25         | Agency Collateralized Mortgage Obligation |
| FHLMC_4657                                           | 2047-02-15      | 2.2273%  | N/A     | $36091396.00       | $895392.50         | Agency Collateralized Mortgage Obligation |
| FHLMC_4770C                                          | 2043-08-15      | 2.3130%  | N/A     | $76400829.00       | $662596.33         | Agency Collateralized Mortgage Obligation |
| FHLMC_4794B                                          | 2043-03-15      | 2.1822%  | N/A     | $200002.00         | $1988.40           | Agency Collateralized Mortgage Obligation |
| FHLMC_4908E                                          | 2042-12-15      | 2.0480%  | N/A     | $43734086.00       | $545617.60         | Agency Collateralized Mortgage Obligation |
| FHLMC_5038J                                          | 2050-10-25      | 2.5000%  | N/A     | $110000.00         | $11260.92          | Agency Collateralized Mortgage Obligation |
| FHLMC_5056B                                          | 2050-12-25      | 2.5000%  | N/A     | $15378983.00       | $1112582.55        | Agency Collateralized Mortgage Obligation |
| FHLMC_5069E                                          | 2051-02-25      | 3.0000%  | N/A     | $6659455.00        | $602610.82         | Agency Collateralized Mortgage Obligation |
| FHLMC_5070A                                          | 2050-09-25      | 3.0000%  | N/A     | $10000000.00       | $1118731.22        | Agency Collateralized Mortgage Obligation |
| FHLMC_5095B                                          | 2051-04-25      | 3.0000%  | N/A     | $1524541.00        | $170882.74         | Agency Collateralized Mortgage Obligation |
| FHLMC_5135C                                          | 2048-05-25      | 2.5000%  | N/A     | $25600000.00       | $2461802.56        | Agency Collateralized Mortgage Obligation |
| FHLMC_5149R                                          | 2051-10-25      | 3.0000%  | N/A     | $6967534.00        | $581809.75         | Agency Collateralized Mortgage Obligation |
| FHLMC_5175A                                          | 2051-12-25      | 2.5000%  | N/A     | $5237500.00        | $398165.45         | Agency Collateralized Mortgage Obligation |
| FHLMC_5196D                                          | 2052-02-25      | 0.0000%  | N/A     | $1850537.00        | $97.45             | Agency Collateralized Mortgage Obligation |
| FHLMC_5293C                                          | 2051-04-25      | 2.5000%  | N/A     | $9991361.00        | $1266268.18        | Agency Collateralized Mortgage Obligation |
| FHLMC_5371F                                          | 2054-01-25      | 0.0000%  | N/A     | $5357143.00        | $2585748.04        | Agency Collateralized Mortgage Obligation |
| FHLMC_5431A                                          | 2054-07-25      | 13.0967% | N/A     | $12382450.00       | $11572210.40       | Agency Collateralized Mortgage Obligation |
| FHLMC_5442C                                          | 2054-08-25      | 0.0000%  | N/A     | $5583107.00        | $3160727.70        | Agency Collateralized Mortgage Obligation |
| FHLMC_5479A                                          | 2054-12-25      | 0.0000%  | N/A     | $150000000.00      | $2175.68           | Agency Collateralized Mortgage Obligation |
| FHLMC_5483D                                          | 2054-12-25      | 14.8754% | N/A     | $690135.00         | $625650.11         | Agency Collateralized Mortgage Obligation |
| FHLMC_5507B                                          | 2055-02-25      | 1.3328%  | N/A     | $38835923.00       | $774794.52         | Agency Collateralized Mortgage Obligation |
| FHLMC_5518C                                          | 2055-03-25      | 1.5128%  | N/A     | $100097.00         | $3124.18           | Agency Collateralized Mortgage Obligation |
| FHLMC_5528B                                          | 2055-04-25      | 2.3328%  | N/A     | $22114784.00       | $913764.13         | Agency Collateralized Mortgage Obligation |
| FHLMC_5530B                                          | 2055-04-25      | 1.6828%  | N/A     | $200569.00         | $9699.63           | Agency Collateralized Mortgage Obligation |
| FHLMC_5588B                                          | 2055-10-25      | 1.7828%  | N/A     | $88364209.00       | $4129571.88        | Agency Collateralized Mortgage Obligation |
| FHLMC_5588C                                          | 2054-07-25      | 0.0000%  | N/A     | $34186177.00       | $24434683.39       | Agency Collateralized Mortgage Obligation |
| FHLMC_5588E                                          | 2052-01-25      | 2.5000%  | N/A     | $141288.00         | $23256.78          | Agency Collateralized Mortgage Obligation |
| FHLMC_5597B                                          | 2055-11-25      | 1.0328%  | N/A     | $100003.00         | $2701.03           | Agency Collateralized Mortgage Obligation |
| FHLMC_5597B                                          | 2055-11-25      | 4.9672%  | N/A     | $44602462.00       | $41340135.72       | Agency Collateralized Mortgage Obligation |
| FHLMC_5605A                                          | 2051-11-25      | 5.5000%  | N/A     | $2852763.00        | $364836.59         | Agency Collateralized Mortgage Obligation |
| FHLMC_5605A                                          | 2052-12-25      | 5.5000%  | N/A     | $20472076.00       | $1670207.04        | Agency Collateralized Mortgage Obligation |
| FHLMC_5605B                                          | 2055-12-25      | 1.1328%  | N/A     | $148628067.00      | $4297241.13        | Agency Collateralized Mortgage Obligation |
| FHLMC_5605B                                          | 2055-12-25      | 1.8828%  | N/A     | $211980833.00      | $11064467.33       | Agency Collateralized Mortgage Obligation |
| FHLMC_5605B                                          | 2055-12-25      | 1.8828%  | N/A     | $98022755.00       | $6877663.84        | Agency Collateralized Mortgage Obligation |
| FHLMC_5605B                                          | 2055-12-25      | 1.8828%  | N/A     | $128188444.00      | $5674240.49        | Agency Collateralized Mortgage Obligation |
| FHLMC_5605B                                          | 2055-12-25      | 1.8828%  | N/A     | $67677172.00       | $3312438.48        | Agency Collateralized Mortgage Obligation |
| FHLMC_5605B                                          | 2055-12-25      | 1.8828%  | N/A     | $200096.00         | $9192.41           | Agency Collateralized Mortgage Obligation |
| FHMS_16-K058                                         | 2026-07-25      | 2.3400%  | N/A     | $1859.00           | $226.76            | Agency Collateralized Mortgage Obligation |
| FNMA_06-44H                                          | 2036-06-25      | 2.8183%  | N/A     | $42412200.00       | $52089.81          | Agency Collateralized Mortgage Obligation |
| FNMA_07-22E                                          | 2037-03-25      | 2.9683%  | N/A     | $94696183.00       | $303325.56         | Agency Collateralized Mortgage Obligation |
| FNMA_10-136                                          | 2040-12-25      | 2.2183%  | N/A     | $118886400.00      | $660169.00         | Agency Collateralized Mortgage Obligation |
| FNMA_10-150                                          | 2041-01-25      | 2.7083%  | N/A     | $27857143.00       | $377581.80         | Agency Collateralized Mortgage Obligation |
| FNMA_11-110                                          | 2041-04-25      | 2.8683%  | N/A     | $100000000.00      | $29806.50          | Agency Collateralized Mortgage Obligation |
| FNMA_12-128                                          | 2042-11-25      | 2.3683%  | N/A     | $30000000.00       | $371934.38         | Agency Collateralized Mortgage Obligation |
| FNMA_12-14                                           | 2042-03-25      | 2.7183%  | N/A     | $40416958.00       | $341108.08         | Agency Collateralized Mortgage Obligation |
| FNMA_12-2                                            | 2042-02-25      | 2.7183%  | N/A     | $15333333.00       | $192361.07         | Agency Collateralized Mortgage Obligation |
| FNMA_14-24                                           | 2044-05-25      | 2.2683%  | N/A     | $33000000.00       | $161563.87         | Agency Collateralized Mortgage Obligation |
| FNMA_15-34A                                          | 2045-06-25      | 0.0000%  | N/A     | $108128.00         | $0.66              | Agency Collateralized Mortgage Obligation |
| FNMA_15-91                                           | 2045-12-25      | 2.1611%  | N/A     | $82366191.00       | $336560.99         | Agency Collateralized Mortgage Obligation |
| FNMA_16-1                                            | 2046-02-25      | 2.3683%  | N/A     | $69174285.00       | $986082.79         | Agency Collateralized Mortgage Obligation |
| FNMA_16-40J                                          | 2046-07-25      | 1.6588%  | N/A     | $157677272.00      | $465526.98         | Agency Collateralized Mortgage Obligation |
| FNMA_16-65A                                          | 2046-09-25      | 2.3183%  | N/A     | $31164258.00       | $448388.15         | Agency Collateralized Mortgage Obligation |
| FNMA_17-23A                                          | 2047-04-25      | 2.3183%  | N/A     | $38000000.00       | $480535.23         | Agency Collateralized Mortgage Obligation |
| FNMA_17-54E                                          | 2047-07-25      | 2.1738%  | N/A     | $167805375.00      | $1020995.19        | Agency Collateralized Mortgage Obligation |
| FNMA_17-74B                                          | 2047-10-25      | 2.4183%  | N/A     | $452100.00         | $12793.50          | Agency Collateralized Mortgage Obligation |
| FNMA_18-53D                                          | 2048-07-25      | 2.0943%  | N/A     | $4368824.00        | $34854.34          | Agency Collateralized Mortgage Obligation |
| FNMA_19-59C                                          | 2049-10-25      | 2.2883%  | N/A     | $6405661.00        | $293695.16         | Agency Collateralized Mortgage Obligation |
| FNMA_19-59F                                          | 2049-10-25      | 2.1612%  | N/A     | $63684502.00       | $667095.02         | Agency Collateralized Mortgage Obligation |
| FNMA_19-65                                           | 2059-11-25      | 1.8093%  | N/A     | $32166333.00       | $339475.92         | Agency Collateralized Mortgage Obligation |
| FNMA_19-M12                                          | 2029-06-25      | 0.5610%  | N/A     | $19004000.00       | $273731.83         | Agency Collateralized Mortgage Obligation |
| FNMA_20-63D                                          | 2050-09-25      | 2.5000%  | N/A     | $4000000.00        | $58955.26          | Agency Collateralized Mortgage Obligation |
| FNMA_20-77A                                          | 2050-11-25      | 2.5000%  | N/A     | $5184890.00        | $464143.29         | Agency Collateralized Mortgage Obligation |
| FNMA_20-M13A                                         | 2030-09-25      | 1.2190%  | N/A     | $9500000.00        | $194537.02         | Agency Collateralized Mortgage Obligation |
| FNMA_21-42G                                          | 2046-02-25      | 2.3168%  | N/A     | $10436192.00       | $202281.89         | Agency Collateralized Mortgage Obligation |
| FNMA_21-43C                                          | 2051-06-25      | 2.5000%  | N/A     | $4600000.00        | $509390.50         | Agency Collateralized Mortgage Obligation |
| FNMA_21-44C                                          | 2051-07-25      | 2.5000%  | N/A     | $1000000.00        | $144982.71         | Agency Collateralized Mortgage Obligation |
| FNMA_21-61E                                          | 2049-04-25      | 2.5000%  | N/A     | $3600000.00        | $411468.65         | Agency Collateralized Mortgage Obligation |
| FNMA_21-M23                                          | 2031-11-25      | 0.5300%  | N/A     | $23373706.00       | $367380.10         | Agency Collateralized Mortgage Obligation |
| FNMA_23-58G                                          | 2053-12-25      | 0.0000%  | N/A     | $7739685.00        | $4323295.46        | Agency Collateralized Mortgage Obligation |
| FNMA_24-11C                                          | 2054-03-25      | 4.4328%  | N/A     | $100038.00         | $6999.55           | Agency Collateralized Mortgage Obligation |
| FNMA_24-56C                                          | 2054-08-25      | 3.4328%  | N/A     | $100224.00         | $5918.73           | Agency Collateralized Mortgage Obligation |
| FNMA_24-65A                                          | 2054-09-25      | 0.0500%  | N/A     | $39812467.00       | $58141.15          | Agency Collateralized Mortgage Obligation |
| FNMA_24-65B                                          | 2054-09-25      | 0.1000%  | N/A     | $100984.00         | $212.71            | Agency Collateralized Mortgage Obligation |
| FNMA_24-7                                            | 2053-09-25      | 2.1328%  | N/A     | $33658623.00       | $911093.28         | Agency Collateralized Mortgage Obligation |
| FNMA_24-77                                           | 2053-10-25      | 4.9672%  | N/A     | $9628361.00        | $6893000.73        | Agency Collateralized Mortgage Obligation |
| FNMA_24-94B                                          | 2054-08-25      | 0.0000%  | N/A     | $33556300.00       | $17122254.35       | Agency Collateralized Mortgage Obligation |
| FNMA_24-M5B                                          | 2033-10-25      | 4.7150%  | N/A     | $132085.00         | $135704.41         | Agency Collateralized Mortgage Obligation |
| FNMA_25-43A                                          | 2036-06-25      | 5.0000%  | N/A     | $1000.00           | $966.12            | Agency Collateralized Mortgage Obligation |
| FNMA_25-75B                                          | 2053-06-25      | 5.5000%  | N/A     | $9395127.00        | $728909.89         | Agency Collateralized Mortgage Obligation |
| FNMA_26-3A                                           | 2056-02-25      | 6.0000%  | N/A     | $32013731.00       | $5099829.90        | Agency Collateralized Mortgage Obligation |
| FNMA_26-3B                                           | 2048-04-25      | 4.5000%  | N/A     | $1024.00           | $1022.79           | Agency Collateralized Mortgage Obligation |
| FNMA_26-3B                                           | 2048-04-25      | 5.0000%  | N/A     | $10164976.00       | $1316372.35        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_5013                               | 2050-09-25      | 2.5000%  | N/A     | $100000.00         | $11631.17          | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_5018                               | 2050-10-25      | 2.0000%  | N/A     | $400000.00         | $38866.30          | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_5071                               | 2051-02-25      | 2.5000%  | N/A     | $600000.00         | $54518.59          | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_5085                               | 2051-03-25      | 2.0000%  | N/A     | $100000.00         | $9201.67           | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC GOLD                                     | 2044-01-01      | 3.5000%  | N/A     | $2613607.00        | $208127.72         | Agency Mortgage-Backed Securities         |
| FREDDIE MAC GOLD                                     | 2047-06-01      | 4.0000%  | N/A     | $1000.00           | $101.39            | Agency Mortgage-Backed Securities         |
| FREDDIEMAC STRIP FHSTR_406                           | 2053-10-25      | 4.8172%  | N/A     | $1000.00           | $580.50            | Agency Collateralized Mortgage Obligation |
| GNMA_09-13E                                          | 2039-03-16      | 2.2259%  | N/A     | $50000000.00       | $167407.31         | Agency Collateralized Mortgage Obligation |
| GNMA_10-42                                           | 2040-04-20      | 1.9183%  | N/A     | $273000000.00      | $885964.07         | Agency Collateralized Mortgage Obligation |
| GNMA_12-133B                                         | 2042-10-20      | 0.7250%  | N/A     | $114751391.00      | $50947.17          | Agency Collateralized Mortgage Obligation |
| GNMA_13-188                                          | 2043-12-16      | 1.7759%  | N/A     | $88104086.00       | $911587.41         | Agency Collateralized Mortgage Obligation |
| GNMA_14-118F                                         | 2044-08-16      | 1.8259%  | N/A     | $35501323.00       | $771756.00         | Agency Collateralized Mortgage Obligation |
| GNMA_14-152                                          | 2044-10-20      | 1.8183%  | N/A     | $57000000.00       | $496481.06         | Agency Collateralized Mortgage Obligation |
| GNMA_14-56                                           | 2039-12-16      | 2.3259%  | N/A     | $299424.00         | $2133.83           | Agency Collateralized Mortgage Obligation |
| GNMA_15-82                                           | 2045-06-20      | 7.0000%  | N/A     | $14100000.00       | $108626.81         | Agency Collateralized Mortgage Obligation |
| GNMA_16-61                                           | 2046-05-20      | 2.2683%  | N/A     | $7000000.00        | $216895.06         | Agency Collateralized Mortgage Obligation |
| GNMA_18-51B                                          | 2046-11-20      | 1.2716%  | N/A     | $2029944.00        | $7692.53           | Agency Collateralized Mortgage Obligation |
| GNMA_19-115E                                         | 2049-09-20      | 2.2683%  | N/A     | $100032.00         | $4434.24           | Agency Collateralized Mortgage Obligation |
| GNMA_19-129F                                         | 2046-02-20      | 4.1858%  | N/A     | $3413.00           | $595.31            | Agency Collateralized Mortgage Obligation |
| GNMA_20-11C                                          | 2048-10-20      | 1.1417%  | N/A     | $100044.00         | $581.57            | Agency Collateralized Mortgage Obligation |
| GNMA_20-126A                                         | 2050-08-20      | 3.0000%  | N/A     | $18485964.00       | $1461954.85        | Agency Collateralized Mortgage Obligation |
| GNMA_20-76A                                          | 2050-05-20      | 2.3183%  | N/A     | $100041.00         | $4180.51           | Agency Collateralized Mortgage Obligation |
| GNMA_21-135D                                         | 2051-08-20      | 2.5183%  | N/A     | $16143616.00       | $1541481.63        | Agency Collateralized Mortgage Obligation |
| GNMA_21-136A                                         | 2051-08-20      | 0.0000%  | N/A     | $77680145.00       | $909911.86         | Agency Collateralized Mortgage Obligation |
| GNMA_21-137P                                         | 2051-07-20      | 0.0000%  | N/A     | $89365000.00       | $248339.43         | Agency Collateralized Mortgage Obligation |
| GNMA_21-146F                                         | 2051-08-20      | 2.5000%  | N/A     | $9058640.00        | $834314.83         | Agency Collateralized Mortgage Obligation |
| GNMA_21-155N                                         | 2051-07-20      | 2.5183%  | N/A     | $9108640.00        | $855311.84         | Agency Collateralized Mortgage Obligation |
| GNMA_21-41N                                          | 2050-10-20      | 0.0000%  | N/A     | $162051.00         | $38.82             | Agency Collateralized Mortgage Obligation |
| GNMA_21-41N                                          | 2050-10-20      | 2.0000%  | N/A     | $18156983.00       | $1023493.89        | Agency Collateralized Mortgage Obligation |
| GNMA_21-49J                                          | 2051-03-20      | 2.5183%  | N/A     | $100522.00         | $4678.54           | Agency Collateralized Mortgage Obligation |
| GNMA_21-76C                                          | 2050-08-20      | 3.0000%  | N/A     | $19186226.00       | $1410156.87        | Agency Collateralized Mortgage Obligation |
| GNMA_21-77C                                          | 2050-08-20      | 3.0000%  | N/A     | $6666667.00        | $550896.20         | Agency Collateralized Mortgage Obligation |
| GNMA_21-86J                                          | 2051-05-20      | 4.7320%  | N/A     | $300431.00         | $169952.84         | Agency Collateralized Mortgage Obligation |
| GNMA_22-153D                                         | 2052-09-20      | 4.6115%  | N/A     | $51999.00          | $39649.65          | Agency Collateralized Mortgage Obligation |
| GNMA_22-197F                                         | 2048-03-20      | 2.3683%  | N/A     | $4587781.00        | $442530.05         | Agency Collateralized Mortgage Obligation |
| GNMA_22-197J                                         | 2043-12-16      | 2.2259%  | N/A     | $687043.00         | $38976.58          | Agency Collateralized Mortgage Obligation |
| GNMA_22-208C                                         | 2052-12-20      | 2.6085%  | N/A     | $32384320.00       | $1486750.06        | Agency Collateralized Mortgage Obligation |
| GNMA_23-135D                                         | 2053-09-20      | 0.2000%  | N/A     | $50000000.00       | $50938.83          | Agency Collateralized Mortgage Obligation |
| GNMA_23-164J                                         | 2053-11-20      | 3.4385%  | N/A     | $14694534.00       | $759774.82         | Agency Collateralized Mortgage Obligation |
| GNMA_23-176A                                         | 2053-11-20      | 5.5615%  | N/A     | $1728894.00        | $534910.63         | Agency Collateralized Mortgage Obligation |
| GNMA_23-187F                                         | 2053-12-20      | 4.9115%  | N/A     | $1649203.00        | $697409.82         | Agency Collateralized Mortgage Obligation |
| GNMA_23-70A                                          | 2053-05-20      | 4.6615%  | N/A     | $512042.00         | $367335.81         | Agency Collateralized Mortgage Obligation |
| GNMA_23-H05D                                         | 2073-01-20      | 1.1342%  | N/A     | $15464060.00       | $1184938.59        | Agency Collateralized Mortgage Obligation |
| GNMA_23-H10D                                         | 2071-06-20      | 0.5361%  | N/A     | $26399972.00       | $527233.49         | Agency Collateralized Mortgage Obligation |
| GNMA_23-H16D                                         | 2073-06-20      | 0.5220%  | N/A     | $17900000.00       | $622084.02         | Agency Collateralized Mortgage Obligation |
| GNMA_24-157D                                         | 2053-08-20      | 0.0000%  | N/A     | $6716768.00        | $3717800.61        | Agency Collateralized Mortgage Obligation |
| GNMA_24-172A                                         | 2054-10-20      | 4.6615%  | N/A     | $836726.00         | $677015.83         | Agency Collateralized Mortgage Obligation |
| GNMA_24-172B                                         | 2054-10-20      | 4.7615%  | N/A     | $762026.00         | $479887.16         | Agency Collateralized Mortgage Obligation |
| GNMA_24-174A                                         | 2054-10-20      | 0.0000%  | N/A     | $4849402.00        | $3.23              | Agency Collateralized Mortgage Obligation |
| GNMA_24-186A                                         | 2054-11-20      | 5.2615%  | N/A     | $6256.00           | $3910.16           | Agency Collateralized Mortgage Obligation |
| GNMA_24-186E                                         | 2053-02-20      | 1.8885%  | N/A     | $67725301.00       | $3431477.74        | Agency Collateralized Mortgage Obligation |
| GNMA_24-21F                                          | 2053-07-20      | 0.1000%  | N/A     | $5259471.00        | $4031.37           | Agency Collateralized Mortgage Obligation |
| GNMA_24-61G                                          | 2054-04-20      | 5.7500%  | N/A     | $362231.00         | $372153.15         | Agency Collateralized Mortgage Obligation |
| GNMA_24-64A                                          | 2054-04-20      | 2.0385%  | N/A     | $40120911.00       | $1744302.56        | Agency Collateralized Mortgage Obligation |
| GNMA_24-66B                                          | 2054-04-20      | 4.7915%  | N/A     | $1165254.00        | $729615.79         | Agency Collateralized Mortgage Obligation |
| GNMA_24-89A                                          | 2054-05-20      | 5.5000%  | N/A     | $1052186.00        | $1083073.16        | Agency Collateralized Mortgage Obligation |
| GNMA_24-97A                                          | 2054-06-20      | 4.8615%  | N/A     | $2253552.00        | $1026005.27        | Agency Collateralized Mortgage Obligation |
| GNMA_25-115F                                         | 2055-07-20      | 0.8385%  | N/A     | $99038859.00       | $1377787.74        | Agency Collateralized Mortgage Obligation |
| GNMA_25-118D                                         | 2052-03-20      | 6.0000%  | N/A     | $1666667.00        | $87121.24          | Agency Collateralized Mortgage Obligation |
| GNMA_25-118E                                         | 2055-07-20      | 2.2885%  | N/A     | $58159680.00       | $2773548.28        | Agency Collateralized Mortgage Obligation |
| GNMA_25-146A                                         | 2055-08-20      | 2.2885%  | N/A     | $250000000.00      | $12995605.30       | Agency Collateralized Mortgage Obligation |
| GNMA_25-146B                                         | 2055-08-20      | 1.6885%  | N/A     | $100000000.00      | $4126458.23        | Agency Collateralized Mortgage Obligation |
| GNMA_25-146D                                         | 2053-03-20      | 0.1000%  | N/A     | $30617387.00       | $61233.17          | Agency Collateralized Mortgage Obligation |
| GNMA_25-146D                                         | 2053-02-20      | 0.0500%  | N/A     | $33370779.00       | $35808.08          | Agency Collateralized Mortgage Obligation |
| GNMA_25-146D                                         | 2053-02-20      | 0.0900%  | N/A     | $20375261.00       | $40098.89          | Agency Collateralized Mortgage Obligation |
| GNMA_25-146E                                         | 2054-05-20      | 2.2885%  | N/A     | $104260319.00      | $5142569.50        | Agency Collateralized Mortgage Obligation |
| GNMA_25-146E                                         | 2054-04-20      | 0.0200%  | N/A     | $21285519.00       | $13020.32          | Agency Collateralized Mortgage Obligation |
| GNMA_25-146E                                         | 2053-03-20      | 0.3500%  | N/A     | $18400213.00       | $118937.05         | Agency Collateralized Mortgage Obligation |
| GNMA_25-146E                                         | 2054-01-20      | 0.1600%  | N/A     | $31344687.00       | $148813.75         | Agency Collateralized Mortgage Obligation |
| GNMA_25-164C                                         | 2054-08-20      | 2.9385%  | N/A     | $918795.00         | $69465.51          | Agency Collateralized Mortgage Obligation |
| GNMA_25-203B                                         | 2053-06-20      | 0.0000%  | N/A     | $28681773.00       | $22765928.88       | Agency Collateralized Mortgage Obligation |
| GNMA_25-203C                                         | 2055-11-20      | 5.5000%  | N/A     | $15077793.00       | $3222955.52        | Agency Collateralized Mortgage Obligation |
| GNMA_25-48B                                          | 2055-03-20      | 2.3985%  | N/A     | $341802.00         | $17914.03          | Agency Collateralized Mortgage Obligation |
| GNMA_25-61G                                          | 2065-04-20      | 1.6385%  | N/A     | $31441819.00       | $689853.49         | Agency Collateralized Mortgage Obligation |
| GNMA_25-64C                                          | 2055-04-20      | 1.7585%  | N/A     | $98815739.00       | $4482529.81        | Agency Collateralized Mortgage Obligation |
| GNMA_25-82B                                          | 2055-05-20      | 0.0500%  | N/A     | $62500000.00       | $33751.00          | Agency Collateralized Mortgage Obligation |
| GNMA_25-82B                                          | 2055-05-20      | 0.1000%  | N/A     | $50000000.00       | $54001.64          | Agency Collateralized Mortgage Obligation |
| GNMA_25-95C                                          | 2055-05-20      | 1.4685%  | N/A     | $10890423.00       | $459225.50         | Agency Collateralized Mortgage Obligation |
| GNMA_25-98B                                          | 2055-06-20      | 4.7315%  | N/A     | $645586.00         | $587763.01         | Agency Collateralized Mortgage Obligation |
| GNMA_25-98L                                          | 2055-06-20      | 5.0615%  | N/A     | $1043.00           | $880.44            | Agency Collateralized Mortgage Obligation |
| GNMA_26-7A                                           | 2054-09-20      | 0.1100%  | N/A     | $40000000.00       | $92703.46          | Agency Collateralized Mortgage Obligation |
| GNMA_26-7A                                           | 2054-09-20      | 1.1785%  | N/A     | $167033338.00      | $5521733.40        | Agency Collateralized Mortgage Obligation |
| GNMA_26-7B                                           | 2056-01-20      | 0.8385%  | N/A     | $100000000.00      | $1956289.91        | Agency Collateralized Mortgage Obligation |
| GNMA_26-7C                                           | 2056-01-20      | 5.5000%  | N/A     | $12073454.00       | $2574455.04        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2040-08-20      | 5.0000%  | N/A     | $103601.00         | $15.60             | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2045-10-20      | 3.0000%  | N/A     | $485817.00         | $588969.90         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2039-10-20      | 5.1250%  | N/A     | $2498600.00        | $38227.97          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2040-01-20      | 5.7500%  | N/A     | $1000000.00        | $29750.81          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-02-20      | 2.0000%  | N/A     | $7505408.00        | $4675587.86        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2046-07-20      | 5.3750%  | N/A     | $1000.00           | $48.58             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2046-06-20      | 5.5000%  | N/A     | $3199.00           | $135.35            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2034-10-20      | 5.1250%  | N/A     | $222894.00         | $2630.48           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2044-08-20      | 5.3750%  | N/A     | $1719.00           | $22.30             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2039-11-20      | 5.1250%  | N/A     | $3976080.00        | $128018.61         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-05-20      | 5.3920%  | N/A     | $7104820.00        | $5834697.58        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2040-05-20      | 5.6250%  | N/A     | $1500000.00        | $32558.11          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2039-11-20      | 5.1250%  | N/A     | $743867.00         | $11979.84          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-01-20      | 5.5000%  | N/A     | $3092991.00        | $1987388.33        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2045-10-20      | 4.0000%  | N/A     | $111924.00         | $8360.86           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2045-11-20      | 6.2500%  | N/A     | $441492.00         | $89124.18          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2035-10-20      | 5.1250%  | N/A     | $3178468.00        | $69797.60          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2035-01-20      | 5.6250%  | N/A     | $1000000.00        | $18628.36          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-01-20      | 5.5000%  | N/A     | $13517.00          | $318.52            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2042-09-20      | 5.9520%  | N/A     | $150901.00         | $24994.49          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-10-20      | 5.1250%  | N/A     | $6945.00           | $379.51            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2045-01-20      | 5.6250%  | N/A     | $1023.00           | $20.84             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-02-20      | 5.5000%  | N/A     | $104273.00         | $8740.36           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-12-20      | 5.0000%  | N/A     | $4641567.00        | $4511333.25        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-02-20      | 5.5000%  | N/A     | $1000.00           | $67.14             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2046-05-20      | 5.5000%  | N/A     | $23810.00          | $855.48            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2034-12-20      | 5.1250%  | N/A     | $10131075.00       | $136355.73         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2046-11-20      | 5.1250%  | N/A     | $284707.00         | $9280.60           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2033-08-20      | 5.3750%  | N/A     | $3319077.00        | $12653.94          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-03-20      | 6.0000%  | N/A     | $1024.00           | $505.38            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-04-20      | 5.5000%  | N/A     | $1000.00           | $686.96            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-12-20      | 5.5000%  | N/A     | $1700.00           | $1106.33           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2029-04-20      | 5.6250%  | N/A     | $10342197.00       | $10275.03          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-09-20      | 4.5000%  | N/A     | $741658.00         | $649095.86         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-110 | 2049-09-20      | 2.2683%  | N/A     | $29150000.00       | $1271694.51        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-151 | 2050-10-20      | 2.5000%  | N/A     | $16767591.00       | $1361364.52        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-188 | 2051-10-20      | 2.0000%  | N/A     | $52763.00          | $24625.38          | Agency Collateralized Mortgage Obligation |

### Security 5: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: BYDYFA4A2
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-08-03
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2036-02-15      | 0.0000%  | N/A     | $700.00            | $472.17            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 0.3750%  | N/A     | $100.00            | $95.72             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 0.3750%  | N/A     | $381269400.00      | $509999434.94      | U.S. Treasuries (including strips) |

### Security 6: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: BYJ045314
- **C.18 - Value (incl. sponsor support):** $72000000.00
- **C.18.a - Value (excl. sponsor support):** $72000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| 03.000 FGPC G08741 G | 2047-01-01      | 3.0000%  | N/A     | $384996.00         | $71781.73          | Agency Mortgage-Backed Securities         |
| 1.80 FCOR 21-35 AP   | 2035-06-04      | 1.8000%  | N/A     | $109000.00         | $88073.09          | Agency Debentures and Agency Strips       |
| FEPC 03.500 CLSD8255 | 2052-10-01      | 3.5000%  | N/A     | $1130972.00        | $873052.31         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZI0882 | 2033-11-01      | 6.0000%  | N/A     | $3790.00           | $45.50             | Agency Mortgage-Backed Securities         |
| FMAR 842105 G        | 2050-06-01      | 6.2040%  | N/A     | $62549.00          | $65258.10          | Agency Mortgage-Backed Securities         |
| FMAR 848841 G        | 2042-08-01      | 6.4230%  | N/A     | $4348990.00        | $81912.54          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBV1666 | 2055-05-01      | 4.5000%  | N/A     | $1000.00           | $960.27            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE2693 | 2055-07-01      | 6.0000%  | N/A     | $1240418.00        | $1177689.95        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS8535 | 2054-06-01      | 6.0000%  | N/A     | $41760.00          | $33478.45          | Agency Mortgage-Backed Securities         |
| FNRA CL046SL R25F046 | 2055-06-25      | 1.3328%  | N/A     | $46670124.00       | $1052517.03        | Agency Collateralized Mortgage Obligation |
| FNRM RC003CE R26F003 | 2048-04-25      | 4.5000%  | N/A     | $1081216.00        | $1079940.92        | Agency Collateralized Mortgage Obligation |
| GNAR AF 082794 M     | 2041-04-20      | 5.6250%  | N/A     | $925000.00         | $21564.00          | Agency Mortgage-Backed Securities         |
| GNAR AF MB0695 M     | 2055-10-20      | 4.5000%  | N/A     | $1024.00           | $1032.96           | Agency Mortgage-Backed Securities         |
| GNAR AF MB0879 M     | 2056-01-20      | 3.5000%  | N/A     | $13222447.00       | $12993120.49       | Agency Mortgage-Backed Securities         |
| GNAR AF MB0947 M     | 2056-02-20      | 4.5000%  | N/A     | $4160.00           | $4220.44           | Agency Mortgage-Backed Securities         |
| GNAR AT 082594 M     | 2040-08-20      | 5.3750%  | N/A     | $1001.00           | $26.91             | Agency Mortgage-Backed Securities         |
| GNAR AT 082614 M     | 2040-09-20      | 5.3750%  | N/A     | $1000.00           | $24.79             | Agency Mortgage-Backed Securities         |
| GNAR AT MA3825 M     | 2046-07-20      | 5.3750%  | N/A     | $262311.00         | $12744.80          | Agency Mortgage-Backed Securities         |
| GNAR AT MA3959 M     | 2046-09-20      | 5.3750%  | N/A     | $1000.00           | $53.45             | Agency Mortgage-Backed Securities         |
| GNAR WK 787723 M     | 2048-05-20      | 5.3920%  | N/A     | $1829410.00        | $1502367.98        | Agency Mortgage-Backed Securities         |
| GNII SF 003953 M     | 2037-02-20      | 5.5000%  | N/A     | $1000.00           | $10.58             | Agency Mortgage-Backed Securities         |
| GNII SF 763054 C     | 2041-04-20      | 4.5000%  | N/A     | $1000.00           | $93.32             | Agency Mortgage-Backed Securities         |
| GNII SF 763326 C     | 2041-05-20      | 4.5000%  | N/A     | $694998.00         | $41303.39          | Agency Mortgage-Backed Securities         |
| GNII SF 766711 C     | 2042-05-20      | 4.0000%  | N/A     | $1000.00           | $109.78            | Agency Mortgage-Backed Securities         |
| GNII SF BR8836 C     | 2050-02-20      | 4.0000%  | N/A     | $4988000.00        | $1548621.92        | Agency Mortgage-Backed Securities         |
| GNII SF BT3672 C     | 2050-04-20      | 4.0000%  | N/A     | $1000.00           | $170.62            | Agency Mortgage-Backed Securities         |
| GNII SF BT5935 C     | 2050-05-20      | 5.0000%  | N/A     | $1000.00           | $194.30            | Agency Mortgage-Backed Securities         |
| GNII SF BZ7364 C     | 2050-11-20      | 4.0000%  | N/A     | $2002.00           | $1076.42           | Agency Mortgage-Backed Securities         |
| GNII SF CB4292 C     | 2051-03-20      | 4.0000%  | N/A     | $1000.00           | $694.02            | Agency Mortgage-Backed Securities         |
| GNII SF CZ1150 C     | 2054-02-20      | 7.5000%  | N/A     | $7045.00           | $7570.06           | Agency Mortgage-Backed Securities         |
| GNII SF CZ2469 C     | 2054-01-20      | 7.5000%  | N/A     | $1000.00           | $670.20            | Agency Mortgage-Backed Securities         |
| GNII SF CZ3119 C     | 2053-12-20      | 7.5000%  | N/A     | $392065.00         | $421572.75         | Agency Mortgage-Backed Securities         |
| GNII SF DA8867 C     | 2054-03-20      | 5.0000%  | N/A     | $5384520.00        | $5292224.88        | Agency Mortgage-Backed Securities         |
| GNII SF DG1265 C     | 2055-04-20      | 6.5000%  | N/A     | $1000.00           | $1056.88           | Agency Mortgage-Backed Securities         |
| GNII SF DG7336 C     | 2055-03-20      | 6.5000%  | N/A     | $4396464.00        | $4258620.48        | Agency Mortgage-Backed Securities         |
| GNII SF DH4052 C     | 2055-03-20      | 6.5000%  | N/A     | $1000.00           | $1042.35           | Agency Mortgage-Backed Securities         |
| GNII SF DH7030 C     | 2055-01-20      | 7.0000%  | N/A     | $34954.00          | $34230.29          | Agency Mortgage-Backed Securities         |
| GNII SF DH7130 C     | 2055-01-20      | 6.5000%  | N/A     | $1000.00           | $1051.25           | Agency Mortgage-Backed Securities         |
| GNII SF DI1014 C     | 2055-07-20      | 5.5000%  | N/A     | $1000.00           | $1019.55           | Agency Mortgage-Backed Securities         |
| GNII SF DJ4784 C     | 2055-03-20      | 7.5000%  | N/A     | $1000.00           | $966.68            | Agency Mortgage-Backed Securities         |
| GNII SF DN8931 C     | 2056-02-20      | 5.5000%  | N/A     | $1000.00           | $1027.21           | Agency Mortgage-Backed Securities         |
| GNII SF DP0886 C     | 2056-01-20      | 7.5000%  | N/A     | $1000.00           | $1089.48           | Agency Mortgage-Backed Securities         |
| GNII SF MA0089 M     | 2042-05-20      | 4.0000%  | N/A     | $2619912.00        | $142366.42         | Agency Mortgage-Backed Securities         |
| GNII SF MA0155 M     | 2042-06-20      | 4.0000%  | N/A     | $4803939.00        | $268336.55         | Agency Mortgage-Backed Securities         |
| GNII SF MA0317 M     | 2042-08-20      | 3.0000%  | N/A     | $1000.00           | $96.93             | Agency Mortgage-Backed Securities         |
| GNII SF MA1601 M     | 2044-01-20      | 4.0000%  | N/A     | $1188000.00        | $71095.39          | Agency Mortgage-Backed Securities         |
| GNII SF MA2305 M     | 2044-10-20      | 4.5000%  | N/A     | $1000.00           | $64.24             | Agency Mortgage-Backed Securities         |
| GNII SF MA2520 M     | 2045-01-20      | 3.0000%  | N/A     | $1000.00           | $87.73             | Agency Mortgage-Backed Securities         |
| GNII SF MA2521 M     | 2045-01-20      | 3.5000%  | N/A     | $1028000.00        | $70687.16          | Agency Mortgage-Backed Securities         |
| GNII SF MA2679 M     | 2045-03-20      | 4.0000%  | N/A     | $2272000.00        | $220364.87         | Agency Mortgage-Backed Securities         |
| GNII SF MA3033 M     | 2045-08-20      | 3.0000%  | N/A     | $2000.00           | $251.34            | Agency Mortgage-Backed Securities         |
| GNII SF MA3040 M     | 2034-10-20      | 6.5000%  | N/A     | $246000.00         | $22971.41          | Agency Mortgage-Backed Securities         |
| GNII SF MA3107 M     | 2045-08-20      | 4.5000%  | N/A     | $282997.00         | $20511.82          | Agency Mortgage-Backed Securities         |
| GNII SF MA3172 M     | 2045-10-20      | 3.0000%  | N/A     | $1000.00           | $107.76            | Agency Mortgage-Backed Securities         |
| GNII SF MA3249 M     | 2037-12-20      | 6.0000%  | N/A     | $1000.00           | $72.69             | Agency Mortgage-Backed Securities         |
| GNII SF MA3526 M     | 2038-11-20      | 6.0000%  | N/A     | $1000.00           | $110.61            | Agency Mortgage-Backed Securities         |
| GNII SF MA3666 M     | 2046-05-20      | 5.0000%  | N/A     | $255245.00         | $22086.93          | Agency Mortgage-Backed Securities         |
| GNII SF MA3735 M     | 2046-06-20      | 3.0000%  | N/A     | $1000.00           | $114.01            | Agency Mortgage-Backed Securities         |
| GNII SF MA3809 M     | 2039-01-20      | 6.5000%  | N/A     | $64000.00          | $9217.31           | Agency Mortgage-Backed Securities         |
| GNII SF MA4068 M     | 2046-10-20      | 3.0000%  | N/A     | $1000.00           | $132.19            | Agency Mortgage-Backed Securities         |
| GNII SF MA4074 M     | 2039-03-20      | 6.0000%  | N/A     | $291000.00         | $35577.83          | Agency Mortgage-Backed Securities         |
| GNII SF MA4170 M     | 2032-01-20      | 3.0000%  | N/A     | $1056770.00        | $96341.10          | Agency Mortgage-Backed Securities         |
| GNII SF MA4194 M     | 2047-01-20      | 2.5000%  | N/A     | $7697980.00        | $1238626.46        | Agency Mortgage-Backed Securities         |
| GNII SF MA4195 M     | 2047-01-20      | 3.0000%  | N/A     | $149000.00         | $20675.89          | Agency Mortgage-Backed Securities         |
| GNII SF MA4261 M     | 2047-02-20      | 3.0000%  | N/A     | $1000.00           | $151.39            | Agency Mortgage-Backed Securities         |
| GNII SF MA4264 M     | 2047-02-20      | 4.5000%  | N/A     | $806623.00         | $76154.02          | Agency Mortgage-Backed Securities         |
| GNII SF MA4267 M     | 2034-09-20      | 6.0000%  | N/A     | $1003.00           | $109.17            | Agency Mortgage-Backed Securities         |
| GNII SF MA4456 M     | 2037-10-20      | 6.0000%  | N/A     | $1145733.00        | $131207.21         | Agency Mortgage-Backed Securities         |
| GNII SF MA4511 M     | 2047-06-20      | 4.0000%  | N/A     | $1001.00           | $96.39             | Agency Mortgage-Backed Securities         |
| GNII SF MA4514 M     | 2047-06-20      | 5.5000%  | N/A     | $526000.00         | $44871.29          | Agency Mortgage-Backed Securities         |
| GNII SF MA4589 M     | 2047-06-20      | 5.0000%  | N/A     | $180000.00         | $16744.76          | Agency Mortgage-Backed Securities         |
| GNII SF MA4591 M     | 2047-07-20      | 6.0000%  | N/A     | $504000.00         | $70300.34          | Agency Mortgage-Backed Securities         |
| GNII SF MA4592 M     | 2038-12-20      | 6.5000%  | N/A     | $55000.00          | $8138.54           | Agency Mortgage-Backed Securities         |
| GNII SF MA4653 M     | 2047-08-20      | 4.0000%  | N/A     | $1000.00           | $107.56            | Agency Mortgage-Backed Securities         |
| GNII SF MA4724 M     | 2047-09-20      | 6.0000%  | N/A     | $788000.00         | $91150.88          | Agency Mortgage-Backed Securities         |
| GNII SF MA4778 M     | 2047-10-20      | 3.5000%  | N/A     | $39783998.00       | $4772821.49        | Agency Mortgage-Backed Securities         |
| GNII SF MA4840 M     | 2047-11-20      | 5.0000%  | N/A     | $813782.00         | $85894.87          | Agency Mortgage-Backed Securities         |
| GNII SF MA4903 M     | 2047-11-20      | 5.0000%  | N/A     | $153000.00         | $16972.66          | Agency Mortgage-Backed Securities         |
| GNII SF MA5023 M     | 2048-02-20      | 5.5000%  | N/A     | $1000.00           | $123.38            | Agency Mortgage-Backed Securities         |
| GNII SF MA5078 M     | 2048-03-20      | 4.0000%  | N/A     | $3172000.00        | $284508.56         | Agency Mortgage-Backed Securities         |
| GNII SF MA5081 M     | 2048-03-20      | 5.5000%  | N/A     | $1001.00           | $113.90            | Agency Mortgage-Backed Securities         |
| GNII SF MA5193 M     | 2048-05-20      | 4.5000%  | N/A     | $1000.00           | $73.54             | Agency Mortgage-Backed Securities         |
| GNII SF MA5196 M     | 2048-05-20      | 6.0000%  | N/A     | $1000.00           | $128.97            | Agency Mortgage-Backed Securities         |
| GNII SF MA5597 M     | 2048-11-20      | 5.0000%  | N/A     | $1000.00           | $59.25             | Agency Mortgage-Backed Securities         |
| GNII SF MA5711 M     | 2049-01-20      | 4.5000%  | N/A     | $1000.00           | $64.44             | Agency Mortgage-Backed Securities         |
| GNII SF MA5712 M     | 2049-01-20      | 5.0000%  | N/A     | $1000.00           | $57.71             | Agency Mortgage-Backed Securities         |
| GNII SF MA5820 M     | 2049-03-20      | 5.5000%  | N/A     | $1000.00           | $77.63             | Agency Mortgage-Backed Securities         |
| GNII SF MA6042 M     | 2049-06-20      | 5.0000%  | N/A     | $9999184.00        | $884703.69         | Agency Mortgage-Backed Securities         |
| GNII SF MA6090 M     | 2049-08-20      | 3.5000%  | N/A     | $1000.00           | $118.79            | Agency Mortgage-Backed Securities         |
| GNII SF MA6158 M     | 2049-09-20      | 5.5000%  | N/A     | $1000.00           | $134.04            | Agency Mortgage-Backed Securities         |
| GNII SF MA6224 M     | 2049-09-20      | 6.0000%  | N/A     | $1000.00           | $213.13            | Agency Mortgage-Backed Securities         |
| GNII SF MA6344 M     | 2038-10-20      | 6.0000%  | N/A     | $215999.00         | $38408.06          | Agency Mortgage-Backed Securities         |
| GNII SF MA6415 M     | 2049-10-20      | 6.0000%  | N/A     | $1000.00           | $148.76            | Agency Mortgage-Backed Securities         |
| GNII SF MA6481 M     | 2038-03-20      | 6.5000%  | N/A     | $184000.00         | $31151.92          | Agency Mortgage-Backed Securities         |
| GNII SF MA6710 M     | 2050-06-20      | 3.0000%  | N/A     | $1606696.00        | $401207.62         | Agency Mortgage-Backed Securities         |
| GNII SF MA7001 M     | 2049-02-20      | 5.5000%  | N/A     | $123999.00         | $35459.28          | Agency Mortgage-Backed Securities         |
| GNII SF MA7366 M     | 2051-05-20      | 2.0000%  | N/A     | $1001.00           | $533.77            | Agency Mortgage-Backed Securities         |
| GNII SF MA7423 M     | 2051-06-20      | 5.0000%  | N/A     | $2000.00           | $664.06            | Agency Mortgage-Backed Securities         |
| GNII SF MA7471 M     | 2051-07-20      | 2.0000%  | N/A     | $1000.00           | $556.71            | Agency Mortgage-Backed Securities         |
| GNII SF MA7472 M     | 2051-07-20      | 2.5000%  | N/A     | $1000.00           | $565.51            | Agency Mortgage-Backed Securities         |
| GNII SF MA7479 M     | 2051-07-20      | 6.0000%  | N/A     | $1001.00           | $246.67            | Agency Mortgage-Backed Securities         |
| GNII SF MA7533 M     | 2051-08-20      | 2.0000%  | N/A     | $14068960.00       | $7915640.64        | Agency Mortgage-Backed Securities         |
| GNII SF MA7588 M     | 2051-09-20      | 2.0000%  | N/A     | $1001.00           | $577.58            | Agency Mortgage-Backed Securities         |
| GNII SF MA7648 M     | 2051-10-20      | 2.0000%  | N/A     | $1001.00           | $589.90            | Agency Mortgage-Backed Securities         |
| GNII SF MA7655 M     | 2051-10-20      | 5.5000%  | N/A     | $50000.00          | $16690.43          | Agency Mortgage-Backed Securities         |
| GNII SF MA7767 M     | 2051-12-20      | 2.5000%  | N/A     | $1000.00           | $618.15            | Agency Mortgage-Backed Securities         |
| GNII SF MA7880 M     | 2052-02-20      | 2.0000%  | N/A     | $1024.00           | $637.91            | Agency Mortgage-Backed Securities         |
| GNII SF MA8044 M     | 2052-05-20      | 3.5000%  | N/A     | $2838068.00        | $1975519.93        | Agency Mortgage-Backed Securities         |
| GNII SF MA8096 M     | 2052-06-20      | 2.0000%  | N/A     | $1000.00           | $646.62            | Agency Mortgage-Backed Securities         |
| GNII SF MA8098 M     | 2052-06-20      | 3.0000%  | N/A     | $47059.00          | $31639.03          | Agency Mortgage-Backed Securities         |
| GNII SF MA8425 M     | 2052-10-20      | 3.5000%  | N/A     | $8000.00           | $6027.16           | Agency Mortgage-Backed Securities         |
| GNII SF MA8426 M     | 2052-11-20      | 4.0000%  | N/A     | $1000.00           | $758.58            | Agency Mortgage-Backed Securities         |
| GNII SF MA8491 M     | 2052-12-20      | 5.5000%  | N/A     | $6863030.00        | $4466329.29        | Agency Mortgage-Backed Securities         |
| GNII SF MA8726 M     | 2053-03-20      | 5.5000%  | N/A     | $1000.00           | $668.88            | Agency Mortgage-Backed Securities         |
| GNII SF MA8727 M     | 2053-03-20      | 6.0000%  | N/A     | $1024.00           | $505.38            | Agency Mortgage-Backed Securities         |
| GNII SF MA8801 M     | 2053-04-20      | 5.5000%  | N/A     | $1000.00           | $686.96            | Agency Mortgage-Backed Securities         |
| GNII SF MA8879 M     | 2053-05-20      | 5.5000%  | N/A     | $129900.00         | $93798.42          | Agency Mortgage-Backed Securities         |
| GNII SF MA8948 M     | 2053-06-20      | 5.5000%  | N/A     | $1000.00           | $727.59            | Agency Mortgage-Backed Securities         |
| GNII SF MA9172 M     | 2053-08-20      | 6.0000%  | N/A     | $1024.00           | $580.19            | Agency Mortgage-Backed Securities         |
| GNII SF MA9459 M     | 2039-07-20      | 6.0000%  | N/A     | $40000.00          | $20659.17          | Agency Mortgage-Backed Securities         |
| GNII SF MA9539 M     | 2054-03-20      | 4.5000%  | N/A     | $1000.00           | $912.78            | Agency Mortgage-Backed Securities         |
| GNII SF MA9781 M     | 2054-07-20      | 6.5000%  | N/A     | $23986408.00       | $11500043.53       | Agency Mortgage-Backed Securities         |
| GNII SF MA9963 M     | 2054-10-20      | 4.5000%  | N/A     | $1013.00           | $931.58            | Agency Mortgage-Backed Securities         |
| GNII SF MB0091 M     | 2054-12-20      | 5.0000%  | N/A     | $1000.00           | $931.94            | Agency Mortgage-Backed Securities         |
| GNII SF MB0205 M     | 2055-02-20      | 5.5000%  | N/A     | $42986.00          | $35050.82          | Agency Mortgage-Backed Securities         |
| GNII SF MB0365 M     | 2055-05-20      | 5.0000%  | N/A     | $2984230.00        | $2888342.36        | Agency Mortgage-Backed Securities         |
| GNII SF MB0424 M     | 2055-05-20      | 5.5000%  | N/A     | $1000.00           | $970.20            | Agency Mortgage-Backed Securities         |
| GNII SF MB0556 M     | 2055-06-20      | 5.5000%  | N/A     | $1000.00           | $1000.82           | Agency Mortgage-Backed Securities         |
| GNII SF MB0686 M     | 2055-09-20      | 5.5000%  | N/A     | $1000.00           | $1006.77           | Agency Mortgage-Backed Securities         |
| GNII SF MB0936 M     | 2056-02-20      | 5.0000%  | N/A     | $1024.00           | $1031.47           | Agency Mortgage-Backed Securities         |
| GNMI SF 793219 X     | 2042-03-15      | 3.5000%  | N/A     | $1000.00           | $128.60            | Agency Mortgage-Backed Securities         |
| GNMI SF CU0300 X     | 2053-05-15      | 7.0000%  | N/A     | $3771848.00        | $3490195.42        | Agency Mortgage-Backed Securities         |
| GNRA 2017-192 DZ     | 2047-12-20      | 2.5000%  | N/A     | $1045087.00        | $990263.09         | Agency Collateralized Mortgage Obligation |
| GNRA 2023-082 KF     | 2053-06-20      | 4.8115%  | N/A     | $1023.00           | $696.96            | Agency Collateralized Mortgage Obligation |
| MNAR XX.XXX HYBL1276 | 2029-01-01      | 3.7900%  | N/A     | $200000.00         | $200531.24         | Agency Mortgage-Backed Securities         |

### Security 7: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: BYJ045322
- **C.18 - Value (incl. sponsor support):** $55000000.00
- **C.18.a - Value (excl. sponsor support):** $55000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-06-30      | 1.8750%  | N/A     | $100.00            | $99.70             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-15      | 1.6250%  | N/A     | $53747000.00       | $56098932.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 1.2500%  | N/A     | $800.00            | $872.65            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 1.1250%  | N/A     | $100.00            | $98.17             | U.S. Treasuries (including strips) |

### Security 8: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc.
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BYJ0452U1
- **C.18 - Value (incl. sponsor support):** $91000000.00
- **C.18.a - Value (excl. sponsor support):** $91000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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:** Fitch: F1+; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FERA 5235SN 06/25/52 | 2052-06-25      | 0.0000%  | N/A     | $50000000.00       | $489504.05         | Agency Collateralized Mortgage Obligation |
| FERA 5411SB 05/25/54 | 2054-05-25      | 2.9328%  | N/A     | $179168256.00      | $4291758.01        | Agency Collateralized Mortgage Obligation |
| FERA 5491SA 01/25/55 | 2055-01-25      | 1.5328%  | N/A     | $173756160.00      | $3873486.17        | Agency Collateralized Mortgage Obligation |
| FERA 5526MK 12/25/54 | 2054-12-25      | 11.0172% | N/A     | $4384360.00        | $4221135.32        | Agency Collateralized Mortgage Obligation |
| FERA RP4611 10/25/53 | 2053-10-25      | 3.5328%  | N/A     | $50000000.00       | $2182967.03        | Agency Collateralized Mortgage Obligation |
| FGRA 4760SA 02/15/48 | 2048-02-15      | 2.4273%  | N/A     | $32491072.00       | $1255782.78        | Agency Collateralized Mortgage Obligation |
| FNRA CL001TP R25F001 | 2055-02-25      | 1.0000%  | N/A     | $6149970.00        | $71414.67          | Agency Collateralized Mortgage Obligation |
| FNRA CL023ST R22F023 | 2050-03-25      | 0.7328%  | N/A     | $201469952.00      | $5378374.35        | Agency Collateralized Mortgage Obligation |
| FNRA CL057SA R22F057 | 2052-09-25      | 1.6328%  | N/A     | $200000000.00      | $8080928.39        | Agency Collateralized Mortgage Obligation |
| FNRA CL069PS R22F069 | 2052-10-25      | 0.8828%  | N/A     | $75000000.00       | $2075580.42        | Agency Collateralized Mortgage Obligation |
| FNRA CL105SL R24F105 | 2055-01-25      | 0.6328%  | N/A     | $75000000.00       | $1078192.32        | Agency Collateralized Mortgage Obligation |
| FNRA RC041SD R21F041 | 2051-07-25      | 0.0000%  | N/A     | $57319424.00       | $30864.47          | Agency Collateralized Mortgage Obligation |
| GNRA 2005-68 SI      | 2035-09-20      | 2.5183%  | N/A     | $326801918.00      | $438457.98         | Agency Collateralized Mortgage Obligation |
| GNRA 2014-021 SA     | 2044-02-16      | 1.7759%  | N/A     | $124834176.00      | $1026609.95        | Agency Collateralized Mortgage Obligation |
| GNRA 2016-07 SN      | 2046-04-20      | 2.3183%  | N/A     | $49999200.00       | $1057132.60        | Agency Collateralized Mortgage Obligation |
| GNRA 2017-141 JS     | 2047-09-20      | 2.4183%  | N/A     | $20658816.00       | $581656.69         | Agency Collateralized Mortgage Obligation |
| GNRA 2018-13 SB      | 2048-08-20      | 0.8183%  | N/A     | $70000000.00       | $1083680.28        | Agency Collateralized Mortgage Obligation |
| GNRA 2021-142 SE     | 2051-08-20      | 0.0000%  | N/A     | $50000000.00       | $166663.26         | Agency Collateralized Mortgage Obligation |
| GNRA 2023-170 MS     | 2053-11-20      | 1.8885%  | N/A     | $66666624.00       | $2493653.18        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-001 SW     | 2054-01-20      | 1.6385%  | N/A     | $100000000.00      | $2146284.84        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-027 SB     | 2054-02-20      | 2.3285%  | N/A     | $53589300.00       | $3438022.87        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-160 SX     | 2054-10-20      | 2.3885%  | N/A     | $56238976.00       | $2643962.80        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-001 SG     | 2055-01-20      | 2.8885%  | N/A     | $259000000.00      | $7942058.30        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-025 SG     | 2055-02-20      | 1.7385%  | N/A     | $496964000.00      | $10412044.34       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-081 TM     | 2053-12-20      | 1.0000%  | N/A     | $4613680.00        | $86791.00          | Agency Collateralized Mortgage Obligation |
| GNRA 2025-152 JS     | 2055-09-20      | 3.5385%  | N/A     | $46330240.00       | $3952899.05        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-170 SN     | 2055-03-20      | 2.3385%  | N/A     | $275846144.00      | $11560681.84       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-170 SP     | 2054-04-20      | 2.2385%  | N/A     | $232841216.00      | $13092128.66       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-066 IO     | 2055-04-20      | 5.5000%  | N/A     | $2597664.00        | $397285.43         | Agency Collateralized Mortgage Obligation |

### Security 9: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc.
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BYJ0452V9
- **C.18 - Value (incl. sponsor support):** $2000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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:** Fitch: F1+; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2052-05-15      | 0.0000%  | N/A     | $7276855.76        | $2040001.02        | U.S. Treasuries (including strips) |

### Security 10: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc.
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BYJ045306
- **C.18 - Value (incl. sponsor support):** $3000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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:** Fitch: F1+; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2036-08-15      | 0.0000%  | N/A     | $20.48             | $13.27             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 2.7500%  | N/A     | $3094000.00        | $3058324.95        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 0.0000%  | N/A     | $10.00             | $9.51              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 0.0000%  | N/A     | $430.08            | $349.10            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 3.7729%  | N/A     | $1300.00           | $1303.90           | U.S. Treasuries (including strips) |

### Security 11: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc.
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BYJ05XKC9
- **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:** 3.6700%
- **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:** Fitch: F1+; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2044-02-15      | 0.0000%  | N/A     | $18387173.00       | $7779557.89        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 2.5000%  | N/A     | $11602000.00       | $8391700.26        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 0.0000%  | N/A     | $843235.00         | $342785.23         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-08-15      | 0.0000%  | N/A     | $16551936.00       | $9081087.27        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-11-15      | 0.0000%  | N/A     | $12949914.00       | $7420002.65        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-05-15      | 0.0000%  | N/A     | $24644760.00       | $7037064.77        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 4.2500%  | N/A     | $6111670.00        | $5734377.29        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 0.0000%  | N/A     | $5300.00           | $2752.33           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-08-15      | 0.0000%  | N/A     | $34538800.00       | $9753757.12        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 4.5000%  | N/A     | $21902000.00       | $21866972.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-11-15      | 0.0000%  | N/A     | $17170.00          | $4417.77           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 0.0000%  | N/A     | $43545787.00       | $22900511.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 4.6250%  | N/A     | $1644300.00        | $1685013.35        | U.S. Treasuries (including strips) |

### Security 12: Bank of Montreal

- **C.1 - Title:** Bank of Montreal
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: BYJ0452Y3
- **C.18 - Value (incl. sponsor support):** $360000000.00
- **C.18.a - Value (excl. sponsor support):** $360000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2046-08-15      | 0.0000%  | N/A     | $48047700.00       | $17686502.51       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-08-15      | 0.0000%  | N/A     | $63060600.00       | $21028439.92       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 0.0000%  | N/A     | $26594800.00       | $12556016.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-05-15      | 0.0000%  | N/A     | $33600400.00       | $23095772.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-02-15      | 4.6250%  | N/A     | $38944100.00       | $40966200.31       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-11-15      | 0.0000%  | N/A     | $21086000.00       | $12006305.14       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 0.0000%  | N/A     | $15446100.00       | $14047162.17       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-15      | 0.0000%  | N/A     | $29041000.00       | $25439886.96       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-05-15      | 0.0000%  | N/A     | $16085500.00       | $12188530.26       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 3.8750%  | N/A     | $1890800.00        | $1916769.36        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 0.0000%  | N/A     | $29655227.00       | $11810905.88       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 0.0000%  | N/A     | $36121400.00       | $16083595.17       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 0.0000%  | N/A     | $37276700.00       | $13369996.71       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-15      | 0.0000%  | N/A     | $12345624.54       | $10295633.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-05-15      | 0.0000%  | N/A     | $49415600.00       | $12907502.97       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 0.0000%  | N/A     | $33805000.00       | $14029075.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 0.0000%  | N/A     | $14293900.00       | $12878946.84       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.0000%  | N/A     | $18105400.00       | $15406916.87       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-05-15      | 0.0000%  | N/A     | $22086000.00       | $12925279.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-02-15      | 0.0000%  | N/A     | $36158100.00       | $23923428.34       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 0.6250%  | N/A     | $27161100.00       | $25827554.67       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-02-15      | 0.0000%  | N/A     | $26812700.00       | $16809605.57       | U.S. Treasuries (including strips) |

### Security 13: Bank of Nova Scotia (The)

- **C.1 - Title:** Bank of Nova Scotia (The)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, C.5 - Other ID: BYJ045348
- **C.18 - Value (incl. sponsor support):** $39000000.00
- **C.18.a - Value (excl. sponsor support):** $39000000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2032-10-31      | 3.7500%  | N/A     | $24254900.00       | $24532069.18       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-15      | 4.0000%  | N/A     | $15000000.00       | $15259078.02       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-15      | 3.8750%  | N/A     | $1000.00           | $1014.17           | U.S. Treasuries (including strips) |

### Security 14: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: BYDDRC0M9
- **C.18 - Value (incl. sponsor support):** $1450000000.00
- **C.18.a - Value (excl. sponsor support):** $1450000000.00
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FANNIE MAE FNMA_20-96                                 | 2051-01-25      | 3.0000%  | N/A     | $5000000.00        | $471176.05         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4995A    | 2050-06-25      | 4.5000%  | N/A     | $53714422.00       | $3314606.04        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5056     | 2050-12-25      | 2.5000%  | N/A     | $11099121.00       | $930708.96         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_21-1       | 2051-02-25      | 2.0000%  | N/A     | $20469712.00       | $1533154.37        | Agency Collateralized Mortgage Obligation |
| FHLK_12                                               | 2030-10-25      | 2.7405%  | N/A     | $2357000.00        | $258615.34         | Agency Collateralized Mortgage Obligation |
| FHLMC_3152                                            | 2036-03-15      | 2.7073%  | N/A     | $117787959.00      | $357956.06         | Agency Collateralized Mortgage Obligation |
| FHLMC_4678A                                           | 2046-01-15      | 4.0000%  | N/A     | $15842693.00       | $187092.94         | Agency Collateralized Mortgage Obligation |
| FHLMC_4853A                                           | 2049-02-15      | 2.8273%  | N/A     | $11800000.00       | $331503.73         | Agency Collateralized Mortgage Obligation |
| FHLMC_4912B                                           | 2049-06-25      | 2.2683%  | N/A     | $7978004.00        | $281402.23         | Agency Collateralized Mortgage Obligation |
| FHLMC_4923                                            | 2049-11-25      | 2.2183%  | N/A     | $31600000.00       | $1577668.17        | Agency Collateralized Mortgage Obligation |
| FHLMC_4976B                                           | 2050-05-25      | 3.5000%  | N/A     | $3700000.00        | $271340.28         | Agency Collateralized Mortgage Obligation |
| FHLMC_4988E                                           | 2050-07-25      | 4.0000%  | N/A     | $33100000.00       | $2684386.78        | Agency Collateralized Mortgage Obligation |
| FHLMC_4988F                                           | 2050-06-25      | 3.0000%  | N/A     | $34686251.00       | $3716723.34        | Agency Collateralized Mortgage Obligation |
| FHLMC_4990C                                           | 2050-07-25      | 4.0000%  | N/A     | $12600000.00       | $1106227.70        | Agency Collateralized Mortgage Obligation |
| FHLMC_4992E                                           | 2050-07-25      | 2.5000%  | N/A     | $38175343.00       | $2479827.11        | Agency Collateralized Mortgage Obligation |
| FHLMC_4993L                                           | 2050-07-25      | 2.2683%  | N/A     | $22590000.00       | $2005217.98        | Agency Collateralized Mortgage Obligation |
| FHLMC_5003D                                           | 2050-08-25      | 2.3183%  | N/A     | $10000000.00       | $666773.79         | Agency Collateralized Mortgage Obligation |
| FHLMC_5003D                                           | 2050-08-25      | 2.3183%  | N/A     | $8900000.00        | $939772.85         | Agency Collateralized Mortgage Obligation |
| FHLMC_5005A                                           | 2050-08-25      | 3.0000%  | N/A     | $50042183.00       | $4496054.94        | Agency Collateralized Mortgage Obligation |
| FHLMC_5021C                                           | 2050-03-25      | 2.0000%  | N/A     | $23155000.00       | $1631699.86        | Agency Collateralized Mortgage Obligation |
| FHLMC_5053H                                           | 2050-12-25      | 2.5000%  | N/A     | $6250000.00        | $547259.26         | Agency Collateralized Mortgage Obligation |
| FHLMC_5056C                                           | 2050-12-25      | 2.6328%  | N/A     | $10500000.00       | $1061546.61        | Agency Collateralized Mortgage Obligation |
| FHLMC_5060B                                           | 2050-12-25      | 3.0000%  | N/A     | $9232666.00        | $1092058.03        | Agency Collateralized Mortgage Obligation |
| FHLMC_5062C                                           | 2051-01-25      | 2.6328%  | N/A     | $9600000.00        | $1092733.18        | Agency Collateralized Mortgage Obligation |
| FHLMC_5070A                                           | 2050-09-25      | 3.0000%  | N/A     | $10000000.00       | $1118731.22        | Agency Collateralized Mortgage Obligation |
| FHLMC_5070H                                           | 2051-02-25      | 0.6128%  | N/A     | $173779557.00      | $2771891.95        | Agency Collateralized Mortgage Obligation |
| FHLMC_5072G                                           | 2051-01-25      | 3.0000%  | N/A     | $35859000.00       | $3433451.79        | Agency Collateralized Mortgage Obligation |
| FHLMC_5080B                                           | 2050-04-25      | 3.5000%  | N/A     | $12254713.00       | $1350997.83        | Agency Collateralized Mortgage Obligation |
| FHLMC_5080L                                           | 2048-11-25      | 4.0000%  | N/A     | $6000000.00        | $729355.08         | Agency Collateralized Mortgage Obligation |
| FHLMC_5080M                                           | 2049-08-25      | 4.0000%  | N/A     | $61584249.00       | $4863441.45        | Agency Collateralized Mortgage Obligation |
| FHLMC_5093A                                           | 2051-01-25      | 3.0000%  | N/A     | $7000000.00        | $752046.62         | Agency Collateralized Mortgage Obligation |
| FHLMC_5093G                                           | 2050-05-25      | 4.0000%  | N/A     | $57947062.00       | $4243836.05        | Agency Collateralized Mortgage Obligation |
| FHLMC_5115J                                           | 2049-06-25      | 3.5000%  | N/A     | $41935638.00       | $3555959.28        | Agency Collateralized Mortgage Obligation |
| FHLMC_5123C                                           | 2050-05-25      | 3.5000%  | N/A     | $75076104.00       | $6621534.17        | Agency Collateralized Mortgage Obligation |
| FHLMC_5140R                                           | 2050-12-25      | 4.5000%  | N/A     | $6690069.00        | $794539.33         | Agency Collateralized Mortgage Obligation |
| FHLMC_5172                                            | 2051-12-25      | 3.0000%  | N/A     | $24348000.00       | $3171082.63        | Agency Collateralized Mortgage Obligation |
| FHLMC_5179C                                           | 2051-12-25      | 3.0000%  | N/A     | $29457333.00       | $1762425.52        | Agency Collateralized Mortgage Obligation |
| FHLMC_5183B                                           | 2051-03-25      | 2.5000%  | N/A     | $6437414.00        | $596328.52         | Agency Collateralized Mortgage Obligation |
| FHLMC_5184B                                           | 2052-01-25      | 3.0000%  | N/A     | $21453737.00       | $2776359.86        | Agency Collateralized Mortgage Obligation |
| FHLMC_5236A                                           | 2052-07-25      | 0.1328%  | N/A     | $40000000.00       | $813212.52         | Agency Collateralized Mortgage Obligation |
| FHLMC_5245A                                           | 2052-08-25      | 1.6328%  | N/A     | $50477142.00       | $3217584.77        | Agency Collateralized Mortgage Obligation |
| FHLMC_5249B                                           | 2052-08-25      | 2.2828%  | N/A     | $50085972.00       | $3618918.38        | Agency Collateralized Mortgage Obligation |
| FHLMC_5273A                                           | 2052-11-25      | 1.0828%  | N/A     | $170645534.00      | $4503771.28        | Agency Collateralized Mortgage Obligation |
| FHLMC_5319B                                           | 2053-07-25      | 2.2828%  | N/A     | $100000000.00      | $2703976.87        | Agency Collateralized Mortgage Obligation |
| FHLMC_5320A                                           | 2053-07-25      | 2.0328%  | N/A     | $47000000.00       | $1538254.43        | Agency Collateralized Mortgage Obligation |
| FHLMC_5349D                                           | 2053-10-25      | 3.3828%  | N/A     | $50000000.00       | $1710175.91        | Agency Collateralized Mortgage Obligation |
| FHLMC_5363C                                           | 2053-12-25      | 3.1828%  | N/A     | $75000000.00       | $2653066.57        | Agency Collateralized Mortgage Obligation |
| FHLMC_5364B                                           | 2053-12-25      | 3.3328%  | N/A     | $50000000.00       | $1358375.16        | Agency Collateralized Mortgage Obligation |
| FHLMC_5366                                            | 2053-12-25      | 2.5328%  | N/A     | $141256200.00      | $3864159.39        | Agency Collateralized Mortgage Obligation |
| FHLMC_5391E                                           | 2054-03-25      | 2.8328%  | N/A     | $100000000.00      | $2021040.11        | Agency Collateralized Mortgage Obligation |
| FHLMC_5398C                                           | 2054-04-25      | 2.8828%  | N/A     | $100000000.00      | $2020126.33        | Agency Collateralized Mortgage Obligation |
| FHLMC_5400B                                           | 2054-04-25      | 2.5828%  | N/A     | $62000000.00       | $2143353.33        | Agency Collateralized Mortgage Obligation |
| FHLMC_5400C                                           | 2054-04-25      | 2.2328%  | N/A     | $73405076.00       | $2239345.02        | Agency Collateralized Mortgage Obligation |
| FHLMC_5408D                                           | 2053-12-25      | 1.4328%  | N/A     | $60000000.00       | $1394649.70        | Agency Collateralized Mortgage Obligation |
| FHLMC_5414A                                           | 2054-05-25      | 6.5000%  | N/A     | $39919303.00       | $3249560.82        | Agency Collateralized Mortgage Obligation |
| FHLMC_5415A                                           | 2054-05-25      | 3.4828%  | N/A     | $38559235.00       | $1695791.74        | Agency Collateralized Mortgage Obligation |
| FHLMC_5419C                                           | 2054-06-25      | 3.4828%  | N/A     | $45000000.00       | $2859166.40        | Agency Collateralized Mortgage Obligation |
| FHLMC_5420B                                           | 2054-06-25      | 1.4328%  | N/A     | $74000000.00       | $1812497.21        | Agency Collateralized Mortgage Obligation |
| FHLMC_5424B                                           | 2054-06-25      | 2.1328%  | N/A     | $96642475.00       | $2505275.08        | Agency Collateralized Mortgage Obligation |
| FHLMC_5440K                                           | 2054-07-25      | 3.4328%  | N/A     | $79668725.00       | $7197224.61        | Agency Collateralized Mortgage Obligation |
| FHLMC_5440L                                           | 2054-08-25      | 1.4328%  | N/A     | $42366825.00       | $1783515.16        | Agency Collateralized Mortgage Obligation |
| FHLMC_5441D                                           | 2054-08-25      | 1.4628%  | N/A     | $21570033.00       | $789152.70         | Agency Collateralized Mortgage Obligation |
| FHLMC_5443A                                           | 2054-08-25      | 2.1328%  | N/A     | $100000000.00      | $1996555.34        | Agency Collateralized Mortgage Obligation |
| FHLMC_5449C                                           | 2054-08-25      | 1.5828%  | N/A     | $54004105.00       | $3264876.94        | Agency Collateralized Mortgage Obligation |
| FHLMC_5449D                                           | 2054-08-25      | 1.4828%  | N/A     | $67109208.00       | $2854154.20        | Agency Collateralized Mortgage Obligation |
| FHLMC_5457E                                           | 2054-10-25      | 1.7328%  | N/A     | $37302772.00       | $853299.55         | Agency Collateralized Mortgage Obligation |
| FHLMC_5458A                                           | 2054-09-25      | 1.6328%  | N/A     | $60000000.00       | $3782477.73        | Agency Collateralized Mortgage Obligation |
| FHLMC_5458F                                           | 2054-10-25      | 2.3328%  | N/A     | $64884819.00       | $3961317.91        | Agency Collateralized Mortgage Obligation |
| FHLMC_5460E                                           | 2054-10-25      | 2.3328%  | N/A     | $37412568.00       | $3344360.08        | Agency Collateralized Mortgage Obligation |
| FHLMC_5460L                                           | 2054-10-25      | 1.7328%  | N/A     | $86843196.00       | $5254461.44        | Agency Collateralized Mortgage Obligation |
| FHLMC_5460N                                           | 2054-10-25      | 1.7328%  | N/A     | $15102383.00       | $359755.92         | Agency Collateralized Mortgage Obligation |
| FHLMC_5464A                                           | 2054-10-25      | 1.1228%  | N/A     | $66300000.00       | $2922833.02        | Agency Collateralized Mortgage Obligation |
| FHLMC_5470C                                           | 2054-11-25      | 1.6328%  | N/A     | $77784860.00       | $2096515.87        | Agency Collateralized Mortgage Obligation |
| FHLMC_5471L                                           | 2054-11-25      | 1.4328%  | N/A     | $160000000.00      | $3239595.24        | Agency Collateralized Mortgage Obligation |
| FHLMC_5478A                                           | 2054-02-25      | 1.4328%  | N/A     | $30000000.00       | $546070.67         | Agency Collateralized Mortgage Obligation |
| FHLMC_5478A                                           | 2054-02-25      | 1.4828%  | N/A     | $20000000.00       | $373466.67         | Agency Collateralized Mortgage Obligation |
| FHLMC_5478C                                           | 2054-04-25      | 1.3828%  | N/A     | $156000000.00      | $2763002.40        | Agency Collateralized Mortgage Obligation |
| FHLMC_5481A                                           | 2054-12-25      | 1.3828%  | N/A     | $125000000.00      | $2423278.07        | Agency Collateralized Mortgage Obligation |
| FHLMC_5481A                                           | 2054-12-25      | 1.3828%  | N/A     | $20000000.00       | $345994.43         | Agency Collateralized Mortgage Obligation |
| FHLMC_5481A                                           | 2054-12-25      | 1.4328%  | N/A     | $22000000.00       | $366152.28         | Agency Collateralized Mortgage Obligation |
| FHLMC_5481A                                           | 2054-12-25      | 1.3328%  | N/A     | $15000000.00       | $252325.74         | Agency Collateralized Mortgage Obligation |
| FHLMC_5481H                                           | 2054-12-25      | 2.1828%  | N/A     | $75000000.00       | $3103615.96        | Agency Collateralized Mortgage Obligation |
| FHLMC_5501G                                           | 2055-02-25      | 2.1828%  | N/A     | $72995812.00       | $4148632.66        | Agency Collateralized Mortgage Obligation |
| FHLMC_5504C                                           | 2055-02-25      | 2.1828%  | N/A     | $48073146.00       | $2959619.80        | Agency Collateralized Mortgage Obligation |
| FHLMC_5508B                                           | 2055-02-25      | 1.8328%  | N/A     | $100000000.00      | $2765487.77        | Agency Collateralized Mortgage Obligation |
| FHLMC_5511C                                           | 2055-03-25      | 2.2328%  | N/A     | $75010223.00       | $4982164.77        | Agency Collateralized Mortgage Obligation |
| FHLMC_5515C                                           | 2055-03-25      | 1.4828%  | N/A     | $119155146.00      | $2736103.93        | Agency Collateralized Mortgage Obligation |
| FHLMC_5532                                            | 2055-04-25      | 0.6328%  | N/A     | $500000000.00      | $5692279.92        | Agency Collateralized Mortgage Obligation |
| FHLMC_5536A                                           | 2055-04-25      | 1.5328%  | N/A     | $50000000.00       | $2457754.62        | Agency Collateralized Mortgage Obligation |
| FHLMC_5547D                                           | 2055-06-25      | 0.3328%  | N/A     | $100000000.00      | $1352535.41        | Agency Collateralized Mortgage Obligation |
| FHLMC_5549B                                           | 2055-06-25      | 0.1328%  | N/A     | $395000000.00      | $2735439.68        | Agency Collateralized Mortgage Obligation |
| FHLMC_5566J                                           | 2051-10-25      | 2.8828%  | N/A     | $28822756.00       | $4954000.96        | Agency Collateralized Mortgage Obligation |
| FHLMC_5568B                                           | 2055-08-25      | 1.4328%  | N/A     | $16355972.00       | $401661.74         | Agency Collateralized Mortgage Obligation |
| FHLMC_5588A                                           | 2055-10-25      | 1.6828%  | N/A     | $105485266.00      | $6610613.10        | Agency Collateralized Mortgage Obligation |
| FHLMC_5625G                                           | 2055-09-25      | 1.5828%  | N/A     | $67017336.00       | $2334711.99        | Agency Collateralized Mortgage Obligation |
| FHLMC_5628B                                           | 2056-02-25      | 1.9828%  | N/A     | $55750500.00       | $2901210.18        | Agency Collateralized Mortgage Obligation |
| FHLMC_5633D                                           | 2056-02-25      | 6.0000%  | N/A     | $10920000.00       | $9450576.02        | Agency Collateralized Mortgage Obligation |
| FHMS_K071                                             | 2028-02-25      | 2.0098%  | N/A     | $99774000.00       | $3389875.83        | Agency Collateralized Mortgage Obligation |
| FHR-5087                                              | 2051-03-25      | 3.0000%  | N/A     | $487847.00         | $38895.64          | Agency Collateralized Mortgage Obligation |
| FHSTR_402                                             | 2053-09-25      | 2.0328%  | N/A     | $145014803.00      | $3886321.70        | Agency Collateralized Mortgage Obligation |
| FHSTR_406                                             | 2053-10-25      | 1.8828%  | N/A     | $110435000.00      | $2691482.66        | Agency Collateralized Mortgage Obligation |
| FHSTR_406                                             | 2053-10-25      | 2.3828%  | N/A     | $75000000.00       | $2176220.34        | Agency Collateralized Mortgage Obligation |
| FHSTR_406                                             | 2053-10-25      | 1.9328%  | N/A     | $200000000.00      | $4790940.61        | Agency Collateralized Mortgage Obligation |
| FHSTR_413                                             | 2054-05-25      | 2.1328%  | N/A     | $135500000.00      | $2687577.62        | Agency Collateralized Mortgage Obligation |
| FNMA_11-83                                            | 2041-09-25      | 2.7183%  | N/A     | $250093527.00      | $2685638.54        | Agency Collateralized Mortgage Obligation |
| FNMA_14-87                                            | 2045-01-25      | 2.4683%  | N/A     | $117234000.00      | $1196293.31        | Agency Collateralized Mortgage Obligation |
| FNMA_16-55                                            | 2046-08-25      | 2.2183%  | N/A     | $44785000.00       | $1736011.71        | Agency Collateralized Mortgage Obligation |
| FNMA_17-111A                                          | 2048-01-25      | 5.0000%  | N/A     | $12512865.00       | $684387.68         | Agency Collateralized Mortgage Obligation |
| FNMA_19-43D                                           | 2049-08-25      | 2.3183%  | N/A     | $44514530.00       | $1480298.36        | Agency Collateralized Mortgage Obligation |
| FNMA_20-36D                                           | 2050-06-25      | 3.5000%  | N/A     | $26646000.00       | $2998723.59        | Agency Collateralized Mortgage Obligation |
| FNMA_20-40A                                           | 2050-06-25      | 3.0000%  | N/A     | $6200000.00        | $598948.87         | Agency Collateralized Mortgage Obligation |
| FNMA_20-41J                                           | 2050-06-25      | 2.3183%  | N/A     | $14861349.00       | $719954.91         | Agency Collateralized Mortgage Obligation |
| FNMA_20-63B                                           | 2050-09-25      | 3.0000%  | N/A     | $16433000.00       | $1940786.61        | Agency Collateralized Mortgage Obligation |
| FNMA_20-68E                                           | 2050-10-25      | 3.0000%  | N/A     | $15224105.00       | $1264521.89        | Agency Collateralized Mortgage Obligation |
| FNMA_20-71C                                           | 2050-10-25      | 3.0000%  | N/A     | $20532238.00       | $1508174.06        | Agency Collateralized Mortgage Obligation |
| FNMA_20-75                                            | 2050-11-25      | 4.0000%  | N/A     | $50000000.00       | $3639560.61        | Agency Collateralized Mortgage Obligation |
| FNMA_20-77K                                           | 2050-11-25      | 2.5000%  | N/A     | $45000000.00       | $3625546.28        | Agency Collateralized Mortgage Obligation |
| FNMA_20-80F                                           | 2049-04-25      | 2.5000%  | N/A     | $34683500.00       | $3068019.51        | Agency Collateralized Mortgage Obligation |
| FNMA_20-92                                            | 2050-02-25      | 2.5000%  | N/A     | $18471708.00       | $1497216.58        | Agency Collateralized Mortgage Obligation |
| FNMA_21-3                                             | 2051-02-25      | 2.5000%  | N/A     | $20385395.00       | $2482685.28        | Agency Collateralized Mortgage Obligation |
| FNMA_21-42H                                           | 2051-03-25      | 2.0000%  | N/A     | $12011000.00       | $1237608.02        | Agency Collateralized Mortgage Obligation |
| FNMA_21-46A                                           | 2051-07-25      | 3.0000%  | N/A     | $5355094.00        | $688669.87         | Agency Collateralized Mortgage Obligation |
| FNMA_21-56                                            | 2051-07-25      | 3.0000%  | N/A     | $19999999.00       | $1952787.68        | Agency Collateralized Mortgage Obligation |
| FNMA_21-94B                                           | 2052-01-25      | 3.5000%  | N/A     | $33691833.00       | $3958798.95        | Agency Collateralized Mortgage Obligation |
| FNMA_22-27C                                           | 2052-06-25      | 2.4328%  | N/A     | $50000000.00       | $3224048.56        | Agency Collateralized Mortgage Obligation |
| FNMA_23-13C                                           | 2052-12-25      | 1.8828%  | N/A     | $175000000.00      | $4300183.57        | Agency Collateralized Mortgage Obligation |
| FNMA_23-2D                                            | 2051-05-25      | 2.0000%  | N/A     | $24382365.00       | $2618303.19        | Agency Collateralized Mortgage Obligation |
| FNMA_23-58F                                           | 2053-12-25      | 3.3328%  | N/A     | $48409043.00       | $1077614.64        | Agency Collateralized Mortgage Obligation |
| FNMA_24-15                                            | 2054-04-25      | 2.0328%  | N/A     | $60000000.00       | $1580064.59        | Agency Collateralized Mortgage Obligation |
| FNMA_24-26F                                           | 2054-05-25      | 2.7828%  | N/A     | $109913370.00      | $2277365.97        | Agency Collateralized Mortgage Obligation |
| FNMA_24-46A                                           | 2054-07-25      | 2.0828%  | N/A     | $73500000.00       | $2527462.74        | Agency Collateralized Mortgage Obligation |
| FNMA_24-57A                                           | 2054-08-25      | 2.0828%  | N/A     | $115000000.00      | $3104237.33        | Agency Collateralized Mortgage Obligation |
| FNMA_24-60B                                           | 2054-09-25      | 1.5828%  | N/A     | $43100000.00       | $2657041.65        | Agency Collateralized Mortgage Obligation |
| FNMA_24-60D                                           | 2054-08-25      | 1.5328%  | N/A     | $65821733.00       | $4123083.68        | Agency Collateralized Mortgage Obligation |
| FNMA_24-60E                                           | 2054-09-25      | 2.2328%  | N/A     | $75991008.00       | $6278037.52        | Agency Collateralized Mortgage Obligation |
| FNMA_24-67                                            | 2054-09-25      | 1.6628%  | N/A     | $125000000.00      | $3350532.26        | Agency Collateralized Mortgage Obligation |
| FNMA_24-7                                             | 2053-09-25      | 2.1328%  | N/A     | $79000000.00       | $2138422.86        | Agency Collateralized Mortgage Obligation |
| FNMA_24-73C                                           | 2054-10-25      | 2.3328%  | N/A     | $43700638.00       | $3736287.22        | Agency Collateralized Mortgage Obligation |
| FNMA_24-73C                                           | 2054-10-25      | 1.7328%  | N/A     | $68074875.00       | $4611770.83        | Agency Collateralized Mortgage Obligation |
| FNMA_24-74                                            | 2054-10-25      | 2.4328%  | N/A     | $20712357.00       | $1923215.03        | Agency Collateralized Mortgage Obligation |
| FNMA_24-76B                                           | 2054-11-25      | 1.7328%  | N/A     | $66069423.00       | $2357548.81        | Agency Collateralized Mortgage Obligation |
| FNMA_24-76H                                           | 2054-11-25      | 1.5828%  | N/A     | $31150000.00       | $734002.68         | Agency Collateralized Mortgage Obligation |
| FNMA_24-77B                                           | 2053-10-25      | 1.0328%  | N/A     | $109568653.00      | $2216434.15        | Agency Collateralized Mortgage Obligation |
| FNMA_24-77C                                           | 2054-11-25      | 2.3828%  | N/A     | $96565078.00       | $2515675.51        | Agency Collateralized Mortgage Obligation |
| FNMA_24-84B                                           | 2054-11-25      | 1.6828%  | N/A     | $121775248.00      | $8070658.39        | Agency Collateralized Mortgage Obligation |
| FNMA_24-86B                                           | 2054-12-25      | 1.4828%  | N/A     | $50000000.00       | $1105393.78        | Agency Collateralized Mortgage Obligation |
| FNMA_24-87B                                           | 2054-12-25      | 2.2328%  | N/A     | $32116539.00       | $1178460.70        | Agency Collateralized Mortgage Obligation |
| FNMA_24-87C                                           | 2054-12-25      | 0.5328%  | N/A     | $50000000.00       | $617968.30         | Agency Collateralized Mortgage Obligation |
| FNMA_24-87D                                           | 2054-12-25      | 0.5328%  | N/A     | $50000000.00       | $571194.98         | Agency Collateralized Mortgage Obligation |
| FNMA_24-87F                                           | 2054-12-25      | 0.4828%  | N/A     | $115000000.00      | $1600274.44        | Agency Collateralized Mortgage Obligation |
| FNMA_24-87G                                           | 2035-06-25      | 6.0000%  | N/A     | $5461958.00        | $600947.01         | Agency Collateralized Mortgage Obligation |
| FNMA_24-91D                                           | 2054-12-25      | 1.4828%  | N/A     | $36110024.00       | $1713704.80        | Agency Collateralized Mortgage Obligation |
| FNMA_24-93A                                           | 2054-12-25      | 1.3328%  | N/A     | $130000000.00      | $2640040.40        | Agency Collateralized Mortgage Obligation |
| FNMA_24-93D                                           | 2054-12-25      | 1.4328%  | N/A     | $181900000.00      | $3448011.44        | Agency Collateralized Mortgage Obligation |
| FNMA_24-93F                                           | 2054-12-25      | 1.3828%  | N/A     | $105000000.00      | $1939274.47        | Agency Collateralized Mortgage Obligation |
| FNMA_25-111E                                          | 2056-01-25      | 1.8328%  | N/A     | $31393141.00       | $2256803.04        | Agency Collateralized Mortgage Obligation |
| FNMA_25-12A                                           | 2055-03-25      | 1.4328%  | N/A     | $205319992.00      | $9194859.84        | Agency Collateralized Mortgage Obligation |
| FNMA_25-14C                                           | 2055-03-25      | 2.2328%  | N/A     | $17363731.00       | $922961.48         | Agency Collateralized Mortgage Obligation |
| FNMA_25-15C                                           | 2055-04-25      | 1.5828%  | N/A     | $95725046.00       | $6410367.84        | Agency Collateralized Mortgage Obligation |
| FNMA_25-18D                                           | 2055-03-25      | 2.1828%  | N/A     | $37982080.00       | $2126810.26        | Agency Collateralized Mortgage Obligation |
| FNMA_25-18F                                           | 2054-09-25      | 3.4328%  | N/A     | $100000000.00      | $5303375.84        | Agency Collateralized Mortgage Obligation |
| FNMA_25-26B                                           | 2054-07-25      | 6.0000%  | N/A     | $4586146.00        | $465502.20         | Agency Collateralized Mortgage Obligation |
| FNMA_25-33D                                           | 2055-04-25      | 2.1328%  | N/A     | $83012302.00       | $7036504.55        | Agency Collateralized Mortgage Obligation |
| FNMA_25-41B                                           | 2055-06-25      | 1.3328%  | N/A     | $20058262.00       | $494842.62         | Agency Collateralized Mortgage Obligation |
| FNMA_25-41E                                           | 2055-06-25      | 1.3328%  | N/A     | $251027590.00      | $6040416.51        | Agency Collateralized Mortgage Obligation |
| FNMA_25-44F                                           | 2055-06-25      | 0.3328%  | N/A     | $50000000.00       | $672798.72         | Agency Collateralized Mortgage Obligation |
| FNMA_25-5D                                            | 2055-02-25      | 1.4828%  | N/A     | $80550000.00       | $3478059.20        | Agency Collateralized Mortgage Obligation |
| FNMA_25-64B                                           | 2055-08-25      | 1.4328%  | N/A     | $102844085.00      | $2710100.34        | Agency Collateralized Mortgage Obligation |
| FNMA_25-87C                                           | 2055-10-25      | 1.0028%  | N/A     | $80119749.00       | $2696139.06        | Agency Collateralized Mortgage Obligation |
| FNMA_25-88A                                           | 2055-09-25      | 3.4328%  | N/A     | $54702204.00       | $5917628.57        | Agency Collateralized Mortgage Obligation |
| FNMA_25-96                                            | 2055-11-25      | 1.7328%  | N/A     | $75000000.00       | $3961266.25        | Agency Collateralized Mortgage Obligation |
| FNMA_26-5B                                            | 2056-02-25      | 1.8328%  | N/A     | $44029500.00       | $2219516.96        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_40-64                               | 2042-06-15      | 2.2273%  | N/A     | $133333333.00      | $1346377.05        | Agency Collateralized Mortgage Obligation |
| FREMF_15-K1501                                        | 2030-12-25      | 0.1000%  | N/A     | $50628655.00       | $189463.66         | Agency Collateralized Mortgage Obligation |
| FREMF_16-K59                                          | 2026-11-25      | 0.0000%  | N/A     | $4334906.00        | $2707504.26        | Agency Collateralized Mortgage Obligation |
| FREMF_17-K69                                          | 2049-10-25      | 0.1000%  | N/A     | $937356543.00      | $1016067.33        | Agency Collateralized Mortgage Obligation |
| FREMF_17-KW02                                         | 2026-12-25      | 0.1000%  | N/A     | $451763994.00      | $141351.64         | Agency Collateralized Mortgage Obligation |
| FREMF_18-K158                                         | 2033-11-25      | 0.1000%  | N/A     | $78207261.00       | $472232.88         | Agency Collateralized Mortgage Obligation |
| FREMF_18-K158                                         | 2033-11-25      | 0.1000%  | N/A     | $703865000.00      | $3170672.24        | Agency Collateralized Mortgage Obligation |
| FREMF_20-K121                                         | 2053-11-25      | 0.1000%  | N/A     | $262295816.00      | $1096192.45        | Agency Collateralized Mortgage Obligation |
| FREMF_20-K121                                         | 2053-11-25      | 0.1000%  | N/A     | $1146002000.00     | $4186614.13        | Agency Collateralized Mortgage Obligation |
| FREMF_21-K130                                         | 2031-06-25      | 0.1000%  | N/A     | $984577000.00      | $4070469.71        | Agency Collateralized Mortgage Obligation |
| FREMF_22-K140                                         | 2054-04-25      | 0.1000%  | N/A     | $250314856.00      | $1208575.70        | Agency Collateralized Mortgage Obligation |
| FREMF_22_K747                                         | 2028-12-25      | 0.1000%  | N/A     | $212159495.00      | $517928.42         | Agency Collateralized Mortgage Obligation |
| FREMF_22_K747                                         | 2028-11-25      | 0.1000%  | N/A     | $831028000.00      | $1840253.37        | Agency Collateralized Mortgage Obligation |
| FRESB MULTIFAMILY MORTGAGE PASS-THROUGH FRESB_20-SB76 | 2030-05-25      | 1.0432%  | N/A     | $98317319.00       | $1366693.98        | Agency Collateralized Mortgage Obligation |
| FRESB MULTIFAMILY MORTGAGE PASS-THROUGH FRESB_20-SB78 | 2040-06-25      | 1.0327%  | N/A     | $61500000.00       | $1678522.91        | Agency Collateralized Mortgage Obligation |
| FRESB_19-SB63                                         | 2039-04-25      | 1.8126%  | N/A     | $17964000.00       | $226788.36         | Agency Collateralized Mortgage Obligation |
| FRESB_19-SB65                                         | 2039-06-25      | 1.3777%  | N/A     | $10944000.00       | $168816.33         | Agency Collateralized Mortgage Obligation |
| FRESB_22-S104                                         | 2042-09-25      | 0.1158%  | N/A     | $396528763.00      | $3571692.01        | Agency Collateralized Mortgage Obligation |
| FRESB_23-S111                                         | 2043-09-25      | 0.3976%  | N/A     | $214000000.00      | $4054750.68        | Agency Collateralized Mortgage Obligation |
| GNMA_11-81D                                           | 2040-10-20      | 5.0000%  | N/A     | $35163077.00       | $7974.19           | Agency Collateralized Mortgage Obligation |
| GNMA_12-131                                           | 2053-02-16      | 0.5447%  | N/A     | $260000000.00      | $565538.11         | Agency Collateralized Mortgage Obligation |
| GNMA_12-139                                           | 2053-02-16      | 0.6480%  | N/A     | $88200000.00       | $119544.92         | Agency Collateralized Mortgage Obligation |
| GNMA_13-015                                           | 2051-08-16      | 0.6338%  | N/A     | $61750000.00       | $167432.22         | Agency Collateralized Mortgage Obligation |
| GNMA_13-33                                            | 2054-04-16      | 0.1522%  | N/A     | $116000000.00      | $60082.85          | Agency Collateralized Mortgage Obligation |
| GNMA_13-38                                            | 2040-12-16      | 4.5000%  | N/A     | $30913676.00       | $97002.72          | Agency Collateralized Mortgage Obligation |
| GNMA_13-82                                            | 2043-05-20      | 3.5000%  | N/A     | $8351857.00        | $184648.90         | Agency Collateralized Mortgage Obligation |
| GNMA_13-85                                            | 2049-02-16      | 0.3318%  | N/A     | $217675000.00      | $283505.42         | Agency Collateralized Mortgage Obligation |
| GNMA_14-126                                           | 2055-02-16      | 0.7043%  | N/A     | $40850000.00       | $212590.52         | Agency Collateralized Mortgage Obligation |
| GNMA_14-130                                           | 2054-08-16      | 0.4178%  | N/A     | $72603298.00       | $169970.22         | Agency Collateralized Mortgage Obligation |
| GNMA_14-171                                           | 2055-11-16      | 0.2534%  | N/A     | $159446785.00      | $232977.83         | Agency Collateralized Mortgage Obligation |
| GNMA_16-002                                           | 2057-04-16      | 0.5030%  | N/A     | $78081521.00       | $400959.79         | Agency Collateralized Mortgage Obligation |
| GNMA_16-067                                           | 2057-07-16      | 0.7590%  | N/A     | $138981000.00      | $376825.35         | Agency Collateralized Mortgage Obligation |
| GNMA_16-177                                           | 2057-01-16      | 0.5006%  | N/A     | $11966000.00       | $64466.57          | Agency Collateralized Mortgage Obligation |
| GNMA_16-78B                                           | 2046-06-20      | 4.5000%  | N/A     | $17341919.00       | $59784.65          | Agency Collateralized Mortgage Obligation |
| GNMA_16-87                                            | 2058-08-16      | 0.6023%  | N/A     | $50000000.00       | $393705.81         | Agency Collateralized Mortgage Obligation |
| GNMA_16-92                                            | 2058-04-16      | 0.6089%  | N/A     | $77251864.00       | $188946.67         | Agency Collateralized Mortgage Obligation |
| GNMA_17-106                                           | 2056-12-16      | 0.6600%  | N/A     | $124450000.00      | $488096.01         | Agency Collateralized Mortgage Obligation |
| GNMA_17-154A                                          | 2058-12-16      | 0.6190%  | N/A     | $45000000.00       | $891739.68         | Agency Collateralized Mortgage Obligation |
| GNMA_17-167                                           | 2047-11-20      | 4.5000%  | N/A     | $90954488.00       | $4166719.16        | Agency Collateralized Mortgage Obligation |
| GNMA_17-62                                            | 2057-02-16      | 0.6550%  | N/A     | $100074248.00      | $2006827.08        | Agency Collateralized Mortgage Obligation |
| GNMA_17-88D                                           | 2047-06-20      | 2.4183%  | N/A     | $22186064.00       | $554302.89         | Agency Collateralized Mortgage Obligation |
| GNMA_18-112A                                          | 2048-08-20      | 2.4183%  | N/A     | $93201901.00       | $1421020.67        | Agency Collateralized Mortgage Obligation |
| GNMA_18-127                                           | 2044-10-20      | 5.0000%  | N/A     | $6129737.00        | $286275.24         | Agency Collateralized Mortgage Obligation |
| GNMA_19-122                                           | 2061-07-16      | 1.0045%  | N/A     | $37500000.00       | $731477.24         | Agency Collateralized Mortgage Obligation |
| GNMA_19-141                                           | 2062-01-16      | 0.6184%  | N/A     | $25719162.00       | $663265.56         | Agency Collateralized Mortgage Obligation |
| GNMA_19-156                                           | 2057-11-16      | 0.5013%  | N/A     | $87000000.00       | $376601.43         | Agency Collateralized Mortgage Obligation |
| GNMA_19-18                                            | 2049-02-20      | 4.5000%  | N/A     | $17410888.00       | $82313.31          | Agency Collateralized Mortgage Obligation |
| GNMA_19-44H                                           | 2049-04-20      | 2.2683%  | N/A     | $45523277.00       | $1607983.87        | Agency Collateralized Mortgage Obligation |
| GNMA_19-59A                                           | 2048-02-20      | 2.3183%  | N/A     | $96097941.00       | $2722487.56        | Agency Collateralized Mortgage Obligation |
| GNMA_19-7                                             | 2061-01-16      | 0.9046%  | N/A     | $156000000.00      | $1556503.35        | Agency Collateralized Mortgage Obligation |
| GNMA_20-029                                           | 2060-01-16      | 0.9319%  | N/A     | $6100000.00        | $252699.83         | Agency Collateralized Mortgage Obligation |
| GNMA_20-129N                                          | 2050-09-20      | 3.0000%  | N/A     | $95597556.00       | $8183540.67        | Agency Collateralized Mortgage Obligation |
| GNMA_20-135                                           | 2063-01-16      | 0.9869%  | N/A     | $44800000.00       | $1207155.45        | Agency Collateralized Mortgage Obligation |
| GNMA_20-140                                           | 2050-09-20      | 2.5183%  | N/A     | $33000000.00       | $2789980.73        | Agency Collateralized Mortgage Obligation |
| GNMA_20-160C                                          | 2050-10-20      | 2.5183%  | N/A     | $29319249.00       | $2401709.37        | Agency Collateralized Mortgage Obligation |
| GNMA_20-166A                                          | 2050-11-20      | 0.0000%  | N/A     | $75000000.00       | $560898.05         | Agency Collateralized Mortgage Obligation |
| GNMA_20-167P                                          | 2050-11-20      | 3.5000%  | N/A     | $44016000.00       | $3546731.23        | Agency Collateralized Mortgage Obligation |
| GNMA_20-181P                                          | 2050-12-20      | 5.0000%  | N/A     | $97454478.00       | $7595972.82        | Agency Collateralized Mortgage Obligation |
| GNMA_20-186B                                          | 2050-12-20      | 0.0000%  | N/A     | $45000000.00       | $264745.00         | Agency Collateralized Mortgage Obligation |
| GNMA_20-191                                           | 2050-12-20      | 0.0000%  | N/A     | $72135472.00       | $407403.21         | Agency Collateralized Mortgage Obligation |
| GNMA_20-31A                                           | 2050-03-20      | 2.3183%  | N/A     | $47654869.00       | $2286073.17        | Agency Collateralized Mortgage Obligation |
| GNMA_20-36F                                           | 2050-03-20      | 2.3183%  | N/A     | $36250000.00       | $2868980.81        | Agency Collateralized Mortgage Obligation |
| GNMA_20-47J                                           | 2050-01-20      | 3.5000%  | N/A     | $14462032.00       | $209292.04         | Agency Collateralized Mortgage Obligation |
| GNMA_20-55A                                           | 2050-04-20      | 0.0000%  | N/A     | $100000000.00      | $111951.75         | Agency Collateralized Mortgage Obligation |
| GNMA_20-55D                                           | 2050-04-20      | 3.5000%  | N/A     | $37673427.00       | $2607144.29        | Agency Collateralized Mortgage Obligation |
| GNMA_20-57                                            | 2060-01-16      | 1.7941%  | N/A     | $15700000.00       | $1188212.56        | Agency Collateralized Mortgage Obligation |
| GNMA_20-61                                            | 2048-01-20      | 4.5000%  | N/A     | $39141711.00       | $2687763.08        | Agency Collateralized Mortgage Obligation |
| GNMA_20-69                                            | 2062-04-16      | 1.3039%  | N/A     | $70900000.00       | $4561946.95        | Agency Collateralized Mortgage Obligation |
| GNMA_20-77G                                           | 2049-03-20      | 2.2683%  | N/A     | $54871755.00       | $1325437.78        | Agency Collateralized Mortgage Obligation |
| GNMA_20-96F                                           | 2046-01-20      | 2.4183%  | N/A     | $66473586.00       | $2631157.45        | Agency Collateralized Mortgage Obligation |
| GNMA_21-105L                                          | 2051-06-20      | 2.5000%  | N/A     | $24000000.00       | $2354407.31        | Agency Collateralized Mortgage Obligation |
| GNMA_21-107S                                          | 2051-06-20      | 3.5000%  | N/A     | $33000000.00       | $4023901.38        | Agency Collateralized Mortgage Obligation |
| GNMA_21-122E                                          | 2051-07-20      | 0.0000%  | N/A     | $75820849.00       | $279181.43         | Agency Collateralized Mortgage Obligation |
| GNMA_21-138A                                          | 2051-08-20      | 0.0000%  | N/A     | $188559851.00      | $1120991.31        | Agency Collateralized Mortgage Obligation |
| GNMA_21-139L                                          | 2051-08-20      | 3.0000%  | N/A     | $23814555.00       | $2770744.04        | Agency Collateralized Mortgage Obligation |
| GNMA_21-140                                           | 2051-08-20      | 2.5000%  | N/A     | $19100000.00       | $8067144.17        | Agency Collateralized Mortgage Obligation |
| GNMA_21-140A                                          | 2051-08-20      | 2.5000%  | N/A     | $99685000.00       | $6113879.76        | Agency Collateralized Mortgage Obligation |
| GNMA_21-146E                                          | 2051-08-20      | 4.5000%  | N/A     | $8082783.00        | $707214.70         | Agency Collateralized Mortgage Obligation |
| GNMA_21-146H                                          | 2051-08-20      | 3.5000%  | N/A     | $37846775.00       | $4261191.76        | Agency Collateralized Mortgage Obligation |
| GNMA_21-154C                                          | 2051-09-20      | 4.5000%  | N/A     | $61849019.00       | $6048396.73        | Agency Collateralized Mortgage Obligation |
| GNMA_21-154H                                          | 2051-09-20      | 3.0000%  | N/A     | $133283250.00      | $9095969.06        | Agency Collateralized Mortgage Obligation |
| GNMA_21-160S                                          | 2051-09-20      | 2.5183%  | N/A     | $26227344.00       | $2842124.89        | Agency Collateralized Mortgage Obligation |
| GNMA_21-175D                                          | 2051-10-20      | 0.0000%  | N/A     | $125000000.00      | $1066173.61        | Agency Collateralized Mortgage Obligation |
| GNMA_21-179J                                          | 2051-10-20      | 0.0000%  | N/A     | $50001003.00       | $151907.56         | Agency Collateralized Mortgage Obligation |
| GNMA_21-182F                                          | 2051-10-20      | 3.0000%  | N/A     | $100000000.00      | $5780520.29        | Agency Collateralized Mortgage Obligation |
| GNMA_21-213F                                          | 2051-12-20      | 0.0000%  | N/A     | $334392934.00      | $2297355.51        | Agency Collateralized Mortgage Obligation |
| GNMA_21-225B                                          | 2051-12-20      | 0.0000%  | N/A     | $37257309.00       | $331537.52         | Agency Collateralized Mortgage Obligation |
| GNMA_21-225D                                          | 2051-12-20      | 0.0000%  | N/A     | $37584545.00       | $332110.33         | Agency Collateralized Mortgage Obligation |
| GNMA_21-27G                                           | 2051-02-20      | 3.0000%  | N/A     | $40010996.00       | $2370067.81        | Agency Collateralized Mortgage Obligation |
| GNMA_21-41C                                           | 2049-02-20      | 2.2683%  | N/A     | $54440000.00       | $2779626.40        | Agency Collateralized Mortgage Obligation |
| GNMA_21-57C                                           | 2051-03-20      | 2.5183%  | N/A     | $81131426.00       | $3713389.98        | Agency Collateralized Mortgage Obligation |
| GNMA_21-58C                                           | 2051-04-20      | 2.5183%  | N/A     | $43783865.00       | $1685046.06        | Agency Collateralized Mortgage Obligation |
| GNMA_21-59B                                           | 2051-04-20      | 2.5183%  | N/A     | $48010223.00       | $2680602.71        | Agency Collateralized Mortgage Obligation |
| GNMA_21-66M                                           | 2051-04-20      | 4.0000%  | N/A     | $13335146.00       | $1039194.10        | Agency Collateralized Mortgage Obligation |
| GNMA_21-97G                                           | 2051-06-20      | 0.0000%  | N/A     | $293394414.00      | $1742011.85        | Agency Collateralized Mortgage Obligation |
| GNMA_21-98G                                           | 2051-06-20      | 3.0000%  | N/A     | $41950213.00       | $2968651.33        | Agency Collateralized Mortgage Obligation |
| GNMA_22-100E                                          | 2050-01-20      | 2.2683%  | N/A     | $54720340.00       | $4539463.33        | Agency Collateralized Mortgage Obligation |
| GNMA_22-10M                                           | 2052-01-20      | 4.5000%  | N/A     | $27218978.00       | $3296414.14        | Agency Collateralized Mortgage Obligation |
| GNMA_22-136                                           | 2050-10-20      | 3.0000%  | N/A     | $39920014.00       | $4572438.06        | Agency Collateralized Mortgage Obligation |
| GNMA_22-139D                                          | 2052-08-20      | 0.2885%  | N/A     | $80454641.00       | $1996432.33        | Agency Collateralized Mortgage Obligation |
| GNMA_22-140B                                          | 2050-06-20      | 4.0000%  | N/A     | $46845778.00       | $6439590.11        | Agency Collateralized Mortgage Obligation |
| GNMA_22-158                                           | 2064-08-16      | 0.8872%  | N/A     | $101861842.00      | $6928775.88        | Agency Collateralized Mortgage Obligation |
| GNMA_22-159T                                          | 2052-06-20      | 1.7885%  | N/A     | $31039714.00       | $2162678.85        | Agency Collateralized Mortgage Obligation |
| GNMA_22-1C                                            | 2052-01-20      | 0.0000%  | N/A     | $65765005.00       | $279730.14         | Agency Collateralized Mortgage Obligation |
| GNMA_22-1L                                            | 2051-06-20      | 3.0000%  | N/A     | $173016666.00      | $8973210.05        | Agency Collateralized Mortgage Obligation |
| GNMA_22-207D                                          | 2048-04-20      | 2.4183%  | N/A     | $6873765.00        | $621865.61         | Agency Collateralized Mortgage Obligation |
| GNMA_22-22                                            | 2051-08-20      | 3.0000%  | N/A     | $2500000.00        | $1161024.37        | Agency Collateralized Mortgage Obligation |
| GNMA_22-34A                                           | 2052-02-20      | 3.5000%  | N/A     | $56943429.00       | $4648724.13        | Agency Collateralized Mortgage Obligation |
| GNMA_22-47H                                           | 2052-03-20      | 0.0000%  | N/A     | $31000000.00       | $66806.13          | Agency Collateralized Mortgage Obligation |
| GNMA_22-47J                                           | 2052-03-20      | 0.0000%  | N/A     | $20000000.00       | $34888.52          | Agency Collateralized Mortgage Obligation |
| GNMA_22-63                                            | 2052-03-20      | 3.5000%  | N/A     | $1000000.00        | $685177.00         | Agency Collateralized Mortgage Obligation |
| GNMA_22-63D                                           | 2050-10-20      | 0.0000%  | N/A     | $30000000.00       | $138401.13         | Agency Collateralized Mortgage Obligation |
| GNMA_22-63T                                           | 2050-08-20      | 4.5000%  | N/A     | $8980929.00        | $819467.89         | Agency Collateralized Mortgage Obligation |
| GNMA_22-68B                                           | 2049-02-20      | 3.5000%  | N/A     | $443571.00         | $22437.88          | Agency Collateralized Mortgage Obligation |
| GNMA_22-6B                                            | 2052-01-20      | 0.0000%  | N/A     | $97543246.00       | $1299765.79        | Agency Collateralized Mortgage Obligation |
| GNMA_22-6E                                            | 2052-01-20      | 0.0000%  | N/A     | $54600000.00       | $699614.80         | Agency Collateralized Mortgage Obligation |
| GNMA_22-76B                                           | 2052-04-20      | 4.0000%  | N/A     | $2000000.00        | $1588659.86        | Agency Collateralized Mortgage Obligation |
| GNMA_22-9G                                            | 2052-01-20      | 3.5000%  | N/A     | $172000000.00      | $10329478.00       | Agency Collateralized Mortgage Obligation |
| GNMA_23-105                                           | 2065-07-16      | 0.9819%  | N/A     | $33296039.00       | $2336286.15        | Agency Collateralized Mortgage Obligation |
| GNMA_23-114F                                          | 2051-03-20      | 2.5885%  | N/A     | $25548986.00       | $3058666.45        | Agency Collateralized Mortgage Obligation |
| GNMA_23-116J                                          | 2053-08-20      | 6.5000%  | N/A     | $3461538.00        | $489965.60         | Agency Collateralized Mortgage Obligation |
| GNMA_23-123E                                          | 2051-02-20      | 4.0000%  | N/A     | $45264805.00       | $7563744.65        | Agency Collateralized Mortgage Obligation |
| GNMA_23-123F                                          | 2049-07-20      | 2.2683%  | N/A     | $33283888.00       | $3086348.66        | Agency Collateralized Mortgage Obligation |
| GNMA_23-128A                                          | 2053-08-20      | 2.1385%  | N/A     | $99272728.00       | $4283936.61        | Agency Collateralized Mortgage Obligation |
| GNMA_23-131L                                          | 2063-09-20      | 2.6885%  | N/A     | $10000000.00       | $152819.14         | Agency Collateralized Mortgage Obligation |
| GNMA_23-146F                                          | 2053-10-20      | 2.0385%  | N/A     | $62979008.00       | $1145412.26        | Agency Collateralized Mortgage Obligation |
| GNMA_23-146G                                          | 2053-10-20      | 2.6885%  | N/A     | $138461541.00      | $6110075.30        | Agency Collateralized Mortgage Obligation |
| GNMA_23-149E                                          | 2053-10-20      | 2.7385%  | N/A     | $183098828.00      | $8207029.99        | Agency Collateralized Mortgage Obligation |
| GNMA_23-153D                                          | 2053-10-20      | 2.6685%  | N/A     | $200000000.00      | $3378795.81        | Agency Collateralized Mortgage Obligation |
| GNMA_23-164F                                          | 2053-11-20      | 3.4385%  | N/A     | $71250000.00       | $3606080.15        | Agency Collateralized Mortgage Obligation |
| GNMA_23-165F                                          | 2050-07-20      | 2.3683%  | N/A     | $28890599.00       | $3016832.03        | Agency Collateralized Mortgage Obligation |
| GNMA_23-166B                                          | 2053-11-20      | 2.3385%  | N/A     | $150000000.00      | $2378389.31        | Agency Collateralized Mortgage Obligation |
| GNMA_23-175                                           | 2065-05-16      | 1.2876%  | N/A     | $37994480.00       | $3339144.34        | Agency Collateralized Mortgage Obligation |
| GNMA_23-185A                                          | 2053-12-20      | 2.7385%  | N/A     | $150000000.00      | $2716694.24        | Agency Collateralized Mortgage Obligation |
| GNMA_23-185B                                          | 2053-12-20      | 2.0385%  | N/A     | $100000000.00      | $1317651.96        | Agency Collateralized Mortgage Obligation |
| GNMA_23-192F                                          | 2053-12-20      | 7.0000%  | N/A     | $10665013.00       | $1624874.86        | Agency Collateralized Mortgage Obligation |
| GNMA_23-195A                                          | 2053-12-20      | 2.4885%  | N/A     | $50000000.00       | $1457401.45        | Agency Collateralized Mortgage Obligation |
| GNMA_23-1A                                            | 2053-01-20      | 3.4885%  | N/A     | $55620961.00       | $2631898.67        | Agency Collateralized Mortgage Obligation |
| GNMA_23-23A                                           | 2053-02-20      | 2.5885%  | N/A     | $28362691.00       | $855753.63         | Agency Collateralized Mortgage Obligation |
| GNMA_23-24K                                           | 2052-02-20      | 3.5000%  | N/A     | $28000000.00       | $3450180.98        | Agency Collateralized Mortgage Obligation |
| GNMA_23-48L                                           | 2053-03-20      | 1.9385%  | N/A     | $100000000.00      | $1666175.46        | Agency Collateralized Mortgage Obligation |
| GNMA_23-54B                                           | 2053-04-20      | 2.4885%  | N/A     | $51071341.00       | $1839157.57        | Agency Collateralized Mortgage Obligation |
| GNMA_23-58A                                           | 2053-04-20      | 1.8985%  | N/A     | $100000000.00      | $2756985.82        | Agency Collateralized Mortgage Obligation |
| GNMA_23-60D                                           | 2053-04-20      | 1.9385%  | N/A     | $200000000.00      | $5056962.52        | Agency Collateralized Mortgage Obligation |
| GNMA_23-75D                                           | 2050-06-20      | 4.0000%  | N/A     | $56718489.00       | $8640827.29        | Agency Collateralized Mortgage Obligation |
| GNMA_23-76C                                           | 2053-05-20      | 2.4885%  | N/A     | $37500000.00       | $1675960.82        | Agency Collateralized Mortgage Obligation |
| GNMA_23-83K                                           | 2063-06-20      | 2.3385%  | N/A     | $16623169.00       | $304271.38         | Agency Collateralized Mortgage Obligation |
| GNMA_23-89G                                           | 2051-06-20      | 2.2683%  | N/A     | $42604540.00       | $4078803.43        | Agency Collateralized Mortgage Obligation |
| GNMA_23-98D                                           | 2053-07-20      | 2.3385%  | N/A     | $71769230.00       | $1442093.44        | Agency Collateralized Mortgage Obligation |
| GNMA_24-109A                                          | 2054-07-20      | 2.7885%  | N/A     | $150000000.00      | $6665260.32        | Agency Collateralized Mortgage Obligation |
| GNMA_24-111D                                          | 2054-07-20      | 2.3385%  | N/A     | $72100000.00       | $2246193.79        | Agency Collateralized Mortgage Obligation |
| GNMA_24-113C                                          | 2054-07-20      | 7.0000%  | N/A     | $25071526.00       | $3332286.52        | Agency Collateralized Mortgage Obligation |
| GNMA_24-117C                                          | 2054-07-20      | 2.8885%  | N/A     | $1257482.00        | $82752.58          | Agency Collateralized Mortgage Obligation |
| GNMA_24-117G                                          | 2047-05-20      | 2.2683%  | N/A     | $151753785.00      | $15066142.04       | Agency Collateralized Mortgage Obligation |
| GNMA_24-117G                                          | 2047-05-20      | 4.0000%  | N/A     | $6943298.00        | $942308.54         | Agency Collateralized Mortgage Obligation |
| GNMA_24-126K                                          | 2054-08-20      | 2.9885%  | N/A     | $44894518.00       | $3828148.95        | Agency Collateralized Mortgage Obligation |
| GNMA_24-126R                                          | 2064-08-20      | 2.2385%  | N/A     | $213000000.00      | $3389569.55        | Agency Collateralized Mortgage Obligation |
| GNMA_24-129A                                          | 2050-07-20      | 2.5385%  | N/A     | $27284020.00       | $3481416.39        | Agency Collateralized Mortgage Obligation |
| GNMA_24-130B                                          | 2054-08-20      | 2.2885%  | N/A     | $100000000.00      | $2601576.76        | Agency Collateralized Mortgage Obligation |
| GNMA_24-132B                                          | 2064-08-20      | 2.2385%  | N/A     | $85321161.00       | $1196476.78        | Agency Collateralized Mortgage Obligation |
| GNMA_24-142A                                          | 2054-09-20      | 2.2285%  | N/A     | $100000000.00      | $4641720.66        | Agency Collateralized Mortgage Obligation |
| GNMA_24-142G                                          | 2054-09-20      | 2.3885%  | N/A     | $62415829.00       | $4285665.16        | Agency Collateralized Mortgage Obligation |
| GNMA_24-151D                                          | 2054-09-20      | 1.0385%  | N/A     | $80000000.00       | $2719453.15        | Agency Collateralized Mortgage Obligation |
| GNMA_24-159M                                          | 2054-10-20      | 1.7385%  | N/A     | $100000000.00      | $1698756.71        | Agency Collateralized Mortgage Obligation |
| GNMA_24-162A                                          | 2054-10-20      | 1.8385%  | N/A     | $129491602.00      | $4135507.21        | Agency Collateralized Mortgage Obligation |
| GNMA_24-167D                                          | 2054-10-20      | 1.7885%  | N/A     | $67782608.00       | $3013812.82        | Agency Collateralized Mortgage Obligation |
| GNMA_24-171B                                          | 2054-10-20      | 1.1885%  | N/A     | $100000000.00      | $1920400.97        | Agency Collateralized Mortgage Obligation |
| GNMA_24-173J                                          | 2054-10-20      | 1.8385%  | N/A     | $17300000.00       | $733023.40         | Agency Collateralized Mortgage Obligation |
| GNMA_24-174A                                          | 2054-10-20      | 1.2649%  | N/A     | $170000000.00      | $3098270.05        | Agency Collateralized Mortgage Obligation |
| GNMA_24-174J                                          | 2051-04-20      | 2.8933%  | N/A     | $1197472.00        | $163538.61         | Agency Collateralized Mortgage Obligation |
| GNMA_24-181C                                          | 2054-11-20      | 0.7885%  | N/A     | $50000000.00       | $529825.51         | Agency Collateralized Mortgage Obligation |
| GNMA_24-183A                                          | 2054-11-20      | 0.8385%  | N/A     | $149900000.00      | $2062865.94        | Agency Collateralized Mortgage Obligation |
| GNMA_24-183C                                          | 2054-11-20      | 0.7885%  | N/A     | $50000000.00       | $517294.44         | Agency Collateralized Mortgage Obligation |
| GNMA_24-183D                                          | 2054-11-20      | 0.5385%  | N/A     | $250000000.00      | $2029706.60        | Agency Collateralized Mortgage Obligation |
| GNMA_24-183E                                          | 2054-11-20      | 0.5685%  | N/A     | $100000000.00      | $876395.76         | Agency Collateralized Mortgage Obligation |
| GNMA_24-184H                                          | 2054-11-20      | 2.2385%  | N/A     | $100000000.00      | $2347608.70        | Agency Collateralized Mortgage Obligation |
| GNMA_24-184T                                          | 2054-11-20      | 0.9385%  | N/A     | $70000000.00       | $2542755.41        | Agency Collateralized Mortgage Obligation |
| GNMA_24-186A                                          | 2054-11-20      | 0.7385%  | N/A     | $100000000.00      | $1020673.63        | Agency Collateralized Mortgage Obligation |
| GNMA_24-188D                                          | 2054-11-20      | 2.3385%  | N/A     | $100000000.00      | $3571942.81        | Agency Collateralized Mortgage Obligation |
| GNMA_24-206C                                          | 2051-10-20      | 2.5000%  | N/A     | $74872830.00       | $6488408.44        | Agency Collateralized Mortgage Obligation |
| GNMA_24-22F                                           | 2050-08-20      | 4.0000%  | N/A     | $30879976.00       | $5001145.93        | Agency Collateralized Mortgage Obligation |
| GNMA_24-23C                                           | 2054-02-20      | 2.8885%  | N/A     | $100000000.00      | $1857411.96        | Agency Collateralized Mortgage Obligation |
| GNMA_24-24G                                           | 2046-05-20      | 4.0000%  | N/A     | $23484380.00       | $2942133.60        | Agency Collateralized Mortgage Obligation |
| GNMA_24-26C                                           | 2054-02-20      | 1.5385%  | N/A     | $100000000.00      | $1496360.89        | Agency Collateralized Mortgage Obligation |
| GNMA_24-43A                                           | 2054-03-20      | 1.6085%  | N/A     | $50000000.00       | $1569953.59        | Agency Collateralized Mortgage Obligation |
| GNMA_24-46N                                           | 2053-09-20      | 2.8385%  | N/A     | $49423840.00       | $3929839.25        | Agency Collateralized Mortgage Obligation |
| GNMA_24-4C                                            | 2054-01-20      | 3.2885%  | N/A     | $136017000.00      | $4771947.65        | Agency Collateralized Mortgage Obligation |
| GNMA_24-51R                                           | 2054-03-20      | 0.2000%  | N/A     | $195000000.00      | $543335.02         | Agency Collateralized Mortgage Obligation |
| GNMA_24-58R                                           | 2054-04-20      | 2.2385%  | N/A     | $75000000.00       | $2224750.01        | Agency Collateralized Mortgage Obligation |
| GNMA_24-59F                                           | 2054-04-20      | 2.3385%  | N/A     | $92914366.00       | $3622611.29        | Agency Collateralized Mortgage Obligation |
| GNMA_24-77B                                           | 2054-05-20      | 2.1385%  | N/A     | $45000000.00       | $1596781.35        | Agency Collateralized Mortgage Obligation |
| GNMA_24-77G                                           | 2054-05-20      | 3.5385%  | N/A     | $80603656.00       | $4993566.23        | Agency Collateralized Mortgage Obligation |
| GNMA_24-78E                                           | 2054-05-20      | 1.5885%  | N/A     | $93073105.00       | $2827013.35        | Agency Collateralized Mortgage Obligation |
| GNMA_24-79B                                           | 2054-05-20      | 1.5385%  | N/A     | $450000000.00      | $7089140.22        | Agency Collateralized Mortgage Obligation |
| GNMA_24-83E                                           | 2054-05-20      | 1.5135%  | N/A     | $120000000.00      | $1909765.26        | Agency Collateralized Mortgage Obligation |
| GNMA_24-84B                                           | 2064-05-20      | 2.1885%  | N/A     | $11232602.00       | $164308.34         | Agency Collateralized Mortgage Obligation |
| GNMA_24-97D                                           | 2054-06-20      | 3.6385%  | N/A     | $50000000.00       | $4287101.18        | Agency Collateralized Mortgage Obligation |
| GNMA_24-97M                                           | 2054-06-20      | 1.5885%  | N/A     | $250000000.00      | $6619624.37        | Agency Collateralized Mortgage Obligation |
| GNMA_25-100C                                          | 2055-05-20      | 1.4885%  | N/A     | $106176411.00      | $2204572.10        | Agency Collateralized Mortgage Obligation |
| GNMA_25-102B                                          | 2055-06-20      | 5.0000%  | N/A     | $200000.00         | $187486.18         | Agency Collateralized Mortgage Obligation |
| GNMA_25-102C                                          | 2050-01-20      | 2.2683%  | N/A     | $60176659.00       | $6872788.64        | Agency Collateralized Mortgage Obligation |
| GNMA_25-104H                                          | 2055-06-20      | 2.2385%  | N/A     | $100000000.00      | $5859300.50        | Agency Collateralized Mortgage Obligation |
| GNMA_25-113C                                          | 2055-07-20      | 2.2385%  | N/A     | $145036036.00      | $6843132.35        | Agency Collateralized Mortgage Obligation |
| GNMA_25-115F                                          | 2055-07-20      | 0.8385%  | N/A     | $300000000.00      | $4173476.21        | Agency Collateralized Mortgage Obligation |
| GNMA_25-116H                                          | 2055-07-20      | 1.5385%  | N/A     | $25758393.00       | $1378800.41        | Agency Collateralized Mortgage Obligation |
| GNMA_25-116U                                          | 2050-09-20      | 2.9385%  | N/A     | $4807468.00        | $769056.47         | Agency Collateralized Mortgage Obligation |
| GNMA_25-116V                                          | 2050-08-20      | 2.9385%  | N/A     | $10191270.00       | $1642479.07        | Agency Collateralized Mortgage Obligation |
| GNMA_25-119A                                          | 2055-07-20      | 0.0000%  | N/A     | $783000.00         | $466937.21         | Agency Collateralized Mortgage Obligation |
| GNMA_25-122C                                          | 2055-07-20      | 0.0000%  | N/A     | $636364.00         | $362485.85         | Agency Collateralized Mortgage Obligation |
| GNMA_25-124K                                          | 2055-07-20      | 1.4885%  | N/A     | $11000000.00       | $441608.62         | Agency Collateralized Mortgage Obligation |
| GNMA_25-125                                           | 2065-05-16      | 5.0000%  | N/A     | $4271740.00        | $4244308.88        | Agency Collateralized Mortgage Obligation |
| GNMA_25-131N                                          | 2055-08-20      | 2.8885%  | N/A     | $7000000.00        | $410412.34         | Agency Collateralized Mortgage Obligation |
| GNMA_25-133C                                          | 2055-08-20      | 0.6385%  | N/A     | $151513329.00      | $3631774.70        | Agency Collateralized Mortgage Obligation |
| GNMA_25-134H                                          | 2065-08-20      | 2.2885%  | N/A     | $21992814.00       | $877158.19         | Agency Collateralized Mortgage Obligation |
| GNMA_25-139E                                          | 2055-08-20      | 1.5285%  | N/A     | $84147941.00       | $3236121.74        | Agency Collateralized Mortgage Obligation |
| GNMA_25-139H                                          | 2055-08-20      | 2.2685%  | N/A     | $25900000.00       | $1397313.81        | Agency Collateralized Mortgage Obligation |
| GNMA_25-147                                           | 2057-09-16      | 0.2500%  | N/A     | $2000000.00        | $18349.19          | Agency Collateralized Mortgage Obligation |
| GNMA_25-159D                                          | 2055-09-20      | 0.9385%  | N/A     | $120000000.00      | $4180095.85        | Agency Collateralized Mortgage Obligation |
| GNMA_25-168E                                          | 2055-10-20      | 3.5385%  | N/A     | $87581142.00       | $8173307.81        | Agency Collateralized Mortgage Obligation |
| GNMA_25-173A                                          | 2055-10-20      | 1.0093%  | N/A     | $60000000.00       | $2581529.26        | Agency Collateralized Mortgage Obligation |
| GNMA_25-173Q                                          | 2050-01-20      | 2.2683%  | N/A     | $46183570.00       | $5455666.88        | Agency Collateralized Mortgage Obligation |
| GNMA_25-173S                                          | 2055-08-20      | 0.4885%  | N/A     | $303311770.00      | $3617702.05        | Agency Collateralized Mortgage Obligation |
| GNMA_25-173T                                          | 2055-04-20      | 6.0000%  | N/A     | $8214781.00        | $1080635.83        | Agency Collateralized Mortgage Obligation |
| GNMA_25-173U                                          | 2055-01-20      | 6.5000%  | N/A     | $13126281.00       | $1835295.47        | Agency Collateralized Mortgage Obligation |
| GNMA_25-175K                                          | 2055-10-20      | 1.7385%  | N/A     | $100000000.00      | $4359971.29        | Agency Collateralized Mortgage Obligation |
| GNMA_25-178B                                          | 2055-10-20      | 1.0885%  | N/A     | $100000000.00      | $1822586.94        | Agency Collateralized Mortgage Obligation |
| GNMA_25-196C                                          | 2055-11-20      | 2.9385%  | N/A     | $50000000.00       | $4099432.99        | Agency Collateralized Mortgage Obligation |
| GNMA_25-196K                                          | 2055-11-20      | 2.9385%  | N/A     | $43030535.00       | $4934842.00        | Agency Collateralized Mortgage Obligation |
| GNMA_25-196N                                          | 2065-11-20      | 4.7500%  | N/A     | $983802.00         | $871354.95         | Agency Collateralized Mortgage Obligation |
| GNMA_25-196Q                                          | 2055-11-20      | 1.1885%  | N/A     | $100000000.00      | $3185793.57        | Agency Collateralized Mortgage Obligation |
| GNMA_25-1E                                            | 2055-01-20      | 2.9385%  | N/A     | $78965220.00       | $2089542.79        | Agency Collateralized Mortgage Obligation |
| GNMA_25-1J                                            | 2055-01-20      | 0.6885%  | N/A     | $100000000.00      | $2976808.98        | Agency Collateralized Mortgage Obligation |
| GNMA_25-208B                                          | 2055-12-20      | 1.8385%  | N/A     | $100000000.00      | $6604008.68        | Agency Collateralized Mortgage Obligation |
| GNMA_25-208C                                          | 2065-12-20      | 6.0000%  | N/A     | $1763220.00        | $1784588.66        | Agency Collateralized Mortgage Obligation |
| GNMA_25-208D                                          | 2055-12-20      | 5.5000%  | N/A     | $1282487.00        | $1288022.92        | Agency Collateralized Mortgage Obligation |
| GNMA_25-208E                                          | 2055-12-20      | 4.0000%  | N/A     | $500000.00         | $35777.43          | Agency Collateralized Mortgage Obligation |
| GNMA_25-208E                                          | 2055-12-20      | 0.3385%  | N/A     | $270000000.00      | $3147256.59        | Agency Collateralized Mortgage Obligation |
| GNMA_25-221                                           | 2067-09-16      | 0.9580%  | N/A     | $49500505.00       | $3976653.46        | Agency Collateralized Mortgage Obligation |
| GNMA_25-22E                                           | 2055-02-20      | 7.0000%  | N/A     | $14655955.00       | $2728336.94        | Agency Collateralized Mortgage Obligation |
| GNMA_25-23B                                           | 2055-02-20      | 2.2885%  | N/A     | $115612010.00      | $2469711.87        | Agency Collateralized Mortgage Obligation |
| GNMA_25-23C                                           | 2050-07-20      | 2.3385%  | N/A     | $17658206.00       | $2234002.94        | Agency Collateralized Mortgage Obligation |
| GNMA_25-23J                                           | 2055-02-20      | 1.5885%  | N/A     | $102234978.00      | $1791863.43        | Agency Collateralized Mortgage Obligation |
| GNMA_25-25A                                           | 2055-02-20      | 1.5385%  | N/A     | $250000000.00      | $3575487.12        | Agency Collateralized Mortgage Obligation |
| GNMA_25-25F                                           | 2055-02-20      | 2.2885%  | N/A     | $210000000.00      | $5056808.63        | Agency Collateralized Mortgage Obligation |
| GNMA_25-25H                                           | 2055-02-20      | 1.5185%  | N/A     | $25972177.00       | $1515302.70        | Agency Collateralized Mortgage Obligation |
| GNMA_25-25Y                                           | 2055-02-20      | 1.5885%  | N/A     | $200000000.00      | $2931941.36        | Agency Collateralized Mortgage Obligation |
| GNMA_25-2N                                            | 2055-01-20      | 2.9385%  | N/A     | $40000000.00       | $2847309.37        | Agency Collateralized Mortgage Obligation |
| GNMA_25-41C                                           | 2055-03-20      | 1.7885%  | N/A     | $100000000.00      | $2023693.98        | Agency Collateralized Mortgage Obligation |
| GNMA_25-41D                                           | 2055-03-20      | 3.5385%  | N/A     | $25924608.00       | $1819733.08        | Agency Collateralized Mortgage Obligation |
| GNMA_25-41F                                           | 2055-03-20      | 3.5385%  | N/A     | $37500000.00       | $3973167.63        | Agency Collateralized Mortgage Obligation |
| GNMA_25-43B                                           | 2055-03-20      | 3.4385%  | N/A     | $35083473.00       | $2597952.84        | Agency Collateralized Mortgage Obligation |
| GNMA_25-4E                                            | 2055-01-20      | 0.7796%  | N/A     | $253000000.00      | $2945894.39        | Agency Collateralized Mortgage Obligation |
| GNMA_25-55A                                           | 2055-03-20      | 1.6185%  | N/A     | $55422705.00       | $2108310.81        | Agency Collateralized Mortgage Obligation |
| GNMA_25-69H                                           | 2055-04-20      | 0.7385%  | N/A     | $292500000.00      | $2521865.32        | Agency Collateralized Mortgage Obligation |
| GNMA_25-89H                                           | 2055-05-20      | 2.7885%  | N/A     | $18390344.00       | $1225298.44        | Agency Collateralized Mortgage Obligation |
| GNMA_25-99E                                           | 2055-06-20      | 0.0000%  | N/A     | $19664100.00       | $14564743.89       | Agency Collateralized Mortgage Obligation |
| GNMA_26-13                                            | 2060-09-16      | 0.2500%  | N/A     | $17039936.00       | $416976.70         | Agency Collateralized Mortgage Obligation |
| GNMA_26-13                                            | 2066-12-16      | 0.8148%  | N/A     | $84751026.00       | $6572308.51        | Agency Collateralized Mortgage Obligation |
| GNMA_26-2A                                            | 2056-01-20      | 1.1385%  | N/A     | $123000000.00      | $2298944.86        | Agency Collateralized Mortgage Obligation |
| GNMA_26-2C                                            | 2056-01-20      | 2.0185%  | N/A     | $86990188.00       | $5551781.85        | Agency Collateralized Mortgage Obligation |
| GNMA_26-2E                                            | 2056-01-20      | 6.0000%  | N/A     | $10741452.00       | $9300072.67        | Agency Collateralized Mortgage Obligation |
| GNMA_26-2G                                            | 2056-01-20      | 0.0100%  | N/A     | $99999993.00       | $26064.53          | Agency Collateralized Mortgage Obligation |
| GNMA_26-7B                                            | 2056-01-20      | 0.5885%  | N/A     | $50000000.00       | $666604.74         | Agency Collateralized Mortgage Obligation |
| GNMA_41-97BB                                          | 2054-12-20      | 2.9885%  | N/A     | $73245335.00       | $6111201.84        | Agency Collateralized Mortgage Obligation |
| GNMA_41-97D                                           | 2054-12-20      | 2.2885%  | N/A     | $40658857.00       | $2181009.94        | Agency Collateralized Mortgage Obligation |
| GNMA_41-97H                                           | 2054-12-20      | 1.6185%  | N/A     | $83168760.00       | $1719963.55        | Agency Collateralized Mortgage Obligation |
| GNMA_51-71E                                           | 2055-10-20      | 0.2585%  | N/A     | $500000000.00      | $5362168.79        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                      | 2056-07-16      | 0.9524%  | N/A     | $86396593.00       | $795790.05         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2060-11-15      | 5.4000%  | N/A     | $832300.00         | $875919.27         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2060-11-15      | 5.4100%  | N/A     | $592598.00         | $624121.85         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2047-06-15      | 5.0000%  | N/A     | $102715.00         | $12198.41          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2060-12-15      | 5.4000%  | N/A     | $2245380.00        | $2373528.26        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2060-10-15      | 5.3400%  | N/A     | $809600.00         | $847269.64         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2047-09-15      | 4.5000%  | N/A     | $1652671.00        | $164890.91         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2047-10-15      | 4.5000%  | N/A     | $226493.00         | $17900.38          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2046-07-15      | 2.5000%  | N/A     | $104041.00         | $66673.22          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2047-11-15      | 3.5000%  | N/A     | $1000000.00        | $110011.51         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2045-12-15      | 4.5000%  | N/A     | $459219.00         | $33802.49          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2050-01-15      | 4.5000%  | N/A     | $501295.00         | $37813.67          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2041-08-15      | 5.0000%  | N/A     | $4331631.00        | $130810.40         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2047-02-15      | 4.5000%  | N/A     | $2399114.00        | $299306.29         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2043-05-15      | 2.5000%  | N/A     | $713726.00         | $126321.46         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2047-08-15      | 4.5000%  | N/A     | $1455226.00        | $74602.92          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2046-08-15      | 4.5000%  | N/A     | $2659989.00        | $103191.08         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2047-10-15      | 4.5000%  | N/A     | $745841.00         | $92485.00          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2039-03-15      | 5.0000%  | N/A     | $3695269.00        | $54619.80          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2059-06-15      | 5.4000%  | N/A     | $40600.00          | $42242.00          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2048-04-15      | 4.5000%  | N/A     | $2641350.00        | $92519.32          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2049-06-15      | 3.5000%  | N/A     | $2916533.00        | $350342.76         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2049-07-15      | 4.5000%  | N/A     | $196268.00         | $10339.85          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2038-09-15      | 6.0000%  | N/A     | $297334.00         | $1179.25           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2039-10-15      | 5.0000%  | N/A     | $2950993.00        | $121617.22         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2047-03-15      | 4.5000%  | N/A     | $947416.00         | $43770.22          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2038-06-15      | 6.5000%  | N/A     | $1179923.00        | $77551.52          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2047-01-15      | 4.5000%  | N/A     | $4959310.00        | $352900.46         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2060-12-15      | 5.4000%  | N/A     | $3274785.00        | $3461683.46        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2066-12-15      | 5.7800%  | N/A     | $64305.00          | $68495.79          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2056-01-20      | 4.5000%  | N/A     | $7297.00           | $7215.59           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2055-07-20      | 6.5000%  | N/A     | $2849536.00        | $2726291.27        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2047-09-20      | 3.0000%  | N/A     | $2056462.00        | $296965.92         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2055-01-20      | 7.0000%  | N/A     | $125287.00         | $59463.87          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2047-07-20      | 3.5000%  | N/A     | $43586469.00       | $5285753.16        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2055-12-20      | 7.0000%  | N/A     | $1125808.00        | $1179095.83        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2055-06-20      | 6.5000%  | N/A     | $292068.00         | $261772.20         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2039-08-20      | 6.0000%  | N/A     | $1062540.00        | $31616.43          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2051-08-20      | 2.5000%  | N/A     | $91743.00          | $52924.13          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2055-07-20      | 6.5000%  | N/A     | $1681452.00        | $1759927.38        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2055-11-20      | 6.0000%  | N/A     | $1660000.00        | $1695318.13        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2050-11-20      | 3.5000%  | N/A     | $154522.00         | $48405.65          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2050-03-20      | 4.0000%  | N/A     | $35529881.00       | $5104540.39        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2054-12-20      | 5.0000%  | N/A     | $3042536.00        | $2271523.96        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2055-12-20      | 7.0000%  | N/A     | $1092706.00        | $1137317.67        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2052-06-20      | 3.0000%  | N/A     | $16511990.00       | $11101454.75       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2065-11-20      | 7.0000%  | N/A     | $3593020.00        | $3754661.23        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2055-07-20      | 6.5000%  | N/A     | $1685371.00        | $1762226.51        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2054-03-20      | 5.0000%  | N/A     | $31000.00          | $26565.63          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2055-12-20      | 6.5000%  | N/A     | $1452116.00        | $1526522.27        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2054-09-20      | 4.0000%  | N/A     | $11564868.00       | $10637848.23       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2052-11-20      | 4.0000%  | N/A     | $94884.00          | $71977.48          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2054-04-20      | 7.0000%  | N/A     | $421111.00         | $151275.30         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2055-12-20      | 5.0000%  | N/A     | $20726716.00       | $20791197.73       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2052-05-20      | 4.0000%  | N/A     | $94674500.00       | $67728966.10       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2049-10-20      | 3.0000%  | N/A     | $61517.00          | $9518.91           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2055-12-20      | 5.0000%  | N/A     | $1223134.00        | $1241485.62        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2040-08-20      | 5.0000%  | N/A     | $12000000.00       | $458439.93         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2045-04-20      | 4.0000%  | N/A     | $2908464.00        | $1553292.99        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2055-05-20      | 5.0000%  | N/A     | $34007688.00       | $32914971.61       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2049-08-20      | 5.5000%  | N/A     | $6234620.00        | $3737371.79        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2054-09-20      | 5.5000%  | N/A     | $65956431.00       | $51820067.82       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2056-02-20      | 6.0000%  | N/A     | $23816541.00       | $24667847.37       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2055-05-20      | 5.5000%  | N/A     | $1844992.00        | $1677980.27        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2055-11-20      | 6.5000%  | N/A     | $1751898.00        | $1787873.87        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2052-08-20      | 3.5000%  | N/A     | $113391451.00      | $79315377.83       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2039-04-20      | 5.5000%  | N/A     | $1201064.00        | $23919.11          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2049-02-20      | 4.5000%  | N/A     | $6781548.00        | $488690.35         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2044-05-20      | 4.0000%  | N/A     | $3516040.00        | $199253.74         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2051-04-20      | 3.5000%  | N/A     | $309983.00         | $128385.61         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2054-06-20      | 5.0000%  | N/A     | $70550.00          | $64798.63          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2056-02-20      | 6.0000%  | N/A     | $6775398.00        | $6938409.56        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2056-02-20      | 5.0000%  | N/A     | $4741374.00        | $4794297.75        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2053-07-20      | 6.0000%  | N/A     | $1428452.00        | $1043869.42        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2042-05-20      | 3.5000%  | N/A     | $560000.00         | $39683.84          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2056-01-20      | 6.0000%  | N/A     | $2576472.00        | $2660903.85        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2045-08-20      | 4.0000%  | N/A     | $10254000.00       | $1748185.43        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2046-11-20      | 3.5000%  | N/A     | $743190.00         | $226066.65         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_07-69   | 2049-03-16      | 4.5000%  | N/A     | $3310000.00        | $1357708.88        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_15-160  | 2056-01-16      | 0.2834%  | N/A     | $186465000.00      | $374915.78         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-153  | 2049-12-20      | 4.0000%  | N/A     | $6021688.00        | $435884.79         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-15   | 2051-01-20      | 3.5000%  | N/A     | $39654744.00       | $3873929.24        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-23   | 2051-02-20      | 2.5000%  | N/A     | $25536887.00       | $2293676.25        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-78A  | 2051-05-20      | 3.0000%  | N/A     | $37945748.00       | $2939879.97        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-9    | 2051-01-20      | 2.5000%  | N/A     | $71997207.00       | $6314291.58        | Agency Collateralized Mortgage Obligation |

### Security 15: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: BYJ05KSJ4
- **C.18 - Value (incl. sponsor support):** $85000000.00
- **C.18.a - Value (excl. sponsor support):** $85000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-02-15      | 0.0000%  | N/A     | $33332864.00       | $32241279.37       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 0.0000%  | N/A     | $77.35             | $72.29             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 0.0000%  | N/A     | $128.00            | $118.63            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 0.0000%  | N/A     | $59779306.45       | $54458529.72       | U.S. Treasuries (including strips) |

### Security 16: Barclays Capital, Inc.

- **C.1 - Title:** Barclays Capital, Inc.
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: AC28XWWI3WIBK2824319, C.5 - Other ID: BRYAC9P76
- **C.18 - Value (incl. sponsor support):** $799000000.00
- **C.18.a - Value (excl. sponsor support):** $799000000.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-04-03
- **C.13 - Final Legal Maturity Date:** 2026-04-03
- **C.10 - Ratings:** Fitch: F1; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FHLMC_5639E   | 2056-03-25      | 5.5000%  | N/A     | $346103707.00      | $341351780.02      | Agency Collateralized Mortgage Obligation |
| GNMA_26-30L   | 2066-02-20      | 6.5000%  | N/A     | $289629346.00      | $298429862.40      | Agency Collateralized Mortgage Obligation |
| GNMA_26-30Q   | 2056-02-20      | 4.3902%  | N/A     | $217592432.00      | $215148357.65      | Agency Collateralized Mortgage Obligation |

### Security 17: Barclays Capital, Inc.

- **C.1 - Title:** Barclays Capital, Inc.
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: AC28XWWI3WIBK2824319, C.5 - Other ID: BYJ0452W7
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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:** Fitch: F1; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FANNIE MAE FNMA_00-32                                      | 2030-10-18      | 4.2227%  | N/A     | $200000.00         | $84.71             | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_01-38                                      | 2031-08-25      | 4.2817%  | N/A     | $5998099.00        | $756.14            | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_02-91                                      | 2033-01-25      | 4.3317%  | N/A     | $1500000.00        | $3927.62           | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_05-66                                      | 2035-07-25      | 4.0317%  | N/A     | $2400000.00        | $8153.50           | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_06-119                                     | 2036-12-25      | 3.4183%  | N/A     | $125000000.00      | $207921.68         | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_06-76                                      | 2036-08-25      | 4.1817%  | N/A     | $4769000.00        | $94344.54          | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_06-82                                      | 2036-09-25      | 4.3517%  | N/A     | $18691166.00       | $25725.33          | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_12-103                                     | 2042-09-25      | 4.1817%  | N/A     | $226474.00         | $21266.40          | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_14-70                                      | 2041-04-25      | 3.0000%  | N/A     | $640000.00         | $59732.18          | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_15-30A                                     | 2045-05-25      | 1.8183%  | N/A     | $41575000.00       | $358038.28         | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_15-35B                                     | 2045-06-25      | 1.8043%  | N/A     | $53140421.00       | $545953.05         | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_17-68                                      | 2047-09-25      | 4.5000%  | N/A     | $39712487.00       | $1103814.80        | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_18-32                                      | 2048-05-25      | 2.8214%  | N/A     | $3000000.00        | $668599.33         | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_19-25                                      | 2049-06-25      | 2.2683%  | N/A     | $118240000.00      | $4003556.85        | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_24-93                                      | 2054-12-25      | 5.1672%  | N/A     | $5500000.00        | $3491322.88        | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_24-94                                      | 2054-09-01      | 5.0872%  | N/A     | $1605000.00        | $1187677.81        | Agency Collateralized Mortgage Obligation |
| FANNIE MAE REMICS FNMA_24-96                               | 2054-12-25      | 5.0672%  | N/A     | $2430000.00        | $1540540.27        | Agency Collateralized Mortgage Obligation |
| FANNIEMAE-ACES FNMA_20-M1                                  | 2029-10-25      | 2.4440%  | N/A     | $10400000.00       | $9957314.75        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_43-84         | 2043-08-15      | 3.5000%  | N/A     | $9400000.00        | $4439821.18        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5050          | 2050-10-25      | 3.0000%  | N/A     | $1816856.00        | $171476.88         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5482          | 2054-12-25      | 5.1172%  | N/A     | $7925000.00        | $5273796.68        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5482          | 2054-12-25      | 5.1672%  | N/A     | $1170377.00        | $1034346.13        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5508          | 2055-02-25      | 5.2672%  | N/A     | $1155000.00        | $762347.09         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5515          | 2055-03-25      | 5.0672%  | N/A     | $789000.00         | $597032.07         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5543          | 2055-06-25      | 5.1672%  | N/A     | $1054000.00        | $810207.50         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5543          | 2055-06-25      | 5.1672%  | N/A     | $789000.00         | $604420.94         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5543          | 2055-06-25      | 5.1672%  | N/A     | $789000.00         | $611423.94         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_KJ50          | 2034-10-25      | 4.2280%  | N/A     | $960000.00         | $968054.93         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_23-M8           | 2033-04-25      | 4.4760%  | N/A     | $7660916.00        | $7865107.50        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_24-95           | 2054-12-25      | 5.0672%  | N/A     | $316000.00         | $239499.61         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-18           | 2054-08-25      | 5.0672%  | N/A     | $564000.00         | $413546.85         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-2            | 2055-02-25      | 5.1172%  | N/A     | $1833741.00        | $1495379.68        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-35J          | 2055-05-25      | 5.2672%  | N/A     | $1277000.00        | $962562.67         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-42           | 2055-06-25      | 5.1672%  | N/A     | $734000.00         | $569517.98         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-42           | 2055-06-25      | 5.2172%  | N/A     | $1320000.00        | $1061359.32        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-69           | 2055-08-25      | 5.0000%  | N/A     | $2500000.00        | $2395420.49        | Agency Collateralized Mortgage Obligation |
| FHLK_12                                                    | 2030-10-25      | 2.7405%  | N/A     | $4357000.00        | $478059.84         | Agency Collateralized Mortgage Obligation |
| FHLK_15-20                                                 | 2036-02-25      | 2.4380%  | N/A     | $250000.00         | $212361.19         | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PAS                           | 2045-01-25      | 2.0806%  | N/A     | $4474000.00        | $84931.57          | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS FHMS-K1522 | 2035-11-25      | 1.9120%  | N/A     | $4300000.00        | $3513558.14        | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_K104       | 2047-02-25      | 1.8933%  | N/A     | $7599992.00        | $516961.92         | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K098        | 2029-04-25      | 2.0460%  | N/A     | $1050000.00        | $607350.47         | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K156        | 2033-02-25      | 4.4300%  | N/A     | $1200000.00        | $1229182.13        | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K159        | 2033-11-25      | 3.9500%  | N/A     | $100000.00         | $98801.28          | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_Q014        | 2055-10-25      | 2.7362%  | N/A     | $4539000.00        | $569485.64         | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILYSTRUCTURED PASS THROUGH FHMS_K083         | 2028-09-25      | 4.0500%  | N/A     | $2520000.00        | $2544877.44        | Agency Collateralized Mortgage Obligation |
| FHLMC_2314                                                 | 2029-06-15      | 4.1727%  | N/A     | $15000000.00       | $8242.00           | Agency Collateralized Mortgage Obligation |
| FHLMC_2395D                                                | 2029-05-15      | 4.3727%  | N/A     | $15000000.00       | $9731.57           | Agency Collateralized Mortgage Obligation |
| FHLMC_2449                                                 | 2032-03-15      | 4.4227%  | N/A     | $35000000.00       | $34269.79          | Agency Collateralized Mortgage Obligation |
| FHLMC_2538                                                 | 2032-12-15      | 4.2227%  | N/A     | $57916989.00       | $76832.06          | Agency Collateralized Mortgage Obligation |
| FHLMC_3232                                                 | 2036-10-15      | 4.2227%  | N/A     | $750000.00         | $4971.37           | Agency Collateralized Mortgage Obligation |
| FHLMC_3471D                                                | 2035-08-15      | 2.2773%  | N/A     | $200000000.00      | $186035.01         | Agency Collateralized Mortgage Obligation |
| FHLMC_3531                                                 | 2039-05-15      | 4.4727%  | N/A     | $1745000.00        | $20887.12          | Agency Collateralized Mortgage Obligation |
| FHLMC_3702                                                 | 2032-08-15      | 4.2227%  | N/A     | $790000.00         | $19615.22          | Agency Collateralized Mortgage Obligation |
| FHLMC_3762                                                 | 2040-11-15      | 2.8273%  | N/A     | $21863608.00       | $266082.10         | Agency Collateralized Mortgage Obligation |
| FHLMC_3792B                                                | 2040-11-15      | 4.5000%  | N/A     | $44435904.00       | $364842.36         | Agency Collateralized Mortgage Obligation |
| FHLMC_38-1                                                 | 2031-02-15      | 1.2983%  | N/A     | $6000000.00        | $1060155.99        | Agency Collateralized Mortgage Obligation |
| FHLMC_38-38                                                | 2041-04-15      | 2.7773%  | N/A     | $21899370.00       | $306351.16         | Agency Collateralized Mortgage Obligation |
| FHLMC_3842                                                 | 2041-04-15      | 2.8273%  | N/A     | $74504333.00       | $156685.26         | Agency Collateralized Mortgage Obligation |
| FHLMC_3864                                                 | 2039-03-15      | 2.2273%  | N/A     | $135757553.00      | $251492.83         | Agency Collateralized Mortgage Obligation |
| FHLMC_3988                                                 | 2042-01-15      | 2.7024%  | N/A     | $119039665.00      | $921982.16         | Agency Collateralized Mortgage Obligation |
| FHLMC_40 10                                                | 2042-01-15      | 4.5000%  | N/A     | $22049000.00       | $75025.78          | Agency Collateralized Mortgage Obligation |
| FHLMC_40 19                                                | 2041-12-15      | 4.5000%  | N/A     | $87085000.00       | $174913.98         | Agency Collateralized Mortgage Obligation |
| FHLMC_40-30                                                | 2042-04-15      | 2.6773%  | N/A     | $62000000.00       | $262855.89         | Agency Collateralized Mortgage Obligation |
| FHLMC_40-76                                                | 2042-07-15      | 2.9273%  | N/A     | $23218083.00       | $170906.46         | Agency Collateralized Mortgage Obligation |
| FHLMC_4016                                                 | 2042-03-15      | 2.7273%  | N/A     | $120553652.00      | $740543.09         | Agency Collateralized Mortgage Obligation |
| FHLMC_4057                                                 | 2042-06-15      | 2.7773%  | N/A     | $88571428.00       | $820845.01         | Agency Collateralized Mortgage Obligation |
| FHLMC_4077                                                 | 2042-07-15      | 2.3273%  | N/A     | $110603899.00      | $513502.00         | Agency Collateralized Mortgage Obligation |
| FHLMC_4094                                                 | 2042-08-15      | 2.2773%  | N/A     | $15661571.00       | $330686.81         | Agency Collateralized Mortgage Obligation |
| FHLMC_4194A                                                | 2043-04-15      | 4.0000%  | N/A     | $53867746.00       | $1040345.21        | Agency Collateralized Mortgage Obligation |
| FHLMC_42-40                                                | 2043-08-15      | 2.2273%  | N/A     | $300300000.00      | $4540446.72        | Agency Collateralized Mortgage Obligation |
| FHLMC_4257G                                                | 2028-10-15      | 4.5000%  | N/A     | $21404100.00       | $142.84            | Agency Collateralized Mortgage Obligation |
| FHLMC_4274A                                                | 2036-02-15      | 5.0000%  | N/A     | $10368000.00       | $2345.16           | Agency Collateralized Mortgage Obligation |
| FHLMC_4281                                                 | 2043-12-15      | 2.2273%  | N/A     | $14600000.00       | $93198.03          | Agency Collateralized Mortgage Obligation |
| FHLMC_4321C                                                | 2044-03-15      | 3.0000%  | N/A     | $9218577.00        | $12214048.70       | Agency Collateralized Mortgage Obligation |
| FHLMC_4385                                                 | 2044-09-15      | 4.5000%  | N/A     | $54151458.00       | $795781.30         | Agency Collateralized Mortgage Obligation |
| FHLMC_44-25B                                               | 2045-01-15      | 2.2773%  | N/A     | $52600000.00       | $1007086.47        | Agency Collateralized Mortgage Obligation |
| FHLMC_4427                                                 | 2045-01-15      | 1.8273%  | N/A     | $82000000.00       | $689176.07         | Agency Collateralized Mortgage Obligation |
| FHLMC_4473                                                 | 2045-05-15      | 1.8273%  | N/A     | $36726000.00       | $333473.87         | Agency Collateralized Mortgage Obligation |
| FHLMC_4491                                                 | 2040-03-15      | 6.0000%  | N/A     | $12467233.00       | $79397.38          | Agency Collateralized Mortgage Obligation |
| FHLMC_4601B                                                | 2045-12-15      | 4.0000%  | N/A     | $11966000.00       | $193782.61         | Agency Collateralized Mortgage Obligation |
| FHLMC_4617                                                 | 2046-05-15      | 3.5000%  | N/A     | $33920285.00       | $319893.65         | Agency Collateralized Mortgage Obligation |
| FHLMC_4621A                                                | 2046-10-15      | 3.5000%  | N/A     | $33242142.00       | $662767.57         | Agency Collateralized Mortgage Obligation |
| FHLMC_4631D                                                | 2046-11-15      | 2.2273%  | N/A     | $107147046.00      | $4143136.10        | Agency Collateralized Mortgage Obligation |
| FHLMC_4698E                                                | 2047-07-15      | 6.0000%  | N/A     | $6841485.00        | $181022.20         | Agency Collateralized Mortgage Obligation |
| FHLMC_4701A                                                | 2047-07-15      | 0.1773%  | N/A     | $100864805.00      | $746348.02         | Agency Collateralized Mortgage Obligation |
| FHLMC_4745E                                                | 2047-09-15      | 4.0000%  | N/A     | $2153949.00        | $2893783.65        | Agency Collateralized Mortgage Obligation |
| FHLMC_4753L                                                | 2048-02-15      | 2.4273%  | N/A     | $20000000.00       | $577366.57         | Agency Collateralized Mortgage Obligation |
| FHLMC_4754D                                                | 2048-02-15      | 2.3773%  | N/A     | $11000000.00       | $303972.88         | Agency Collateralized Mortgage Obligation |
| FHLMC_4818K                                                | 2048-04-15      | 2.4273%  | N/A     | $2500000.00        | $43852.16          | Agency Collateralized Mortgage Obligation |
| FHLMC_4820C                                                | 2048-03-15      | 2.4273%  | N/A     | $25941382.00       | $420288.52         | Agency Collateralized Mortgage Obligation |
| FHLMC_4845B                                                | 2048-12-15      | 4.0727%  | N/A     | $566758.00         | $158307.93         | Agency Collateralized Mortgage Obligation |
| FHLMC_4853A                                                | 2049-02-15      | 2.8273%  | N/A     | $26168899.00       | $735176.91         | Agency Collateralized Mortgage Obligation |
| FHLMC_4877D                                                | 2049-04-15      | 4.0000%  | N/A     | $5931012.00        | $130551.05         | Agency Collateralized Mortgage Obligation |
| FHLMC_4898A                                                | 2049-07-15      | 2.3273%  | N/A     | $56459014.00       | $1254394.18        | Agency Collateralized Mortgage Obligation |
| FHLMC_4906F                                                | 2049-09-25      | 2.2683%  | N/A     | $550000.00         | $20708.60          | Agency Collateralized Mortgage Obligation |
| FHLMC_4908A                                                | 2049-08-25      | 2.2683%  | N/A     | $28287714.00       | $848845.03         | Agency Collateralized Mortgage Obligation |
| FHLMC_4918B                                                | 2049-10-25      | 2.2683%  | N/A     | $37957596.00       | $748697.87         | Agency Collateralized Mortgage Obligation |
| FHLMC_4923K                                                | 2049-11-25      | 2.2183%  | N/A     | $24148291.00       | $1419787.11        | Agency Collateralized Mortgage Obligation |
| FHLMC_4933E                                                | 2049-12-25      | 2.2183%  | N/A     | $40777284.00       | $1517317.38        | Agency Collateralized Mortgage Obligation |
| FHLMC_4937                                                 | 2049-12-25      | 2.2683%  | N/A     | $345612857.00      | $11035397.01       | Agency Collateralized Mortgage Obligation |
| FHLMC_4938D                                                | 2049-12-25      | 2.2183%  | N/A     | $46553866.00       | $2268510.25        | Agency Collateralized Mortgage Obligation |
| FHLMC_4941S                                                | 2049-07-25      | 4.5000%  | N/A     | $32180993.00       | $1325025.11        | Agency Collateralized Mortgage Obligation |
| FHLMC_4942G                                                | 2050-01-25      | 2.2183%  | N/A     | $23332918.00       | $952032.89         | Agency Collateralized Mortgage Obligation |
| FHLMC_4954A                                                | 2050-02-25      | 2.2683%  | N/A     | $136016008.00      | $4102265.85        | Agency Collateralized Mortgage Obligation |
| FHLMC_4958A                                                | 2050-03-25      | 3.5000%  | N/A     | $24192432.00       | $903919.84         | Agency Collateralized Mortgage Obligation |
| FHLMC_4962A                                                | 2050-03-25      | 2.2683%  | N/A     | $16977500.00       | $603245.92         | Agency Collateralized Mortgage Obligation |
| FHLMC_4975D                                                | 2050-05-25      | 2.2183%  | N/A     | $16666666.00       | $787610.38         | Agency Collateralized Mortgage Obligation |
| FHLMC_4977                                                 | 2050-05-25      | 4.5000%  | N/A     | $53072318.00       | $3232474.57        | Agency Collateralized Mortgage Obligation |
| FHLMC_4983D                                                | 2050-06-25      | 2.2683%  | N/A     | $23147541.00       | $2027619.10        | Agency Collateralized Mortgage Obligation |
| FHLMC_4990B                                                | 2050-07-25      | 2.3183%  | N/A     | $29142400.00       | $2032736.89        | Agency Collateralized Mortgage Obligation |
| FHLMC_4990G                                                | 2050-07-25      | 2.3183%  | N/A     | $20581257.00       | $1105104.67        | Agency Collateralized Mortgage Obligation |
| FHLMC_4998F                                                | 2050-08-25      | 2.4828%  | N/A     | $25942664.00       | $1632918.68        | Agency Collateralized Mortgage Obligation |
| FHLMC_4999N                                                | 2044-03-25      | 2.1683%  | N/A     | $43898226.00       | $1268270.72        | Agency Collateralized Mortgage Obligation |
| FHLMC_5007M                                                | 2050-08-25      | 2.3183%  | N/A     | $4500000.00        | $295286.95         | Agency Collateralized Mortgage Obligation |
| FHLMC_5070D                                                | 2051-02-25      | 3.5000%  | N/A     | $55000000.00       | $3871575.46        | Agency Collateralized Mortgage Obligation |
| FHLMC_5083C                                                | 2051-03-25      | 3.5000%  | N/A     | $1980418.00        | $1064030.14        | Agency Collateralized Mortgage Obligation |
| FHLMC_5084E                                                | 2044-10-25      | 4.0000%  | N/A     | $39870250.00       | $3455002.64        | Agency Collateralized Mortgage Obligation |
| FHLMC_5103E                                                | 2051-05-25      | 4.0000%  | N/A     | $18000000.00       | $2136427.32        | Agency Collateralized Mortgage Obligation |
| FHLMC_5104F                                                | 2049-06-25      | 3.5000%  | N/A     | $54370798.00       | $4489256.82        | Agency Collateralized Mortgage Obligation |
| FHLMC_5114H                                                | 2047-06-15      | 2.2273%  | N/A     | $62164503.00       | $3569386.65        | Agency Collateralized Mortgage Obligation |
| FHLMC_5115N                                                | 2050-12-25      | 4.5000%  | N/A     | $8869000.00        | $1122362.89        | Agency Collateralized Mortgage Obligation |
| FHLMC_5121C                                                | 2051-06-25      | 4.0000%  | N/A     | $3873000.00        | $410248.49         | Agency Collateralized Mortgage Obligation |
| FHLMC_5128D                                                | 2051-07-25      | 4.5000%  | N/A     | $13509000.00       | $1380636.60        | Agency Collateralized Mortgage Obligation |
| FHLMC_5138A                                                | 2050-03-25      | 3.5000%  | N/A     | $18863683.00       | $1538152.70        | Agency Collateralized Mortgage Obligation |
| FHLMC_5142L                                                | 2051-09-25      | 2.1828%  | N/A     | $17311159.00       | $1157541.36        | Agency Collateralized Mortgage Obligation |
| FHLMC_5210A                                                | 2051-09-25      | 3.0000%  | N/A     | $6489000.00        | $3469869.66        | Agency Collateralized Mortgage Obligation |
| FHLMC_5228J                                                | 2047-01-25      | 2.1854%  | N/A     | $300000.00         | $21597.57          | Agency Collateralized Mortgage Obligation |
| FHLMC_5305B                                                | 2049-07-15      | 4.0000%  | N/A     | $26101907.00       | $3788230.49        | Agency Collateralized Mortgage Obligation |
| FHLMC_5326                                                 | 2050-10-25      | 0.0000%  | N/A     | $1637000.00        | $946199.32         | Agency Collateralized Mortgage Obligation |
| FHLMC_5363E                                                | 2053-12-25      | 3.3828%  | N/A     | $25288459.00       | $1439888.32        | Agency Collateralized Mortgage Obligation |
| FHLMC_5386C                                                | 2054-03-25      | 4.9172%  | N/A     | $2289000.00        | $1354715.95        | Agency Collateralized Mortgage Obligation |
| FHLMC_5410H                                                | 2054-05-25      | 1.3328%  | N/A     | $50000000.00       | $1251929.07        | Agency Collateralized Mortgage Obligation |
| FHLMC_5437A                                                | 2054-08-25      | 1.3828%  | N/A     | $51662435.00       | $1017502.31        | Agency Collateralized Mortgage Obligation |
| FHLMC_5441B                                                | 2054-08-25      | 1.3628%  | N/A     | $70000000.00       | $1673063.85        | Agency Collateralized Mortgage Obligation |
| FHLMC_5481A                                                | 2054-12-25      | 0.0500%  | N/A     | $38010000.00       | $19506.57          | Agency Collateralized Mortgage Obligation |
| FHLMC_5481A                                                | 2054-12-25      | 0.0500%  | N/A     | $38010000.00       | $19506.57          | Agency Collateralized Mortgage Obligation |
| FHLMC_5481A                                                | 2054-12-25      | 0.0500%  | N/A     | $38010000.00       | $19506.57          | Agency Collateralized Mortgage Obligation |
| FHLMC_5481A                                                | 2054-12-25      | 0.0500%  | N/A     | $38010000.00       | $19506.57          | Agency Collateralized Mortgage Obligation |
| FHLMC_5481A                                                | 2054-12-25      | 0.1000%  | N/A     | $38010000.00       | $38822.05          | Agency Collateralized Mortgage Obligation |
| FHLMC_5483C                                                | 2054-12-25      | 1.4028%  | N/A     | $98513675.00       | $1088836.23        | Agency Collateralized Mortgage Obligation |
| FHLMC_5490E                                                | 2055-01-25      | 3.4828%  | N/A     | $75000000.00       | $4547531.52        | Agency Collateralized Mortgage Obligation |
| FHLMC_5491A                                                | 2055-01-25      | 4.9672%  | N/A     | $4125000.00        | $2904143.11        | Agency Collateralized Mortgage Obligation |
| FHLMC_5502A                                                | 2055-02-25      | 1.8696%  | N/A     | $132000000.00      | $3143917.13        | Agency Collateralized Mortgage Obligation |
| FHLMC_5502D                                                | 2035-12-25      | 5.5000%  | N/A     | $1200000.00        | $1140828.27        | Agency Collateralized Mortgage Obligation |
| FHLMC_5507A                                                | 2035-11-25      | 6.0000%  | N/A     | $5240167.00        | $539440.77         | Agency Collateralized Mortgage Obligation |
| FHLMC_5512B                                                | 2055-03-25      | 5.0000%  | N/A     | $5237000.00        | $5447128.16        | Agency Collateralized Mortgage Obligation |
| FHLMC_5531A                                                | 2055-04-25      | 1.4328%  | N/A     | $31500000.00       | $1016050.67        | Agency Collateralized Mortgage Obligation |
| FHLMC_5531F                                                | 2050-01-15      | 2.2273%  | N/A     | $48543875.00       | $4931672.06        | Agency Collateralized Mortgage Obligation |
| FHLMC_5536A                                                | 2055-04-25      | 4.9672%  | N/A     | $50000000.00       | $44534741.05       | Agency Collateralized Mortgage Obligation |
| FHLMC_5543A                                                | 2055-06-25      | 0.1000%  | N/A     | $27000000.00       | $37208.78          | Agency Collateralized Mortgage Obligation |
| FHLMC_5563A                                                | 2055-08-25      | 1.4828%  | N/A     | $40625000.00       | $1363489.68        | Agency Collateralized Mortgage Obligation |
| FHLMC_5565D                                                | 2055-08-25      | 4.8172%  | N/A     | $1000000.00        | $905215.84         | Agency Collateralized Mortgage Obligation |
| FHLMC_5568A                                                | 2055-08-25      | 5.0000%  | N/A     | $8978480.00        | $8678630.27        | Agency Collateralized Mortgage Obligation |
| FHLMC_5568C                                                | 2055-08-25      | 2.1328%  | N/A     | $300000000.00      | $15802160.92       | Agency Collateralized Mortgage Obligation |
| FHLMC_5579A                                                | 2045-09-25      | 4.5000%  | N/A     | $14103305.00       | $12389070.16       | Agency Collateralized Mortgage Obligation |
| FHLMC_5579A                                                | 2045-09-25      | 4.5000%  | N/A     | $1870167.00        | $1745703.09        | Agency Collateralized Mortgage Obligation |
| FHLMC_5585C                                                | 2055-10-25      | 1.7328%  | N/A     | $15000000.00       | $745996.46         | Agency Collateralized Mortgage Obligation |
| FHLMC_5596C                                                | 2055-11-25      | 1.1328%  | N/A     | $61000000.00       | $2091001.21        | Agency Collateralized Mortgage Obligation |
| FHLMC_5606A                                                | 2055-12-25      | 1.1328%  | N/A     | $58962602.00       | $1964848.99        | Agency Collateralized Mortgage Obligation |
| FHLMC_5606B                                                | 2055-12-25      | 4.5000%  | N/A     | $58061000.00       | $57236039.71       | Agency Collateralized Mortgage Obligation |
| FHLMC_5606C                                                | 2055-12-25      | 1.1328%  | N/A     | $40426519.00       | $1116822.16        | Agency Collateralized Mortgage Obligation |
| FHLMC_5606E                                                | 2055-12-25      | 1.0828%  | N/A     | $215250018.00      | $6727308.05        | Agency Collateralized Mortgage Obligation |
| FHLMC_5606E                                                | 2055-12-25      | 1.1328%  | N/A     | $50000000.00       | $1626006.44        | Agency Collateralized Mortgage Obligation |
| FHLMC_5606F                                                | 2054-10-25      | 0.0368%  | N/A     | $36159866.00       | $18936.09          | Agency Collateralized Mortgage Obligation |
| FHLMC_5606G                                                | 2055-12-25      | 4.5000%  | N/A     | $4569286.00        | $4526476.09        | Agency Collateralized Mortgage Obligation |
| FHLMC_5606H                                                | 2055-12-25      | 1.1328%  | N/A     | $50000000.00       | $1378663.03        | Agency Collateralized Mortgage Obligation |
| FHLMC_5617B                                                | 2056-01-25      | 4.5000%  | N/A     | $2145882.00        | $2079218.09        | Agency Collateralized Mortgage Obligation |
| FHLMC_5617C                                                | 2055-12-25      | 4.5000%  | N/A     | $20000000.00       | $19825890.39       | Agency Collateralized Mortgage Obligation |
| FHLMC_5617C                                                | 2056-01-25      | 4.5000%  | N/A     | $232476.00         | $210633.49         | Agency Collateralized Mortgage Obligation |
| FHLMC_5617C                                                | 2056-01-25      | 4.5000%  | N/A     | $63266502.00       | $62678007.93       | Agency Collateralized Mortgage Obligation |
| FHLMC_5617D                                                | 2051-08-25      | 4.0000%  | N/A     | $47489788.00       | $9512562.08        | Agency Collateralized Mortgage Obligation |
| FHLMC_5617E                                                | 2050-02-25      | 2.2683%  | N/A     | $75167131.00       | $8752025.81        | Agency Collateralized Mortgage Obligation |
| FHLMC_5617F                                                | 2049-09-25      | 4.5000%  | N/A     | $423524.00         | $72221.89          | Agency Collateralized Mortgage Obligation |
| FHLMC_5617F                                                | 2049-09-25      | 2.2683%  | N/A     | $64502160.00       | $6792366.73        | Agency Collateralized Mortgage Obligation |
| FHLMC_5617G                                                | 2049-07-15      | 5.0000%  | N/A     | $718445.00         | $135344.45         | Agency Collateralized Mortgage Obligation |
| FHLMC_5617G                                                | 2049-07-15      | 2.2273%  | N/A     | $66465405.00       | $7078155.65        | Agency Collateralized Mortgage Obligation |
| FHLMC_5632A                                                | 2056-01-25      | 4.5000%  | N/A     | $2431374.00        | $2306440.28        | Agency Collateralized Mortgage Obligation |
| FHLMC_5632A                                                | 2056-02-25      | 4.5000%  | N/A     | $1698000.00        | $1517889.74        | Agency Collateralized Mortgage Obligation |
| FHLMC_5632A                                                | 2055-07-25      | 4.5000%  | N/A     | $40000000.00       | $39919278.54       | Agency Collateralized Mortgage Obligation |
| FHLMC_5632B                                                | 2056-02-25      | 1.3828%  | N/A     | $107483620.00      | $3805689.24        | Agency Collateralized Mortgage Obligation |
| FHLMC_5632C                                                | 2056-02-25      | 4.5000%  | N/A     | $39083000.00       | $38915452.89       | Agency Collateralized Mortgage Obligation |
| FHLMC_5632C                                                | 2056-02-25      | 0.0500%  | N/A     | $36321660.00       | $47053.39          | Agency Collateralized Mortgage Obligation |
| FHLMC_5639A                                                | 2049-02-25      | 4.5000%  | N/A     | $82809000.00       | $80446790.47       | Agency Collateralized Mortgage Obligation |
| FHLMC_5639A                                                | 2056-03-25      | 5.5000%  | N/A     | $13000000.00       | $12757591.89       | Agency Collateralized Mortgage Obligation |
| FHLMC_5639B                                                | 2056-03-25      | 4.5102%  | N/A     | $3325000.00        | $3336237.06        | Agency Collateralized Mortgage Obligation |
| FHLMC_5639C                                                | 2056-03-25      | 4.5595%  | N/A     | $53357470.00       | $53583668.68       | Agency Collateralized Mortgage Obligation |
| FHLMC_5639C                                                | 2056-03-25      | 1.4405%  | N/A     | $195518895.00      | $13944999.37       | Agency Collateralized Mortgage Obligation |
| FHLMC_5639C                                                | 2056-03-25      | 4.0000%  | N/A     | $65172966.00       | $61468201.51       | Agency Collateralized Mortgage Obligation |
| FHLMC_5639E                                                | 2056-03-25      | 0.7358%  | N/A     | $30000000.00       | $706706.32         | Agency Collateralized Mortgage Obligation |
| FHLMC_5639F                                                | 2052-01-25      | 4.5000%  | N/A     | $55548000.00       | $54080699.58       | Agency Collateralized Mortgage Obligation |
| FHLMC_5639F                                                | 2056-03-25      | 4.5000%  | N/A     | $10728656.00       | $10454753.41       | Agency Collateralized Mortgage Obligation |
| FHLMC_5639F                                                | 2056-03-25      | 4.5000%  | N/A     | $7000000.00        | $6954892.00        | Agency Collateralized Mortgage Obligation |
| FHLMC_5639F                                                | 2056-03-25      | 1.4405%  | N/A     | $183613310.00      | $8474126.38        | Agency Collateralized Mortgage Obligation |
| FHLMC_K-S15                                                | 2033-08-25      | 5.2640%  | N/A     | $500000.00         | $528772.39         | Agency Collateralized Mortgage Obligation |
| FHMS_K146                                                  | 2049-06-25      | 3.5645%  | N/A     | $6549068.00        | $1224625.78        | Agency Collateralized Mortgage Obligation |
| FHMS_K1508                                                 | 2030-07-25      | 3.9000%  | N/A     | $9500000.00        | $6769936.27        | Agency Collateralized Mortgage Obligation |
| FHMS_K170                                                  | 2063-02-25      | 5.5890%  | N/A     | $3531092.00        | $1341385.86        | Agency Collateralized Mortgage Obligation |
| FHMS_K522                                                  | 2029-05-25      | 4.8030%  | N/A     | $63595000.00       | $63842451.53       | Agency Collateralized Mortgage Obligation |
| FHMS_K740                                                  | 2047-11-25      | 2.4814%  | N/A     | $2992000.00        | $113346.30         | Agency Collateralized Mortgage Obligation |
| FHR_4924                                                   | 2049-10-25      | 2.2683%  | N/A     | $45076729.00       | $1381970.23        | Agency Collateralized Mortgage Obligation |
| FHSTR_304                                                  | 2042-12-15      | 4.5000%  | N/A     | $36411804.00       | $543503.22         | Agency Collateralized Mortgage Obligation |
| FHSTR_326                                                  | 2044-03-15      | 4.3227%  | N/A     | $1610000.00        | $189564.44         | Agency Collateralized Mortgage Obligation |
| FHSTR_402                                                  | 2053-09-25      | 5.0172%  | N/A     | $50000000.00       | $29741346.00       | Agency Collateralized Mortgage Obligation |
| FNMA_01-25A                                                | 2031-06-25      | 4.4817%  | N/A     | $1000000.00        | $2310.87           | Agency Collateralized Mortgage Obligation |
| FNMA_02-41                                                 | 2032-07-25      | 4.3317%  | N/A     | $3800000.00        | $2445.83           | Agency Collateralized Mortgage Obligation |
| FNMA_02-4D                                                 | 2032-02-25      | 4.3317%  | N/A     | $3450000.00        | $2211.06           | Agency Collateralized Mortgage Obligation |
| FNMA_02-74                                                 | 2032-11-25      | 4.2317%  | N/A     | $8400000.00        | $1837.75           | Agency Collateralized Mortgage Obligation |
| FNMA_03-33                                                 | 2033-05-25      | 4.5317%  | N/A     | $1125000.00        | $4228.72           | Agency Collateralized Mortgage Obligation |
| FNMA_03-7                                                  | 2033-02-25      | 4.5317%  | N/A     | $14725164.00       | $24429.90          | Agency Collateralized Mortgage Obligation |
| FNMA_04-91B                                                | 2034-12-25      | 4.1317%  | N/A     | $700000.00         | $4360.91           | Agency Collateralized Mortgage Obligation |
| FNMA_05-110D                                               | 2035-12-25      | 5.5000%  | N/A     | $1491000.00        | $1499585.51        | Agency Collateralized Mortgage Obligation |
| FNMA_05-45E                                                | 2035-06-25      | 5.0000%  | N/A     | $6499030.00        | $457738.77         | Agency Collateralized Mortgage Obligation |
| FNMA_10-115                                                | 2040-10-25      | 2.2183%  | N/A     | $33422321.00       | $282809.46         | Agency Collateralized Mortgage Obligation |
| FNMA_10-136                                                | 2040-12-25      | 2.2183%  | N/A     | $50000000.00       | $277646.98         | Agency Collateralized Mortgage Obligation |
| FNMA_10-142                                                | 2040-07-25      | 4.1817%  | N/A     | $125000.00         | $3134.87           | Agency Collateralized Mortgage Obligation |
| FNMA_11-126                                                | 2041-12-25      | 2.1683%  | N/A     | $107252046.00      | $545511.76         | Agency Collateralized Mortgage Obligation |
| FNMA_11-146                                                | 2042-01-25      | 2.2183%  | N/A     | $128376008.00      | $820332.56         | Agency Collateralized Mortgage Obligation |
| FNMA_12-113                                                | 2042-10-25      | 2.3183%  | N/A     | $36714285.00       | $228723.98         | Agency Collateralized Mortgage Obligation |
| FNMA_12-128                                                | 2042-11-25      | 2.3683%  | N/A     | $29250000.00       | $492533.79         | Agency Collateralized Mortgage Obligation |
| FNMA_12-134H                                               | 2042-12-25      | 2.3683%  | N/A     | $240214.00         | $2756.67           | Agency Collateralized Mortgage Obligation |
| FNMA_12-141                                                | 2042-12-25      | 2.9183%  | N/A     | $45267000.00       | $694432.69         | Agency Collateralized Mortgage Obligation |
| FNMA_12-15                                                 | 2042-03-25      | 2.1683%  | N/A     | $85000000.00       | $717781.50         | Agency Collateralized Mortgage Obligation |
| FNMA_12-20D                                                | 2042-03-25      | 2.6683%  | N/A     | $91164018.00       | $670701.60         | Agency Collateralized Mortgage Obligation |
| FNMA_12-30N                                                | 2041-04-25      | 4.5000%  | N/A     | $44297665.00       | $27792.98          | Agency Collateralized Mortgage Obligation |
| FNMA_12-31A                                                | 2040-10-25      | 4.5000%  | N/A     | $21449334.00       | $1023.86           | Agency Collateralized Mortgage Obligation |
| FNMA_12-40G                                                | 2032-04-25      | 4.5000%  | N/A     | $41753556.00       | $95050.93          | Agency Collateralized Mortgage Obligation |
| FNMA_12-46F                                                | 2027-05-25      | 4.5000%  | N/A     | $89800901.00       | $9.06              | Agency Collateralized Mortgage Obligation |
| FNMA_12-58B                                                | 2042-06-25      | 4.2817%  | N/A     | $30284159.00       | $1137907.90        | Agency Collateralized Mortgage Obligation |
| FNMA_12-80                                                 | 2042-08-25      | 4.2817%  | N/A     | $150000.00         | $14235.36          | Agency Collateralized Mortgage Obligation |
| FNMA_12-80                                                 | 2041-10-25      | 4.5000%  | N/A     | $37388000.00       | $184700.15         | Agency Collateralized Mortgage Obligation |
| FNMA_12-82                                                 | 2042-08-25      | 2.2883%  | N/A     | $68500000.00       | $310951.83         | Agency Collateralized Mortgage Obligation |
| FNMA_13-107                                                | 2043-02-25      | 2.1683%  | N/A     | $123256386.00      | $2457194.31        | Agency Collateralized Mortgage Obligation |
| FNMA_13-115                                                | 2043-11-25      | 4.5000%  | N/A     | $91659666.00       | $552088.57         | Agency Collateralized Mortgage Obligation |
| FNMA_13-20N                                                | 2043-03-25      | 2.3183%  | N/A     | $13066000.00       | $229989.37         | Agency Collateralized Mortgage Obligation |
| FNMA_13-21                                                 | 2033-03-25      | 3.5000%  | N/A     | $19285714.00       | $85945.08          | Agency Collateralized Mortgage Obligation |
| FNMA_13-44                                                 | 2043-05-25      | 2.9683%  | N/A     | $69433333.00       | $950024.65         | Agency Collateralized Mortgage Obligation |
| FNMA_13-70                                                 | 2043-07-25      | 3.0000%  | N/A     | $1400000.00        | $1910349.46        | Agency Collateralized Mortgage Obligation |
| FNMA_14-74                                                 | 2044-11-25      | 2.3183%  | N/A     | $100000000.00      | $830276.99         | Agency Collateralized Mortgage Obligation |
| FNMA_14-74B                                                | 2044-06-25      | 2.4183%  | N/A     | $32328000.00       | $243931.84         | Agency Collateralized Mortgage Obligation |
| FNMA_15-16C                                                | 2045-04-25      | 4.5000%  | N/A     | $50000000.00       | $966326.73         | Agency Collateralized Mortgage Obligation |
| FNMA_15-27C                                                | 2045-05-25      | 1.8183%  | N/A     | $85000000.00       | $1217936.82        | Agency Collateralized Mortgage Obligation |
| FNMA_15-29                                                 | 2045-05-25      | 1.8683%  | N/A     | $61902119.00       | $923685.78         | Agency Collateralized Mortgage Obligation |
| FNMA_15-35A                                                | 2045-06-25      | 1.8183%  | N/A     | $160000000.00      | $1356849.92        | Agency Collateralized Mortgage Obligation |
| FNMA_15-37                                                 | 2045-06-25      | 1.8383%  | N/A     | $59885082.00       | $743952.80         | Agency Collateralized Mortgage Obligation |
| FNMA_15-79                                                 | 2045-11-25      | 2.4683%  | N/A     | $24418550.00       | $343422.21         | Agency Collateralized Mortgage Obligation |
| FNMA_16-26D                                                | 2042-11-25      | 0.9824%  | N/A     | $4820101.00        | $1494084.96        | Agency Collateralized Mortgage Obligation |
| FNMA_16-32A                                                | 2042-11-25      | 0.9824%  | N/A     | $2724659.00        | $783347.66         | Agency Collateralized Mortgage Obligation |
| FNMA_16-45                                                 | 2046-07-25      | 2.2183%  | N/A     | $20000000.00       | $622078.03         | Agency Collateralized Mortgage Obligation |
| FNMA_16-53A                                                | 2046-08-25      | 2.2183%  | N/A     | $38400349.00       | $1380023.86        | Agency Collateralized Mortgage Obligation |
| FNMA_16-75                                                 | 2046-10-25      | 2.2183%  | N/A     | $18582352.00       | $623121.08         | Agency Collateralized Mortgage Obligation |
| FNMA_17-34A                                                | 2047-05-25      | 2.3183%  | N/A     | $141990914.00      | $2826622.16        | Agency Collateralized Mortgage Obligation |
| FNMA_17-54                                                 | 2046-05-25      | 3.0000%  | N/A     | $9526000.00        | $2488240.38        | Agency Collateralized Mortgage Obligation |
| FNMA_17-66B                                                | 2047-09-25      | 4.1317%  | N/A     | $3500000.00        | $1041462.00        | Agency Collateralized Mortgage Obligation |
| FNMA_18-1A                                                 | 2048-02-25      | 2.3683%  | N/A     | $50000000.00       | $745200.34         | Agency Collateralized Mortgage Obligation |
| FNMA_18-38B                                                | 2048-06-25      | 2.4183%  | N/A     | $80378666.00       | $1493569.83        | Agency Collateralized Mortgage Obligation |
| FNMA_18-60C                                                | 2048-08-25      | 1.9183%  | N/A     | $23967000.00       | $494367.80         | Agency Collateralized Mortgage Obligation |
| FNMA_19-31                                                 | 2049-07-25      | 2.2683%  | N/A     | $14527000.00       | $584418.61         | Agency Collateralized Mortgage Obligation |
| FNMA_19-38H                                                | 2049-07-25      | 4.2317%  | N/A     | $31967403.00       | $7070572.17        | Agency Collateralized Mortgage Obligation |
| FNMA_19-41H                                                | 2059-08-25      | 4.2817%  | N/A     | $46675830.00       | $16315635.50       | Agency Collateralized Mortgage Obligation |
| FNMA_19-45B                                                | 2049-08-25      | 2.2683%  | N/A     | $104126044.00      | $3637092.08        | Agency Collateralized Mortgage Obligation |
| FNMA_19-57E                                                | 2049-10-25      | 2.2683%  | N/A     | $55888578.00       | $1264442.88        | Agency Collateralized Mortgage Obligation |
| FNMA_19-57J                                                | 2049-10-25      | 2.2183%  | N/A     | $22607858.00       | $523568.09         | Agency Collateralized Mortgage Obligation |
| FNMA_19-59H                                                | 2049-10-25      | 2.2683%  | N/A     | $36516371.00       | $951222.91         | Agency Collateralized Mortgage Obligation |
| FNMA_19-68H                                                | 2049-11-25      | 2.2183%  | N/A     | $32999250.00       | $1231828.35        | Agency Collateralized Mortgage Obligation |
| FNMA_19-69C                                                | 2049-12-25      | 2.2183%  | N/A     | $4500000.00        | $149753.91         | Agency Collateralized Mortgage Obligation |
| FNMA_19-71D                                                | 2049-11-25      | 2.2683%  | N/A     | $33282680.00       | $1190584.16        | Agency Collateralized Mortgage Obligation |
| FNMA_19-83B                                                | 2050-01-25      | 2.1683%  | N/A     | $6305000.00        | $335822.13         | Agency Collateralized Mortgage Obligation |
| FNMA_20-12B                                                | 2050-03-25      | 2.2683%  | N/A     | $110398000.00      | $4187546.81        | Agency Collateralized Mortgage Obligation |
| FNMA_20-26E                                                | 2050-05-25      | 2.1683%  | N/A     | $11870512.00       | $557603.92         | Agency Collateralized Mortgage Obligation |
| FNMA_20-27G                                                | 2050-05-25      | 2.2683%  | N/A     | $22318291.00       | $1365569.83        | Agency Collateralized Mortgage Obligation |
| FNMA_20-52G                                                | 2050-08-25      | 4.5000%  | N/A     | $14950008.00       | $1106771.82        | Agency Collateralized Mortgage Obligation |
| FNMA_21-25B                                                | 2050-07-25      | 3.5000%  | N/A     | $26764306.00       | $2045513.95        | Agency Collateralized Mortgage Obligation |
| FNMA_21-28D                                                | 2051-05-25      | 0.0828%  | N/A     | $25000000.00       | $676204.97         | Agency Collateralized Mortgage Obligation |
| FNMA_21-34L                                                | 2051-06-25      | 4.0000%  | N/A     | $28110557.00       | $2350089.01        | Agency Collateralized Mortgage Obligation |
| FNMA_21-59C                                                | 2051-09-25      | 4.0000%  | N/A     | $72771504.00       | $9421347.24        | Agency Collateralized Mortgage Obligation |
| FNMA_21-69F                                                | 2051-10-25      | 2.0000%  | N/A     | $5047000.00        | $3218847.62        | Agency Collateralized Mortgage Obligation |
| FNMA_21-70C                                                | 2051-10-25      | 4.0000%  | N/A     | $90846523.00       | $9284519.71        | Agency Collateralized Mortgage Obligation |
| FNMA_22-10                                                 | 2040-05-25      | 2.2500%  | N/A     | $250000.00         | $129152.93         | Agency Collateralized Mortgage Obligation |
| FNMA_22-20C                                                | 2048-04-25      | 4.5000%  | N/A     | $56886493.00       | $6190380.14        | Agency Collateralized Mortgage Obligation |
| FNMA_22-22A                                                | 2048-11-25      | 3.5000%  | N/A     | $12580000.00       | $8450954.57        | Agency Collateralized Mortgage Obligation |
| FNMA_22-62B                                                | 2052-09-25      | 4.5000%  | N/A     | $12871051.00       | $1576832.14        | Agency Collateralized Mortgage Obligation |
| FNMA_23-14B                                                | 2053-04-25      | 5.5000%  | N/A     | $500000.00         | $602080.13         | Agency Collateralized Mortgage Obligation |
| FNMA_23-28D                                                | 2050-05-25      | 3.5000%  | N/A     | $27569821.00       | $3770398.66        | Agency Collateralized Mortgage Obligation |
| FNMA_23-53F                                                | 2053-11-25      | 2.2828%  | N/A     | $74472971.00       | $2663293.74        | Agency Collateralized Mortgage Obligation |
| FNMA_23-57C                                                | 2049-10-25      | 2.2183%  | N/A     | $54205919.00       | $4282194.55        | Agency Collateralized Mortgage Obligation |
| FNMA_24-103D                                               | 2055-01-25      | 2.1828%  | N/A     | $105302659.00      | $2918203.74        | Agency Collateralized Mortgage Obligation |
| FNMA_24-103D                                               | 2055-01-25      | 2.8828%  | N/A     | $74500000.00       | $2805677.50        | Agency Collateralized Mortgage Obligation |
| FNMA_24-47B                                                | 2054-07-25      | 1.5328%  | N/A     | $30000000.00       | $418577.29         | Agency Collateralized Mortgage Obligation |
| FNMA_24-67                                                 | 2054-09-25      | 4.8372%  | N/A     | $2345000.00        | $1627476.43        | Agency Collateralized Mortgage Obligation |
| FNMA_24-74F                                                | 2054-10-25      | 4.5672%  | N/A     | $2231589.00        | $1990830.06        | Agency Collateralized Mortgage Obligation |
| FNMA_24-77B                                                | 2053-10-25      | 6.6000%  | N/A     | $15874000.00       | $13881836.87       | Agency Collateralized Mortgage Obligation |
| FNMA_24-9D                                                 | 2050-03-25      | 2.2183%  | N/A     | $27901889.00       | $2628381.90        | Agency Collateralized Mortgage Obligation |
| FNMA_24-9D                                                 | 2048-05-25      | 2.3183%  | N/A     | $82712887.00       | $8593594.14        | Agency Collateralized Mortgage Obligation |
| FNMA_24-9D                                                 | 2049-11-25      | 2.2683%  | N/A     | $96587793.00       | $8550730.88        | Agency Collateralized Mortgage Obligation |
| FNMA_24-9D                                                 | 2049-11-25      | 2.2183%  | N/A     | $69606673.00       | $6291757.39        | Agency Collateralized Mortgage Obligation |
| FNMA_25-102A                                               | 2055-12-25      | 4.5000%  | N/A     | $1691000.00        | $1575587.56        | Agency Collateralized Mortgage Obligation |
| FNMA_25-102B                                               | 2055-12-25      | 1.1328%  | N/A     | $123916130.00      | $4118888.46        | Agency Collateralized Mortgage Obligation |
| FNMA_25-102C                                               | 2055-12-25      | 1.7828%  | N/A     | $164996762.00      | $8343977.99        | Agency Collateralized Mortgage Obligation |
| FNMA_25-102D                                               | 2055-12-25      | 4.5000%  | N/A     | $37905170.00       | $36762716.69       | Agency Collateralized Mortgage Obligation |
| FNMA_25-102E                                               | 2055-12-25      | 1.7828%  | N/A     | $141430551.00      | $7253137.84        | Agency Collateralized Mortgage Obligation |
| FNMA_25-27C                                                | 2050-06-25      | 2.2183%  | N/A     | $88819952.00       | $9292569.81        | Agency Collateralized Mortgage Obligation |
| FNMA_25-27D                                                | 2049-09-25      | 2.2683%  | N/A     | $70650117.00       | $7324105.15        | Agency Collateralized Mortgage Obligation |
| FNMA_25-27E                                                | 2049-08-25      | 4.5000%  | N/A     | $535378.00         | $91605.43          | Agency Collateralized Mortgage Obligation |
| FNMA_25-27E                                                | 2049-08-25      | 2.2183%  | N/A     | $52006853.00       | $5041113.95        | Agency Collateralized Mortgage Obligation |
| FNMA_25-27F                                                | 2049-03-25      | 2.1683%  | N/A     | $50544901.00       | $4446646.55        | Agency Collateralized Mortgage Obligation |
| FNMA_25-34E                                                | 2055-05-25      | 2.1328%  | N/A     | $100000000.00      | $3104652.95        | Agency Collateralized Mortgage Obligation |
| FNMA_25-45A                                                | 2055-06-25      | 1.3828%  | N/A     | $222035474.00      | $7709997.47        | Agency Collateralized Mortgage Obligation |
| FNMA_25-6B                                                 | 2055-02-25      | 5.6672%  | N/A     | $4850000.00        | $3662282.40        | Agency Collateralized Mortgage Obligation |
| FNMA_25-70C                                                | 2055-09-25      | 5.0672%  | N/A     | $1400000.00        | $1320560.05        | Agency Collateralized Mortgage Obligation |
| FNMA_25-7C                                                 | 2054-09-25      | 1.4328%  | N/A     | $101000000.00      | $1859416.10        | Agency Collateralized Mortgage Obligation |
| FNMA_25-83B                                                | 2055-10-25      | 1.0328%  | N/A     | $85083933.00       | $2583769.80        | Agency Collateralized Mortgage Obligation |
| FNMA_25-8C                                                 | 2055-02-25      | 1.4328%  | N/A     | $77000000.00       | $1513587.74        | Agency Collateralized Mortgage Obligation |
| FNMA_25-97B                                                | 2055-11-25      | 1.7228%  | N/A     | $50000000.00       | $2603639.47        | Agency Collateralized Mortgage Obligation |
| FNMA_26-13A                                                | 2056-03-25      | 4.5102%  | N/A     | $1655000.00        | $1660598.15        | Agency Collateralized Mortgage Obligation |
| FNMA_26-13B                                                | 2056-03-25      | 4.0000%  | N/A     | $29370094.00       | $27701311.37       | Agency Collateralized Mortgage Obligation |
| FNMA_26-8                                                  | 2056-02-25      | 0.0500%  | N/A     | $54174289.00       | $54695.20          | Agency Collateralized Mortgage Obligation |
| FNMA_26-8                                                  | 2056-02-25      | 0.6328%  | N/A     | $324174289.00      | $6412535.35        | Agency Collateralized Mortgage Obligation |
| FNMA_26-8                                                  | 2056-02-25      | 4.8172%  | N/A     | $10000000.00       | $9809455.95        | Agency Collateralized Mortgage Obligation |
| FNMA_98-46                                                 | 2028-05-18      | 4.2957%  | N/A     | $150000000.00      | $22838.75          | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_2266                                     | 2030-11-15      | 4.2227%  | N/A     | $17300000.00       | $70.79             | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_3780                                     | 2040-12-15      | 2.7273%  | N/A     | $46000000.00       | $256991.87         | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_4631                                     | 2046-11-15      | 4.2727%  | N/A     | $10300000.00       | $1709060.73        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_4734                                     | 2047-12-15      | 4.0000%  | N/A     | $2048914.00        | $90513.48          | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_4790                                     | 2043-10-15      | 3.9627%  | N/A     | $700000.00         | $204380.31         | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_4929                                     | 2049-10-25      | 2.1683%  | N/A     | $50404811.00       | $3349885.36        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_4940                                     | 2049-07-25      | 4.0000%  | N/A     | $56566666.00       | $2101722.41        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_5155                                     | 2051-10-25      | 3.0000%  | N/A     | $11222368.00       | $1087271.25        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_5155                                     | 2051-10-25      | 3.0000%  | N/A     | $86569995.00       | $6928597.16        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_5479                                     | 2054-12-25      | 5.0672%  | N/A     | $789000.00         | $461650.11         | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_5480                                     | 2053-10-25      | 5.1172%  | N/A     | $3067000.00        | $1898695.10        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_5483                                     | 2054-07-01      | 4.9672%  | N/A     | $15930000.00       | $11758411.12       | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_5539                                     | 2055-05-25      | 5.1672%  | N/A     | $1049000.00        | $791685.86         | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_5570                                     | 2055-05-25      | 5.0672%  | N/A     | $1081000.00        | $876000.96         | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_KJ49  | 2034-06-25      | 4.8500%  | N/A     | $120000.00         | $124755.57         | Agency Collateralized Mortgage Obligation |
| FREMF_19-K735                                              | 2026-06-25      | 0.0000%  | N/A     | $21497542.00       | $20530496.57       | Agency Collateralized Mortgage Obligation |
| FRESB_20-SB78                                              | 2040-07-25      | 9.2121%  | N/A     | $37640345.00       | $20981652.66       | Agency Collateralized Mortgage Obligation |
| GNMA_13-137                                                | 2043-06-20      | 3.0000%  | N/A     | $500000.00         | $2723.99           | Agency Collateralized Mortgage Obligation |
| GNMA_16-002                                                | 2057-04-16      | 0.5030%  | N/A     | $31918479.00       | $163905.96         | Agency Collateralized Mortgage Obligation |
| GNMA_16-052                                                | 2058-03-16      | 0.7348%  | N/A     | $27000000.00       | $178863.91         | Agency Collateralized Mortgage Obligation |
| GNMA_16-133                                                | 2057-12-16      | 0.6589%  | N/A     | $22500000.00       | $157024.09         | Agency Collateralized Mortgage Obligation |
| GNMA_16-177                                                | 2057-01-16      | 0.5006%  | N/A     | $23132788.00       | $124627.41         | Agency Collateralized Mortgage Obligation |
| GNMA_17-161A                                               | 2047-10-20      | 4.0317%  | N/A     | $7790000.00        | $2259190.57        | Agency Collateralized Mortgage Obligation |
| GNMA_17-95A                                                | 2046-08-20      | 4.0000%  | N/A     | $1048210.00        | $22299.97          | Agency Collateralized Mortgage Obligation |
| GNMA_19-140M                                               | 2049-11-20      | 4.2317%  | N/A     | $25931333.00       | $7152731.47        | Agency Collateralized Mortgage Obligation |
| GNMA_21-150                                                | 2062-07-16      | 1.4000%  | N/A     | $8000000.00        | $5460923.96        | Agency Collateralized Mortgage Obligation |
| GNMA_23-110                                                | 2054-04-16      | 4.0000%  | N/A     | $4620881.00        | $4350003.50        | Agency Collateralized Mortgage Obligation |
| GNMA_23-19E                                                | 2051-02-20      | 2.5000%  | N/A     | $29775000.00       | $3276368.06        | Agency Collateralized Mortgage Obligation |
| GNMA_25-131N                                               | 2055-08-20      | 2.8885%  | N/A     | $6000000.00        | $351782.02         | Agency Collateralized Mortgage Obligation |
| GNMA_25-208A                                               | 2055-12-20      | 4.5000%  | N/A     | $1133333.00        | $1086881.08        | Agency Collateralized Mortgage Obligation |
| GNMA_25-208A                                               | 2053-12-20      | 4.5000%  | N/A     | $7000001.00        | $7006352.80        | Agency Collateralized Mortgage Obligation |
| GNMA_25-208A                                               | 2055-12-20      | 4.5000%  | N/A     | $25000000.00       | $24932120.53       | Agency Collateralized Mortgage Obligation |
| GNMA_25-40A                                                | 2067-01-16      | 5.0000%  | N/A     | $328571.00         | $321728.55         | Agency Collateralized Mortgage Obligation |
| GNMA_26-13                                                 | 2066-11-16      | 0.2500%  | N/A     | $9246477.00        | $280515.52         | Agency Collateralized Mortgage Obligation |
| GNMA_26-2A                                                 | 2056-01-20      | 4.5000%  | N/A     | $41256139.00       | $41217954.28       | Agency Collateralized Mortgage Obligation |
| GNMA_26-2G                                                 | 2055-10-20      | 4.5000%  | N/A     | $4167085.00        | $4171497.22        | Agency Collateralized Mortgage Obligation |
| GNMA_26-2K                                                 | 2054-03-20      | 4.5000%  | N/A     | $3437964.00        | $3444011.47        | Agency Collateralized Mortgage Obligation |
| GNMA_26-2K                                                 | 2056-01-20      | 4.5000%  | N/A     | $1101532.00        | $1064289.20        | Agency Collateralized Mortgage Obligation |
| GNMA_26-2K                                                 | 2056-01-20      | 4.5000%  | N/A     | $28500000.00       | $28299900.90       | Agency Collateralized Mortgage Obligation |
| GNMA_26-2Q                                                 | 2056-01-20      | 5.5000%  | N/A     | $11807000.00       | $11816840.46       | Agency Collateralized Mortgage Obligation |
| GNMA_26-2Q                                                 | 2056-01-20      | 5.5000%  | N/A     | $15793000.00       | $16072885.92       | Agency Collateralized Mortgage Obligation |
| GNMA_26-30A                                                | 2066-02-20      | 0.9500%  | N/A     | $50000000.00       | $1403886.11        | Agency Collateralized Mortgage Obligation |
| GNMA_26-30A                                                | 2066-02-20      | 6.0000%  | N/A     | $551006.00         | $552978.23         | Agency Collateralized Mortgage Obligation |
| GNMA_26-30B                                                | 2056-02-20      | 4.5356%  | N/A     | $25979276.00       | $26106910.11       | Agency Collateralized Mortgage Obligation |
| GNMA_26-30B                                                | 2056-02-20      | 4.5000%  | N/A     | $33014000.00       | $32886103.76       | Agency Collateralized Mortgage Obligation |
| GNMA_26-30B                                                | 2056-02-20      | 1.9644%  | N/A     | $124759844.00      | $13034655.06       | Agency Collateralized Mortgage Obligation |
| GNMA_26-30C                                                | 2056-02-20      | 4.5000%  | N/A     | $13995956.00       | $13936025.32       | Agency Collateralized Mortgage Obligation |
| GNMA_26-30C                                                | 2056-02-20      | 2.5433%  | N/A     | $55983823.00       | $7092508.49        | Agency Collateralized Mortgage Obligation |
| GNMA_26-30E                                                | 2056-02-20      | 1.9544%  | N/A     | $116613500.00      | $5174610.27        | Agency Collateralized Mortgage Obligation |
| GNMA_26-30F                                                | 2056-02-20      | 0.6758%  | N/A     | $75000000.00       | $1254330.42        | Agency Collateralized Mortgage Obligation |
| GNMA_26-30G                                                | 2056-02-20      | 1.3444%  | N/A     | $516684874.00      | $20745627.79       | Agency Collateralized Mortgage Obligation |
| GNMA_26-30G                                                | 2037-03-20      | 4.5000%  | N/A     | $11113000.00       | $11331414.90       | Agency Collateralized Mortgage Obligation |
| GNMA_26-30H                                                | 2056-02-20      | 0.0600%  | N/A     | $100000000.00      | $170966.67         | Agency Collateralized Mortgage Obligation |
| GNMA_26-30H                                                | 2056-02-20      | 1.3818%  | N/A     | $350000000.00      | $16893339.85       | Agency Collateralized Mortgage Obligation |
| GNMA_26-30J                                                | 2056-02-20      | 1.3920%  | N/A     | $70000000.00       | $5758455.99        | Agency Collateralized Mortgage Obligation |
| GNMA_26-30J                                                | 2051-03-20      | 4.5000%  | N/A     | $67719925.00       | $67578187.20       | Agency Collateralized Mortgage Obligation |
| GNMA_26-30J                                                | 2037-03-20      | 4.5000%  | N/A     | $12610147.00       | $12858415.58       | Agency Collateralized Mortgage Obligation |
| GNMA_26-30K                                                | 2066-02-20      | 1.3188%  | N/A     | $68293333.00       | $2857900.03        | Agency Collateralized Mortgage Obligation |
| GNMA_26-30K                                                | 2066-02-20      | 4.5000%  | N/A     | $170000.00         | $163425.08         | Agency Collateralized Mortgage Obligation |
| GNMA_26-30K                                                | 2066-02-20      | 5.5000%  | N/A     | $10217297.00       | $10217810.13       | Agency Collateralized Mortgage Obligation |
| GNMA_26-30M                                                | 2056-02-20      | 0.6922%  | N/A     | $32000000.00       | $637682.71         | Agency Collateralized Mortgage Obligation |
| GNMA_26-30M                                                | 2056-02-20      | 0.0300%  | N/A     | $32000000.00       | $19354.67          | Agency Collateralized Mortgage Obligation |
| GNMA_26-30M                                                | 2056-02-20      | 0.0500%  | N/A     | $10000000.00       | $9037.22           | Agency Collateralized Mortgage Obligation |
| GNMA_26-30M                                                | 2056-02-20      | 4.7579%  | N/A     | $10000000.00       | $10128731.38       | Agency Collateralized Mortgage Obligation |
| GNMA_26-30M                                                | 2056-02-20      | 5.5000%  | N/A     | $73000000.00       | $74227146.22       | Agency Collateralized Mortgage Obligation |
| GNMA_26-30M                                                | 2056-02-20      | 0.6922%  | N/A     | $220000000.00      | $4385168.64        | Agency Collateralized Mortgage Obligation |
| GNMA_26-30N                                                | 2056-02-20      | 1.4418%  | N/A     | $200000000.00      | $10374670.39       | Agency Collateralized Mortgage Obligation |
| GNMA_26-30N                                                | 2056-02-20      | 4.5000%  | N/A     | $21256576.00       | $21145276.57       | Agency Collateralized Mortgage Obligation |
| GNMA_26-30N                                                | 2056-02-20      | 4.5000%  | N/A     | $22434238.00       | $22241572.76       | Agency Collateralized Mortgage Obligation |
| GNMA_26-30N                                                | 2056-02-20      | 2.0418%  | N/A     | $150000000.00      | $10528802.79       | Agency Collateralized Mortgage Obligation |
| GNMA_26-30P                                                | 2056-02-20      | 1.4425%  | N/A     | $106301607.00      | $4389138.10        | Agency Collateralized Mortgage Obligation |
| GNMA_26-31A                                                | 2065-10-16      | 0.0000%  | N/A     | $28000000.00       | $26896072.00       | Agency Collateralized Mortgage Obligation |
| GNMA_26-31A                                                | 2065-10-16      | 0.0000%  | N/A     | $52345178.00       | $50059473.46       | Agency Collateralized Mortgage Obligation |
| GNMA_26-31B                                                | 2068-05-16      | 0.0000%  | N/A     | $38725203.00       | $36877778.47       | Agency Collateralized Mortgage Obligation |
| GNMA_26-31B                                                | 2068-05-16      | 0.0000%  | N/A     | $217831233.00      | $20148299.90       | Agency Collateralized Mortgage Obligation |
| GNMA_26-31B                                                | 2067-09-16      | 4.2500%  | N/A     | $14679085.00       | $14472791.67       | Agency Collateralized Mortgage Obligation |
| GNMA_26-31B                                                | 2040-09-16      | 4.0000%  | N/A     | $30426945.00       | $29912878.38       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                           | 2051-07-16      | 3.7377%  | N/A     | $2200230.00        | $576323.88         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_13-163       | 2046-02-16      | 1.0087%  | N/A     | $265344000.00      | $188159.56         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_13-30        | 2053-09-16      | 0.5334%  | N/A     | $100000000.00      | $169339.75         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-164       | 2048-12-20      | 4.1817%  | N/A     | $10000000.00       | $1817982.02        | Agency Collateralized Mortgage Obligation |

### Security 18: Citibank NA

- **C.1 - Title:** Citibank NA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: E57ODZWZ7FF32TWEFA76, C.5 - Other ID: BYJ0453G1
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2035-07-15      | 1.8750%  | N/A     | $100.00            | $103.03            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 0.1250%  | N/A     | $200.00            | $140.83            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.7500%  | N/A     | $70500.00          | $71144.24          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-15      | 1.7500%  | N/A     | $100.00            | $94.48             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.5000%  | N/A     | $700.00            | $706.79            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-31      | 3.6250%  | N/A     | $2064100.00        | $2092969.41        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 3.8750%  | N/A     | $200.00            | $204.10            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 0.6250%  | N/A     | $100.00            | $108.62            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-29      | 1.1250%  | N/A     | $600.00            | $576.51            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-15      | 1.6250%  | N/A     | $2000.00           | $2087.52           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-01-15      | 1.7500%  | N/A     | $1900.00           | $2038.98           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 3.3750%  | N/A     | $100.00            | $100.67            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | N/A     | $76353800.00       | $79188015.09       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 3.5000%  | N/A     | $15800.00          | $15825.13          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 2.6250%  | N/A     | $2700.00           | $2638.65           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 3.8049%  | N/A     | $3200.00           | $3210.99           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 0.3750%  | N/A     | $200.00            | $191.45            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 4.2500%  | N/A     | $25700.00          | $26119.65          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-01-31      | 4.0000%  | N/A     | $571900.00         | $581292.56         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-10-31      | 4.1250%  | N/A     | $900.00            | $933.00            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-07-15      | 1.3750%  | N/A     | $200.00            | $212.97            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 2.7500%  | N/A     | $2900.00           | $2863.79           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 3.7729%  | N/A     | $1167.00           | $1170.51           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 1.7500%  | N/A     | $26200.00          | $41226.30          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-15      | 5.3750%  | N/A     | $100.00            | $108.15            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 6.6250%  | N/A     | $3000.00           | $3095.18           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.1250%  | N/A     | $38700.00          | $38713.46          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 1.6250%  | N/A     | $400.00            | $397.96            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-15      | 4.0000%  | N/A     | $4277700.00        | $4351583.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.1250%  | N/A     | $400.00            | $401.25            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-07-15      | 1.8750%  | N/A     | $100.00            | $106.18            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-30      | 4.3750%  | N/A     | $200.00            | $209.00            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 4.1250%  | N/A     | $400.00            | $409.56            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 0.6250%  | N/A     | $200.00            | $177.66            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2056-02-15      | 2.3750%  | N/A     | $534200.00         | $526309.05         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-01      | 0.0000%  | N/A     | $1000.00           | $979.24            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-11-15      | 2.7500%  | N/A     | $100.00            | $74.28             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 4.6250%  | N/A     | $800.00            | $808.43            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 0.3750%  | N/A     | $900.00            | $1203.87           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.8750%  | N/A     | $400.00            | $411.26            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 2.1250%  | N/A     | $6900.00           | $6907.23           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.2500%  | N/A     | $100.00            | $98.56             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 6.1250%  | N/A     | $2000.00           | $2122.88           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-04-30      | 4.6250%  | N/A     | $700.00            | $743.68            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-15      | 1.6250%  | N/A     | $1100.00           | $1001.41           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 2.0000%  | N/A     | $1100.00           | $669.37            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 0.5000%  | N/A     | $5400.00           | $5193.60           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-02-15      | 1.0000%  | N/A     | $52315100.00       | $52111227.87       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.6250%  | N/A     | $100.00            | $98.93             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 3.6250%  | N/A     | $500.00            | $1070.83           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 3.8750%  | N/A     | $11086300.00       | $11262130.86       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-11-15      | 2.0000%  | N/A     | $4300.00           | $3110.06           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 2.8750%  | N/A     | $1500.00           | $1493.97           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 0.5000%  | N/A     | $2400.00           | $2321.38           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-15      | 1.6250%  | N/A     | $4800.00           | $4800.82           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 3.5000%  | N/A     | $4400.00           | $4459.28           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 1.8750%  | N/A     | $100.00            | $99.70             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 0.7500%  | N/A     | $11000.00          | $10970.57          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 0.5000%  | N/A     | $800.00            | $767.27            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 4.2500%  | N/A     | $273800.00         | $285650.77         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 0.7500%  | N/A     | $2100.00           | $1996.55           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 5.2500%  | N/A     | $4300.00           | $4561.36           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 2.3750%  | N/A     | $7900.00           | $7942.89           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-31      | 2.2500%  | N/A     | $100.00            | $100.80            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-15      | 0.1250%  | N/A     | $400.00            | $494.95            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 0.6250%  | N/A     | $200.00            | $197.53            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 3.8750%  | N/A     | $1000.00           | $1021.85           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 3.5000%  | N/A     | $34100.00          | $34501.55          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-15      | 1.5000%  | N/A     | $200.00            | $185.28            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-31      | 4.1250%  | N/A     | $336900.00         | $347773.73         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.5000%  | N/A     | $773400.00         | $782050.67         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 2.7500%  | N/A     | $100.00            | $98.43             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.1250%  | N/A     | $5000.00           | $4934.61           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 1.7500%  | N/A     | $200.00            | $197.54            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-31      | 4.8750%  | N/A     | $3900.00           | $4178.37           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.6250%  | N/A     | $300.00            | $297.58            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 4.1250%  | N/A     | $105900.00         | $109710.13         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-12-31      | 3.6250%  | N/A     | $1018800.00        | $1026388.03        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-31      | 0.7500%  | N/A     | $5500.00           | $5502.26           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-15      | 6.1250%  | N/A     | $100.00            | $108.65            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-15      | 2.3750%  | N/A     | $2200.00           | $2141.75           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-31      | 4.5000%  | N/A     | $1800.00           | $1834.30           | U.S. Treasuries (including strips) |

### Security 19: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc.
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BRTBNRY29
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRA 2023-02O IA | 2073-01-20      | 0.0000%  | N/A     | $269339702.00      | $11163179.54       | Agency Mortgage-Backed Securities         |
| GNMA_10-158E          | 2040-12-20      | 2.4366%  | N/A     | $796960.00         | $223675.72         | Agency Collateralized Mortgage Obligation |
| GNMA_20-H20A          | 2070-04-20      | 1.9999%  | N/A     | $232125070.00      | $8032746.44        | Agency Collateralized Mortgage Obligation |
| GNMA_21-15J           | 2051-01-20      | 2.5000%  | N/A     | $92839025.00       | $9343812.51        | Agency Collateralized Mortgage Obligation |
| GNMA_21-27R           | 2051-02-20      | 3.5000%  | N/A     | $72836094.00       | $8190669.86        | Agency Collateralized Mortgage Obligation |
| GNMA_21-30B           | 2051-02-20      | 2.5000%  | N/A     | $91634590.00       | $8693651.35        | Agency Collateralized Mortgage Obligation |
| GNMA_22-88G           | 2052-06-20      | 0.0000%  | N/A     | $18287585.00       | $10680213.86       | Agency Collateralized Mortgage Obligation |
| GNMA_22-H09A          | 2072-04-20      | 0.8493%  | N/A     | $184875473.00      | $10024417.41       | Agency Collateralized Mortgage Obligation |
| GNMA_22-H19           | 2072-09-20      | 0.8661%  | N/A     | $145915613.00      | $8992704.52        | Agency Collateralized Mortgage Obligation |
| GNMA_23-171D          | 2051-02-20      | 3.0000%  | N/A     | $111719330.00      | $15100338.81       | Agency Collateralized Mortgage Obligation |
| GNMA_23-H03           | 2073-02-20      | 1.0735%  | N/A     | $144543252.00      | $10782106.61       | Agency Collateralized Mortgage Obligation |
| GNMA_23-H08A          | 2073-03-20      | 1.0261%  | N/A     | $129750000.00      | $8839286.32        | Agency Collateralized Mortgage Obligation |
| GNMA_23-H11           | 2073-05-20      | 0.7454%  | N/A     | $299874188.00      | $17344441.79       | Agency Collateralized Mortgage Obligation |
| GNMA_23-H14           | 2073-06-20      | 0.8066%  | N/A     | $262029452.00      | $16446050.28       | Agency Collateralized Mortgage Obligation |
| GNMA_23-H19           | 2073-08-20      | 0.9966%  | N/A     | $153062227.00      | $11266936.89       | Agency Collateralized Mortgage Obligation |
| GNMA_23-H21           | 2073-09-20      | 0.9031%  | N/A     | $119230504.00      | $8184315.76        | Agency Collateralized Mortgage Obligation |
| GNMA_23-H24           | 2073-10-20      | 0.8829%  | N/A     | $150034242.00      | $9646569.64        | Agency Collateralized Mortgage Obligation |
| GNMA_23-H26A          | 2073-11-20      | 0.7697%  | N/A     | $258663185.00      | $16186652.90       | Agency Collateralized Mortgage Obligation |
| GNMA_24-131G          | 2054-08-20      | 7.0000%  | N/A     | $58229187.00       | $13194609.94       | Agency Collateralized Mortgage Obligation |
| GNMA_24-164E          | 2054-01-20      | 7.5000%  | N/A     | $59657397.00       | $8560449.92        | Agency Collateralized Mortgage Obligation |
| GNMA_24-42H           | 2054-03-20      | 7.0000%  | N/A     | $59162651.00       | $12269219.72       | Agency Collateralized Mortgage Obligation |
| GNMA_24-47D           | 2064-06-16      | 0.7500%  | N/A     | $630790581.00      | $31113861.24       | Agency Collateralized Mortgage Obligation |
| GNMA_24-61C           | 2054-04-20      | 7.0000%  | N/A     | $45094359.00       | $9165004.49        | Agency Collateralized Mortgage Obligation |
| GNMA_24-H01           | 2074-01-20      | 0.9650%  | N/A     | $173057386.00      | $12516015.90       | Agency Collateralized Mortgage Obligation |
| GNMA_24-H08C          | 2074-05-20      | 0.9784%  | N/A     | $125401026.00      | $9655272.90        | Agency Collateralized Mortgage Obligation |
| GNMA_24-H11A          | 2074-07-20      | 0.8745%  | N/A     | $245000000.00      | $15645421.72       | Agency Collateralized Mortgage Obligation |
| GNMA_24-H12           | 2074-07-20      | 0.9256%  | N/A     | $145141290.00      | $10804316.31       | Agency Collateralized Mortgage Obligation |
| GNMA_24-H13           | 2074-08-20      | 0.9891%  | N/A     | $112355085.00      | $8767396.97        | Agency Collateralized Mortgage Obligation |
| GNMA_24-H14A          | 2074-08-20      | 0.8828%  | N/A     | $252746620.00      | $17406951.85       | Agency Collateralized Mortgage Obligation |
| GNMA_24-H16           | 2074-09-20      | 0.9283%  | N/A     | $150943962.00      | $11438739.03       | Agency Collateralized Mortgage Obligation |
| GNMA_24-H18A          | 2074-10-20      | 0.8565%  | N/A     | $163517817.00      | $11697639.38       | Agency Collateralized Mortgage Obligation |
| GNMA_25-108D          | 2055-06-20      | 2.2185%  | N/A     | $113242857.00      | $8745784.46        | Agency Collateralized Mortgage Obligation |
| GNMA_25-113E          | 2055-07-20      | 2.2385%  | N/A     | $150000000.00      | $8353674.04        | Agency Collateralized Mortgage Obligation |
| GNMA_25-115F          | 2055-07-20      | 0.8385%  | N/A     | $830000000.00      | $11546617.53       | Agency Collateralized Mortgage Obligation |
| GNMA_25-120F          | 2053-02-20      | 3.1885%  | N/A     | $173368195.00      | $11391844.59       | Agency Collateralized Mortgage Obligation |
| GNMA_25-135F          | 2050-06-20      | 2.2683%  | N/A     | $128484230.00      | $15287270.41       | Agency Collateralized Mortgage Obligation |
| GNMA_25-144A          | 2067-09-16      | 0.8591%  | N/A     | $164014995.00      | $12442895.73       | Agency Collateralized Mortgage Obligation |
| GNMA_25-153A          | 2067-09-16      | 0.8537%  | N/A     | $120000000.00      | $9101383.83        | Agency Collateralized Mortgage Obligation |
| GNMA_25-187A          | 2055-11-20      | 1.8020%  | N/A     | $92304726.00       | $8153193.00        | Agency Collateralized Mortgage Obligation |
| GNMA_25-212           | 2068-07-16      | 0.8012%  | N/A     | $247429364.00      | $19373166.65       | Agency Collateralized Mortgage Obligation |
| GNMA_25-217           | 2068-02-16      | 0.7614%  | N/A     | $302258735.00      | $22215564.82       | Agency Collateralized Mortgage Obligation |
| GNMA_25-29B           | 2055-02-20      | 2.9885%  | N/A     | $132528715.00      | $9610478.72        | Agency Collateralized Mortgage Obligation |
| GNMA_25-93            | 2067-04-16      | 0.8121%  | N/A     | $171736842.00      | $11807785.96       | Agency Collateralized Mortgage Obligation |
| GNMA_25-98A           | 2055-06-20      | 2.1585%  | N/A     | $122670979.00      | $9566615.82        | Agency Collateralized Mortgage Obligation |
| GNMA_25-H08B          | 2075-03-20      | 2.0467%  | N/A     | $119892148.00      | $8110570.65        | Agency Collateralized Mortgage Obligation |
| GNMA_25-H13A          | 2075-06-20      | 1.1179%  | N/A     | $137773463.00      | $10691051.68       | Agency Collateralized Mortgage Obligation |
| GNMA_26-10H           | 2056-01-20      | 2.6385%  | N/A     | $127347278.00      | $13233187.44       | Agency Collateralized Mortgage Obligation |

### Security 20: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc.
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BYDXTCQM5
- **C.18 - Value (incl. sponsor support):** $1850000000.00
- **C.18.a - Value (excl. sponsor support):** $1850000000.00
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-07-22
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-11-15      | 3.5000%  | N/A     | $1571749400.00     | $1589329807.80     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-15      | 3.5000%  | N/A     | $1900.00           | $1926.69           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 4.8750%  | N/A     | $242104700.00      | $254638109.87      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 4.5000%  | N/A     | $1874800.00        | $1953715.48        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 4.6250%  | N/A     | $100.00            | $104.79            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.1250%  | N/A     | $40966200.00       | $40980452.16       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-15      | 2.3750%  | N/A     | $86500.00          | $95928.87          | U.S. Treasuries (including strips) |

### Security 21: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc.
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BYJ0453B2
- **C.18 - Value (incl. sponsor support):** $80000000.00
- **C.18.a - Value (excl. sponsor support):** $80000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-06-30      | 1.2500%  | N/A     | $85630000.00       | $81600060.60       | U.S. Treasuries (including strips) |

### Security 22: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc.
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BYJ0453C0
- **C.18 - Value (incl. sponsor support):** $5000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 4 1/2 NOTE Z 29 | 2029-05-31      | 4.5000%  | N/A     | $4894000.00        | $5100001.91        | U.S. Treasuries (including strips) |

### Security 23: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc.
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BYJ0453J5
- **C.18 - Value (incl. sponsor support):** $239000000.00
- **C.18.a - Value (excl. sponsor support):** $239000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-12-15      | 3.5000%  | N/A     | $102413527.00      | $103261550.11      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-31      | 3.6250%  | N/A     | $138580230.00      | $140518473.99      | U.S. Treasuries (including strips) |

### Security 24: Credit Agricole Corporate & Investment Bank SA

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank SA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 254900BN8XS34XZDJ223, C.5 - Other ID: BYDYMTX11
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-09
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2031-01-15      | 0.1250%  | N/A     | $14232400.00       | $16837798.84       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-02-15      | 0.0000%  | N/A     | $6.40              | $4.45              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 0.0000%  | N/A     | $2679603.84        | $2414349.85        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 0.0000%  | N/A     | $2699830.00        | $1202139.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 0.0000%  | N/A     | $300.00            | $243.30            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-05-15      | 0.0000%  | N/A     | $19.96             | $5.30              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-08-15      | 0.0000%  | N/A     | $1049868.33        | $302345.28         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 0.0000%  | N/A     | $500.00            | $491.59            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 0.0000%  | N/A     | $2700000.00        | $1135549.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-08-15      | 0.0000%  | N/A     | $4572092.16        | $2095289.25        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-02-15      | 0.0000%  | N/A     | $2543730.00        | $826816.54         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-15      | 0.0000%  | N/A     | $19497014.05       | $15110458.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-15      | 0.0000%  | N/A     | $1.00              | $0.88              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-02-15      | 0.0000%  | N/A     | $190.00            | $119.12            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 1.2500%  | N/A     | $246720700.00      | $237130937.52      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-15      | 0.0000%  | N/A     | $7602046.74        | $6021421.58        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-05-15      | 0.0000%  | N/A     | $1155000.00        | $288725.75         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-05-15      | 0.0000%  | N/A     | $149900.00         | $47082.09          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-11-15      | 0.0000%  | N/A     | $1000.00           | $304.14            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-15      | 1.1250%  | N/A     | $1620700.00        | $1632599.99        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.0000%  | N/A     | $2699996.16        | $2297580.63        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 0.0000%  | N/A     | $2543932.79        | $652310.16         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 0.0000%  | N/A     | $3869996.00        | $1649996.01        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-06      | 0.0000%  | N/A     | $100.00            | $98.43             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 0.0000%  | N/A     | $2700000.00        | $968406.30         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-05-15      | 0.0000%  | N/A     | $1400.00           | $1016.13           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-08-15      | 0.0000%  | N/A     | $10478.32          | $6045.73           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 0.0000%  | N/A     | $2690432.00        | $2468097.39        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 0.0000%  | N/A     | $2699980.00        | $2608947.47        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 0.0000%  | N/A     | $3821900.00        | $964318.88         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-08-15      | 0.0000%  | N/A     | $2699996.16        | $2021854.32        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-08-15      | 0.0000%  | N/A     | $3498000.00        | $1025882.95        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 0.0000%  | N/A     | $7681230.00        | $3059234.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-11-15      | 0.0000%  | N/A     | $8434338.47        | $3229617.85        | U.S. Treasuries (including strips) |

### Security 25: Credit Agricole Corporate & Investment Bank SA

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank SA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 254900BN8XS34XZDJ223, C.5 - Other ID: BYJ045371
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2033-01-15      | 1.1250%  | N/A     | $6.00              | $6.68              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 2.6250%  | N/A     | $1088319.00        | $1060263.93        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.2500%  | N/A     | $62494.00          | $61591.11          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 0.0000%  | N/A     | $168749.00         | $84362.75          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 0.0000%  | N/A     | $168748.00         | $79670.04          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 1.2500%  | N/A     | $2678444.00        | $2566905.63        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-08-15      | 0.0000%  | N/A     | $0.00              | $0.13              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 0.0000%  | N/A     | $7.00              | $1.70              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 4.2500%  | N/A     | $6.00              | $6.35              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-15      | 4.1250%  | N/A     | $6.00              | $6.45              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-12-31      | 3.7500%  | N/A     | $1256812.00        | $1273132.57        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-05-15      | 0.0000%  | N/A     | $19.00             | $5.31              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.6250%  | N/A     | $12.00             | $12.78             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-15      | 0.1250%  | N/A     | $919250.00         | $1091982.54        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-05-15      | 0.0000%  | N/A     | $12.00             | $3.12              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 0.6250%  | N/A     | $14900300.00       | $16184397.14       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-15      | 0.7500%  | N/A     | $6.00              | $8.07              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 0.0000%  | N/A     | $0.00              | $0.03              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-08-15      | 0.0000%  | N/A     | $258050.00         | $74314.32          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 1.0000%  | N/A     | $7316569.00        | $7812030.62        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 0.5000%  | N/A     | $6.00              | $8.15              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-15      | 0.1250%  | N/A     | $6.00              | $8.49              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-05-15      | 0.0000%  | N/A     | $0.00              | $0.11              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 0.7500%  | N/A     | $3393238.00        | $3914137.60        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-15      | 1.6250%  | N/A     | $200.00            | $211.92            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-15      | 2.1250%  | N/A     | $56.00             | $61.29             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-08-15      | 0.0000%  | N/A     | $0.00              | $0.07              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-15      | 3.5000%  | N/A     | $6.00              | $6.15              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-05-15      | 0.0000%  | N/A     | $89641.00          | $22187.20          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 3.5000%  | N/A     | $12.00             | $12.67             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-02-15      | 1.0000%  | N/A     | $15216256.00       | $14649205.81       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-11-15      | 2.0000%  | N/A     | $6.00              | $4.52              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.1250%  | N/A     | $25.00             | $20.80             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 1.3750%  | N/A     | $6.00              | $5.95              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-08-15      | 0.0000%  | N/A     | $0.00              | $0.17              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 2.1250%  | N/A     | $7102294.00        | $6985192.28        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 0.2500%  | N/A     | $15662006.00       | $11865426.62       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 4.7500%  | N/A     | $42125.00          | $43739.38          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | N/A     | $103312.00         | $91527.36          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 0.0000%  | N/A     | $0.00              | $0.01              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-11-15      | 0.0000%  | N/A     | $228350.00         | $57608.01          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-21      | 0.0000%  | N/A     | $6.00              | $6.20              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-08-15      | 0.0000%  | N/A     | $1.00              | $0.32              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-05-15      | 0.0000%  | N/A     | $0.00              | $0.11              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 3.8750%  | N/A     | $56.00             | $56.70             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-15      | 2.7500%  | N/A     | $12.00             | $11.80             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 0.0000%  | N/A     | $0.00              | $0.04              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-11-15      | 2.7500%  | N/A     | $6.00              | $4.64              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.5000%  | N/A     | $62.00             | $63.11             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-11-15      | 4.0000%  | N/A     | $6.00              | $6.31              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-08-15      | 4.2500%  | N/A     | $6.00              | $6.39              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 4.5000%  | N/A     | $12450.00          | $12789.10          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-27      | 0.0000%  | N/A     | $38400.00          | $37403.14          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 0.0000%  | N/A     | $14.00             | $6.00              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-02-15      | 0.0000%  | N/A     | $977237.00         | $612656.50         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 0.0000%  | N/A     | $461329.00         | $188554.44         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-12-31      | 3.6250%  | N/A     | $62.00             | $62.96             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-05-15      | 0.0000%  | N/A     | $0.00              | $0.02              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-08-15      | 0.0000%  | N/A     | $0.00              | $0.01              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 0.1250%  | N/A     | $386075.00         | $439229.21         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-02-15      | 0.0000%  | N/A     | $0.00              | $0.28              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-02-15      | 0.0000%  | N/A     | $0.00              | $0.03              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 0.0000%  | N/A     | $18501.00          | $13200.33          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-02-15      | 0.0000%  | N/A     | $0.00              | $0.11              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-05      | 0.0000%  | N/A     | $6.00              | $6.25              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-31      | 4.6250%  | N/A     | $12.00             | $13.23             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-02-15      | 1.0000%  | N/A     | $13451819.00       | $13399396.97       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-02-15      | 0.0000%  | N/A     | $5.00              | $2.89              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 0.0000%  | N/A     | $1.00              | $0.25              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-11-15      | 0.0000%  | N/A     | $12.00             | $8.45              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-08-15      | 3.0000%  | N/A     | $75.00             | $55.58             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-30      | 3.7500%  | N/A     | $7848750.00        | $7910903.90        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 3.7500%  | N/A     | $6466712.00        | $6497772.73        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 1.1250%  | N/A     | $19.00             | $12.30             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-02-15      | 3.0000%  | N/A     | $6.00              | $4.76              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 0.6250%  | N/A     | $6.00              | $5.96              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-11-15      | 0.0000%  | N/A     | $0.00              | $0.02              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-11-15      | 0.0000%  | N/A     | $46.00             | $27.73             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-31      | 4.0000%  | N/A     | $833919.00         | $851458.91         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 0.7500%  | N/A     | $12.00             | $12.99             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-15      | 3.8750%  | N/A     | $12.00             | $12.82             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.1250%  | N/A     | $1340500.00        | $1386747.36        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 4.5000%  | N/A     | $12.00             | $12.80             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-15      | 0.2500%  | N/A     | $128806.00         | $159518.08         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-15      | 1.6250%  | N/A     | $1370381.00        | $1430348.21        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 1.3750%  | N/A     | $8130975.00        | $9780777.10        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 3.2500%  | N/A     | $62.00             | $62.36             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 0.1250%  | N/A     | $22068475.00       | $15540005.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 1.5000%  | N/A     | $16100356.00       | $14215944.42       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-15      | 0.1250%  | N/A     | $19.00             | $20.47             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.8750%  | N/A     | $1766775.00        | $1790447.25        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-02-15      | 0.0000%  | N/A     | $1.00              | $0.20              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 0.0000%  | N/A     | $1.00              | $0.17              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 0.0000%  | N/A     | $0.00              | $0.18              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-01-15      | 1.7500%  | N/A     | $249319.00         | $267556.67         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 4.1250%  | N/A     | $2464906.00        | $2530888.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 0.0000%  | N/A     | $1.00              | $0.27              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-15      | 3.8750%  | N/A     | $171325.00         | $174293.68         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 0.3750%  | N/A     | $371288.00         | $496647.29         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-01-15      | 2.1250%  | N/A     | $44.00             | $46.81             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 0.0000%  | N/A     | $0.00              | $0.01              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 2.2500%  | N/A     | $75.00             | $73.73             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-08-15      | 0.0000%  | N/A     | $1.00              | $0.39              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 1.7500%  | N/A     | $38.00             | $59.01             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 4.0000%  | N/A     | $75.00             | $71.27             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 4.5000%  | N/A     | $12.00             | $12.42             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-08-15      | 2.7500%  | N/A     | $6.00              | $4.62              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 4.1250%  | N/A     | $125.00            | $127.99            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-08-15      | 3.3750%  | N/A     | $31.00             | $27.14             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 1.6250%  | N/A     | $6.00              | $6.98              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-05-15      | 0.0000%  | N/A     | $6.00              | $1.69              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-05-15      | 0.0000%  | N/A     | $0.00              | $0.08              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 0.0000%  | N/A     | $6.00              | $2.74              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 4.7500%  | N/A     | $6.00              | $6.39              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 0.0000%  | N/A     | $1.00              | $0.37              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-15      | 0.1250%  | N/A     | $6.00              | $7.73              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-24      | 0.0000%  | N/A     | $6.00              | $6.23              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-31      | 4.1250%  | N/A     | $3833994.00        | $3937000.35        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 1.1250%  | N/A     | $1505412.00        | $973319.83         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 4.2500%  | N/A     | $25.00             | $25.31             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 0.0000%  | N/A     | $656.00            | $172.62            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 0.7500%  | N/A     | $6.00              | $6.24              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 3.7500%  | N/A     | $6.00              | $6.34              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-08-15      | 0.0000%  | N/A     | $199358.00         | $66478.71          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-05-15      | 0.0000%  | N/A     | $0.00              | $0.08              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-11-15      | 0.0000%  | N/A     | $38.00             | $12.60             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-05-15      | 0.0000%  | N/A     | $0.00              | $0.01              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 0.8750%  | N/A     | $56.00             | $56.46             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-15      | 4.0000%  | N/A     | $6.00              | $6.36              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 2.7500%  | N/A     | $1727438.00        | $1700290.65        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-05-15      | 0.0000%  | N/A     | $34.00             | $9.91              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-08-15      | 0.0000%  | N/A     | $0.00              | $0.02              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 2.1250%  | N/A     | $12.00             | $19.04             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 2.7500%  | N/A     | $6.00              | $6.19              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-11-15      | 4.6250%  | N/A     | $62.00             | $62.85             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 5.0000%  | N/A     | $19.00             | $20.00             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 1.5000%  | N/A     | $679012.00         | $666961.24         | U.S. Treasuries (including strips) |

### Security 26: Credit Agricole Corporate & Investment Bank SA

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank SA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 254900BN8XS34XZDJ223, C.5 - Other ID: BYJ045397
- **C.18 - Value (incl. sponsor support):** $5000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 3 3/8 TRIB 32 | 2032-04-15      | 3.3750%  | N/A     | $348200.00         | $720551.17         | U.S. Treasuries (including strips) |
| 4 1/2 TPRN 54 | 2054-11-15      | 0.0000%  | N/A     | $1600.00           | $407.59            | U.S. Treasuries (including strips) |
| 4 3/8 TPRN 41 | 2041-05-15      | 0.0000%  | N/A     | $3074100.00        | $1554326.44        | U.S. Treasuries (including strips) |
| TINT 05/15/38 | 2038-05-15      | 0.0000%  | N/A     | $467751.34         | $273739.78         | U.S. Treasuries (including strips) |
| TINT 08/15/51 | 2051-08-15      | 0.0000%  | N/A     | $101.99            | $29.37             | U.S. Treasuries (including strips) |
| TINT 11/15/35 | 2035-11-15      | 0.0000%  | N/A     | $3803107.32        | $2550945.64        | U.S. Treasuries (including strips) |

### Security 27: Credit Agricole Corporate & Investment Bank SA

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank SA
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 254900BN8XS34XZDJ223, C.5 - Other ID: BYJ0453D8
- **C.18 - Value (incl. sponsor support):** $550000000.00
- **C.18.a - Value (excl. sponsor support):** $550000000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 0 1/4 TRIN D 29      | 2029-07-15      | 0.2500%  | N/A     | $1644600.00        | $2036729.11        | U.S. Treasuries (including strips) |
| 0 1/8 TRIN X 26      | 2026-04-15      | 0.1250%  | N/A     | $382600.00         | $473419.67         | U.S. Treasuries (including strips) |
| 0 5/8 NOTE C 30      | 2030-05-15      | 0.6250%  | N/A     | $5999000.00        | $5328765.21        | U.S. Treasuries (including strips) |
| 0 7/8 TRIB 47        | 2047-02-15      | 0.8750%  | N/A     | $100.00            | $100.38            | U.S. Treasuries (including strips) |
| 1 1/8 BOND 40        | 2040-05-15      | 1.1250%  | N/A     | $93510400.00       | $61341704.41       | U.S. Treasuries (including strips) |
| 1 3/8 NOTE P 26      | 2026-08-31      | 1.3750%  | N/A     | $26944500.00       | $26818750.47       | U.S. Treasuries (including strips) |
| 1 TRIB 49            | 2049-02-15      | 1.0000%  | N/A     | $3000000.00        | $2888201.72        | U.S. Treasuries (including strips) |
| 2 1/2 TRIB 29        | 2029-01-15      | 2.5000%  | N/A     | $9823200.00        | $15494119.74       | U.S. Treasuries (including strips) |
| 2 3/4 NOTE E 32      | 2032-08-15      | 2.7500%  | N/A     | $39775600.00       | $37543457.05       | U.S. Treasuries (including strips) |
| 2 3/4 NOTE Y 27      | 2027-04-30      | 2.7500%  | N/A     | $100.00            | $100.01            | U.S. Treasuries (including strips) |
| 2 3/8 TRIN AE 28     | 2028-10-15      | 2.3750%  | N/A     | $999900.00         | $1108893.47        | U.S. Treasuries (including strips) |
| 2 7/8 BOND 43        | 2043-05-15      | 2.8750%  | N/A     | $100.00            | $80.57             | U.S. Treasuries (including strips) |
| 2 7/8 BOND 45        | 2045-08-15      | 2.8750%  | N/A     | $1402100.00        | $1084901.57        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AG 30     | 2030-11-30      | 3.5000%  | N/A     | $14461300.00       | $14535308.48       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AV 28     | 2028-12-15      | 3.5000%  | N/A     | $1185800.00        | $1195618.88        | U.S. Treasuries (including strips) |
| 3 1/8 BOND 43        | 2043-02-15      | 3.1250%  | N/A     | $236000.00         | $196308.32         | U.S. Treasuries (including strips) |
| 3 5/8 BOND 53        | 2053-02-15      | 3.6250%  | N/A     | $200.00            | $167.19            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AL 28     | 2028-03-15      | 3.8750%  | N/A     | $100.00            | $102.59            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AQ 28     | 2028-07-15      | 3.8750%  | N/A     | $15625000.00       | $15846451.57       | U.S. Treasuries (including strips) |
| 3 BOND 48            | 2048-02-15      | 3.0000%  | N/A     | $12300.00          | $9454.18           | U.S. Treasuries (including strips) |
| 4 1/2 BOND 44        | 2044-02-15      | 4.5000%  | N/A     | $4000000.00        | $3974886.85        | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AL 27     | 2027-03-15      | 4.2500%  | N/A     | $400.00            | $410.66            | U.S. Treasuries (including strips) |
| 4 1/4 NOTE H 31      | 2031-02-28      | 4.2500%  | N/A     | $200.00            | $210.12            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE F 32      | 2032-11-15      | 4.1250%  | N/A     | $97731900.00       | $100955179.06      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE N 31      | 2031-07-31      | 4.1250%  | N/A     | $28529900.00       | $29296403.05       | U.S. Treasuries (including strips) |
| 4 3/4 BOND 45        | 2045-02-15      | 4.7500%  | N/A     | $100.00            | $102.17            | U.S. Treasuries (including strips) |
| 4 NOTE U 29          | 2029-01-31      | 4.0000%  | N/A     | $100.00            | $101.78            | U.S. Treasuries (including strips) |
| 4 NOTE V 28          | 2028-02-29      | 4.0000%  | N/A     | $100.00            | $103.02            | U.S. Treasuries (including strips) |
| BILL 06/16/26        | 2026-06-16      | 0.0000%  | N/A     | $175500.00         | $173594.07         | U.S. Treasuries (including strips) |
| FEPC 03.000 CLSD0941 | 2052-04-01      | 3.0000%  | N/A     | $7359590.00        | $4860035.21        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 ZLZT2269 | 2048-05-01      | 4.0000%  | N/A     | $1523.00           | $1001.66           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZT0343 | 2048-06-01      | 4.5000%  | N/A     | $1000.00           | $228.79            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF8489 | 2053-03-01      | 5.0000%  | N/A     | $1301.00           | $1263.85           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQZ3479 | 2055-08-01      | 5.0000%  | N/A     | $1960.00           | $1959.89           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQZ9147 | 2055-11-01      | 5.0000%  | N/A     | $1326619.00        | $1334940.27        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD7430 | 2055-01-01      | 5.5000%  | N/A     | $34413965.00       | $29952175.81       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA6051 | 2056-02-01      | 5.5000%  | N/A     | $1003.00           | $1037.72           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD3356 | 2053-07-01      | 6.0000%  | N/A     | $533000.00         | $374985.88         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD7578 | 2055-04-01      | 6.0000%  | N/A     | $1003.00           | $949.10            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLZI5046 | 2036-07-01      | 6.0000%  | N/A     | $7279.00           | $22.50             | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ4181 | 2055-05-01      | 6.5000%  | N/A     | $1920.00           | $1753.12           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSL0678 | 2054-11-01      | 6.5000%  | N/A     | $1023.00           | $903.84            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSL2783 | 2055-04-01      | 6.5000%  | N/A     | $23102200.00       | $21323102.46       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA5991 | 2050-06-01      | 2.5000%  | N/A     | $1024.00           | $459.78            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM7069 | 2051-05-01      | 2.5000%  | N/A     | $1024.00           | $492.99            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM9376 | 2051-10-01      | 2.5000%  | N/A     | $1000.00           | $545.89            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA4859 | 2049-12-01      | 3.0000%  | N/A     | $149000000.00      | $51149251.18       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB8969 | 2054-08-01      | 5.0000%  | N/A     | $54012232.00       | $50351231.00       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB8971 | 2054-08-01      | 5.0000%  | N/A     | $1024.00           | $949.83            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCC1202 | 2055-10-01      | 5.0000%  | N/A     | $1022.00           | $1029.86           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCC1934 | 2056-01-01      | 5.0000%  | N/A     | $1022.00           | $1038.90           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA2224 | 2055-07-01      | 5.0000%  | N/A     | $1024.00           | $1008.89           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY1780 | 2053-05-01      | 5.5000%  | N/A     | $1820998.00        | $1432684.49        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC0864 | 2055-08-01      | 6.0000%  | N/A     | $2145482.00        | $2197263.83        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 GLCB5341 | 2052-12-01      | 6.0000%  | N/A     | $1110.00           | $921.77            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCC0143 | 2055-03-01      | 6.5000%  | N/A     | $1024.00           | $960.63            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCC1267 | 2055-10-01      | 6.5000%  | N/A     | $1008.00           | $952.94            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF8461 | 2056-01-01      | 6.5000%  | N/A     | $1004.00           | $1047.45           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDE7305 | 2055-08-01      | 7.0000%  | N/A     | $1060.00           | $1138.42           | Agency Mortgage-Backed Securities  |
| GNII JM MA0148 M     | 2042-06-20      | 3.5000%  | N/A     | $2471389.00        | $72562.26          | Agency Mortgage-Backed Securities  |
| GNII SF CO4961 C     | 2052-08-20      | 5.5000%  | N/A     | $1770178.00        | $1733648.68        | Agency Mortgage-Backed Securities  |
| GNII SF CX5874 C     | 2053-10-20      | 7.0000%  | N/A     | $1826.00           | $744.89            | Agency Mortgage-Backed Securities  |
| GNII SF DH8936 C     | 2055-03-20      | 7.0000%  | N/A     | $1478072.00        | $1563351.91        | Agency Mortgage-Backed Securities  |
| GNII SF DH8947 C     | 2055-03-20      | 7.5000%  | N/A     | $2062.00           | $2006.05           | Agency Mortgage-Backed Securities  |
| GNII SF DO9873 C     | 2056-01-20      | 5.5000%  | N/A     | $1024.00           | $1046.21           | Agency Mortgage-Backed Securities  |
| GNII SF DP0269 C     | 2056-01-20      | 7.5000%  | N/A     | $1000.00           | $1086.44           | Agency Mortgage-Backed Securities  |
| GNII SF DP3937 C     | 2056-01-20      | 6.5000%  | N/A     | $1000.00           | $1073.22           | Agency Mortgage-Backed Securities  |
| GNII SF DQ2961 C     | 2056-02-20      | 6.5000%  | N/A     | $1000.00           | $1053.05           | Agency Mortgage-Backed Securities  |
| GNII SF MA4511 M     | 2047-06-20      | 4.0000%  | N/A     | $49831296.00       | $4798685.90        | Agency Mortgage-Backed Securities  |
| GNII SF MA5329 M     | 2048-07-20      | 3.5000%  | N/A     | $2985.00           | $363.05            | Agency Mortgage-Backed Securities  |
| GNII SF MA7473 M     | 2051-07-20      | 3.0000%  | N/A     | $10007200.00       | $5304559.45        | Agency Mortgage-Backed Securities  |
| GNII SF MA7533 M     | 2051-08-20      | 2.0000%  | N/A     | $2000.00           | $1125.26           | Agency Mortgage-Backed Securities  |
| GNII SF MA7937 M     | 2052-03-20      | 3.0000%  | N/A     | $21647616.00       | $13977323.95       | Agency Mortgage-Backed Securities  |
| GNII SF MA8725 M     | 2053-03-20      | 5.0000%  | N/A     | $11451136.00       | $8701391.60        | Agency Mortgage-Backed Securities  |
| GNII SF MA9012 M     | 2053-05-20      | 3.0000%  | N/A     | $1024.00           | $703.63            | Agency Mortgage-Backed Securities  |
| GNII SF MA9360 M     | 2053-09-20      | 4.5000%  | N/A     | $7344701.00        | $6701403.87        | Agency Mortgage-Backed Securities  |
| GNII SF MB0022 M     | 2054-10-20      | 3.5000%  | N/A     | $1056.00           | $955.07            | Agency Mortgage-Backed Securities  |
| GNII SF MB0088 M     | 2054-12-20      | 3.5000%  | N/A     | $1000.00           | $904.77            | Agency Mortgage-Backed Securities  |
| GNII SF MB0308 M     | 2055-04-20      | 5.5000%  | N/A     | $1024.00           | $876.46            | Agency Mortgage-Backed Securities  |
| GNII SF MB0486 M     | 2055-06-20      | 6.0000%  | N/A     | $36307000.00       | $35919814.31       | Agency Mortgage-Backed Securities  |
| GNII SP 785330 C     | 2051-02-20      | 3.5000%  | N/A     | $1015000.00        | $491330.95         | Agency Mortgage-Backed Securities  |
| GNMI SF CR3810 X     | 2053-02-15      | 6.5000%  | N/A     | $7936.00           | $7504.71           | Agency Mortgage-Backed Securities  |

### Security 28: Deutsche Bank AG

- **C.1 - Title:** Deutsche Bank AG
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 7LTWFZYICNSX8D621K86, C.5 - Other ID: BYJ0453K2
- **C.18 - Value (incl. sponsor support):** $1450000000.00
- **C.18.a - Value (excl. sponsor support):** $1450000000.00
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2056-02-01      | 5.5000%  | N/A     | $160048774.00      | $163320366.52      | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2056-01-01      | 5.5000%  | N/A     | $208765167.00      | $210423062.87      | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-09-01      | 5.5000%  | N/A     | $168473768.00      | $165075926.78      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2046-01-01      | 5.0000%  | N/A     | $189497951.00      | $191231238.52      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2045-10-01      | 5.0000%  | N/A     | $38742708.00       | $38229884.72       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-04-15      | 5.7500%  | N/A     | $100000.00         | $106763.98         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-02-20      | 5.5000%  | N/A     | $44205984.00       | $45059125.10       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-10-20      | 5.5000%  | N/A     | $17368230.00       | $17485860.01       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-11-20      | 5.5000%  | N/A     | $15072830.00       | $15227330.35       | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY                     | 2049-02-15      | 3.0000%  | N/A     | $7100.00           | $5402.88           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                     | 2032-08-31      | 3.8750%  | N/A     | $341700.00         | $350754.35         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                     | 2054-08-15      | 4.2500%  | N/A     | $50000000.00       | $46638941.99       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                     | 2045-08-15      | 2.8750%  | N/A     | $100.00            | $77.38             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                     | 2049-11-15      | 2.3750%  | N/A     | $42200000.00       | $28321399.23       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                     | 2029-08-15      | 6.1250%  | N/A     | $5000.00           | $5432.60           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                     | 2045-02-15      | 4.7500%  | N/A     | $46000.00          | $46999.47          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                     | 2045-08-15      | 4.8750%  | N/A     | $38843500.00       | $40272009.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                     | 2049-08-15      | 2.2500%  | N/A     | $2000.00           | $1298.83           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                     | 2046-08-15      | 2.2500%  | N/A     | $600.00            | $408.39            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                     | 2028-11-15      | 5.2500%  | N/A     | $5000.00           | $5303.90           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                     | 2045-11-15      | 3.0000%  | N/A     | $6000.00           | $4773.85           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                     | 2028-08-15      | 5.5000%  | N/A     | $5000.00           | $5247.74           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                     | 2046-02-15      | 2.5000%  | N/A     | $36400.00          | $26175.49          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                     | 2054-02-15      | 4.2500%  | N/A     | $400.00            | $373.11            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                     | 2047-02-15      | 3.0000%  | N/A     | $141900.00         | $110304.62         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                     | 2049-05-15      | 2.8750%  | N/A     | $4300.00           | $3218.90           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                     | 2052-08-15      | 3.0000%  | N/A     | $50000000.00       | $37055723.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                     | 2045-05-15      | 5.0000%  | N/A     | $45000.00          | $47987.76          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                     | 2055-08-15      | 4.7500%  | N/A     | $50000000.00       | $50695729.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                     | 2046-05-15      | 2.5000%  | N/A     | $40000000.00       | $28924612.82       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                     | 2044-05-15      | 3.3750%  | N/A     | $25000000.00       | $21460903.31       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                     | 2045-11-15      | 4.6250%  | N/A     | $49000000.00       | $49742021.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                     | 2029-02-15      | 5.2500%  | N/A     | $5000.00           | $5267.48           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                     | 2055-11-15      | 4.6250%  | N/A     | $40000000.00       | $40225091.71       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                     | 2041-05-15      | 2.2500%  | N/A     | $10000000.00       | $7618630.88        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                     | 2027-07-15      | 4.3750%  | N/A     | $259282600.00      | $263668837.90      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                     | 2050-11-15      | 1.6250%  | N/A     | $5100.00           | $2804.33           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                     | 2050-05-15      | 1.2500%  | N/A     | $50000000.00       | $25052558.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                     | 2027-11-15      | 6.1250%  | N/A     | $1200.00           | $1273.74           | U.S. Treasuries (including strips) |

### Security 29: Deutsche Bank AG

- **C.1 - Title:** Deutsche Bank AG
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 7LTWFZYICNSX8D621K86, C.5 - Other ID: BYJ0453N6
- **C.18 - Value (incl. sponsor support):** $5000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-07-15      | 4.3750%  | N/A     | $5015200.00        | $5100041.25        | U.S. Treasuries (including strips) |

### Security 30: Deutsche Bank AG

- **C.1 - Title:** Deutsche Bank AG
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 7LTWFZYICNSX8D621K86, C.5 - Other ID: BYJ047VG6
- **C.18 - Value (incl. sponsor support):** $450000000.00
- **C.18.a - Value (excl. sponsor support):** $450000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2054-05-15      | 4.6250%  | N/A     | $97000000.00       | $97432357.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 2.2500%  | N/A     | $150000000.00      | $94418378.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-08-15      | 2.0000%  | N/A     | $100000000.00      | $59503498.34       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 3.6250%  | N/A     | $100000000.00      | $83593365.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-27      | 0.0000%  | N/A     | $25000000.00       | $24351000.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-29      | 0.0000%  | N/A     | $50000000.00       | $48830000.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-05      | 0.0000%  | N/A     | $40102300.00       | $40078238.62       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-12      | 0.0000%  | N/A     | $10807300.00       | $10793196.47       | U.S. Treasuries (including strips) |

### Security 31: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETR33, C.4 - ISIN: US3133ETR338, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $47998296.48
- **C.18.a - Value (excl. sponsor support):** $47998296.48
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-03-05
- **C.13 - Final Legal Maturity Date:** 2027-03-05
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETZZ3, C.4 - ISIN: US3133ETZZ39, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $74995192.50
- **C.18.a - Value (excl. sponsor support):** $74995192.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-03-25
- **C.13 - Final Legal Maturity Date:** 2027-03-25
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETX69, C.4 - ISIN: US3133ETX690, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $186803085.20
- **C.18.a - Value (excl. sponsor support):** $186803085.20
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-11-19
- **C.13 - Final Legal Maturity Date:** 2027-11-19
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETY35, C.4 - ISIN: US3133ETY359, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $520342588.75
- **C.18.a - Value (excl. sponsor support):** $520342588.75
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-01-20
- **C.13 - Final Legal Maturity Date:** 2027-01-20
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETW94, C.4 - ISIN: US3133ETW940, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $39999538.00
- **C.18.a - Value (excl. sponsor support):** $39999538.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-05-20
- **C.13 - Final Legal Maturity Date:** 2026-05-20
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETL21, C.4 - ISIN: US3133ETL216, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $93862056.93
- **C.18.a - Value (excl. sponsor support):** $93862056.93
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-10-22
- **C.13 - Final Legal Maturity Date:** 2027-10-22
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERHZ7, C.4 - ISIN: US3133ERHZ74, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $95313264.81
- **C.18.a - Value (excl. sponsor support):** $95313264.81
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-06-24
- **C.13 - Final Legal Maturity Date:** 2026-06-24
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWCE8, C.4 - ISIN: US3133EWCE85, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $125093297.46
- **C.18.a - Value (excl. sponsor support):** $125093297.46
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2028-02-09
- **C.13 - Final Legal Maturity Date:** 2028-02-09
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQ46, C.4 - ISIN: US3133ERQ466, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $110352592.14
- **C.18.a - Value (excl. sponsor support):** $110352592.14
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-12-30
- **C.13 - Final Legal Maturity Date:** 2026-12-30
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER3C3, C.4 - ISIN: US3133ER3C35, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $85026712.10
- **C.18.a - Value (excl. sponsor support):** $85026712.10
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-08-07
- **C.13 - Final Legal Maturity Date:** 2026-08-07
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET2E6, C.4 - ISIN: US3133ET2E63, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $109995250.20
- **C.18.a - Value (excl. sponsor support):** $109995250.20
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-03-01
- **C.13 - Final Legal Maturity Date:** 2027-03-01
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETX36, C.4 - ISIN: US3133ETX369, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $79996670.40
- **C.18.a - Value (excl. sponsor support):** $79996670.40
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-04-19
- **C.13 - Final Legal Maturity Date:** 2027-04-19
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETX28, C.4 - ISIN: US3133ETX286, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $151282537.01
- **C.18.a - Value (excl. sponsor support):** $151282537.01
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-11-19
- **C.13 - Final Legal Maturity Date:** 2026-11-19
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAU1, C.4 - ISIN: US3133ETAU17, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $157290375.25
- **C.18.a - Value (excl. sponsor support):** $157290375.25
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-03-26
- **C.13 - Final Legal Maturity Date:** 2027-03-26
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETB97, C.4 - ISIN: US3133ETB977, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $244939524.20
- **C.18.a - Value (excl. sponsor support):** $244939524.20
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-09-24
- **C.13 - Final Legal Maturity Date:** 2027-09-24
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET5N3, C.4 - ISIN: US3133ET5N36, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $250241654.22
- **C.18.a - Value (excl. sponsor support):** $250241654.22
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-05-24
- **C.13 - Final Legal Maturity Date:** 2027-05-24
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETUZ8, C.4 - ISIN: US3133ETUZ83, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $164938554.95
- **C.18.a - Value (excl. sponsor support):** $164938554.95
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-01-27
- **C.13 - Final Legal Maturity Date:** 2027-01-27
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER4V0, C.4 - ISIN: US3133ER4V07, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $79994312.80
- **C.18.a - Value (excl. sponsor support):** $79994312.80
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-02-24
- **C.13 - Final Legal Maturity Date:** 2027-02-24
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET5A1, C.4 - ISIN: US3133ET5A15, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $80207843.15
- **C.18.a - Value (excl. sponsor support):** $80207843.15
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-04-19
- **C.13 - Final Legal Maturity Date:** 2027-04-19
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETR66, C.4 - ISIN: US3133ETR668, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $343195719.03
- **C.18.a - Value (excl. sponsor support):** $343195719.03
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-11-06
- **C.13 - Final Legal Maturity Date:** 2026-11-06
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET3F2, C.4 - ISIN: US3133ET3F20, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $117598899.26
- **C.18.a - Value (excl. sponsor support):** $117598899.26
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERJN2, C.4 - ISIN: US3133ERJN27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $230582423.78
- **C.18.a - Value (excl. sponsor support):** $230582423.78
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-06-26
- **C.13 - Final Legal Maturity Date:** 2026-06-26
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER3G4, C.4 - ISIN: US3133ER3G49, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $430296454.90
- **C.18.a - Value (excl. sponsor support):** $430296454.90
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-02-10
- **C.13 - Final Legal Maturity Date:** 2027-02-10
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETNT0, C.4 - ISIN: US3133ETNT07, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $422343990.99
- **C.18.a - Value (excl. sponsor support):** $422343990.99
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-02-01
- **C.13 - Final Legal Maturity Date:** 2027-02-01
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERR94, C.4 - ISIN: US3133ERR944, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $99636534.90
- **C.18.a - Value (excl. sponsor support):** $99636534.90
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERP21, C.4 - ISIN: US3133ERP211, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $114967283.14
- **C.18.a - Value (excl. sponsor support):** $114967283.14
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-12-23
- **C.13 - Final Legal Maturity Date:** 2026-12-23
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET5D5, C.4 - ISIN: US3133ET5D53, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $57938697.51
- **C.18.a - Value (excl. sponsor support):** $57938697.51
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-11-23
- **C.13 - Final Legal Maturity Date:** 2027-11-23
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETB48, C.4 - ISIN: US3133ETB480, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $170155232.10
- **C.18.a - Value (excl. sponsor support):** $170155232.10
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-10-01
- **C.13 - Final Legal Maturity Date:** 2027-10-01
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET4C8, C.4 - ISIN: US3133ET4C89, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $280463579.09
- **C.18.a - Value (excl. sponsor support):** $280463579.09
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-03-15
- **C.13 - Final Legal Maturity Date:** 2027-03-15
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: Federal Home Loan Bank Bonds

- **C.1 - Title:** Federal Home Loan Bank Bonds
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8WC2, C.4 - ISIN: US3130B8WC23, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1337300863.38
- **C.18.a - Value (excl. sponsor support):** $1337300863.38
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2027-01-11
- **C.12 - Maturity Date (WAL):** 2027-01-11
- **C.13 - Final Legal Maturity Date:** 2027-01-11
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385VR4, C.4 - ISIN: US313385VR48, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $858761754.95
- **C.18.a - Value (excl. sponsor support):** $858761754.95
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-04-17
- **C.12 - Maturity Date (WAL):** 2026-04-17
- **C.13 - Final Legal Maturity Date:** 2026-04-17
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 62: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313384AX7, C.4 - ISIN: US313384AX79, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $194928989.97
- **C.18.a - Value (excl. sponsor support):** $194928989.97
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.4300%
- **C.11 - Maturity Date (WAM):** 2027-01-22
- **C.12 - Maturity Date (WAL):** 2027-01-22
- **C.13 - Final Legal Maturity Date:** 2027-01-22
- **C.10 - Ratings:** Fitch: Agency; Moody's: Agency; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 63: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385C79, C.4 - ISIN: US313385C794, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $75879022.31
- **C.18.a - Value (excl. sponsor support):** $75879022.31
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-08-21
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **C.10 - Ratings:** Fitch: Agency; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 64: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZD1, C.4 - ISIN: US313385ZD16, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $849382605.28
- **C.18.a - Value (excl. sponsor support):** $849382605.28
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-07-10
- **C.12 - Maturity Date (WAL):** 2026-07-10
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **C.10 - Ratings:** Fitch: Agency; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 65: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZG4, C.4 - ISIN: US313385ZG47, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $672908164.23
- **C.18.a - Value (excl. sponsor support):** $672908164.23
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-07-13
- **C.12 - Maturity Date (WAL):** 2026-07-13
- **C.13 - Final Legal Maturity Date:** 2026-07-13
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 66: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZB5, C.4 - ISIN: US313385ZB59, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $221324168.66
- **C.18.a - Value (excl. sponsor support):** $221324168.66
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-07-08
- **C.12 - Maturity Date (WAL):** 2026-07-08
- **C.13 - Final Legal Maturity Date:** 2026-07-08
- **C.10 - Ratings:** Fitch: Agency; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 67: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385YM2, C.4 - ISIN: US313385YM24, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $687534976.50
- **C.18.a - Value (excl. sponsor support):** $687534976.50
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-24
- **C.12 - Maturity Date (WAL):** 2026-06-24
- **C.13 - Final Legal Maturity Date:** 2026-06-24
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 68: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385F76, C.4 - ISIN: US313385F763, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $654929496.35
- **C.18.a - Value (excl. sponsor support):** $654929496.35
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-09-14
- **C.12 - Maturity Date (WAL):** 2026-09-14
- **C.13 - Final Legal Maturity Date:** 2026-09-14
- **C.10 - Ratings:** Fitch: Agency; Moody's: P-1; Standard & Poor's: Agency
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 69: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385A22, C.4 - ISIN: US313385A228, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $64167592.07
- **C.18.a - Value (excl. sponsor support):** $64167592.07
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Fitch: Agency; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 70: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZL3, C.4 - ISIN: US313385ZL32, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $972754816.83
- **C.18.a - Value (excl. sponsor support):** $972754816.83
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-07-17
- **C.12 - Maturity Date (WAL):** 2026-07-17
- **C.13 - Final Legal Maturity Date:** 2026-07-17
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 71: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385D60, C.4 - ISIN: US313385D602, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100479514.21
- **C.18.a - Value (excl. sponsor support):** $100479514.21
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-08-28
- **C.12 - Maturity Date (WAL):** 2026-08-28
- **C.13 - Final Legal Maturity Date:** 2026-08-28
- **C.10 - Ratings:** Fitch: Agency; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 72: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4WF4, C.4 - ISIN: US3130B4WF40, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $500284120.00
- **C.18.a - Value (excl. sponsor support):** $500284120.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-02-05
- **C.13 - Final Legal Maturity Date:** 2027-02-05
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 73: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8QF2, C.4 - ISIN: US3130B8QF28, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $446953165.98
- **C.18.a - Value (excl. sponsor support):** $446953165.98
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-07-24
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 74: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8MR0, C.4 - ISIN: US3130B8MR02, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $221877705.76
- **C.18.a - Value (excl. sponsor support):** $221877705.76
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-04-17
- **C.13 - Final Legal Maturity Date:** 2026-04-17
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 75: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8S94, C.4 - ISIN: US3130B8S943, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $446754589.74
- **C.18.a - Value (excl. sponsor support):** $446754589.74
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 76: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5LU0, C.4 - ISIN: US3130B5LU01, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100003973.00
- **C.18.a - Value (excl. sponsor support):** $100003973.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 77: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7J21, C.4 - ISIN: US3130B7J217, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $437804807.04
- **C.18.a - Value (excl. sponsor support):** $437804807.04
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-04-17
- **C.13 - Final Legal Maturity Date:** 2026-04-17
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7TB0, C.4 - ISIN: US3130B7TB04, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $480838995.04
- **C.18.a - Value (excl. sponsor support):** $480838995.04
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-03-18
- **C.13 - Final Legal Maturity Date:** 2027-03-18
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5VS4, C.4 - ISIN: US3130B5VS45, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $185720232.89
- **C.18.a - Value (excl. sponsor support):** $185720232.89
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 80: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8Q88, C.4 - ISIN: US3130B8Q889, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $223475919.26
- **C.18.a - Value (excl. sponsor support):** $223475919.26
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-08-24
- **C.13 - Final Legal Maturity Date:** 2026-08-24
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9GT1, C.4 - ISIN: US3130B9GT15, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $445200774.65
- **C.18.a - Value (excl. sponsor support):** $445200774.65
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-06-16
- **C.13 - Final Legal Maturity Date:** 2026-06-16
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 82: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8ZS4, C.4 - ISIN: US3130B8ZS48, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $224994080.25
- **C.18.a - Value (excl. sponsor support):** $224994080.25
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-01-04
- **C.13 - Final Legal Maturity Date:** 2027-01-04
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 83: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7YQ1, C.4 - ISIN: US3130B7YQ18, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $399973316.00
- **C.18.a - Value (excl. sponsor support):** $399973316.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-04-02
- **C.13 - Final Legal Maturity Date:** 2027-04-02
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 84: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8ME9, C.4 - ISIN: US3130B8ME98, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $445253004.97
- **C.18.a - Value (excl. sponsor support):** $445253004.97
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-07-17
- **C.13 - Final Legal Maturity Date:** 2026-07-17
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 85: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7ZT4, C.4 - ISIN: US3130B7ZT48, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $437192886.76
- **C.18.a - Value (excl. sponsor support):** $437192886.76
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 86: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B84H2, C.4 - ISIN: US3130B84H22, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $399954208.00
- **C.18.a - Value (excl. sponsor support):** $399954208.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-10-15
- **C.13 - Final Legal Maturity Date:** 2027-10-15
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 87: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8RB0, C.4 - ISIN: US3130B8RB05, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $243297318.83
- **C.18.a - Value (excl. sponsor support):** $243297318.83
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-04-24
- **C.13 - Final Legal Maturity Date:** 2026-04-24
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 88: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8F56, C.4 - ISIN: US3130B8F569, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $489163543.52
- **C.18.a - Value (excl. sponsor support):** $489163543.52
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 89: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8PK2, C.4 - ISIN: US3130B8PK22, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $446688759.67
- **C.18.a - Value (excl. sponsor support):** $446688759.67
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-07-21
- **C.13 - Final Legal Maturity Date:** 2026-07-21
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 90: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8NY4, C.4 - ISIN: US3130B8NY44, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $222366186.35
- **C.18.a - Value (excl. sponsor support):** $222366186.35
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-08-19
- **C.13 - Final Legal Maturity Date:** 2026-08-19
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 91: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7KF0, C.4 - ISIN: US3130B7KF09, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $445631093.15
- **C.18.a - Value (excl. sponsor support):** $445631093.15
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-02-25
- **C.13 - Final Legal Maturity Date:** 2027-02-25
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8LF7, C.4 - ISIN: US3130B8LF72, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $287483934.32
- **C.18.a - Value (excl. sponsor support):** $287483934.32
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-05-17
- **C.13 - Final Legal Maturity Date:** 2027-05-17
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 93: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9NE6, C.4 - ISIN: US3130B9NE62, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $448848034.04
- **C.18.a - Value (excl. sponsor support):** $448848034.04
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-11-23
- **C.13 - Final Legal Maturity Date:** 2026-11-23
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 94: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9KM1, C.4 - ISIN: US3130B9KM16, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $443924795.79
- **C.18.a - Value (excl. sponsor support):** $443924795.79
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-06-23
- **C.13 - Final Legal Maturity Date:** 2026-06-23
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9P95, C.4 - ISIN: US3130B9P954, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $442500000.00
- **C.18.a - Value (excl. sponsor support):** $442500000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 96: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B87L0, C.4 - ISIN: US3130B87L07, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $88598428.24
- **C.18.a - Value (excl. sponsor support):** $88598428.24
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-04-20
- **C.13 - Final Legal Maturity Date:** 2026-04-20
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 97: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B54R6, C.4 - ISIN: US3130B54R67, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $400187400.00
- **C.18.a - Value (excl. sponsor support):** $400187400.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-02-12
- **C.13 - Final Legal Maturity Date:** 2027-02-12
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 98: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8QE5, C.4 - ISIN: US3130B8QE52, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $223477032.19
- **C.18.a - Value (excl. sponsor support):** $223477032.19
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-06-25
- **C.13 - Final Legal Maturity Date:** 2026-06-25
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8F64, C.4 - ISIN: US3130B8F643, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $444395516.00
- **C.18.a - Value (excl. sponsor support):** $444395516.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 100: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8EX6, C.4 - ISIN: US3130B8EX61, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $222214668.94
- **C.18.a - Value (excl. sponsor support):** $222214668.94
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 101: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7XL3, C.4 - ISIN: US3130B7XL30, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $320822021.17
- **C.18.a - Value (excl. sponsor support):** $320822021.17
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-04-02
- **C.13 - Final Legal Maturity Date:** 2027-04-02
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9JL5, C.4 - ISIN: US3130B9JL51, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $443897012.55
- **C.18.a - Value (excl. sponsor support):** $443897012.55
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-05-19
- **C.13 - Final Legal Maturity Date:** 2026-05-19
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 103: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8NG3, C.4 - ISIN: US3130B8NG38, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $221996221.56
- **C.18.a - Value (excl. sponsor support):** $221996221.56
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-07-22
- **C.13 - Final Legal Maturity Date:** 2026-07-22
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 104: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7RH9, C.4 - ISIN: US3130B7RH91, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $391497165.54
- **C.18.a - Value (excl. sponsor support):** $391497165.54
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.2500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 105: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8NE8, C.4 - ISIN: US3130B8NE89, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $221996574.54
- **C.18.a - Value (excl. sponsor support):** $221996574.54
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-07-21
- **C.13 - Final Legal Maturity Date:** 2026-07-21
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 106: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8PH9, C.4 - ISIN: US3130B8PH92, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $671196844.86
- **C.18.a - Value (excl. sponsor support):** $671196844.86
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-06-22
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1TL1, C.4 - ISIN: US3130B1TL16, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $631442821.25
- **C.18.a - Value (excl. sponsor support):** $631442821.25
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-06-26
- **C.13 - Final Legal Maturity Date:** 2026-06-26
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 108: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8A51, C.4 - ISIN: US3130B8A511, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $194397323.11
- **C.18.a - Value (excl. sponsor support):** $194397323.11
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-05-20
- **C.13 - Final Legal Maturity Date:** 2026-05-20
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 109: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9JK7, C.4 - ISIN: US3130B9JK78, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $665696272.08
- **C.18.a - Value (excl. sponsor support):** $665696272.08
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-05-18
- **C.13 - Final Legal Maturity Date:** 2026-05-18
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 110: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8SD5, C.4 - ISIN: US3130B8SD51, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $460635476.52
- **C.18.a - Value (excl. sponsor support):** $460635476.52
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 111: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8NZ1, C.4 - ISIN: US3130B8NZ19, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1562427203.93
- **C.18.a - Value (excl. sponsor support):** $1562427203.93
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8PW6, C.4 - ISIN: US3130B8PW69, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $492498691.01
- **C.18.a - Value (excl. sponsor support):** $492498691.01
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-06-23
- **C.13 - Final Legal Maturity Date:** 2026-06-23
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 113: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4XY2, C.4 - ISIN: US3130B4XY20, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99798258.05
- **C.18.a - Value (excl. sponsor support):** $99798258.05
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-02-10
- **C.13 - Final Legal Maturity Date:** 2027-02-10
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 114: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5Q84, C.4 - ISIN: US3130B5Q844, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $344134389.26
- **C.18.a - Value (excl. sponsor support):** $344134389.26
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-03-25
- **C.13 - Final Legal Maturity Date:** 2027-03-25
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 115: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B87K2, C.4 - ISIN: US3130B87K24, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $194498165.87
- **C.18.a - Value (excl. sponsor support):** $194498165.87
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.3900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-20
- **C.13 - Final Legal Maturity Date:** 2026-03-20
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 116: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8RU8, C.4 - ISIN: US3130B8RU85, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $443794541.26
- **C.18.a - Value (excl. sponsor support):** $443794541.26
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-04-28
- **C.13 - Final Legal Maturity Date:** 2026-04-28
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 117: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8EY4, C.4 - ISIN: US3130B8EY45, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $222797872.26
- **C.18.a - Value (excl. sponsor support):** $222797872.26
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 118: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8M74, C.4 - ISIN: US3130B8M748, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $445255315.86
- **C.18.a - Value (excl. sponsor support):** $445255315.86
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 119: Federal Home Loan Mortgage Corp. Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAMW0, C.4 - ISIN: US3134HAMW00, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $418610428.80
- **C.18.a - Value (excl. sponsor support):** $418610428.80
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-09-23
- **C.13 - Final Legal Maturity Date:** 2026-09-23
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 120: Federal Home Loan Mortgage Corp. Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HATA1, C.4 - ISIN: US3134HATA17, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $344740862.14
- **C.18.a - Value (excl. sponsor support):** $344740862.14
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 121: Federal Home Loan Mortgage Corp. Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBPD7, C.4 - ISIN: US3134HBPD74, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $266694199.28
- **C.18.a - Value (excl. sponsor support):** $266694199.28
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-05-05
- **C.13 - Final Legal Maturity Date:** 2027-05-05
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 122: Federal National Mortgage Association Variable Rate Notes

- **C.1 - Title:** Federal National Mortgage Association Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AD3, C.4 - ISIN: US3135G1AD31, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $648068830.33
- **C.18.a - Value (excl. sponsor support):** $648068830.33
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2028-01-07
- **C.13 - Final Legal Maturity Date:** 2028-01-07
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 123: Federal National Mortgage Association Variable Rate Notes

- **C.1 - Title:** Federal National Mortgage Association Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AE1, C.4 - ISIN: US3135G1AE14, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $303486142.64
- **C.18.a - Value (excl. sponsor support):** $303486142.64
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2028-02-02
- **C.13 - Final Legal Maturity Date:** 2028-02-02
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 124: Federal National Mortgage Association Variable Rate Notes

- **C.1 - Title:** Federal National Mortgage Association Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07J6, C.4 - ISIN: US3135G07J65, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $427754781.45
- **C.18.a - Value (excl. sponsor support):** $427754781.45
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 125: Federal National Mortgage Association Variable Rate Notes

- **C.1 - Title:** Federal National Mortgage Association Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AA9, C.4 - ISIN: US3135G1AA91, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $669677185.73
- **C.18.a - Value (excl. sponsor support):** $669677185.73
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 126: Federal National Mortgage Association Variable Rate Notes

- **C.1 - Title:** Federal National Mortgage Association Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07L1, C.4 - ISIN: US3135G07L12, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $542484262.47
- **C.18.a - Value (excl. sponsor support):** $542484262.47
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 127: Federal National Mortgage Association Variable Rate Notes

- **C.1 - Title:** Federal National Mortgage Association Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AB7, C.4 - ISIN: US3135G1AB74, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $570248254.84
- **C.18.a - Value (excl. sponsor support):** $570248254.84
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 128: Fixed Income Clearing Corporation - BNP

- **C.1 - Title:** Fixed Income Clearing Corporation - BNP
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYJ0453R7
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2044-02-15      | 3.6250%  | N/A     | $273250000.00      | $242566663.90      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-02-15      | 4.3750%  | N/A     | $100.00            | $103.11            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-08-15      | 1.3750%  | N/A     | $200.00            | $103.06            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-06-30      | 4.2500%  | N/A     | $53899200.00       | $56015088.14       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-15      | 1.8750%  | N/A     | $500.00            | $453.07            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-08-15      | 3.3750%  | N/A     | $400.00            | $348.87            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-31      | 4.0000%  | N/A     | $12199800.00       | $12455366.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 3.7500%  | N/A     | $519700.00         | $482449.52         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-15      | 2.3750%  | N/A     | $1152000.00        | $1123476.71        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-03-31      | 4.1250%  | N/A     | $1000.00           | $1043.24           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 3.8750%  | N/A     | $10115000.00       | $10355227.09       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-11-15      | 4.5000%  | N/A     | $400.00            | $395.87            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 1.7500%  | N/A     | $13600.00          | $9497.13           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-08-15      | 2.7500%  | N/A     | $55279000.00       | $41025730.09       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 4.1250%  | N/A     | $158946000.00      | $150727602.23      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 1.8750%  | N/A     | $100.00            | $58.43             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 4.7500%  | N/A     | $500.00            | $522.55            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7829%  | N/A     | $800.00            | $803.17            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 4.3750%  | N/A     | $1600.00           | $1631.92           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-11-15      | 2.7500%  | N/A     | $10830000.00       | $8090416.69        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 4.6250%  | N/A     | $22862800.00       | $23703102.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-06-30      | 4.0000%  | N/A     | $100.00            | $102.46            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 1.8750%  | N/A     | $2000.00           | $1444.09           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 3.7819%  | N/A     | $1000.00           | $1004.06           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-02-15      | 3.0000%  | N/A     | $1400.00           | $1071.37           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 4.6250%  | N/A     | $1600.00           | $1639.62           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 4.0000%  | N/A     | $6523800.00        | $6661924.67        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 4.5000%  | N/A     | $300.00            | $299.52            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 4.0000%  | N/A     | $100.00            | $95.46             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 3.6250%  | N/A     | $100.00            | $89.17             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-05-15      | 4.7500%  | N/A     | $25622400.00       | $26423699.79       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-15      | 3.5000%  | N/A     | $1700.00           | $1677.54           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 3.1250%  | N/A     | $6083700.00        | $4987057.79        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 4.6250%  | N/A     | $130780500.00      | $130615343.74      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-15      | 2.8750%  | N/A     | $51595400.00       | $49744501.11       | U.S. Treasuries (including strips) |

### Security 129: Fixed Income Clearing Corporation - BNP

- **C.1 - Title:** Fixed Income Clearing Corporation - BNP
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYJ0453U0
- **C.18 - Value (incl. sponsor support):** $4500000000.00
- **C.18.a - Value (excl. sponsor support):** $4500000000.00
- **C.19 - Percentage of Net Assets:** 2.2200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2032-06-30      | 4.0000%  | N/A     | $600.00            | $614.75            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.2500%  | N/A     | $3000.00           | $3006.82           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.1250%  | N/A     | $5736400.00        | $5765062.92        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 2.8750%  | N/A     | $391464600.00      | $390260716.59      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 0.7500%  | N/A     | $6000.00           | $5985.42           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 4.2500%  | N/A     | $97945800.00       | $98102409.93       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-05-15      | 2.5000%  | N/A     | $175000000.00      | $127228206.08      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 1.8750%  | N/A     | $4000.00           | $2888.19           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 1.8750%  | N/A     | $900.00            | $525.85            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-08-15      | 2.2500%  | N/A     | $100.00            | $68.45             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 0.0000%  | N/A     | $1386500.00        | $1378254.48        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 2.3750%  | N/A     | $3472000.00        | $3400661.12        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 4.3750%  | N/A     | $297428800.00      | $302584973.09      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-27      | 0.0000%  | N/A     | $1000.00           | $982.62            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | N/A     | $80810900.00       | $71291309.90       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 3.6250%  | N/A     | $85000000.00       | $75795575.88       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 0.7500%  | N/A     | $700.00            | $692.57            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 4.6250%  | N/A     | $1100.00           | $1124.86           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 1.7500%  | N/A     | $67885700.00       | $47405813.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.5000%  | N/A     | $165517800.00      | $167574896.37      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7829%  | N/A     | $600.00            | $602.39            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-11-15      | 4.7500%  | N/A     | $6857600.00        | $7062747.90        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 3.5000%  | N/A     | $918800.00         | $931357.31         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.5000%  | N/A     | $42977900.00       | $43488457.03       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 2.7500%  | N/A     | $36800000.00       | $36286489.16       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-03-31      | 4.1250%  | N/A     | $800.00            | $834.10            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-07      | 0.0000%  | N/A     | $50028000.00       | $49846698.53       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-05-15      | 2.8750%  | N/A     | $71009800.00       | $52169172.29       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-05-15      | 4.2500%  | N/A     | $20500000.00       | $21260405.37       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-11-15      | 2.7500%  | N/A     | $400100000.00      | $298889724.75      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 3.7500%  | N/A     | $1000000.00        | $928323.09         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 1.5000%  | N/A     | $10514900.00       | $10030842.19       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-11-15      | 4.0000%  | N/A     | $1000.00           | $1014.41           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 4.5000%  | N/A     | $24967000.00       | $24927070.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 3.8750%  | N/A     | $8950800.00        | $9163377.81        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 2.0000%  | N/A     | $4720100.00        | $2889815.07        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 4.3750%  | N/A     | $400.00            | $394.04            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-30      | 3.7500%  | N/A     | $420373000.00      | $425076535.02      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.7500%  | N/A     | $6000000.00        | $6095947.72        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-08-15      | 2.0000%  | N/A     | $5559400.00        | $3328685.10        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-11-15      | 1.6250%  | N/A     | $1688100.00        | $934428.36         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-02-15      | 3.0000%  | N/A     | $54251900.00       | $41930017.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-15      | 3.3750%  | N/A     | $1000.00           | $1014.64           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 5.2500%  | N/A     | $806000.00         | $855980.77         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 0.3750%  | N/A     | $157075000.00      | $150483771.12      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-08-15      | 4.2500%  | N/A     | $10236100.00       | $9603169.58        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 5.5000%  | N/A     | $1192500.00        | $1252789.47        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-15      | 2.8750%  | N/A     | $238482700.00      | $229927531.05      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 0.6250%  | N/A     | $400.00            | $356.20            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-15      | 1.6250%  | N/A     | $1764700.00        | $1765299.13        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-08-15      | 2.7500%  | N/A     | $39458000.00       | $29284054.67       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 4.8750%  | N/A     | $200.00            | $208.33            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | N/A     | $27785000.00       | $28209286.63       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 6.1250%  | N/A     | $18444800.00       | $19586066.19       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-15      | 3.5000%  | N/A     | $5000000.00        | $4933956.10        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 3.6250%  | N/A     | $223507000.00      | $224963965.57      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 4.2500%  | N/A     | $21000.00          | $19703.61          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-04-30      | 4.0000%  | N/A     | $86955000.00       | $89712097.08       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-02-15      | 3.0000%  | N/A     | $500.00            | $382.64            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 0.5000%  | N/A     | $200.00            | $193.02            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.1250%  | N/A     | $583560000.00      | $487828681.09      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 2.5000%  | N/A     | $80984600.00       | $58575977.29       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-12-31      | 4.5000%  | N/A     | $9515500.00        | $10018346.07       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 4.6250%  | N/A     | $66100.00          | $67736.66          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 2.7500%  | N/A     | $152500000.00      | $122184761.75      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-03-31      | 4.1250%  | N/A     | $28845100.00       | $30092322.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 3.6250%  | N/A     | $2000.00           | $1775.42           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-15      | 1.8750%  | N/A     | $600.00            | $543.68            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 4.3750%  | N/A     | $218072000.00      | $222422985.80      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-11-15      | 4.5000%  | N/A     | $1200.00           | $1187.62           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-11-15      | 4.6250%  | N/A     | $9600.00           | $9709.49           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-05-15      | 3.6250%  | N/A     | $108436200.00      | $92088614.90       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 4.7500%  | N/A     | $400.00            | $418.04            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.1250%  | N/A     | $23700000.00       | $23396787.04       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-05      | 0.0000%  | N/A     | $98727200.00       | $98697581.84       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 0.5000%  | N/A     | $100.00            | $96.78             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 3.7209%  | N/A     | $25400.00          | $25480.00          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | N/A     | $200.00            | $200.43            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 4.1250%  | N/A     | $2781000.00        | $2873248.14        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-02      | 0.0000%  | N/A     | $7523500.00        | $7500049.25        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2056-02-15      | 4.7500%  | N/A     | $100.00            | $102.05            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 4.6250%  | N/A     | $1399900.00        | $1398132.14        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 2.2500%  | N/A     | $149541000.00      | $114458844.16      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.1250%  | N/A     | $10000.00          | $10363.41          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-11-15      | 4.0000%  | N/A     | $1000.00           | $910.16            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-11-15      | 1.8750%  | N/A     | $100.00            | $58.27             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 1.2500%  | N/A     | $900.00            | $865.99            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 3.1250%  | N/A     | $187500000.00      | $159190858.43      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | N/A     | $100.00            | $88.50             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 1.1250%  | N/A     | $56067600.00       | $36981070.08       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 3.7819%  | N/A     | $100.00            | $100.40            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 0.8750%  | N/A     | $100.00            | $98.78             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-18      | 0.0000%  | N/A     | $5713500.00        | $5525268.74        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-31      | 4.1250%  | N/A     | $200.00            | $207.08            | U.S. Treasuries (including strips) |

### Security 130: Fixed Income Clearing Corporation - BNY

- **C.1 - Title:** Fixed Income Clearing Corporation - BNY
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYJ0453T3
- **C.18 - Value (incl. sponsor support):** $4100000000.00
- **C.18.a - Value (excl. sponsor support):** $4100000000.00
- **C.19 - Percentage of Net Assets:** 2.0200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-10-15      | 1.6250%  | N/A     | $292357300.00      | $326600103.82      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.2500%  | N/A     | $2680316200.00     | $2317886568.17     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 3.3750%  | N/A     | $1527292600.00     | $1537513334.38     | U.S. Treasuries (including strips) |

### Security 131: Fixed Income Clearing Corporation - BNY

- **C.1 - Title:** Fixed Income Clearing Corporation - BNY
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYJ045447
- **C.18 - Value (incl. sponsor support):** $3750000000.00
- **C.18.a - Value (excl. sponsor support):** $3750000000.00
- **C.19 - Percentage of Net Assets:** 1.8500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-02-01      | 5.5000%  | N/A     | $2048.00           | $1725.43           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-06-01      | 4.5000%  | N/A     | $1024.00           | $234.28            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 5.0000%  | N/A     | $1867591.00        | $1798362.48        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 5.5000%  | N/A     | $1000.00           | $330.46            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-10-01      | 2.0000%  | N/A     | $33114788.00       | $18158521.24       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-10-01      | 5.5000%  | N/A     | $770338.00         | $700621.90         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 5.5000%  | N/A     | $14704095.00       | $12008156.64       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-05-01      | 4.5000%  | N/A     | $1010.00           | $766.61            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 5.0000%  | N/A     | $1000.00           | $860.24            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.0000%  | N/A     | $82674816.00       | $84015956.08       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-10-01      | 5.5000%  | N/A     | $1000.00           | $639.06            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-03-01      | 5.0000%  | N/A     | $1893760.00        | $1915540.35        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-11-01      | 6.0000%  | N/A     | $2010.00           | $1313.40           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-07-01      | 4.5000%  | N/A     | $1000.00           | $217.14            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 6.0000%  | N/A     | $1000.00           | $844.86            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-02-01      | 6.0000%  | N/A     | $1008.00           | $844.73            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 5.5000%  | N/A     | $46524674.00       | $43993373.10       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-07-01      | 6.5000%  | N/A     | $8280864.00        | $5496089.24        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-09-01      | 6.0000%  | N/A     | $174362835.00      | $138008907.42      | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-11-01      | 3.0000%  | N/A     | $1000.00           | $626.46            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 5.0000%  | N/A     | $1000.00           | $796.98            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $574.12            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 6.0000%  | N/A     | $1000.00           | $763.11            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-06-01      | 4.0000%  | N/A     | $1000.00           | $731.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 6.5000%  | N/A     | $1000.00           | $757.05            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-12-01      | 2.5000%  | N/A     | $2374793.00        | $1221834.64        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-10-01      | 4.5000%  | N/A     | $1000.00           | $428.38            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-11-01      | 2.0000%  | N/A     | $229000.00         | $149922.98         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 6.5000%  | N/A     | $1401.00           | $557.14            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-03-01      | 5.0000%  | N/A     | $1008.00           | $924.56            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 6.0000%  | N/A     | $104330112.00      | $101490085.32      | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-05-01      | 6.0000%  | N/A     | $2145059.00        | $1855953.41        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 6.0000%  | N/A     | $1009.00           | $820.54            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.0000%  | N/A     | $1008.00           | $1008.25           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-09-01      | 6.5000%  | N/A     | $6025112.00        | $5403946.33        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 5.0000%  | N/A     | $1000.00           | $835.43            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-11-01      | 5.5000%  | N/A     | $5614982.00        | $3938462.33        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 6.0000%  | N/A     | $1045600.00        | $691565.85         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-08-01      | 6.5000%  | N/A     | $1001.00           | $558.90            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-12-01      | 3.0000%  | N/A     | $1000.00           | $595.05            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-09-01      | 2.5000%  | N/A     | $1037419.00        | $524157.79         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 6.5000%  | N/A     | $7348736.00        | $5566552.44        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 4.5000%  | N/A     | $1000.00           | $891.57            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 6.0000%  | N/A     | $1008.00           | $793.33            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 5.0000%  | N/A     | $2000.00           | $1710.93           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-09-01      | 6.5000%  | N/A     | $56900928.00       | $33882949.08       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 5.5000%  | N/A     | $731536.00         | $486540.99         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-03-01      | 4.5000%  | N/A     | $1000.00           | $389.68            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 5.0000%  | N/A     | $1108239.00        | $803123.81         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-06-01      | 6.5000%  | N/A     | $1070295.00        | $746256.94         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-11-01      | 6.5000%  | N/A     | $1000.00           | $59.73             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 6.5000%  | N/A     | $1865948.00        | $804737.39         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-10-01      | 6.0000%  | N/A     | $1024.00           | $974.70            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 6.0000%  | N/A     | $1000.00           | $425.57            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-05-01      | 4.5000%  | N/A     | $1024.00           | $627.16            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 5.0000%  | N/A     | $84572388.00       | $85879548.22       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 6.5000%  | N/A     | $2529869.00        | $2268324.40        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 6.0000%  | N/A     | $6393752.00        | $5913789.68        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.0000%  | N/A     | $81502814.00       | $76696084.43       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-01-01      | 3.5000%  | N/A     | $1000.00           | $459.26            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 5.5000%  | N/A     | $1000.00           | $981.12            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 6.0000%  | N/A     | $3583689.00        | $3411605.29        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-07-01      | 6.5000%  | N/A     | $4014528.00        | $2354344.50        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-02-01      | 4.0000%  | N/A     | $1000.00           | $254.02            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-08-01      | 2.5000%  | N/A     | $694000.00         | $460050.65         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.0000%  | N/A     | $1000.00           | $1004.93           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 5.5000%  | N/A     | $2024.00           | $1898.86           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.5000%  | N/A     | $2311921.00        | $2275939.51        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 6.0000%  | N/A     | $75784200.00       | $76647043.19       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.5000%  | N/A     | $2282696.00        | $2037521.50        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-05-01      | 4.5000%  | N/A     | $1000.00           | $251.23            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 5.5000%  | N/A     | $1000.00           | $720.93            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-02-01      | 4.5000%  | N/A     | $1000.00           | $229.29            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-06-01      | 4.0000%  | N/A     | $2282989.00        | $1772093.99        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 6.5000%  | N/A     | $1000.00           | $514.04            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-09-01      | 6.0000%  | N/A     | $37178494.00       | $30923680.90       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 6.5000%  | N/A     | $219663336.00      | $178147428.21      | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.5000%  | N/A     | $6204763.00        | $6345753.72        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 6.5000%  | N/A     | $1000.00           | $624.77            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 6.5000%  | N/A     | $1024.00           | $800.78            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 6.5000%  | N/A     | $2000.00           | $1095.15           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-11-01      | 3.5000%  | N/A     | $1000.00           | $459.55            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 5.0000%  | N/A     | $1000.00           | $758.33            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 6.5000%  | N/A     | $5508660.00        | $5760289.52        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-01-01      | 7.0000%  | N/A     | $21054160.00       | $13821313.06       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-10-01      | 4.0000%  | N/A     | $1024.00           | $256.85            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $844.05            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-07-01      | 4.5000%  | N/A     | $1000.00           | $269.59            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 6.0000%  | N/A     | $87848468.00       | $76863074.80       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 6.0000%  | N/A     | $39247744.00       | $39486825.48       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | N/A     | $101919581.00      | $99725842.39       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-11-01      | 5.0000%  | N/A     | $8000.00           | $5531.24           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 6.0000%  | N/A     | $1000.00           | $623.53            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-02-01      | 6.5000%  | N/A     | $7440112.00        | $6353804.65        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-03-01      | 5.5000%  | N/A     | $27082185.00       | $20267204.22       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-06-01      | 6.5000%  | N/A     | $1000.00           | $754.71            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 5.5000%  | N/A     | $2537920.00        | $2279266.28        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-08-01      | 2.5000%  | N/A     | $1024.00           | $528.05            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-06-01      | 5.5000%  | N/A     | $1024.00           | $806.02            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-12-01      | 2.5000%  | N/A     | $1000.00           | $605.85            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 5.0000%  | N/A     | $7501572.00        | $6797999.63        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 5.5000%  | N/A     | $1000.00           | $687.96            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-02-01      | 2.5000%  | N/A     | $962000.00         | $646353.10         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 5.5000%  | N/A     | $1452384.00        | $1138672.24        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 6.0000%  | N/A     | $1000.00           | $665.69            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 5.0000%  | N/A     | $18992724.00       | $14639533.33       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-03-01      | 3.5000%  | N/A     | $1022.00           | $746.36            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 5.5000%  | N/A     | $48100560.00       | $49748255.36       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 6.0000%  | N/A     | $6012560.00        | $5370668.96        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-10-01      | 5.0000%  | N/A     | $34721792.00       | $28339600.41       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-11-01      | 6.0000%  | N/A     | $27964817.00       | $23430018.56       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 6.0000%  | N/A     | $2627228.00        | $2217297.04        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 5.0000%  | N/A     | $18493677.00       | $17197102.66       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-12-01      | 3.0000%  | N/A     | $37620953.00       | $27398119.77       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 5.0000%  | N/A     | $46252393.00       | $45777078.05       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-01-01      | 4.5000%  | N/A     | $1000.00           | $326.87            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2044-08-01      | 3.5000%  | N/A     | $1000.00           | $75.19             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-05-01      | 4.5000%  | N/A     | $1000.00           | $155.43            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-04-01      | 4.5000%  | N/A     | $19565280.00       | $8726266.03        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 5.5000%  | N/A     | $1019.00           | $911.78            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 6.0000%  | N/A     | $56850537.00       | $55383759.05       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 4.5000%  | N/A     | $1000.00           | $943.35            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 6.5000%  | N/A     | $1000.00           | $792.94            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-03-01      | 3.5000%  | N/A     | $1000.00           | $252.31            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-05-01      | 4.5000%  | N/A     | $1906650.00        | $633341.44         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-02-01      | 5.0000%  | N/A     | $1194160.00        | $219040.94         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | N/A     | $1008.00           | $714.18            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-06-01      | 3.5000%  | N/A     | $1000.00           | $212.19            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-06-01      | 3.5000%  | N/A     | $1023.00           | $286.23            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-05-01      | 3.0000%  | N/A     | $1024.00           | $123.60            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 5.0000%  | N/A     | $505000.00         | $448932.27         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | N/A     | $38992.00          | $30279.83          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-12-01      | 6.5000%  | N/A     | $2005.00           | $781.54            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 6.0000%  | N/A     | $2391006.00        | $2084544.98        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-03-01      | 7.5000%  | N/A     | $1000.00           | $1054.01           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.5000%  | N/A     | $36988810.00       | $30906605.69       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.5000%  | N/A     | $78545536.00       | $59920922.80       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 6.0000%  | N/A     | $1000.00           | $816.33            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.0000%  | N/A     | $1927612.00        | $1527603.18        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 4.5000%  | N/A     | $1000.00           | $217.97            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-11-01      | 6.5000%  | N/A     | $79970285.00       | $436848.90         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 6.0000%  | N/A     | $38880840.00       | $31979370.94       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 6.5000%  | N/A     | $4719525.00        | $4271293.55        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-01-01      | 3.5000%  | N/A     | $1000.00           | $360.80            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | N/A     | $1000.00           | $765.63            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 7.0000%  | N/A     | $1000.00           | $1037.47           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.5000%  | N/A     | $90745957.00       | $72918791.08       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-11-01      | 3.5000%  | N/A     | $1000.00           | $424.85            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 5.5000%  | N/A     | $17888.00          | $13962.78          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | N/A     | $1000.00           | $739.11            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 5.5000%  | N/A     | $32330809.00       | $25602503.62       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-05-01      | 6.0000%  | N/A     | $1016.00           | $8.84              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-01-01      | 6.5000%  | N/A     | $6907888.00        | $3560587.89        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $961.01            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.5000%  | N/A     | $1000.00           | $833.75            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-04-01      | 4.0000%  | N/A     | $1000.00           | $194.40            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 6.0000%  | N/A     | $1000.00           | $1038.13           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-06-01      | 4.5000%  | N/A     | $1001.00           | $415.29            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 6.0000%  | N/A     | $2002.00           | $872.05            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-11-01      | 2.0000%  | N/A     | $508935.00         | $273270.64         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-11-01      | 3.5000%  | N/A     | $1000.00           | $182.31            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 5.5000%  | N/A     | $2000.00           | $1630.10           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 6.0000%  | N/A     | $1000.00           | $990.37            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 5.0000%  | N/A     | $1024.00           | $756.32            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 6.5000%  | N/A     | $1175690.00        | $792592.84         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-04-01      | 4.0000%  | N/A     | $1000.00           | $125.20            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | N/A     | $1000.00           | $784.95            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 5.5000%  | N/A     | $1634500.00        | $799266.91         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 4.5000%  | N/A     | $1000.00           | $778.70            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 2.0000%  | N/A     | $19198300.00       | $10483700.61       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 5.5000%  | N/A     | $1000.00           | $1020.38           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-05-01      | 2.5000%  | N/A     | $109559.00         | $68307.06          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 5.0000%  | N/A     | $1573364.00        | $1391617.41        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-07-01      | 3.0000%  | N/A     | $1000.00           | $233.24            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-08-01      | 4.0000%  | N/A     | $1023.00           | $199.12            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 4.5000%  | N/A     | $1000.00           | $636.45            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | N/A     | $2457217.00        | $1983637.64        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 6.0000%  | N/A     | $2001.00           | $1332.35           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 6.0000%  | N/A     | $1221888.00        | $937139.96         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 4.0000%  | N/A     | $1000.00           | $266.72            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-11-01      | 3.5000%  | N/A     | $1000.00           | $221.19            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 6.0000%  | N/A     | $13349936.00       | $10396622.86       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-06-01      | 3.5000%  | N/A     | $968635.00         | $303446.37         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-10-01      | 4.5000%  | N/A     | $2280872.00        | $699043.53         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.0000%  | N/A     | $1691546.00        | $1412141.79        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.0000%  | N/A     | $1130028.00        | $625826.28         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-05-01      | 3.5000%  | N/A     | $202037785.00      | $27545011.49       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 5.0000%  | N/A     | $1000.00           | $794.55            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.0000%  | N/A     | $1000.00           | $968.86            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 5.5000%  | N/A     | $1000.00           | $1019.25           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 7.0000%  | N/A     | $250776.00         | $262654.42         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.5000%  | N/A     | $8000.00           | $6523.86           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-02-01      | 3.5000%  | N/A     | $1050438.00        | $468862.08         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.0000%  | N/A     | $523754.00         | $427801.85         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 6.5000%  | N/A     | $1000.00           | $787.51            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 6.5000%  | N/A     | $1000.00           | $370.20            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-02-01      | 4.5000%  | N/A     | $2000.00           | $200.50            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 4.5000%  | N/A     | $825168.00         | $765982.05         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 6.5000%  | N/A     | $20001.00          | $8092.28           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-06-01      | 3.5000%  | N/A     | $1969430.00        | $687997.61         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-07-01      | 3.5000%  | N/A     | $7014256.00        | $1407421.74        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 5.0000%  | N/A     | $1000.00           | $1006.25           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 5.5000%  | N/A     | $1366305.00        | $1142754.99        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 5.0000%  | N/A     | $1000.00           | $914.82            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 4.5000%  | N/A     | $9000.00           | $8534.91           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-05-01      | 4.0000%  | N/A     | $1941174.00        | $789557.59         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 2.0000%  | N/A     | $2454319.00        | $1192046.40        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 7.0000%  | N/A     | $1000.00           | $601.85            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.5000%  | N/A     | $3782.00           | $2869.85           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-04-01      | 4.0000%  | N/A     | $1027.00           | $343.05            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 4.5000%  | N/A     | $1099146.00        | $499311.39         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 5.5000%  | N/A     | $2325908.00        | $2382782.87        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-05-01      | 3.5000%  | N/A     | $1427720.00        | $585602.32         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.5000%  | N/A     | $6289807.00        | $2584106.73        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 6.5000%  | N/A     | $1000.00           | $885.67            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 6.0000%  | N/A     | $3608344.00        | $2902927.74        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | N/A     | $1064.00           | $778.15            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 6.0000%  | N/A     | $1000.00           | $788.94            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-11-01      | 3.5000%  | N/A     | $1000.00           | $160.99            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.5000%  | N/A     | $1000.00           | $617.31            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 6.0000%  | N/A     | $90086.00          | $88735.34          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.0000%  | N/A     | $7361536.00        | $3612121.68        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 6.0000%  | N/A     | $1002330.00        | $898594.06         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 4.5000%  | N/A     | $18394944.00       | $12387090.66       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.0000%  | N/A     | $74435416.00       | $37217589.32       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 5.5000%  | N/A     | $1139551.00        | $1075908.29        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-05-01      | 3.5000%  | N/A     | $11610896.00       | $5862627.72        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 5.5000%  | N/A     | $1000.00           | $770.54            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | N/A     | $2177397.00        | $1145388.83        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-05-01      | 2.0000%  | N/A     | $1024.00           | $445.43            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-10-01      | 4.5000%  | N/A     | $2000.00           | $522.87            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-09-01      | 3.5000%  | N/A     | $1023.00           | $112.11            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-06-01      | 2.5000%  | N/A     | $7938413.00        | $3205560.34        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.5000%  | N/A     | $301000.00         | $238291.90         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-12-01      | 2.5000%  | N/A     | $1000.00           | $686.91            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-03-01      | 2.5000%  | N/A     | $1000.00           | $233.85            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 6.5000%  | N/A     | $1404560.00        | $1499271.40        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.5000%  | N/A     | $4341418.00        | $3145110.31        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 5.0000%  | N/A     | $115000.00         | $106508.10         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-12-01      | 6.5000%  | N/A     | $1060294.00        | $621435.53         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 4.5000%  | N/A     | $10218.00          | $7859.20           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-09-01      | 3.5000%  | N/A     | $2304.00           | $213.91            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.5000%  | N/A     | $714944.00         | $723543.06         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.5000%  | N/A     | $12800000.00       | $10582533.96       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 4.5000%  | N/A     | $35883120.00       | $27920081.29       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 2.5000%  | N/A     | $2723772.00        | $1836445.43        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-01-01      | 6.0000%  | N/A     | $42963844.00       | $692875.85         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 6.0000%  | N/A     | $1000.00           | $637.48            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 6.0000%  | N/A     | $1121500.00        | $1141728.61        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 6.0000%  | N/A     | $1153368.00        | $746265.97         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-04-01      | 4.5000%  | N/A     | $1000.00           | $327.14            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 6.5000%  | N/A     | $2684830.00        | $1940291.31        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-01-01      | 3.0000%  | N/A     | $2178983.00        | $648838.09         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-01-01      | 3.5000%  | N/A     | $1024.00           | $124.11            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 4.5000%  | N/A     | $1268978.00        | $1194752.17        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | N/A     | $3000.00           | $2218.60           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 6.0000%  | N/A     | $40787.00          | $29392.73          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 5.5000%  | N/A     | $1000.00           | $1029.11           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.0000%  | N/A     | $6047822.00        | $5326820.97        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2039-07-01      | 6.5000%  | N/A     | $2673.00           | $964.44            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.5000%  | N/A     | $2096996.00        | $1800110.46        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.5000%  | N/A     | $2696300.00        | $1816123.16        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-03-01      | 3.0000%  | N/A     | $1000.00           | $240.57            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-02-01      | 3.0000%  | N/A     | $1024.00           | $211.57            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-07-01      | 3.5000%  | N/A     | $603000.00         | $122746.29         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 5.0000%  | N/A     | $2825880.00        | $2356076.36        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 6.0000%  | N/A     | $1000.00           | $406.18            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-03-01      | 3.5000%  | N/A     | $15832586.00       | $6475061.63        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.0000%  | N/A     | $1000.00           | $866.17            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-02-01      | 5.0000%  | N/A     | $5766195.00        | $424748.21         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-10-01      | 4.0000%  | N/A     | $68249728.00       | $17146382.94       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-11-01      | 2.5000%  | N/A     | $1024.00           | $730.78            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2057-03-01      | 3.5000%  | N/A     | $1000.00           | $312.65            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 6.0000%  | N/A     | $3177870.00        | $2924820.21        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-05-01      | 3.5000%  | N/A     | $15895000.00       | $2771282.61        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-12-01      | 6.5000%  | N/A     | $1000.00           | $609.21            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 5.0000%  | N/A     | $9027388.00        | $8599039.46        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 4.5000%  | N/A     | $368144.00         | $318247.78         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-03-01      | 3.5000%  | N/A     | $1024.00           | $205.03            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 2.5000%  | N/A     | $6393487.00        | $2600240.27        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 6.0000%  | N/A     | $7464832.00        | $5578975.83        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-04-01      | 4.0000%  | N/A     | $1000.00           | $200.37            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 6.0000%  | N/A     | $762848.00         | $627532.58         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 6.0000%  | N/A     | $8905840.00        | $7232899.02        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-12-01      | 4.0000%  | N/A     | $54137498.00       | $15160493.23       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 6.0000%  | N/A     | $2000.00           | $1733.19           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 3.0000%  | N/A     | $431741.00         | $335486.05         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-02-01      | 4.0000%  | N/A     | $1024.00           | $302.17            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | N/A     | $2674070.00        | $1435835.56        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2039-09-01      | 6.0000%  | N/A     | $1000.00           | $837.74            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 6.5000%  | N/A     | $2335373.00        | $888142.41         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 7.0000%  | N/A     | $1451864.00        | $901181.70         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.5000%  | N/A     | $52256960.00       | $26462394.67       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 4.5000%  | N/A     | $2068672.00        | $1491573.27        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-11-01      | 3.0000%  | N/A     | $73000.00          | $52883.44          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 5.0000%  | N/A     | $1003.00           | $875.31            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-04-01      | 3.0000%  | N/A     | $2048.00           | $252.41            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | N/A     | $1002.00           | $691.52            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.0000%  | N/A     | $82653399.00       | $61269376.42       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-08-01      | 4.5000%  | N/A     | $726000.00         | $129019.06         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 4.5000%  | N/A     | $24116615.00       | $3816076.84        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 6.5000%  | N/A     | $2029.00           | $1247.02           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-06-01      | 4.5000%  | N/A     | $1000.00           | $157.65            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-09-01      | 2.5000%  | N/A     | $1025.00           | $645.85            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.5000%  | N/A     | $1371000.00        | $1435505.92        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 2.0000%  | N/A     | $255517461.00      | $138717801.16      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.5000%  | N/A     | $31183630.00       | $26450078.61       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2057-01-01      | 4.5000%  | N/A     | $20772027.00       | $5609071.16        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-12-01      | 3.5000%  | N/A     | $27399840.00       | $7754667.17        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 6.0000%  | N/A     | $1518959.00        | $1561805.48        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 6.5000%  | N/A     | $9696800.00        | $8307977.54        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 6.0000%  | N/A     | $1595352.00        | $1639065.68        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-07-01      | 4.5000%  | N/A     | $1495442.00        | $199134.09         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 4.5000%  | N/A     | $18781149.00       | $13990068.20       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-04-01      | 3.0000%  | N/A     | $1024.00           | $139.17            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 3.0000%  | N/A     | $56000.00          | $37963.51          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 2.0000%  | N/A     | $27498235.00       | $14779888.36       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-03-01      | 3.0000%  | N/A     | $1024.00           | $205.95            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-05-01      | 3.0000%  | N/A     | $15989064.00       | $6707045.66        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-08-01      | 4.4900%  | N/A     | $1094000.00        | $42965.56          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 6.0000%  | N/A     | $1008.00           | $982.21            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 6.5000%  | N/A     | $1383.00           | $1158.72           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.0000%  | N/A     | $1000.00           | $700.98            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-03-01      | 3.5000%  | N/A     | $101969317.00      | $8831715.42        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 5.5000%  | N/A     | $1023.00           | $922.20            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 4.5000%  | N/A     | $15000.00          | $14470.69          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 5.5000%  | N/A     | $563878.00         | $547915.76         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-12-01      | 5.5000%  | N/A     | $1000.00           | $850.81            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | N/A     | $1003.00           | $897.67            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 6.0000%  | N/A     | $1000.00           | $773.48            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | N/A     | $990744.00         | $797318.35         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 4.0000%  | N/A     | $797349.00         | $771985.51         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 4.0000%  | N/A     | $1059432.00        | $831294.93         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.5000%  | N/A     | $1017.00           | $480.28            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-05-01      | 2.5000%  | N/A     | $1000.00           | $449.65            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-12-01      | 4.5000%  | N/A     | $1000.00           | $46.28             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 2.0000%  | N/A     | $186757632.00      | $94818995.04       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 5.5000%  | N/A     | $1028324.00        | $830974.45         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-09-01      | 3.0000%  | N/A     | $1000.00           | $106.89            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.5000%  | N/A     | $44866.00          | $35888.26          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.5000%  | N/A     | $1000.00           | $736.14            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-11-01      | 4.0000%  | N/A     | $869338.00         | $127272.59         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 6.5000%  | N/A     | $1000.00           | $481.36            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-04-01      | 4.0000%  | N/A     | $1001.00           | $188.54            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-05-01      | 4.5000%  | N/A     | $439183.00         | $95007.61          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 5.0000%  | N/A     | $1209704.00        | $595140.32         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 4.0000%  | N/A     | $358424.00         | $295042.94         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 6.5000%  | N/A     | $1000.00           | $729.58            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-01-01      | 3.5000%  | N/A     | $1024.00           | $175.46            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.5000%  | N/A     | $1000.00           | $482.40            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 6.5000%  | N/A     | $1000.00           | $863.84            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-12-01      | 5.0000%  | N/A     | $1502520.00        | $711364.38         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-01-01      | 6.0000%  | N/A     | $7175808.00        | $5910333.20        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.5000%  | N/A     | $1000.00           | $939.46            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.0000%  | N/A     | $2288400.00        | $1934220.25        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.5000%  | N/A     | $1000.00           | $891.59            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 7.0000%  | N/A     | $1062297.00        | $882941.99         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 6.0000%  | N/A     | $1119500.00        | $342347.33         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 6.5000%  | N/A     | $3220730.00        | $2299753.66        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 6.0000%  | N/A     | $1794886.00        | $1118306.97        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 6.0000%  | N/A     | $697317.00         | $563134.07         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2062-03-01      | 2.5000%  | N/A     | $32879300.00       | $22085768.13       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-06-01      | 2.5000%  | N/A     | $1437.00           | $554.59            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.5000%  | N/A     | $1000.00           | $1005.36           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 6.5000%  | N/A     | $1001560.00        | $689136.76         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-10-01      | 4.0000%  | N/A     | $1024.00           | $166.50            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.5000%  | N/A     | $119510162.00      | $60020118.84       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 5.0000%  | N/A     | $669347.00         | $461290.54         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-01-01      | 7.0000%  | N/A     | $180006.00         | $113920.54         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | N/A     | $1226288.00        | $894336.88         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-09-01      | 3.0000%  | N/A     | $1024.00           | $266.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-05-01      | 4.0000%  | N/A     | $1001.00           | $135.65            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 6.5000%  | N/A     | $2000.00           | $1889.51           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 5.0000%  | N/A     | $1275136.00        | $825862.40         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 5.5000%  | N/A     | $1000000.00        | $789448.34         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 4.5000%  | N/A     | $1177050.00        | $704546.15         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | N/A     | $6444143.00        | $4726594.83        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 4.5000%  | N/A     | $61999.00          | $57450.11          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 6.5000%  | N/A     | $1000.00           | $1039.99           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-09-01      | 5.0000%  | N/A     | $1000.00           | $653.26            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-01-01      | 3.5000%  | N/A     | $1280.00           | $121.37            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 7.0000%  | N/A     | $2243409.00        | $2441330.91        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.5000%  | N/A     | $13003.00          | $9615.51           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 5.5000%  | N/A     | $827464.00         | $549621.62         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 6.0000%  | N/A     | $1146762.00        | $527099.10         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-03-01      | 3.5000%  | N/A     | $1024.00           | $97.17             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-03-01      | 2.0000%  | N/A     | $4061000.00        | $2291302.11        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2028-06-01      | 3.0000%  | N/A     | $9661567.00        | $347817.14         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | N/A     | $1000.00           | $272.26            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 5.5000%  | N/A     | $1956631.00        | $1843731.86        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-07-01      | 4.0000%  | N/A     | $1007.00           | $139.13            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 4.5000%  | N/A     | $1072456.00        | $592996.15         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.5000%  | N/A     | $1000.00           | $497.07            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 5.0000%  | N/A     | $1778288.00        | $1582224.99        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.0000%  | N/A     | $351732423.00      | $173725253.01      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-05-01      | 3.0000%  | N/A     | $1367796.00        | $901275.92         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.5000%  | N/A     | $11645955.00       | $8900385.63        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.5000%  | N/A     | $4889280.00        | $4071835.13        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-06-01      | 5.5000%  | N/A     | $8010.00           | $7684.93           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-01-01      | 3.5000%  | N/A     | $1025.00           | $73.24             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 5.5000%  | N/A     | $7169.00           | $6171.31           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-07-01      | 5.5000%  | N/A     | $8483669.00        | $91423.02          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-12-01      | 3.5000%  | N/A     | $1000.00           | $399.19            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 7.0000%  | N/A     | $1000.00           | $432.14            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-09-01      | 3.5000%  | N/A     | $200055041.00      | $29360927.43       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-11-01      | 3.0000%  | N/A     | $1998.00           | $130.80            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-11-01      | 2.0000%  | N/A     | $14300320.00       | $7724437.98        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-02-01      | 5.5000%  | N/A     | $574191.00         | $491182.29         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-04-01      | 4.5000%  | N/A     | $1000.00           | $286.19            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-04-01      | 4.5000%  | N/A     | $3000.00           | $668.15            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-10-01      | 3.5000%  | N/A     | $1024.00           | $115.34            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-09-01      | 4.5000%  | N/A     | $5222614.00        | $1555273.53        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-12-01      | 4.0000%  | N/A     | $1000.00           | $182.65            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 6.0000%  | N/A     | $1000.00           | $907.49            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-08-01      | 2.0000%  | N/A     | $1024.00           | $466.04            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | N/A     | $2615516.00        | $1988772.46        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 6.0000%  | N/A     | $1950080.00        | $2002294.89        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | N/A     | $4885120.00        | $3935740.43        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 7.0000%  | N/A     | $1124214.00        | $831033.28         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 6.0000%  | N/A     | $1661300.00        | $1718876.67        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-09-01      | 3.5000%  | N/A     | $2000.00           | $455.61            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-10-01      | 4.5000%  | N/A     | $1001.00           | $175.24            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 6.0000%  | N/A     | $1678410.00        | $1197502.71        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 6.0000%  | N/A     | $20440352.00       | $11007379.05       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-06-01      | 4.5000%  | N/A     | $1000.00           | $347.15            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $447.60            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-03-01      | 5.5000%  | N/A     | $1000.00           | $779.98            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-02-01      | 6.5000%  | N/A     | $1000.00           | $1039.94           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 6.0000%  | N/A     | $91349952.00       | $67321718.87       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.0000%  | N/A     | $1690236.00        | $1495028.44        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 5.5000%  | N/A     | $1528.00           | $1508.57           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 4.5000%  | N/A     | $230192129.00      | $181430019.79      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-10-01      | 3.5000%  | N/A     | $2048.00           | $307.14            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.0000%  | N/A     | $10221960.00       | $7601768.50        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-03-01      | 5.5000%  | N/A     | $1924.00           | $12.69             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-09-01      | 4.5000%  | N/A     | $1000.00           | $418.41            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-01-01      | 7.5000%  | N/A     | $1241776.00        | $873760.81         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | N/A     | $1018806.00        | $449392.98         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-12-01      | 3.0000%  | N/A     | $1000.00           | $197.94            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.5000%  | N/A     | $172178688.00      | $72725350.60       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-05-01      | 4.5000%  | N/A     | $1000.00           | $478.90            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-02-01      | 4.5000%  | N/A     | $1024.00           | $194.91            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.5000%  | N/A     | $111226752.00      | $92904818.30       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-06-01      | 4.5000%  | N/A     | $174000.00         | $41763.95          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-01-01      | 3.5000%  | N/A     | $6000.00           | $610.17            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 5.0000%  | N/A     | $1000.00           | $939.72            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-11-01      | 2.0000%  | N/A     | $19692054.00       | $10422565.63       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-11-01      | 4.0000%  | N/A     | $4185000.00        | $785363.16         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 5.5000%  | N/A     | $1079092.00        | $1006939.19        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 4.5000%  | N/A     | $1070118.00        | $901949.82         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-07-01      | 4.5000%  | N/A     | $1000.00           | $36.79             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-08-01      | 4.5000%  | N/A     | $1023.00           | $183.46            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 5.5000%  | N/A     | $1000.00           | $807.81            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-03-01      | 3.5000%  | N/A     | $37018225.00       | $10722163.79       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-05-01      | 4.0000%  | N/A     | $66486663.00       | $11589206.56       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | N/A     | $1000.00           | $962.37            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.5000%  | N/A     | $21000.00          | $12106.30          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 5.5000%  | N/A     | $1000.00           | $710.49            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 6.5000%  | N/A     | $1001.00           | $857.80            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | N/A     | $1012266.00        | $651826.68         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 4.5000%  | N/A     | $1000.00           | $683.79            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 3.5000%  | N/A     | $1000.00           | $700.15            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-06-01      | 3.5000%  | N/A     | $1000.00           | $242.21            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $727.41            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-01-01      | 4.0000%  | N/A     | $1000.00           | $182.44            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-01-01      | 3.5000%  | N/A     | $1000.00           | $419.69            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-11-01      | 3.0000%  | N/A     | $1024.00           | $363.45            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.0000%  | N/A     | $1000.00           | $800.76            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 6.5000%  | N/A     | $1039100.00        | $715126.12         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 5.0000%  | N/A     | $1000.00           | $855.46            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-06-01      | 4.0000%  | N/A     | $2000.00           | $725.36            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | N/A     | $1000.00           | $632.02            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-08-01      | 3.0000%  | N/A     | $43823576.00       | $4829776.42        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-12-01      | 4.0000%  | N/A     | $3000.00           | $1319.50           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-01-01      | 4.0000%  | N/A     | $2086029.00        | $298954.69         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-02-01      | 5.5000%  | N/A     | $1010.00           | $17.15             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 6.5000%  | N/A     | $66030592.00       | $43443389.93       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 6.0000%  | N/A     | $1000.00           | $648.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-10-01      | 4.0000%  | N/A     | $1000.00           | $109.79            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 5.5000%  | N/A     | $1000.00           | $1016.20           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-04-01      | 4.0000%  | N/A     | $1000.00           | $129.25            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.5000%  | N/A     | $31414211.00       | $15051444.14       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-12-01      | 4.0000%  | N/A     | $1036632.00        | $182054.29         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-03-01      | 3.5000%  | N/A     | $1000.00           | $170.88            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.0000%  | N/A     | $1000.00           | $753.17            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-07-01      | 4.0000%  | N/A     | $5797736.00        | $687188.57         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 2.5000%  | N/A     | $223621888.00      | $94369985.17       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-01-01      | 4.5000%  | N/A     | $1481186.00        | $471889.10         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 4.5000%  | N/A     | $88809.00          | $82796.19          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-12-01      | 4.0000%  | N/A     | $1000.00           | $40.98             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-11-01      | 2.0000%  | N/A     | $337578496.00      | $181535033.17      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 6.5000%  | N/A     | $8149888.00        | $5701455.92        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | N/A     | $2000.00           | $1859.53           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 6.0000%  | N/A     | $1434135.00        | $1491261.73        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.0000%  | N/A     | $7334896.00        | $5986824.51        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 5.5000%  | N/A     | $39703599.00       | $35257111.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 7.0000%  | N/A     | $6214938.00        | $5412906.41        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-07-01      | 3.5000%  | N/A     | $2049.00           | $198.66            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | N/A     | $11001.00          | $6603.68           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 4.0000%  | N/A     | $1076.00           | $774.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $678.05            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-07-01      | 3.5000%  | N/A     | $1024.00           | $241.03            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 2.0000%  | N/A     | $7436861.00        | $3635473.21        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 5.5000%  | N/A     | $1024.00           | $823.78            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.5000%  | N/A     | $55373760.00       | $44752823.30       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-08-01      | 3.5000%  | N/A     | $1025.00           | $155.20            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 4.5000%  | N/A     | $1000.00           | $896.82            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 7.0000%  | N/A     | $376998.00         | $396410.42         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 6.0000%  | N/A     | $1000.00           | $746.85            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 3.0000%  | N/A     | $9319200.00        | $5150161.01        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 6.0000%  | N/A     | $1000.00           | $829.10            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | N/A     | $3486900.00        | $1651864.80        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 2.5000%  | N/A     | $1074.00           | $445.50            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-01-01      | 3.5000%  | N/A     | $1012.00           | $184.59            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 6.0000%  | N/A     | $1018.00           | $917.71            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 6.0000%  | N/A     | $470611.00         | $326128.18         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-01-01      | 2.5000%  | N/A     | $693000.00         | $444758.68         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 6.5000%  | N/A     | $263144.00         | $226129.90         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | N/A     | $14994833.00       | $7592918.13        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 6.5000%  | N/A     | $3095620.00        | $3207627.56        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 5.0000%  | N/A     | $1000.00           | $712.69            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 6.5000%  | N/A     | $1999439.00        | $1531499.73        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.0000%  | N/A     | $64383706.00       | $30758090.91       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.0000%  | N/A     | $1000.00           | $510.42            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-06-01      | 3.5000%  | N/A     | $1120.00           | $195.93            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-09-01      | 3.0000%  | N/A     | $1000.00           | $103.19            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-03-01      | 4.5000%  | N/A     | $1000.00           | $200.05            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 7.0000%  | N/A     | $1000.00           | $1074.87           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.5000%  | N/A     | $1000.00           | $721.08            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 6.0000%  | N/A     | $1008.00           | $923.26            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 4.0000%  | N/A     | $134980.00         | $100415.33         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-08-01      | 4.0000%  | N/A     | $1000.00           | $109.12            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 6.0000%  | N/A     | $1001.00           | $688.96            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 5.5000%  | N/A     | $1000.00           | $823.09            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | N/A     | $2639484.00        | $1997362.70        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-05-01      | 3.5000%  | N/A     | $1024.00           | $216.10            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.5000%  | N/A     | $1046694.00        | $798712.72         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-12-01      | 2.5000%  | N/A     | $1000.00           | $639.28            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.0000%  | N/A     | $16952.00          | $13044.06          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.5000%  | N/A     | $268495.00         | $278564.59         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-08-01      | 4.0000%  | N/A     | $1999.00           | $214.87            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 3.5000%  | N/A     | $81000.00          | $58711.39          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 5.5000%  | N/A     | $1000.00           | $843.72            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 5.0000%  | N/A     | $8380750.00        | $7284603.77        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2058-08-01      | 3.5000%  | N/A     | $1962596.00        | $1764581.18        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | N/A     | $19017039.00       | $9575058.02        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2063-06-01      | 4.5000%  | N/A     | $3439692.00        | $2637870.91        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-05-01      | 3.5000%  | N/A     | $1024.00           | $305.12            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 6.5000%  | N/A     | $5769240.00        | $4587889.13        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-07-01      | 3.5000%  | N/A     | $1630000.00        | $324297.27         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 5.5000%  | N/A     | $1000.00           | $1001.02           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | N/A     | $25004.00          | $17888.55          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 7.0000%  | N/A     | $1000.00           | $1061.54           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 2.0000%  | N/A     | $70877761.00       | $40612442.83       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.5000%  | N/A     | $1000.00           | $540.62            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD                       | 2048-09-01      | 5.0000%  | N/A     | $1000.00           | $298.42            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD                       | 2044-09-01      | 4.0000%  | N/A     | $27895173.00       | $5673897.54        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD                       | 2049-04-01      | 5.0000%  | N/A     | $1000.00           | $96.41             | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD                       | 2041-08-01      | 4.0000%  | N/A     | $1000.00           | $99.61             | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD                       | 2038-10-01      | 7.0000%  | N/A     | $81737.00          | $833.87            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD                       | 2042-03-01      | 4.0000%  | N/A     | $1000.00           | $194.32            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD                       | 2049-02-01      | 5.0000%  | N/A     | $1000.00           | $339.01            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD                       | 2047-05-01      | 4.0000%  | N/A     | $1000.00           | $317.01            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD                       | 2049-02-01      | 5.0000%  | N/A     | $1007.00           | $212.89            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD                       | 2038-04-01      | 6.0000%  | N/A     | $140060087.00      | $1564099.32        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD                       | 2043-05-01      | 4.0000%  | N/A     | $1000.00           | $194.58            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD                       | 2037-03-01      | 5.7000%  | N/A     | $2217.00           | $60.48             | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD                       | 2040-02-01      | 5.5000%  | N/A     | $21868.00          | $813.02            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD                       | 2048-11-01      | 5.0000%  | N/A     | $1000.00           | $197.03            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD                       | 2044-02-01      | 4.5000%  | N/A     | $16684096.00       | $1330765.45        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD                       | 2042-10-01      | 4.0000%  | N/A     | $1000.00           | $120.96            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD                       | 2033-04-01      | 3.5000%  | N/A     | $1123636.00        | $269121.33         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD                       | 2048-03-01      | 3.5000%  | N/A     | $1182.00           | $251.97            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD                       | 2047-05-01      | 3.0000%  | N/A     | $2311737.00        | $638610.09         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD                       | 2049-05-01      | 4.0000%  | N/A     | $1000.00           | $371.05            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD                       | 2049-06-01      | 4.0000%  | N/A     | $3971388.00        | $1390149.72        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD                       | 2044-06-01      | 4.0000%  | N/A     | $1000.00           | $107.23            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD                       | 2049-02-01      | 5.0000%  | N/A     | $1000.00           | $352.05            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD                       | 2045-09-01      | 3.5000%  | N/A     | $25657676.00       | $4348473.13        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD                       | 2034-11-01      | 6.0000%  | N/A     | $2106.00           | $26.94             | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD                       | 2042-11-01      | 3.5000%  | N/A     | $31704232.00       | $5561009.15        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD                       | 2047-12-01      | 4.0000%  | N/A     | $1000.00           | $325.24            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD                       | 2046-11-01      | 4.0000%  | N/A     | $1000.00           | $259.38            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD                       | 2046-07-01      | 3.5000%  | N/A     | $1000.00           | $168.93            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD                       | 2048-06-01      | 4.5000%  | N/A     | $149996800.00      | $19520599.21       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD                       | 2049-03-01      | 4.0000%  | N/A     | $1000.00           | $120.24            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY                 | 2040-11-15      | 1.3750%  | N/A     | $100.00            | $67.49             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                 | 2050-02-15      | 2.0000%  | N/A     | $100.00            | $61.23             | U.S. Treasuries (including strips) |

### Security 132: Fixed Income Clearing Corporation - BOFA

- **C.1 - Title:** Fixed Income Clearing Corporation - BOFA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYJ0453S5
- **C.18 - Value (incl. sponsor support):** $1250000000.00
- **C.18.a - Value (excl. sponsor support):** $1250000000.00
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 0 3/4 NOTE Z 26  | 2026-05-31      | 0.7500%  | N/A     | $200.00            | $198.89            | U.S. Treasuries (including strips) |
| 0 5/8 NOTE AB 26 | 2026-07-31      | 0.6250%  | N/A     | $200.00            | $197.59            | U.S. Treasuries (including strips) |
| 0 5/8 NOTE E 30  | 2030-08-15      | 0.6250%  | N/A     | $356000.00         | $314062.91         | U.S. Treasuries (including strips) |
| 0 5/8 NOTE J 27  | 2027-03-31      | 0.6250%  | N/A     | $100.00            | $97.22             | U.S. Treasuries (including strips) |
| 0 7/8 NOTE AA 26 | 2026-06-30      | 0.8750%  | N/A     | $200.00            | $198.44            | U.S. Treasuries (including strips) |
| 1 1/4 NOTE E 31  | 2031-08-15      | 1.2500%  | N/A     | $100.00            | $88.51             | U.S. Treasuries (including strips) |
| 1 1/4 NOTE K 28  | 2028-04-30      | 1.2500%  | N/A     | $5800200.00        | $5565344.77        | U.S. Treasuries (including strips) |
| 1 3/8 BOND 50    | 2050-08-15      | 1.3750%  | N/A     | $91751000.00       | $47277528.78       | U.S. Treasuries (including strips) |
| 1 3/8 NOTE P 26  | 2026-08-31      | 1.3750%  | N/A     | $1600.00           | $1592.88           | U.S. Treasuries (including strips) |
| 1 5/8 BOND 50    | 2050-11-15      | 1.6250%  | N/A     | $35136700.00       | $19449516.50       | U.S. Treasuries (including strips) |
| 1 5/8 NOTE Q 26  | 2026-09-30      | 1.6250%  | N/A     | $100.00            | $99.51             | U.S. Treasuries (including strips) |
| 1 7/8 NOTE M 26  | 2026-06-30      | 1.8750%  | N/A     | $5000.00           | $4985.60           | U.S. Treasuries (including strips) |
| 1 7/8 NOTE V 27  | 2027-02-28      | 1.8750%  | N/A     | $2000.00           | $1986.15           | U.S. Treasuries (including strips) |
| 1 NOTE N 28      | 2028-07-31      | 1.0000%  | N/A     | $100.00            | $94.55             | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46    | 2046-05-15      | 2.5000%  | N/A     | $1038300.00        | $754863.12         | U.S. Treasuries (including strips) |
| 2 1/4 NOTE F 27  | 2027-11-15      | 2.2500%  | N/A     | $3863400.00        | $3813180.00        | U.S. Treasuries (including strips) |
| 2 3/4 NOTE B 28  | 2028-02-15      | 2.7500%  | N/A     | $2100.00           | $2075.79           | U.S. Treasuries (including strips) |
| 2 3/4 NOTE Y 27  | 2027-04-30      | 2.7500%  | N/A     | $1000.00           | $1000.63           | U.S. Treasuries (including strips) |
| 2 3/8 BOND 49    | 2049-11-15      | 2.3750%  | N/A     | $2665000.00        | $1799190.01        | U.S. Treasuries (including strips) |
| 2 7/8 BOND 46    | 2046-11-15      | 2.8750%  | N/A     | $6716900.00        | $5198938.83        | U.S. Treasuries (including strips) |
| 2 7/8 BOND 52    | 2052-05-15      | 2.8750%  | N/A     | $121766000.00      | $89458517.45       | U.S. Treasuries (including strips) |
| 2 BOND 51        | 2051-08-15      | 2.0000%  | N/A     | $2500.00           | $1496.87           | U.S. Treasuries (including strips) |
| 2 NOTE F 26      | 2026-11-15      | 2.0000%  | N/A     | $4000.00           | $3977.94           | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BH 26 | 2026-09-30      | 3.5000%  | N/A     | $100.00            | $101.37            | U.S. Treasuries (including strips) |
| 3 1/2 NOTE G 30  | 2030-01-31      | 3.5000%  | N/A     | $1000.00           | $1003.49           | U.S. Treasuries (including strips) |
| 3 1/4 NOTE M 29  | 2029-06-30      | 3.2500%  | N/A     | $3000.00           | $2998.24           | U.S. Treasuries (including strips) |
| 3 1/8 BOND 41    | 2041-11-15      | 3.1250%  | N/A     | $32648500.00       | $28105294.74       | U.S. Treasuries (including strips) |
| 3 1/8 BOND 44    | 2044-08-15      | 3.1250%  | N/A     | $34200.00          | $28035.14          | U.S. Treasuries (including strips) |
| 3 1/8 NOTE F 28  | 2028-11-15      | 3.1250%  | N/A     | $300.00            | $300.50            | U.S. Treasuries (including strips) |
| 3 1/8 NOTE P 29  | 2029-08-31      | 3.1250%  | N/A     | $1600.00           | $1607.99           | U.S. Treasuries (including strips) |
| 3 3/4 BOND 43    | 2043-11-15      | 3.7500%  | N/A     | $29432100.00       | $26916817.45       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BD 27 | 2027-06-30      | 3.7500%  | N/A     | $335775000.00      | $339032785.52      | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BG 26 | 2026-08-31      | 3.7500%  | N/A     | $84900.00          | $86513.56          | U.S. Treasuries (including strips) |
| 3 3/8 BOND 42    | 2042-08-15      | 3.3750%  | N/A     | $100.00            | $87.22             | U.S. Treasuries (including strips) |
| 3 3/8 BOND 44    | 2044-05-15      | 3.3750%  | N/A     | $300.00            | $258.80            | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AC 29 | 2029-08-31      | 3.6250%  | N/A     | $129000.00         | $132083.73         | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AN 26 | 2026-05-15      | 3.6250%  | N/A     | $100.00            | $101.02            | U.S. Treasuries (including strips) |
| 3 5/8 NOTE W 28  | 2028-03-31      | 3.6250%  | N/A     | $18662000.00       | $19022254.73       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE Z 28  | 2028-05-31      | 3.6250%  | N/A     | $100.00            | $101.35            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 34  | 2034-08-15      | 3.8750%  | N/A     | $100.00            | $100.21            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE P 32  | 2032-08-31      | 3.8750%  | N/A     | $11054200.00       | $11381348.56       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Q 29  | 2029-09-30      | 3.8750%  | N/A     | $500.00            | $514.97            | U.S. Treasuries (including strips) |
| 3 BOND 42        | 2042-05-15      | 3.0000%  | N/A     | $26653500.00       | $22355990.53       | U.S. Treasuries (including strips) |
| 3 BOND 45        | 2045-11-15      | 3.0000%  | N/A     | $100.00            | $79.99             | U.S. Treasuries (including strips) |
| 3 BOND 47        | 2047-05-15      | 3.0000%  | N/A     | $2049400.00        | $1612565.85        | U.S. Treasuries (including strips) |
| 3 BOND 52        | 2052-08-15      | 3.0000%  | N/A     | $20195500.00       | $15058622.61       | U.S. Treasuries (including strips) |
| 4 1/2 BOND 39    | 2039-08-15      | 4.5000%  | N/A     | $30180000.00       | $30997778.79       | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AM 27 | 2027-04-15      | 4.5000%  | N/A     | $94820000.00       | $97431585.58       | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AQ 26 | 2026-07-15      | 4.5000%  | N/A     | $400.00            | $403.35            | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54    | 2054-08-15      | 4.2500%  | N/A     | $100.00            | $93.82             | U.S. Treasuries (including strips) |
| 4 1/4 NOTE BL 26 | 2026-11-30      | 4.2500%  | N/A     | $100.00            | $101.52            | U.S. Treasuries (including strips) |
| 4 1/4 NOTE M 31  | 2031-06-30      | 4.2500%  | N/A     | $134064000.00      | $139326868.97      | U.S. Treasuries (including strips) |
| 4 1/4 NOTE U 30  | 2030-01-31      | 4.2500%  | N/A     | $145712000.00      | $150289089.24      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AF 29 | 2029-10-31      | 4.1250%  | N/A     | $3620000.00        | $3751554.72        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE R 31  | 2031-10-31      | 4.1250%  | N/A     | $100000000.00      | $103962408.29      | U.S. Treasuries (including strips) |
| 4 3/4 BOND 37    | 2037-02-15      | 4.7500%  | N/A     | $1264000.00        | $1350148.66        | U.S. Treasuries (including strips) |
| 4 3/4 BOND 45    | 2045-02-15      | 4.7500%  | N/A     | $800.00            | $821.19            | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AC 28 | 2028-08-31      | 4.3750%  | N/A     | $69500300.00       | $72606764.89       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AL 26 | 2026-03-15      | 4.6250%  | N/A     | $2000.00           | $2042.24           | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AU 26 | 2026-11-15      | 4.6250%  | N/A     | $4000.00           | $4080.26           | U.S. Treasuries (including strips) |
| 4 5/8 NOTE BD 26 | 2026-06-30      | 4.6250%  | N/A     | $100.00            | $101.06            | U.S. Treasuries (including strips) |
| 4 5/8 NOTE L 31  | 2031-05-31      | 4.6250%  | N/A     | $9293700.00        | $9863156.40        | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Q 30  | 2030-09-30      | 4.6250%  | N/A     | $570000.00         | $607312.81         | U.S. Treasuries (including strips) |
| 4 NOTE B 34      | 2034-02-15      | 4.0000%  | N/A     | $10580000.00       | $10725252.47       | U.S. Treasuries (including strips) |
| 5 1/4 BOND 28    | 2028-11-15      | 5.2500%  | N/A     | $200.00            | $212.40            | U.S. Treasuries (including strips) |
| 5 1/4 BOND 29    | 2029-02-15      | 5.2500%  | N/A     | $900.00            | $949.36            | U.S. Treasuries (including strips) |
| 5 BOND 37        | 2037-05-15      | 5.0000%  | N/A     | $1638200.00        | $1808514.87        | U.S. Treasuries (including strips) |
| 6 3/8 BOND 27    | 2027-08-15      | 6.3750%  | N/A     | $200.00            | $208.65            | U.S. Treasuries (including strips) |
| BILL 06/11/26    | 2026-06-11      | 0.0000%  | N/A     | $15031900.00       | $14881656.16       | U.S. Treasuries (including strips) |
| BILL 07/30/26    | 2026-07-30      | 0.0000%  | N/A     | $100.00            | $98.53             | U.S. Treasuries (including strips) |

### Security 133: Fixed Income Clearing Corporation - BOFA

- **C.1 - Title:** Fixed Income Clearing Corporation - BOFA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYJ046RC2
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2035-08-15      | 4.2500%  | N/A     | $497300000.00      | $509998475.82      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 2.2500%  | N/A     | $2000.00           | $1530.80           | U.S. Treasuries (including strips) |

### Security 134: Fixed Income Clearing Corporation - Barclays

- **C.1 - Title:** Fixed Income Clearing Corporation - Barclays
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYJ05KNR1
- **C.18 - Value (incl. sponsor support):** $4250000000.00
- **C.18.a - Value (excl. sponsor support):** $4250000000.00
- **C.19 - Percentage of Net Assets:** 2.0900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 0 1/2 NOTE R 27  | 2027-10-31      | 0.5000%  | N/A     | $18400000.00       | $17565185.49       | U.S. Treasuries (including strips) |
| 0 3/8 NOTE Q 27  | 2027-09-30      | 0.3750%  | N/A     | $500.00            | $477.45            | U.S. Treasuries (including strips) |
| 1 1/2 NOTE E 26  | 2026-08-15      | 1.5000%  | N/A     | $266228000.00      | $263719663.03      | U.S. Treasuries (including strips) |
| 1 3/4 NOTE F 29  | 2029-11-15      | 1.7500%  | N/A     | $99180000.00       | $93890891.70       | U.S. Treasuries (including strips) |
| 1 3/8 NOTE F 31  | 2031-11-15      | 1.3750%  | N/A     | $900.00            | $799.77            | U.S. Treasuries (including strips) |
| 1 3/8 NOTE T 28  | 2028-12-31      | 1.3750%  | N/A     | $962000.00         | $911787.49         | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 29  | 2029-05-15      | 2.3750%  | N/A     | $49999800.00       | $48761815.17       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AV 28 | 2028-12-15      | 3.5000%  | N/A     | $74230500.00       | $74944477.50       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE G 30  | 2030-01-31      | 3.5000%  | N/A     | $63251000.00       | $63471587.69       | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AS 28 | 2028-09-15      | 3.3750%  | N/A     | $942758400.00      | $956564424.86      | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AH 30 | 2030-12-31      | 3.6250%  | N/A     | $3093600.00        | $3124390.63        | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AR 28 | 2028-08-15      | 3.6250%  | N/A     | $100.00            | $100.65            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AB 30 | 2030-07-31      | 3.8750%  | N/A     | $263746000.00      | $268533568.39      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AH 27 | 2027-12-31      | 3.8750%  | N/A     | $4560500.00        | $4625184.14        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AP 28 | 2028-06-15      | 3.8750%  | N/A     | $111372400.00      | $113419619.31      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE BE 27 | 2027-07-31      | 3.8750%  | N/A     | $192000.00         | $193659.49         | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 33  | 2033-08-15      | 3.8750%  | N/A     | $1000.00           | $1007.92           | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 34  | 2034-08-15      | 3.8750%  | N/A     | $753735200.00      | $755340302.01      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE T 32  | 2032-12-31      | 3.8750%  | N/A     | $296083200.00      | $300635349.97      | U.S. Treasuries (including strips) |
| 4 1/2 NOTE Z 29  | 2029-05-31      | 4.5000%  | N/A     | $450000000.00      | $469668936.26      | U.S. Treasuries (including strips) |
| 4 1/4 NOTE C 35  | 2035-05-15      | 4.2500%  | N/A     | $155601600.00      | $161373321.55      | U.S. Treasuries (including strips) |
| 4 1/4 NOTE F 34  | 2034-11-15      | 4.2500%  | N/A     | $107646500.00      | $111840724.63      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AD 27 | 2027-09-30      | 4.1250%  | N/A     | $25015900.00       | $25701951.71       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE R 31  | 2031-10-31      | 4.1250%  | N/A     | $350000000.00      | $363868429.01      | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AR 26 | 2026-08-15      | 4.3750%  | N/A     | $2792800.00        | $2805474.50        | U.S. Treasuries (including strips) |
| 4 5/8 NOTE L 31  | 2031-05-31      | 4.6250%  | N/A     | $41061200.00       | $43577158.47       | U.S. Treasuries (including strips) |
| 4 NOTE AJ 27     | 2027-01-15      | 4.0000%  | N/A     | $100.00            | $100.85            | U.S. Treasuries (including strips) |
| 4 NOTE N 32      | 2032-07-31      | 4.0000%  | N/A     | $54771700.00       | $55919080.87       | U.S. Treasuries (including strips) |
| 5 3/8 BOND 31    | 2031-02-15      | 5.3750%  | N/A     | $5982000.00        | $6484504.56        | U.S. Treasuries (including strips) |
| BILL 07/09/26    | 2026-07-09      | 0.0000%  | N/A     | $128994000.00      | $127352035.37      | U.S. Treasuries (including strips) |
| BILL 08/06/26    | 2026-08-06      | 0.0000%  | N/A     | $714900.00         | $703937.72         | U.S. Treasuries (including strips) |
| BILL 09/03/26    | 2026-09-03      | 0.0000%  | N/A     | $100.00            | $98.21             | U.S. Treasuries (including strips) |

### Security 135: Fixed Income Clearing Corporation - CITI

- **C.1 - Title:** Fixed Income Clearing Corporation - CITI
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYJ05KA46
- **C.18 - Value (incl. sponsor support):** $4750000000.00
- **C.18.a - Value (excl. sponsor support):** $4750000000.00
- **C.19 - Percentage of Net Assets:** 2.3400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2029-08-31      | 3.1250%  | N/A     | $1000.00           | $1005.00           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 1.7500%  | N/A     | $320981000.00      | $306674956.64      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 4.2500%  | N/A     | $2617000.00        | $2733889.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | N/A     | $392564600.00      | $408000044.88      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.8750%  | N/A     | $11317900.00       | $11656751.21       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 2.7500%  | N/A     | $500232000.00      | $496354254.04      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 0.5000%  | N/A     | $90524900.00       | $86889437.02       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-12-31      | 4.5000%  | N/A     | $252299400.00      | $265632147.85      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 2.6250%  | N/A     | $263687200.00      | $258090482.89      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 3.7500%  | N/A     | $116695400.00      | $117336302.09      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-11-15      | 1.6250%  | N/A     | $197473000.00      | $109308909.85      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-04-30      | 4.0000%  | N/A     | $720784000.00      | $743638021.74      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 3.6250%  | N/A     | $94734000.00       | $84475506.89       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-02-15      | 4.3750%  | N/A     | $100.00            | $103.11            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 3.7500%  | N/A     | $611774400.00      | $621034393.07      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 4.7500%  | N/A     | $414546400.00      | $432377039.24      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 3.5000%  | N/A     | $241046000.00      | $244277830.24      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-10-31      | 3.7500%  | N/A     | $300.00            | $304.37            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 1.2500%  | N/A     | $144452600.00      | $138603586.53      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-15      | 1.5000%  | N/A     | $1800.00           | $1671.10           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-05-15      | 4.6250%  | N/A     | $218949200.00      | $221150141.47      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 2.2500%  | N/A     | $200.00            | $197.40            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-11-15      | 4.7500%  | N/A     | $23592700.00       | $24298485.27       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-05-15      | 4.2500%  | N/A     | $143310600.00      | $148626412.17      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-15      | 2.3750%  | N/A     | $126982200.00      | $123838146.69      | U.S. Treasuries (including strips) |

### Security 136: Fixed Income Clearing Corporation - GS

- **C.1 - Title:** Fixed Income Clearing Corporation - GS
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYJ0453V8
- **C.18 - Value (incl. sponsor support):** $4000000000.00
- **C.18.a - Value (excl. sponsor support):** $4000000000.00
- **C.19 - Percentage of Net Assets:** 1.9700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2029-06-30      | 4.2500%  | N/A     | $1374176000.00     | $1418841381.57     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-31      | 3.8750%  | N/A     | $1870483200.00     | $1925840067.63     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-11-15      | 4.6250%  | N/A     | $658380800.00      | $671466969.57      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-31      | 4.1250%  | N/A     | $27257000.00       | $28221157.82       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 1.1250%  | N/A     | $5331000.00        | $5072323.47        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 3.7500%  | N/A     | $29986100.00       | $30558173.49       | U.S. Treasuries (including strips) |

### Security 137: Fixed Income Clearing Corporation - GS

- **C.1 - Title:** Fixed Income Clearing Corporation - GS
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYJ0453W6
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-04-30      | 1.2500%  | N/A     | $634542400.00      | $608849217.30      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.6250%  | N/A     | $7637700.00        | $7557513.43        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-15      | 3.5000%  | N/A     | $210276800.00      | $207499300.22      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.1250%  | N/A     | $40000000.00       | $40066196.02       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 3.5000%  | N/A     | $48938000.00       | $49594137.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 2.3750%  | N/A     | $108666400.00      | $106433641.03      | U.S. Treasuries (including strips) |

### Security 138: Fixed Income Clearing Corporation - GS

- **C.1 - Title:** Fixed Income Clearing Corporation - GS
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYJ0453Y2
- **C.18 - Value (incl. sponsor support):** $8200000000.00
- **C.18.a - Value (excl. sponsor support):** $8200000000.00
- **C.19 - Percentage of Net Assets:** 4.0400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | N/A     | $64224100.00       | $64360867.17       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 4.0000%  | N/A     | $1108481600.00     | $1058171735.65     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 1.0000%  | N/A     | $138811600.00      | $131249818.15      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 6.5000%  | N/A     | $21799800.00       | $22662702.21       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-05-15      | 4.2500%  | N/A     | $233883200.00      | $237531765.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 1.2500%  | N/A     | $20000000.00       | $19044081.98       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 3.5000%  | N/A     | $102254400.00      | $102611011.94      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 4.1250%  | N/A     | $23000000.00       | $21810771.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 2.7500%  | N/A     | $3002700.00        | $2960800.03        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 2.1250%  | N/A     | $8005000.00        | $8014427.82        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 4.1250%  | N/A     | $316483000.00      | $323850353.55      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | N/A     | $1674900.00        | $1477595.41        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-15      | 2.3750%  | N/A     | $2040500.00        | $1989977.64        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-14      | 0.0000%  | N/A     | $17416800.00       | $17290005.70       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.7500%  | N/A     | $34000000.00       | $34329877.77       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 3.6250%  | N/A     | $2000000.00        | $1681119.31        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-05-15      | 3.0000%  | N/A     | $77556700.00       | $61025317.57       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 0.6250%  | N/A     | $4370300.00        | $4248672.58        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 0.6250%  | N/A     | $45600000.00       | $40606963.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-11-15      | 4.3750%  | N/A     | $111565000.00      | $114121630.33      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 4.6250%  | N/A     | $2018000.00        | $2063607.39        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-15      | 4.0000%  | N/A     | $776004800.00      | $790109360.91      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 0.5000%  | N/A     | $68513500.00       | $66124196.34       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 2.6250%  | N/A     | $756050000.00      | $752910327.90      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-02-15      | 4.0000%  | N/A     | $235631000.00      | $238865970.19      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-08-15      | 4.5000%  | N/A     | $650192800.00      | $667810887.50      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-15      | 1.1250%  | N/A     | $29729700.00       | $26527363.23       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 3.1250%  | N/A     | $25160600.00       | $20625173.18       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-15      | 1.6250%  | N/A     | $23114600.00       | $23122447.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-05-15      | 2.5000%  | N/A     | $161627200.00      | $117505935.48      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 4.0000%  | N/A     | $313548400.00      | $320186980.12      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 1.8750%  | N/A     | $151199000.00      | $146007613.24      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-31      | 4.3750%  | N/A     | $549240800.00      | $572477597.29      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-08-15      | 2.7500%  | N/A     | $25000000.00       | $19951790.06       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 4.2500%  | N/A     | $872779200.00      | $818899781.81      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2056-02-15      | 4.7500%  | N/A     | $295818000.00      | $301864397.34      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-15      | 2.7500%  | N/A     | $4000000.00        | $3788142.41        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.6250%  | N/A     | $1177960000.00     | $1206118971.10     | U.S. Treasuries (including strips) |

### Security 139: Fixed Income Clearing Corporation - HSBC

- **C.1 - Title:** Fixed Income Clearing Corporation - HSBC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYJ045439
- **C.18 - Value (incl. sponsor support):** $5250000000.00
- **C.18.a - Value (excl. sponsor support):** $5250000000.00
- **C.19 - Percentage of Net Assets:** 2.5900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2031-08-31      | 3.7500%  | N/A     | $4828300.00        | $4954441.32        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-15      | 3.3750%  | N/A     | $26019900.00       | $26392148.17       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 4.1250%  | N/A     | $2979200.00        | $3078022.60        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 2.7500%  | N/A     | $14600900.00       | $14487715.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 2.3750%  | N/A     | $59344300.00       | $58124957.88       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 4.0000%  | N/A     | $8028900.00        | $8188015.45        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 4.6250%  | N/A     | $246500000.00      | $251445848.18      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 2.6250%  | N/A     | $24091400.00       | $23513468.34       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 3.8750%  | N/A     | $123503200.00      | $126436350.11      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-23      | 0.0000%  | N/A     | $200.00            | $198.96            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 4.8750%  | N/A     | $24000800.00       | $24352403.14       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-15      | 4.1250%  | N/A     | $163649400.00      | $169582317.32      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-31      | 0.7500%  | N/A     | $4500.00           | $4503.11           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 2.6250%  | N/A     | $18376600.00       | $17986559.71       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 0.7500%  | N/A     | $342656800.00      | $339019251.96      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 4.1250%  | N/A     | $40697200.00       | $41696034.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 4.2500%  | N/A     | $123518800.00      | $127533580.01      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-15      | 4.1250%  | N/A     | $4978200.00        | $5025995.64        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 1.0000%  | N/A     | $64039800.00       | $60551222.69       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-12-31      | 3.6250%  | N/A     | $227234000.00      | $229495662.51      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 1.2500%  | N/A     | $120090400.00      | $118066608.05      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-12-31      | 3.7500%  | N/A     | $23242100.00       | $23599872.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.8750%  | N/A     | $141771800.00      | $144782120.53      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-15      | 4.6250%  | N/A     | $1000.00           | $1023.09           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 2.6250%  | N/A     | $22316400.00       | $22223726.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.2500%  | N/A     | $500.00            | $492.92            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | N/A     | $66384000.00       | $67397706.78       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 4.3750%  | N/A     | $99538000.00       | $103987064.28      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 1.1250%  | N/A     | $30303700.00       | $28833271.22       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 1.6250%  | N/A     | $800.00            | $796.07            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 1.5000%  | N/A     | $199553600.00      | $190367066.69      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 4.2500%  | N/A     | $165491200.00      | $168347220.62      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 0.6250%  | N/A     | $1700.00           | $1652.69           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 2.8750%  | N/A     | $25392600.00       | $25217644.14       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.6250%  | N/A     | $577516000.00      | $591321440.21      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 4.2500%  | N/A     | $54999000.00       | $55833746.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 4.3750%  | N/A     | $9001500.00        | $9355778.05        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-31      | 2.2500%  | N/A     | $8999100.00        | $9071578.56        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 3.5000%  | N/A     | $67413200.00       | $67670868.15       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 4.2500%  | N/A     | $55172100.00       | $57636394.77       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 1.2500%  | N/A     | $27965800.00       | $26833440.04       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.5000%  | N/A     | $13655900.00       | $13825618.92       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-15      | 2.7500%  | N/A     | $900.00            | $852.33            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 0.3750%  | N/A     | $22065200.00       | $21070265.34       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-15      | 3.5000%  | N/A     | $248866900.00      | $251260597.56      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-31      | 3.6250%  | N/A     | $2400300.00        | $2439718.77        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-31      | 4.0000%  | N/A     | $12939800.00       | $13243955.51       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 3.6250%  | N/A     | $18334800.00       | $18711760.96       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-31      | 4.5000%  | N/A     | $90002400.00       | $91716221.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 1.2500%  | N/A     | $14000900.00       | $13396275.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 2.2500%  | N/A     | $2051000.00        | $2027435.77        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 0.6250%  | N/A     | $23538100.00       | $22466767.13       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.8750%  | N/A     | $24414800.00       | $25086945.78       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 2.3750%  | N/A     | $300.00            | $301.66            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 4.8750%  | N/A     | $200.00            | $203.57            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 3.7500%  | N/A     | $3999500.00        | $4075512.13        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 1.3750%  | N/A     | $31836500.00       | $30174763.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-15      | 2.8750%  | N/A     | $164305600.00      | $158411410.75      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 3.8049%  | N/A     | $945000.00         | $948227.89         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 4.3750%  | N/A     | $8154500.00        | $8191507.38        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-09-30      | 3.8750%  | N/A     | $9634400.00        | $9885611.27        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 4.0000%  | N/A     | $4129500.00        | $4216931.54        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-15      | 1.6250%  | N/A     | $403161600.00      | $379911139.12      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 0.3750%  | N/A     | $125001400.00      | $119756053.27      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-15      | 4.6250%  | N/A     | $49604000.00       | $50900638.70       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | N/A     | $145890800.00      | $154618888.80      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 3.7219%  | N/A     | $50000.00          | $50137.67          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-29      | 4.0000%  | N/A     | $115445000.00      | $119031934.20      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 1.8750%  | N/A     | $400.00            | $398.85            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-30      | 3.7500%  | N/A     | $84726700.00       | $85674703.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-03      | 0.0000%  | N/A     | $700.00            | $687.48            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 0.8750%  | N/A     | $40467000.00       | $39972726.72       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 4.2500%  | N/A     | $24558900.00       | $25330341.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.8750%  | N/A     | $49121200.00       | $49817913.66       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-09-30      | 3.6250%  | N/A     | $12702900.00       | $12905157.94       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 2.8750%  | N/A     | $44988800.00       | $44850444.52       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-15      | 3.7500%  | N/A     | $400.00            | $405.54            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 4.1250%  | N/A     | $99532600.00       | $102262244.37      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.1250%  | N/A     | $48568100.00       | $48648475.37       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-15      | 3.6250%  | N/A     | $500900.00         | $506021.39         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 4.1250%  | N/A     | $24100600.00       | $24262589.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 3.8750%  | N/A     | $24531400.00       | $25036956.92       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-29      | 1.1250%  | N/A     | $98800.00          | $95036.40          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 1.8750%  | N/A     | $15023200.00       | $14919182.43       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-15      | 3.8750%  | N/A     | $44939400.00       | $45626294.26       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 1.5000%  | N/A     | $24004900.00       | $23587353.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.0000%  | N/A     | $34123900.00       | $35202152.84       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.6250%  | N/A     | $200.00            | $197.90            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-31      | 3.6250%  | N/A     | $18048500.00       | $18458090.17       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.6250%  | N/A     | $4800.00           | $4762.47           | U.S. Treasuries (including strips) |

### Security 140: Fixed Income Clearing Corporation - JPM

- **C.1 - Title:** Fixed Income Clearing Corporation - JPM
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYJ045454
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-11-27      | 0.0000%  | N/A     | $516249600.00      | $503081105.20      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 4.3750%  | N/A     | $277050000.00      | $289433343.65      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 1.2500%  | N/A     | $236574400.00      | $226358009.93      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-15      | 3.6250%  | N/A     | $1116200.00        | $1127612.43        | U.S. Treasuries (including strips) |

### Security 141: Fixed Income Clearing Corporation - NOMU

- **C.1 - Title:** Fixed Income Clearing Corporation - NOMU
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYJ0453Z9
- **C.18 - Value (incl. sponsor support):** $3836000000.00
- **C.18.a - Value (excl. sponsor support):** $3836000000.00
- **C.19 - Percentage of Net Assets:** 1.8900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-06-04      | 0.0000%  | N/A     | $31059900.00       | $30770980.81       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 6.2500%  | N/A     | $5000000.00        | $5621064.01        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-15      | 1.6250%  | N/A     | $6502700.00        | $5936298.63        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 4.2500%  | N/A     | $100661300.00      | $102398496.58      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 3.3750%  | N/A     | $285397500.00      | $287529151.18      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 4.2500%  | N/A     | $3180000.00        | $3283360.79        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-31      | 2.2500%  | N/A     | $23086300.00       | $23272236.56       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 4.1250%  | N/A     | $142378000.00      | $145692393.07      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-15      | 5.3750%  | N/A     | $199600.00         | $216366.95         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 3.5000%  | N/A     | $2666400.00        | $2702841.89        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-31      | 4.1250%  | N/A     | $400046000.00      | $414196767.81      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 2.7500%  | N/A     | $20153000.00       | $19996776.06       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-15      | 4.1250%  | N/A     | $1623000.00        | $1681839.97        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 3.8049%  | N/A     | $18424200.00       | $18487132.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.2500%  | N/A     | $343757400.00      | $344539167.01      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 3.5000%  | N/A     | $106785000.00      | $108115490.36      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-31      | 0.0000%  | N/A     | $586900.00         | $585192.12         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 3.5000%  | N/A     | $32894200.00       | $33398108.78       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 3.5000%  | N/A     | $515415000.00      | $522325439.43      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-31      | 3.6250%  | N/A     | $597700.00         | $607515.69         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 4.1250%  | N/A     | $55180200.00       | $56100003.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-15      | 3.5000%  | N/A     | $283970400.00      | $286701736.53      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-09-30      | 3.8750%  | N/A     | $675000000.00      | $692600224.45      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-31      | 4.1250%  | N/A     | $125367300.00      | $129080009.65      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-31      | 3.8750%  | N/A     | $66040600.00       | $67995068.64       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.2500%  | N/A     | $747800.00         | $737203.92         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 3.8750%  | N/A     | $178534000.00      | $181056611.85      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.1250%  | N/A     | $15784300.00       | $15810421.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-02-15      | 4.0000%  | N/A     | $16500.00          | $16726.53          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 3.7729%  | N/A     | $100177200.00      | $100477305.80      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-12-31      | 3.7500%  | N/A     | $46548000.00       | $47264526.74       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-15      | 4.6250%  | N/A     | $14918700.00       | $15263190.08       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 2.6250%  | N/A     | $41281700.00       | $40291388.05       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 1.8750%  | N/A     | $100.00            | $99.31             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 4.0000%  | N/A     | $88089000.00       | $91251969.13       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-31      | 4.3750%  | N/A     | $97037600.00       | $101142981.53      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-11-15      | 4.0000%  | N/A     | $3038400.00        | $3082200.70        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 3.8750%  | N/A     | $5201500.00        | $5289658.08        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 1.1250%  | N/A     | $7333800.00        | $7202099.05        | U.S. Treasuries (including strips) |

### Security 142: Fixed Income Clearing Corporation - SSB

- **C.1 - Title:** Fixed Income Clearing Corporation - SSB
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYJ05GLX9
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 0 1/2 NOTE L 27  | 2027-05-31      | 0.5000%  | N/A     | $100.00            | $96.51             | U.S. Treasuries (including strips) |
| 1 1/4 NOTE J 28  | 2028-03-31      | 1.2500%  | N/A     | $10482700.00       | $10086559.80       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE L 28  | 2028-05-31      | 1.2500%  | N/A     | $21363900.00       | $20441306.79       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE Q 28  | 2028-09-30      | 1.2500%  | N/A     | $532000.00         | $506572.58         | U.S. Treasuries (including strips) |
| 1 1/8 NOTE P 28  | 2028-08-31      | 1.1250%  | N/A     | $533900.00         | $507993.53         | U.S. Treasuries (including strips) |
| 1 3/8 NOTE F 31  | 2031-11-15      | 1.3750%  | N/A     | $100.00            | $88.86             | U.S. Treasuries (including strips) |
| 1 3/8 NOTE T 28  | 2028-12-31      | 1.3750%  | N/A     | $18947600.00       | $17958611.80       | U.S. Treasuries (including strips) |
| 1 5/8 NOTE C 26  | 2026-05-15      | 1.6250%  | N/A     | $499500.00         | $499669.58         | U.S. Treasuries (including strips) |
| 1 7/8 NOTE B 32  | 2032-02-15      | 1.8750%  | N/A     | $65436300.00       | $59294550.11       | U.S. Treasuries (including strips) |
| 1 NOTE N 28      | 2028-07-31      | 1.0000%  | N/A     | $200.00            | $189.10            | U.S. Treasuries (including strips) |
| 2 3/4 BOND 47    | 2047-11-15      | 2.7500%  | N/A     | $5305300.00        | $3963258.33        | U.S. Treasuries (including strips) |
| 2 3/4 NOTE E 32  | 2032-08-15      | 2.7500%  | N/A     | $9572000.00        | $9065024.78        | U.S. Treasuries (including strips) |
| 2 3/8 BOND 42    | 2042-02-15      | 2.3750%  | N/A     | $23631400.00       | $17979626.77       | U.S. Treasuries (including strips) |
| 2 5/8 NOTE B 29  | 2029-02-15      | 2.6250%  | N/A     | $70754900.00       | $69253138.97       | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 32  | 2032-05-15      | 2.8750%  | N/A     | $12707000.00       | $12251157.58       | U.S. Treasuries (including strips) |
| 2 7/8 NOTE K 29  | 2029-04-30      | 2.8750%  | N/A     | $41271800.00       | $40987435.93       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AK 29 | 2029-02-15      | 3.5000%  | N/A     | $3599700.00        | $3613458.85        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE B 33  | 2033-02-15      | 3.5000%  | N/A     | $4500000.00        | $4440560.49        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE G 30  | 2030-01-31      | 3.5000%  | N/A     | $187868300.00      | $188523490.18      | U.S. Treasuries (including strips) |
| 3 1/2 NOTE U 28  | 2028-01-31      | 3.5000%  | N/A     | $4008600.00        | $4025810.91        | U.S. Treasuries (including strips) |
| 3 1/8 BOND 48    | 2048-05-15      | 3.1250%  | N/A     | $18253700.00       | $14539125.00       | U.S. Treasuries (including strips) |
| 3 1/8 NOTE F 28  | 2028-11-15      | 3.1250%  | N/A     | $900.00            | $901.49            | U.S. Treasuries (including strips) |
| 3 1/8 NOTE P 29  | 2029-08-31      | 3.1250%  | N/A     | $80000.00          | $80399.73          | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BA 27 | 2027-04-30      | 3.7500%  | N/A     | $10507200.00       | $10667648.60       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE L 30  | 2030-05-31      | 3.7500%  | N/A     | $31741900.00       | $32347470.57       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE U 31  | 2031-01-31      | 3.7500%  | N/A     | $35727000.00       | $36172978.76       | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AS 27 | 2027-09-15      | 3.3750%  | N/A     | $155183700.00      | $157403802.60      | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AD 30 | 2030-09-30      | 3.6250%  | N/A     | $319900.00         | $326190.89         | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AR 28 | 2028-08-15      | 3.6250%  | N/A     | $4110300.00        | $4137093.64        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AG 27 | 2027-11-30      | 3.8750%  | N/A     | $12061800.00       | $12266230.48       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AH 27 | 2027-12-31      | 3.8750%  | N/A     | $48990200.00       | $49685055.61       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 33  | 2033-08-15      | 3.8750%  | N/A     | $8029300.00        | $8092864.20        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Q 32  | 2032-09-30      | 3.8750%  | N/A     | $1203300.00        | $1234675.33        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE S 29  | 2029-11-30      | 3.8750%  | N/A     | $36478600.00       | $37344951.72       | U.S. Treasuries (including strips) |
| 4  NOTE N 30     | 2030-07-31      | 4.0000%  | N/A     | $19715700.00       | $20173073.20       | U.S. Treasuries (including strips) |
| 4  NOTE R 29     | 2029-10-31      | 4.0000%  | N/A     | $42596600.00       | $43942574.66       | U.S. Treasuries (including strips) |
| 4 1/2 BOND 38    | 2038-05-15      | 4.5000%  | N/A     | $12684900.00       | $13352445.11       | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54    | 2054-08-15      | 4.2500%  | N/A     | $35969000.00       | $33744923.06       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AA 29 | 2029-06-30      | 4.2500%  | N/A     | $27921200.00       | $28828733.72       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE E 35  | 2035-08-15      | 4.2500%  | N/A     | $44123100.00       | $45249776.29       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE F 34  | 2034-11-15      | 4.2500%  | N/A     | $30889400.00       | $32092941.99       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE H 31  | 2031-02-28      | 4.2500%  | N/A     | $506700.00         | $533571.62         | U.S. Treasuries (including strips) |
| 4 1/4 NOTE V 29  | 2029-02-28      | 4.2500%  | N/A     | $29062800.00       | $30360907.30       | U.S. Treasuries (including strips) |
| 4 1/8 BOND 44    | 2044-08-15      | 4.1250%  | N/A     | $14454700.00       | $13707311.11       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AG 29 | 2029-11-30      | 4.1250%  | N/A     | $93120000.00       | $96208869.71       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE J 32  | 2032-03-31      | 4.1250%  | N/A     | $197669200.00      | $206094973.46      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE L 32  | 2032-05-31      | 4.1250%  | N/A     | $22978900.00       | $23791729.22       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE P 30  | 2030-08-31      | 4.1250%  | N/A     | $5774000.00        | $6037312.01        | U.S. Treasuries (including strips) |
| 4 3/4 BOND 53    | 2053-11-15      | 4.7500%  | N/A     | $43079800.00       | $44368549.83       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AG 28 | 2028-11-30      | 4.3750%  | N/A     | $10605900.00       | $10984754.58       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AQ 27 | 2027-07-15      | 4.3750%  | N/A     | $9217900.00        | $9377699.88        | U.S. Treasuries (including strips) |
| 4 3/8 NOTE BE 26 | 2026-07-31      | 4.3750%  | N/A     | $5000000.00        | $5031010.61        | U.S. Treasuries (including strips) |
| 4 5/8 BOND 44    | 2044-11-15      | 4.6250%  | N/A     | $16442400.00       | $16814003.05       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AL 26 | 2026-03-15      | 4.6250%  | N/A     | $513600.00         | $524447.13         | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AP 27 | 2027-06-15      | 4.6250%  | N/A     | $613500.00         | $627994.23         | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AS 26 | 2026-09-15      | 4.6250%  | N/A     | $2125000.00        | $2180547.08        | U.S. Treasuries (including strips) |
| 4 5/8 NOTE K 31  | 2031-04-30      | 4.6250%  | N/A     | $15574800.00       | $16586503.64       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE L 31  | 2031-05-31      | 4.6250%  | N/A     | $14734500.00       | $15637332.60       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Q 30  | 2030-09-30      | 4.6250%  | N/A     | $100.00            | $106.55            | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Y 29  | 2029-04-30      | 4.6250%  | N/A     | $111306800.00      | $116961934.45      | U.S. Treasuries (including strips) |
| 4 7/8 NOTE BA 26 | 2026-04-30      | 4.8750%  | N/A     | $12851100.00       | $13080203.66       | U.S. Treasuries (including strips) |
| 4 7/8 NOTE R 30  | 2030-10-31      | 4.8750%  | N/A     | $55282900.00       | $59366180.82       | U.S. Treasuries (including strips) |
| 4 BOND 52        | 2052-11-15      | 4.0000%  | N/A     | $16888900.00       | $15371596.37       | U.S. Treasuries (including strips) |
| 4 NOTE H 30      | 2030-02-28      | 4.0000%  | N/A     | $166620900.00      | $173172350.94      | U.S. Treasuries (including strips) |
| 4 NOTE M 32      | 2032-06-30      | 4.0000%  | N/A     | $13393200.00       | $13722295.56       | U.S. Treasuries (including strips) |
| 5 3/8 BOND 31    | 2031-02-15      | 5.3750%  | N/A     | $3050400.00        | $3306642.04        | U.S. Treasuries (including strips) |
| 5 BOND 37        | 2037-05-15      | 5.0000%  | N/A     | $30000.00          | $33118.94          | U.S. Treasuries (including strips) |
| 5 BOND 45        | 2045-05-15      | 5.0000%  | N/A     | $18485200.00       | $19806515.46       | U.S. Treasuries (including strips) |
| 6 1/8 BOND 27    | 2027-11-15      | 6.1250%  | N/A     | $400100.00         | $424856.06         | U.S. Treasuries (including strips) |
| BILL 03/05/26    | 2026-03-05      | 0.0000%  | N/A     | $259000.00         | $258922.30         | U.S. Treasuries (including strips) |
| BILL 03/19/26    | 2026-03-19      | 0.0000%  | N/A     | $42200.00          | $42128.01          | U.S. Treasuries (including strips) |
| BILL 03/26/26    | 2026-03-26      | 0.0000%  | N/A     | $2283500.00        | $2278005.90        | U.S. Treasuries (including strips) |
| BILL 04/14/26    | 2026-04-14      | 0.0000%  | N/A     | $6042200.00        | $6016055.40        | U.S. Treasuries (including strips) |
| BILL 04/16/26    | 2026-04-16      | 0.0000%  | N/A     | $1210800.00        | $1205317.50        | U.S. Treasuries (including strips) |
| BILL 06/04/26    | 2026-06-04      | 0.0000%  | N/A     | $464000.00         | $459683.87         | U.S. Treasuries (including strips) |
| BILL 06/23/26    | 2026-06-23      | 0.0000%  | N/A     | $354000.00         | $350019.27         | U.S. Treasuries (including strips) |
| BILL 09/03/26    | 2026-09-03      | 0.0000%  | N/A     | $1336800.00        | $1312894.01        | U.S. Treasuries (including strips) |
| TRFR BF 07/31/26 | 2026-07-31      | 3.8049%  | N/A     | $72712600.00       | $72960968.03       | U.S. Treasuries (including strips) |

### Security 143: Fixed Income Clearing Corporation - SSB

- **C.1 - Title:** Fixed Income Clearing Corporation - SSB
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYJ05GN74
- **C.18 - Value (incl. sponsor support):** $2500000000.00
- **C.18.a - Value (excl. sponsor support):** $2500000000.00
- **C.19 - Percentage of Net Assets:** 1.2300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 02.500 FGPC J29029 G | 2029-08-01      | 2.5000%  | N/A     | $1000.00           | $43.28             | Agency Mortgage-Backed Securities  |
| 03.500 FGPC C04038 G | 2042-06-01      | 3.5000%  | N/A     | $1000.00           | $119.84            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC C09042 G | 2043-05-01      | 3.5000%  | N/A     | $246572.00         | $26802.79          | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G08788 G | 2047-11-01      | 3.5000%  | N/A     | $4964912.00        | $603882.35         | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G15855 G | 2031-01-01      | 3.5000%  | N/A     | $2011.00           | $147.16            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G61430 G | 2044-02-01      | 3.5000%  | N/A     | $69327881.00       | $19503484.45       | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q04537 G | 2041-11-01      | 3.5000%  | N/A     | $1001.00           | $71.99             | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q50241 G | 2047-08-01      | 3.5000%  | N/A     | $1000.00           | $314.36            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC T65257 G | 2044-12-01      | 3.5000%  | N/A     | $2991860.00        | $130990.32         | Agency Mortgage-Backed Securities  |
| 03.500 FGPC U90828 G | 2043-02-01      | 3.5000%  | N/A     | $1000.00           | $184.29            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC G07786 G | 2044-08-01      | 4.0000%  | N/A     | $6731.00           | $1046.18           | Agency Mortgage-Backed Securities  |
| 04.000 FGPC G08618 G | 2044-12-01      | 4.0000%  | N/A     | $1294.00           | $96.53             | Agency Mortgage-Backed Securities  |
| 04.000 FGPC G16557 G | 2033-07-01      | 4.0000%  | N/A     | $1000.00           | $128.91            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q42605 G | 2046-08-01      | 4.0000%  | N/A     | $17307200.00       | $2695252.93        | Agency Mortgage-Backed Securities  |
| 04.000 FGPC V81756 G | 2045-05-01      | 4.0000%  | N/A     | $1018.00           | $371.99            | Agency Mortgage-Backed Securities  |
| 04.500 FGPC G30670 G | 2033-12-01      | 4.5000%  | N/A     | $1000.00           | $61.39             | Agency Mortgage-Backed Securities  |
| 05.875 FRPC G80376 G | 2038-12-20      | 5.8750%  | N/A     | $2018060.00        | $200401.14         | Agency Mortgage-Backed Securities  |
| 06.500 FGPC G60503 G | 2039-09-01      | 6.5000%  | N/A     | $2570816.00        | $372742.87         | Agency Mortgage-Backed Securities  |
| 1 1/8 NOTE P 28      | 2028-08-31      | 1.1250%  | N/A     | $456500.00         | $434349.22         | U.S. Treasuries (including strips) |
| 1 3/8 BOND 50        | 2050-08-15      | 1.3750%  | N/A     | $200.00            | $103.06            | U.S. Treasuries (including strips) |
| 1 3/8 NOTE P 26      | 2026-08-31      | 1.3750%  | N/A     | $341100.00         | $339581.77         | U.S. Treasuries (including strips) |
| 1 5/8 NOTE Q 26      | 2026-09-30      | 1.6250%  | N/A     | $10632500.00       | $10580256.45       | U.S. Treasuries (including strips) |
| 1 7/8 NOTE B 32      | 2032-02-15      | 1.8750%  | N/A     | $1333800.00        | $1208611.60        | U.S. Treasuries (including strips) |
| 1 7/8 NOTE N 26      | 2026-07-31      | 1.8750%  | N/A     | $1392300.00        | $1383973.32        | U.S. Treasuries (including strips) |
| 2 1/8 NOTE L 26      | 2026-05-31      | 2.1250%  | N/A     | $100.00            | $100.12            | U.S. Treasuries (including strips) |
| 2 3/4 BOND 47        | 2047-11-15      | 2.7500%  | N/A     | $100.00            | $74.70             | U.S. Treasuries (including strips) |
| 2 3/4 NOTE L 29      | 2029-05-31      | 2.7500%  | N/A     | $100.00            | $98.60             | U.S. Treasuries (including strips) |
| 2 3/8 BOND 42        | 2042-02-15      | 2.3750%  | N/A     | $12200.00          | $9282.20           | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 32      | 2032-05-15      | 2.8750%  | N/A     | $53424000.00       | $51507503.14       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE Y 28      | 2028-04-30      | 3.5000%  | N/A     | $1571500.00        | $1592569.93        | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AS 27     | 2027-09-15      | 3.3750%  | N/A     | $200.00            | $202.86            | U.S. Treasuries (including strips) |
| 3 3/8 NOTE C 33      | 2033-05-15      | 3.3750%  | N/A     | $96100.00          | $94723.28          | U.S. Treasuries (including strips) |
| 3 5/8 NOTE J 30      | 2030-03-31      | 3.6250%  | N/A     | $699700.00         | $713837.57         | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AG 27     | 2027-11-30      | 3.8750%  | N/A     | $100.00            | $101.69            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AH 27     | 2027-12-31      | 3.8750%  | N/A     | $2171300.00        | $2202096.77        | U.S. Treasuries (including strips) |
| 3 BOND 45            | 2045-05-15      | 3.0000%  | N/A     | $36700.00          | $29532.08          | U.S. Treasuries (including strips) |
| 3 BOND 52            | 2052-08-15      | 3.0000%  | N/A     | $8397700.00        | $6261681.81        | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54        | 2054-08-15      | 4.2500%  | N/A     | $1182200.00        | $1109100.84        | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AA 29     | 2029-06-30      | 4.2500%  | N/A     | $6790600.00        | $7011317.54        | U.S. Treasuries (including strips) |
| 4 1/4 NOTE F 34      | 2034-11-15      | 4.2500%  | N/A     | $4445800.00        | $4619021.46        | U.S. Treasuries (including strips) |
| 4 1/4 NOTE V 29      | 2029-02-28      | 4.2500%  | N/A     | $13249200.00       | $13840983.42       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE J 31      | 2031-03-31      | 4.1250%  | N/A     | $2169400.00        | $2263201.88        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE L 32      | 2032-05-31      | 4.1250%  | N/A     | $904000.00         | $935977.06         | U.S. Treasuries (including strips) |
| 4 3/4 BOND 45        | 2045-02-15      | 4.7500%  | N/A     | $100.00            | $102.65            | U.S. Treasuries (including strips) |
| 4 3/4 BOND 53        | 2053-11-15      | 4.7500%  | N/A     | $4563900.00        | $4700430.93        | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AG 28     | 2028-11-30      | 4.3750%  | N/A     | $2933500.00        | $3038287.89        | U.S. Treasuries (including strips) |
| 4 3/8 NOTE BE 26     | 2026-07-31      | 4.3750%  | N/A     | $6000800.00        | $6038017.69        | U.S. Treasuries (including strips) |
| 4 5/8 BOND 44        | 2044-11-15      | 4.6250%  | N/A     | $200.00            | $204.52            | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AS 26     | 2026-09-15      | 4.6250%  | N/A     | $100.00            | $102.61            | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Y 29      | 2029-04-30      | 4.6250%  | N/A     | $100.00            | $105.08            | U.S. Treasuries (including strips) |
| 4 7/8 NOTE AF 28     | 2028-10-31      | 4.8750%  | N/A     | $500.00            | $526.45            | U.S. Treasuries (including strips) |
| 4 NOTE K 32          | 2032-04-30      | 4.0000%  | N/A     | $100.00            | $103.17            | U.S. Treasuries (including strips) |
| 5 BOND 45            | 2045-05-15      | 5.0000%  | N/A     | $200.00            | $214.30            | U.S. Treasuries (including strips) |
| BILL 04/21/26        | 2026-04-21      | 0.0000%  | N/A     | $100.00            | $99.50             | U.S. Treasuries (including strips) |
| BILL 11/27/26        | 2026-11-27      | 0.0000%  | N/A     | $8982500.00        | $8753374.39        | U.S. Treasuries (including strips) |
| FEPC 01.500 CISB1784 | 2036-06-01      | 1.5000%  | N/A     | $7239726.00        | $6560040.98        | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CNRD5057 | 2031-05-01      | 1.5000%  | N/A     | $1000.00           | $351.15            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CISB8509 | 2036-01-01      | 2.0000%  | N/A     | $85470.00          | $38109.40          | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CISB8511 | 2036-05-01      | 2.0000%  | N/A     | $14967.00          | $7172.61           | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQD5262 | 2052-01-01      | 2.0000%  | N/A     | $35456.00          | $23772.84          | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLRA5117 | 2051-05-01      | 2.0000%  | N/A     | $1000.00           | $568.54            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLRA5258 | 2051-05-01      | 2.0000%  | N/A     | $129206.00         | $76372.50          | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLRA6534 | 2051-12-01      | 2.0000%  | N/A     | $1008.00           | $603.72            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLRA6820 | 2052-02-01      | 2.0000%  | N/A     | $1001.00           | $646.03            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8121 | 2050-12-01      | 2.0000%  | N/A     | $1008.00           | $549.46            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8160 | 2051-08-01      | 2.0000%  | N/A     | $1000.00           | $618.34            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8172 | 2051-10-01      | 2.0000%  | N/A     | $272628.00         | $171796.54         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8182 | 2051-12-01      | 2.0000%  | N/A     | $1000.00           | $642.32            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8188 | 2052-01-01      | 2.0000%  | N/A     | $1000.00           | $646.23            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8218 | 2052-06-01      | 2.0000%  | N/A     | $1000.00           | $686.53            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSL0414 | 2052-03-01      | 2.0000%  | N/A     | $100000.00         | $78661.02          | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CNRD5071 | 2031-10-01      | 2.0000%  | N/A     | $1000.00           | $382.54            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CTSC0406 | 2041-12-01      | 2.0000%  | N/A     | $1000.00           | $714.05            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 3MZA3002 | 2029-12-01      | 2.5000%  | N/A     | $1005.00           | $5.43              | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB0732 | 2037-06-01      | 2.5000%  | N/A     | $1000.00           | $663.51            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB0762 | 2037-04-01      | 2.5000%  | N/A     | $1000.00           | $606.13            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB8020 | 2034-12-01      | 2.5000%  | N/A     | $1000.00           | $168.14            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQC5830 | 2051-08-01      | 2.5000%  | N/A     | $1000.00           | $612.82            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQD3220 | 2051-12-01      | 2.5000%  | N/A     | $1000.00           | $634.35            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQD6079 | 2052-02-01      | 2.5000%  | N/A     | $1000.00           | $659.81            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQE1356 | 2052-04-01      | 2.5000%  | N/A     | $1000.00           | $659.23            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA4070 | 2050-11-01      | 2.5000%  | N/A     | $574000.00         | $273011.05         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD0578 | 2051-03-01      | 2.5000%  | N/A     | $2000.00           | $1118.70           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD0625 | 2051-05-01      | 2.5000%  | N/A     | $1396000.00        | $820423.03         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD1151 | 2051-01-01      | 2.5000%  | N/A     | $1000.00           | $682.57            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD1658 | 2052-04-01      | 2.5000%  | N/A     | $1000.00           | $711.26            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD3478 | 2052-04-01      | 2.5000%  | N/A     | $2000.00           | $1480.26           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD3632 | 2052-07-01      | 2.5000%  | N/A     | $1000.00           | $751.79            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD5368 | 2052-07-01      | 2.5000%  | N/A     | $1000.00           | $781.01            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD7548 | 2051-11-01      | 2.5000%  | N/A     | $1105.00           | $683.04            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8089 | 2050-07-01      | 2.5000%  | N/A     | $19000.00          | $6752.51           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8151 | 2051-06-01      | 2.5000%  | N/A     | $4000.00           | $2319.01           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8167 | 2051-09-01      | 2.5000%  | N/A     | $1000.00           | $610.14            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8205 | 2052-04-01      | 2.5000%  | N/A     | $12159424.00       | $8246045.09        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8224 | 2052-07-01      | 2.5000%  | N/A     | $2024.00           | $1447.04           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSL4036 | 2053-10-01      | 2.5000%  | N/A     | $1023.00           | $885.91            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 3UZM9916 | 2028-04-01      | 3.0000%  | N/A     | $1360.00           | $12.72             | Agency Mortgage-Backed Securities  |
| FEPC 03.000 3UZM9919 | 2028-04-01      | 3.0000%  | N/A     | $3387.00           | $77.34             | Agency Mortgage-Backed Securities  |
| FEPC 03.000 3XZT0983 | 2028-08-01      | 3.0000%  | N/A     | $1747612.00        | $60717.28          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CISB0712 | 2037-07-01      | 3.0000%  | N/A     | $1000.00           | $579.19            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CIZK8962 | 2032-09-01      | 3.0000%  | N/A     | $1000.00           | $167.92            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CIZS8606 | 2031-04-01      | 3.0000%  | N/A     | $1000.00           | $82.24             | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQA1790 | 2049-08-01      | 3.0000%  | N/A     | $1000.00           | $165.35            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQC4794 | 2051-08-01      | 3.0000%  | N/A     | $2997.00           | $1973.61           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQE0399 | 2052-04-01      | 3.0000%  | N/A     | $1000.00           | $663.07            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQE0764 | 2052-04-01      | 3.0000%  | N/A     | $640000.00         | $460456.63         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQG2979 | 2053-05-01      | 3.0000%  | N/A     | $35000.00          | $26809.92          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLRA3078 | 2050-07-01      | 3.0000%  | N/A     | $202387.00         | $93242.41          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLRA3484 | 2050-09-01      | 3.0000%  | N/A     | $1000.00           | $369.21            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLRA5917 | 2051-09-01      | 3.0000%  | N/A     | $413000.00         | $260763.11         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLRA6844 | 2052-02-01      | 3.0000%  | N/A     | $2003.00           | $1189.80           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD0499 | 2050-08-01      | 3.0000%  | N/A     | $5147000.00        | $2522804.49        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD0781 | 2051-11-01      | 3.0000%  | N/A     | $48759.00          | $27965.33          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD0818 | 2051-12-01      | 3.0000%  | N/A     | $166048.00         | $101669.29         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD2537 | 2052-08-01      | 3.0000%  | N/A     | $2000.00           | $1417.93           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD4422 | 2052-02-01      | 3.0000%  | N/A     | $2000.00           | $1480.20           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD4811 | 2052-05-01      | 3.0000%  | N/A     | $1000.00           | $766.89            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD7507 | 2049-11-01      | 3.0000%  | N/A     | $23001.00          | $8309.78           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD7518 | 2050-06-01      | 3.0000%  | N/A     | $1000.00           | $394.30            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD7531 | 2050-12-01      | 3.0000%  | N/A     | $1000.00           | $461.46            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD7556 | 2052-08-01      | 3.0000%  | N/A     | $1024.00           | $699.39            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8030 | 2049-12-01      | 3.0000%  | N/A     | $1000.00           | $173.96            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8206 | 2052-04-01      | 3.0000%  | N/A     | $10270.00          | $7189.54           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8220 | 2052-06-01      | 3.0000%  | N/A     | $33014.00          | $23971.10          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8242 | 2052-09-01      | 3.0000%  | N/A     | $1160000.00        | $849384.80         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8254 | 2052-10-01      | 3.0000%  | N/A     | $2000.00           | $1510.00           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8272 | 2052-12-01      | 3.0000%  | N/A     | $1000.00           | $741.15            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSL1607 | 2047-04-01      | 3.0000%  | N/A     | $1014.00           | $888.76            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSL2688 | 2052-06-01      | 3.0000%  | N/A     | $4032.00           | $3564.69           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSL3427 | 2050-08-01      | 3.0000%  | N/A     | $1062.00           | $945.75            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSL4347 | 2050-04-01      | 3.0000%  | N/A     | $1008.00           | $929.10            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSL4349 | 2052-05-01      | 3.0000%  | N/A     | $1008.00           | $928.41            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZM1990 | 2046-11-01      | 3.0000%  | N/A     | $4395000.00        | $744248.11         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZS9826 | 2046-10-01      | 3.0000%  | N/A     | $1000.00           | $228.15            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CTQK0071 | 2039-10-01      | 3.0000%  | N/A     | $1000.00           | $448.25            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CTZA2424 | 2036-09-01      | 3.0000%  | N/A     | $2000.00           | $304.79            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQD8778 | 2052-03-01      | 3.5000%  | N/A     | $39490.00          | $26610.21          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQE2057 | 2052-05-01      | 3.5000%  | N/A     | $57999.00          | $44217.76          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA7378 | 2052-05-01      | 3.5000%  | N/A     | $97999.00          | $73131.19          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA7380 | 2052-05-01      | 3.5000%  | N/A     | $2000.00           | $1365.92           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD0958 | 2052-04-01      | 3.5000%  | N/A     | $601874.00         | $398073.98         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD1352 | 2052-07-01      | 3.5000%  | N/A     | $2000.00           | $1390.65           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD1549 | 2052-04-01      | 3.5000%  | N/A     | $40000.00          | $27744.85          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD7502 | 2049-07-01      | 3.5000%  | N/A     | $1000.00           | $196.37            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD7504 | 2049-08-01      | 3.5000%  | N/A     | $2000.00           | $366.20            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD7508 | 2049-10-01      | 3.5000%  | N/A     | $1000.00           | $295.48            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8001 | 2049-07-01      | 3.5000%  | N/A     | $3017.00           | $270.62            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8175 | 2051-10-01      | 3.5000%  | N/A     | $1000.00           | $524.20            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8185 | 2051-12-01      | 3.5000%  | N/A     | $1000.00           | $609.36            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8236 | 2052-08-01      | 3.5000%  | N/A     | $4000.00           | $3048.57           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8264 | 2052-11-01      | 3.5000%  | N/A     | $7000.00           | $5377.47           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSL3527 | 2048-04-01      | 3.5000%  | N/A     | $32915446.00       | $30903696.62       | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZL2862 | 2042-03-01      | 3.5000%  | N/A     | $4930.00           | $519.99            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZL3304 | 2042-07-01      | 3.5000%  | N/A     | $1615.00           | $445.66            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS3684 | 2043-02-01      | 3.5000%  | N/A     | $1000.00           | $103.15            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS4642 | 2045-12-01      | 3.5000%  | N/A     | $1000.00           | $106.72            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS4739 | 2047-10-01      | 3.5000%  | N/A     | $1000.00           | $123.15            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS4759 | 2048-03-01      | 3.5000%  | N/A     | $947413.00         | $110223.76         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZT1502 | 2048-11-01      | 3.5000%  | N/A     | $3387.00           | $906.87            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 3VZN0668 | 2043-04-01      | 4.0000%  | N/A     | $1000.00           | $144.08            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CIRR0065 | 2041-02-01      | 4.0000%  | N/A     | $2048.00           | $2033.44           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CISB8232 | 2038-06-01      | 4.0000%  | N/A     | $40000.00          | $26836.56          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQD1761 | 2051-11-01      | 4.0000%  | N/A     | $1000.00           | $511.33            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQE4075 | 2052-06-01      | 4.0000%  | N/A     | $4000.00           | $3240.48           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRA7559 | 2052-06-01      | 4.0000%  | N/A     | $96000.00          | $67225.83          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRA7772 | 2052-08-01      | 4.0000%  | N/A     | $9000.00           | $7051.08           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRA7922 | 2052-09-01      | 4.0000%  | N/A     | $1000.00           | $797.04            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD1524 | 2052-08-01      | 4.0000%  | N/A     | $1000.00           | $725.40            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD2238 | 2053-02-01      | 4.0000%  | N/A     | $1000.00           | $815.67            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD2549 | 2052-07-01      | 4.0000%  | N/A     | $99000.00          | $60616.80          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD5323 | 2054-01-01      | 4.0000%  | N/A     | $1001.00           | $852.27            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD7560 | 2053-02-01      | 4.0000%  | N/A     | $1200.00           | $881.37            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8237 | 2052-08-01      | 4.0000%  | N/A     | $49999.00          | $38969.68          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8244 | 2052-09-01      | 4.0000%  | N/A     | $57000.00          | $44621.56          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8256 | 2052-10-01      | 4.0000%  | N/A     | $5000.00           | $3927.01           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8375 | 2053-09-01      | 4.0000%  | N/A     | $1000.00           | $850.14            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZM6072 | 2048-04-01      | 4.0000%  | N/A     | $1000.00           | $187.67            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZS4656 | 2046-03-01      | 4.0000%  | N/A     | $213652.00         | $22639.01          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQA6444 | 2050-01-01      | 4.5000%  | N/A     | $1000.00           | $581.51            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQE6679 | 2052-08-01      | 4.5000%  | N/A     | $1000.00           | $716.57            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQE7747 | 2052-08-01      | 4.5000%  | N/A     | $1008.00           | $749.67            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQE8510 | 2052-08-01      | 4.5000%  | N/A     | $1024.00           | $709.46            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQE8596 | 2052-09-01      | 4.5000%  | N/A     | $3024.00           | $2485.76           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQI1181 | 2054-03-01      | 4.5000%  | N/A     | $6000.00           | $5374.60           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQJ9071 | 2054-11-01      | 4.5000%  | N/A     | $1000.00           | $875.22            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQX1606 | 2054-12-01      | 4.5000%  | N/A     | $1000.00           | $982.06            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQY0421 | 2055-03-01      | 4.5000%  | N/A     | $26343.00          | $25867.45          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQY4500 | 2055-06-01      | 4.5000%  | N/A     | $1000.00           | $984.65            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRA7500 | 2052-07-01      | 4.5000%  | N/A     | $1023.00           | $718.08            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRA7557 | 2052-06-01      | 4.5000%  | N/A     | $1000.00           | $776.06            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRA7929 | 2052-09-01      | 4.5000%  | N/A     | $2034200.00        | $1485780.10        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRA8714 | 2053-04-01      | 4.5000%  | N/A     | $1000.00           | $847.95            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRJ1375 | 2054-02-01      | 4.5000%  | N/A     | $6000.00           | $5226.53           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRJ5060 | 2055-10-01      | 4.5000%  | N/A     | $1010.00           | $998.19            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRJ5064 | 2055-10-01      | 4.5000%  | N/A     | $1019.00           | $1004.82           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRJ5214 | 2055-11-01      | 4.5000%  | N/A     | $18565110.00       | $18220276.90       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRQ0038 | 2055-08-01      | 4.5000%  | N/A     | $1000.00           | $962.78            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD0615 | 2051-01-01      | 4.5000%  | N/A     | $1000.00           | $328.15            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1272 | 2052-07-01      | 4.5000%  | N/A     | $963567.00         | $654385.97         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD2251 | 2052-11-01      | 4.5000%  | N/A     | $196000.00         | $141600.51         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD2954 | 2053-04-01      | 4.5000%  | N/A     | $1000.00           | $687.54            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD4837 | 2053-05-01      | 4.5000%  | N/A     | $1000.00           | $844.87            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD6706 | 2054-01-01      | 4.5000%  | N/A     | $65905.00          | $59643.63          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8231 | 2052-07-01      | 4.5000%  | N/A     | $235000.00         | $178601.95         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8257 | 2052-10-01      | 4.5000%  | N/A     | $65000.00          | $50398.11          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8360 | 2053-09-01      | 4.5000%  | N/A     | $1000.00           | $859.66            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8393 | 2054-01-01      | 4.5000%  | N/A     | $4000.00           | $3530.72           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSL1403 | 2054-12-01      | 4.5000%  | N/A     | $1000.00           | $917.19            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSL2246 | 2053-09-01      | 4.5000%  | N/A     | $5693395.00        | $5488241.17        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLTA0291 | 2055-11-01      | 4.5000%  | N/A     | $1000.00           | $991.95            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZA5438 | 2048-06-01      | 4.5000%  | N/A     | $12763894.00       | $2254402.74        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM3155 | 2047-05-01      | 4.5000%  | N/A     | $1000.00           | $155.43            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM3524 | 2047-06-01      | 4.5000%  | N/A     | $1489.00           | $387.91            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZN6139 | 2049-05-01      | 4.5000%  | N/A     | $18206530.00       | $5192302.78        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZS4720 | 2047-05-01      | 4.5000%  | N/A     | $1001.00           | $92.32             | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZT0343 | 2048-06-01      | 4.5000%  | N/A     | $1008.00           | $230.62            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZT0543 | 2048-08-01      | 4.5000%  | N/A     | $1025.00           | $215.06            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CISB0862 | 2037-12-01      | 5.0000%  | N/A     | $4000.00           | $2381.76           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CISB8327 | 2039-09-01      | 5.0000%  | N/A     | $2000.00           | $1329.26           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CISB8334 | 2039-10-01      | 5.0000%  | N/A     | $40000.00          | $28408.16          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CISB8384 | 2040-05-01      | 5.0000%  | N/A     | $1195875.00        | $911429.81         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQA1175 | 2049-07-01      | 5.0000%  | N/A     | $1000.00           | $203.21            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE9219 | 2052-09-01      | 5.0000%  | N/A     | $1024.00           | $684.22            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE9895 | 2052-09-01      | 5.0000%  | N/A     | $16458210.00       | $12896553.74       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE9955 | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $657.48            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE9973 | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $735.43            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF2390 | 2052-10-01      | 5.0000%  | N/A     | $41000000.00       | $29801442.81       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF7094 | 2053-02-01      | 5.0000%  | N/A     | $2000.00           | $1557.02           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQI2213 | 2054-03-01      | 5.0000%  | N/A     | $54620.00          | $50714.84          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQI2690 | 2054-04-01      | 5.0000%  | N/A     | $1000.00           | $981.63            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQJ5275 | 2054-10-01      | 5.0000%  | N/A     | $1000.00           | $944.06            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQJ9979 | 2054-12-01      | 5.0000%  | N/A     | $1000.00           | $926.26            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQX1669 | 2054-12-01      | 5.0000%  | N/A     | $2879020.00        | $2750455.89        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQX8571 | 2055-02-01      | 5.0000%  | N/A     | $2793857.00        | $2781451.31        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQY4736 | 2055-06-01      | 5.0000%  | N/A     | $1346.00           | $1266.11           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQY8280 | 2055-07-01      | 5.0000%  | N/A     | $1024.00           | $1023.21           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQZ6427 | 2055-11-01      | 5.0000%  | N/A     | $1000.00           | $971.78            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQZ6914 | 2055-11-01      | 5.0000%  | N/A     | $1000.00           | $1000.06           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQZ7705 | 2055-11-01      | 5.0000%  | N/A     | $1000.00           | $990.70            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQZ8669 | 2055-11-01      | 5.0000%  | N/A     | $1025.00           | $1006.04           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA9056 | 2053-05-01      | 5.0000%  | N/A     | $4000.00           | $3279.66           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA9421 | 2053-07-01      | 5.0000%  | N/A     | $1008.00           | $833.75            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ0060 | 2053-10-01      | 5.0000%  | N/A     | $36552960.00       | $30648865.57       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ1260 | 2054-04-01      | 5.0000%  | N/A     | $21234560.00       | $20703819.72       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ1760 | 2054-06-01      | 5.0000%  | N/A     | $175929.00         | $173907.15         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ2863 | 2054-11-01      | 5.0000%  | N/A     | $1068.00           | $988.62            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ3014 | 2054-12-01      | 5.0000%  | N/A     | $1040.00           | $970.37            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ3059 | 2054-12-01      | 5.0000%  | N/A     | $2055.00           | $1915.77           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ3060 | 2054-12-01      | 5.0000%  | N/A     | $6104.00           | $5425.55           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ3168 | 2055-03-01      | 5.0000%  | N/A     | $1043.00           | $993.79            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ3713 | 2055-03-01      | 5.0000%  | N/A     | $1163.00           | $1150.38           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ3714 | 2055-03-01      | 5.0000%  | N/A     | $1124.00           | $1081.63           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ3880 | 2055-03-01      | 5.0000%  | N/A     | $1047.00           | $974.48            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ4133 | 2055-05-01      | 5.0000%  | N/A     | $1024.00           | $950.15            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ4356 | 2055-06-01      | 5.0000%  | N/A     | $1040.00           | $1038.81           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ5049 | 2055-11-01      | 5.0000%  | N/A     | $4097.00           | $4115.48           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ5076 | 2055-11-01      | 5.0000%  | N/A     | $1097293.00        | $1096394.11        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ5194 | 2055-11-01      | 5.0000%  | N/A     | $1032.00           | $1030.65           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ5659 | 2056-01-01      | 5.0000%  | N/A     | $1020.00           | $1030.30           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ5720 | 2056-01-04      | 5.0000%  | N/A     | $1024.00           | $1040.28           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ5833 | 2056-01-01      | 5.0000%  | N/A     | $4000.00           | $4045.29           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRQ0084 | 2056-01-01      | 5.0000%  | N/A     | $1008.00           | $1006.95           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRQ0102 | 2056-02-01      | 5.0000%  | N/A     | $1000.00           | $1007.96           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD1465 | 2052-08-01      | 5.0000%  | N/A     | $1024.00           | $777.94            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD1664 | 2052-09-01      | 5.0000%  | N/A     | $1008.00           | $732.15            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD1741 | 2052-10-01      | 5.0000%  | N/A     | $74000.00          | $57071.99          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD1882 | 2052-11-01      | 5.0000%  | N/A     | $99000.00          | $74255.26          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD2390 | 2053-03-01      | 5.0000%  | N/A     | $32000.00          | $25031.23          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD3977 | 2053-04-01      | 5.0000%  | N/A     | $1000.00           | $864.48            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD4279 | 2053-10-01      | 5.0000%  | N/A     | $1001.00           | $784.55            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD4977 | 2053-11-01      | 5.0000%  | N/A     | $1001.00           | $865.11            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD4997 | 2053-10-01      | 5.0000%  | N/A     | $118765.00         | $103496.47         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD7191 | 2054-12-01      | 5.0000%  | N/A     | $1000.00           | $910.45            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8233 | 2052-07-01      | 5.0000%  | N/A     | $88000.00          | $63548.03          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8246 | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $756.54            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8267 | 2052-11-01      | 5.0000%  | N/A     | $2000.00           | $1569.52           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8276 | 2052-12-01      | 5.0000%  | N/A     | $4000.00           | $3164.60           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8315 | 2053-04-01      | 5.0000%  | N/A     | $3000.00           | $2433.69           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8341 | 2053-07-01      | 5.0000%  | N/A     | $1359990.00        | $1128889.63        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8361 | 2053-09-01      | 5.0000%  | N/A     | $1000.00           | $839.48            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8394 | 2054-01-01      | 5.0000%  | N/A     | $95000.00          | $83979.12          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8474 | 2054-11-01      | 5.0000%  | N/A     | $6000.00           | $5455.39           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8532 | 2055-05-01      | 5.0000%  | N/A     | $2000.00           | $1913.83           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL0079 | 2055-02-01      | 5.0000%  | N/A     | $1000.00           | $937.88            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL0096 | 2054-11-01      | 5.0000%  | N/A     | $3012.00           | $2817.45           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL0263 | 2055-02-01      | 5.0000%  | N/A     | $1761744.00        | $1652272.71        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL1085 | 2055-05-01      | 5.0000%  | N/A     | $1024.00           | $1026.42           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL1231 | 2055-05-01      | 5.0000%  | N/A     | $1120.00           | $1064.56           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL1234 | 2055-04-01      | 5.0000%  | N/A     | $1063.00           | $1014.67           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL1598 | 2055-05-01      | 5.0000%  | N/A     | $1000.00           | $1006.61           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL1787 | 2055-06-01      | 5.0000%  | N/A     | $10059278.00       | $9999917.56        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL2308 | 2055-08-01      | 5.0000%  | N/A     | $1061.00           | $1054.74           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL2547 | 2055-09-01      | 5.0000%  | N/A     | $39591646.00       | $39253144.94       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL2948 | 2055-10-01      | 5.0000%  | N/A     | $2080.00           | $2091.34           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL3449 | 2055-03-01      | 5.0000%  | N/A     | $1024.00           | $1029.72           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL3611 | 2055-12-01      | 5.0000%  | N/A     | $1000.00           | $1005.75           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL3703 | 2055-12-01      | 5.0000%  | N/A     | $1000.00           | $1012.73           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL4331 | 2053-06-01      | 5.0000%  | N/A     | $1024.00           | $1042.77           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL4375 | 2053-11-01      | 5.0000%  | N/A     | $1024.00           | $1050.14           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA0799 | 2055-12-01      | 5.0000%  | N/A     | $3000.00           | $2932.55           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA1629 | 2055-12-01      | 5.0000%  | N/A     | $1004.00           | $1011.82           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA1694 | 2055-12-01      | 5.0000%  | N/A     | $1000.00           | $1010.35           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA2233 | 2056-01-01      | 5.0000%  | N/A     | $1008.00           | $1015.87           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA2383 | 2055-12-01      | 5.0000%  | N/A     | $1008.00           | $1017.65           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA2877 | 2056-01-01      | 5.0000%  | N/A     | $2000.00           | $2022.94           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA2974 | 2056-01-01      | 5.0000%  | N/A     | $9676112.00        | $8620251.21        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA3013 | 2056-01-01      | 5.0000%  | N/A     | $1000.00           | $952.22            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA3114 | 2056-01-01      | 5.0000%  | N/A     | $1008.00           | $1022.34           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA3260 | 2056-01-01      | 5.0000%  | N/A     | $1007.00           | $1016.78           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA5707 | 2056-02-01      | 5.0000%  | N/A     | $375863.00         | $381227.36         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA6172 | 2056-02-01      | 5.0000%  | N/A     | $2000.00           | $2057.48           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CNRD5281 | 2035-12-01      | 5.0000%  | N/A     | $1000.00           | $956.69            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CTRB5374 | 2045-11-01      | 5.0000%  | N/A     | $2000.00           | $1985.81           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CTRB5378 | 2045-12-01      | 5.0000%  | N/A     | $14037051.00       | $14013754.63       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CTRB5384 | 2046-01-01      | 5.0000%  | N/A     | $12099476.00       | $12084081.23       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CISB8328 | 2039-09-01      | 5.5000%  | N/A     | $2076.00           | $1183.56           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF3828 | 2052-11-01      | 5.5000%  | N/A     | $10376.00          | $7513.25           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF5439 | 2052-12-01      | 5.5000%  | N/A     | $1000.00           | $824.52            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF5670 | 2053-01-01      | 5.5000%  | N/A     | $22919901.00       | $14726225.78       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG6607 | 2053-07-01      | 5.5000%  | N/A     | $399236.00         | $368280.95         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG7311 | 2053-07-01      | 5.5000%  | N/A     | $299000.00         | $229317.06         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG7715 | 2053-08-01      | 5.5000%  | N/A     | $1000.00           | $613.07            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG8617 | 2053-08-01      | 5.5000%  | N/A     | $1024.00           | $811.44            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ0528 | 2054-07-01      | 5.5000%  | N/A     | $2000.00           | $1897.33           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ4811 | 2054-09-01      | 5.5000%  | N/A     | $1000.00           | $998.28            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ5599 | 2054-10-01      | 5.5000%  | N/A     | $18114544.00       | $16793880.64       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX1941 | 2055-01-01      | 5.5000%  | N/A     | $8035.00           | $6911.42           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX2548 | 2055-01-01      | 5.5000%  | N/A     | $1024.00           | $968.38            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX5153 | 2055-02-01      | 5.5000%  | N/A     | $1011.00           | $959.90            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX9254 | 2055-03-01      | 5.5000%  | N/A     | $297423.00         | $255048.21         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX9745 | 2055-04-01      | 5.5000%  | N/A     | $9784670.00        | $9331223.18        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY1622 | 2055-05-01      | 5.5000%  | N/A     | $4000.00           | $3931.34           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY4193 | 2055-06-01      | 5.5000%  | N/A     | $4000.00           | $3850.54           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY4580 | 2055-06-01      | 5.5000%  | N/A     | $2016.00           | $2006.32           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY4870 | 2055-06-01      | 5.5000%  | N/A     | $4000.00           | $3868.64           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY5210 | 2055-06-01      | 5.5000%  | N/A     | $9106185.00        | $8644309.32        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY7856 | 2055-07-01      | 5.5000%  | N/A     | $31321359.00       | $30749896.97       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ0684 | 2055-08-01      | 5.5000%  | N/A     | $1858168.00        | $1864300.86        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ0816 | 2055-08-01      | 5.5000%  | N/A     | $1000.00           | $964.21            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ1629 | 2055-09-01      | 5.5000%  | N/A     | $1000.00           | $1027.56           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ1730 | 2055-09-01      | 5.5000%  | N/A     | $4234169.00        | $4075151.05        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ2100 | 2055-09-01      | 5.5000%  | N/A     | $4000.00           | $4013.01           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ2170 | 2055-07-01      | 5.5000%  | N/A     | $4000.00           | $4127.32           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ2632 | 2055-09-01      | 5.5000%  | N/A     | $1000.00           | $1019.86           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ4306 | 2055-10-01      | 5.5000%  | N/A     | $1020.00           | $1042.32           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ6277 | 2055-10-01      | 5.5000%  | N/A     | $1085390.00        | $1105368.79        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ7853 | 2055-11-01      | 5.5000%  | N/A     | $4032.00           | $4024.06           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ9574 | 2055-12-01      | 5.5000%  | N/A     | $5000.00           | $5126.81           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ9672 | 2055-11-01      | 5.5000%  | N/A     | $23175480.00       | $23433430.69       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA9270 | 2053-06-01      | 5.5000%  | N/A     | $104000.00         | $82396.47          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA9357 | 2053-07-01      | 5.5000%  | N/A     | $20412375.00       | $16707069.28       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA9575 | 2053-08-01      | 5.5000%  | N/A     | $2008.00           | $1585.61           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ0835 | 2054-02-01      | 5.5000%  | N/A     | $12391175.00       | $11851778.57       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1000 | 2054-03-01      | 5.5000%  | N/A     | $1176.00           | $938.56            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1064 | 2054-03-01      | 5.5000%  | N/A     | $11532000.00       | $10067840.67       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1262 | 2054-04-01      | 5.5000%  | N/A     | $38218094.00       | $33194327.20       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1266 | 2054-04-01      | 5.5000%  | N/A     | $14689799.00       | $13643241.82       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1335 | 2054-04-01      | 5.5000%  | N/A     | $4250483.00        | $3854667.44        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1517 | 2054-05-01      | 5.5000%  | N/A     | $1000.00           | $856.50            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1767 | 2054-06-01      | 5.5000%  | N/A     | $3171823.00        | $2907948.94        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1770 | 2054-06-01      | 5.5000%  | N/A     | $14209179.00       | $12711312.59       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1856 | 2054-06-01      | 5.5000%  | N/A     | $38789060.00       | $36277876.49       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1955 | 2054-07-01      | 5.5000%  | N/A     | $2210.00           | $2044.51           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1957 | 2054-07-01      | 5.5000%  | N/A     | $1010.00           | $913.06            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ2417 | 2054-09-01      | 5.5000%  | N/A     | $2000.00           | $1796.74           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ2451 | 2054-10-01      | 5.5000%  | N/A     | $2162.00           | $2045.73           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ2906 | 2054-11-01      | 5.5000%  | N/A     | $2081.00           | $1967.78           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ2907 | 2054-11-01      | 5.5000%  | N/A     | $6646419.00        | $6012975.13        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ2909 | 2054-12-01      | 5.5000%  | N/A     | $4000.00           | $3741.81           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ3069 | 2054-12-01      | 5.5000%  | N/A     | $1000000.00        | $907307.19         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ3072 | 2054-12-01      | 5.5000%  | N/A     | $16355388.00       | $15206962.58       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ3080 | 2054-12-01      | 5.5000%  | N/A     | $1000.00           | $883.17            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ3488 | 2055-02-01      | 5.5000%  | N/A     | $2053.00           | $1873.83           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ3690 | 2055-03-01      | 5.5000%  | N/A     | $4000.00           | $3761.76           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ3887 | 2055-04-01      | 5.5000%  | N/A     | $5918076.00        | $5103481.18        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ3985 | 2055-04-01      | 5.5000%  | N/A     | $1024.00           | $981.99            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ4007 | 2055-04-01      | 5.5000%  | N/A     | $5409240.00        | $5237442.17        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ4008 | 2055-04-01      | 5.5000%  | N/A     | $6486757.00        | $5654193.61        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ4151 | 2055-05-01      | 5.5000%  | N/A     | $1040.00           | $1055.47           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ4152 | 2055-05-01      | 5.5000%  | N/A     | $1713111.00        | $1545300.92        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ4300 | 2055-06-01      | 5.5000%  | N/A     | $2535936.00        | $2495975.16        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ4372 | 2055-06-01      | 5.5000%  | N/A     | $2184.00           | $2217.11           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ5050 | 2055-10-01      | 5.5000%  | N/A     | $1024.00           | $1038.14           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ6057 | 2056-02-13      | 5.5000%  | N/A     | $1024.00           | $1057.92           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRQ0085 | 2056-01-01      | 5.5000%  | N/A     | $48142.00          | $48360.58          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRQ0103 | 2056-02-01      | 5.5000%  | N/A     | $5382.00           | $5491.20           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD2756 | 2053-05-01      | 5.5000%  | N/A     | $101000.00         | $79239.87          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD2892 | 2053-05-01      | 5.5000%  | N/A     | $1000.00           | $722.44            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD3173 | 2053-07-01      | 5.5000%  | N/A     | $16961760.00       | $13489659.87       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD4507 | 2053-12-01      | 5.5000%  | N/A     | $4598924.00        | $3733698.26        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD4782 | 2053-11-01      | 5.5000%  | N/A     | $200000.00         | $147867.30         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5384 | 2053-07-01      | 5.5000%  | N/A     | $1000.00           | $850.20            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5481 | 2054-06-01      | 5.5000%  | N/A     | $1000.00           | $858.94            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD7466 | 2055-01-01      | 5.5000%  | N/A     | $31656992.00       | $29667448.73       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD7567 | 2054-02-01      | 5.5000%  | N/A     | $20432087.00       | $17004245.56       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD7568 | 2054-02-01      | 5.5000%  | N/A     | $562015.00         | $473496.27         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8342 | 2053-07-01      | 5.5000%  | N/A     | $1000.00           | $787.45            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8349 | 2053-08-01      | 5.5000%  | N/A     | $722790.00         | $562389.56         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8362 | 2053-09-01      | 5.5000%  | N/A     | $51000.00          | $40464.64          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8372 | 2053-11-01      | 5.5000%  | N/A     | $222506.00         | $178481.65         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8438 | 2054-06-01      | 5.5000%  | N/A     | $1024.00           | $816.26            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8462 | 2054-09-01      | 5.5000%  | N/A     | $2413.00           | $1981.20           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8469 | 2054-10-01      | 5.5000%  | N/A     | $18000.00          | $15004.71          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8524 | 2055-04-01      | 5.5000%  | N/A     | $16906.00          | $14964.53          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL0243 | 2054-12-01      | 5.5000%  | N/A     | $42424832.00       | $37264977.36       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL0542 | 2055-03-01      | 5.5000%  | N/A     | $19049578.00       | $18405644.40       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL0633 | 2055-04-01      | 5.5000%  | N/A     | $1040.00           | $972.87            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL0725 | 2055-02-01      | 5.5000%  | N/A     | $2048.00           | $1819.06           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL0736 | 2055-02-01      | 5.5000%  | N/A     | $10340026.00       | $9928951.09        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL0892 | 2055-04-01      | 5.5000%  | N/A     | $1058.00           | $984.94            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL1079 | 2054-12-01      | 5.5000%  | N/A     | $1024.00           | $946.54            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL1119 | 2055-05-01      | 5.5000%  | N/A     | $10504145.00       | $9961730.37        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL1121 | 2055-05-01      | 5.5000%  | N/A     | $282106.00         | $273949.81         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL1172 | 2055-05-01      | 5.5000%  | N/A     | $21556960.00       | $21060731.74       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL1269 | 2055-04-01      | 5.5000%  | N/A     | $1033.00           | $908.36            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL1687 | 2055-06-01      | 5.5000%  | N/A     | $1040.00           | $1014.06           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL1717 | 2055-05-01      | 5.5000%  | N/A     | $1024.00           | $988.00            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL2017 | 2055-08-01      | 5.5000%  | N/A     | $1524944.00        | $1481516.02        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL3155 | 2055-10-01      | 5.5000%  | N/A     | $4096.00           | $4122.68           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL3593 | 2055-04-01      | 5.5000%  | N/A     | $1063.00           | $1073.92           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL3683 | 2056-01-01      | 5.5000%  | N/A     | $2000.00           | $2033.20           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL3939 | 2055-11-01      | 5.5000%  | N/A     | $1000.00           | $988.40            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL4143 | 2055-12-01      | 5.5000%  | N/A     | $4000.00           | $4088.89           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL4276 | 2056-01-01      | 5.5000%  | N/A     | $1024.00           | $1053.23           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL4371 | 2054-08-01      | 5.5000%  | N/A     | $1000.00           | $1026.24           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA0475 | 2055-11-01      | 5.5000%  | N/A     | $1000.00           | $1029.39           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA1819 | 2055-12-01      | 5.5000%  | N/A     | $1000.00           | $1031.54           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA2362 | 2055-12-01      | 5.5000%  | N/A     | $1020.00           | $1025.55           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA3701 | 2056-01-01      | 5.5000%  | N/A     | $1000.00           | $1032.60           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA4102 | 2056-01-01      | 5.5000%  | N/A     | $1008.00           | $1034.22           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA6256 | 2056-02-01      | 5.5000%  | N/A     | $3000.00           | $3115.42           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZS2084 | 2038-04-01      | 5.5000%  | N/A     | $8099.00           | $49.96             | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CNRD5241 | 2035-04-01      | 5.5000%  | N/A     | $40014.00          | $31062.83          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CISB1215 | 2039-07-01      | 6.0000%  | N/A     | $49000.00          | $26547.78          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CISB8373 | 2040-03-01      | 6.0000%  | N/A     | $4000.00           | $2549.36           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CISB8380 | 2040-04-01      | 6.0000%  | N/A     | $1000.00           | $714.79            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG2360 | 2053-05-01      | 6.0000%  | N/A     | $22710680.00       | $13038742.13       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG5225 | 2053-06-01      | 6.0000%  | N/A     | $1000.00           | $747.66            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQH5013 | 2053-11-01      | 6.0000%  | N/A     | $2000.00           | $1330.23           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQH5190 | 2053-11-01      | 6.0000%  | N/A     | $1008.00           | $755.79            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQH7482 | 2054-01-01      | 6.0000%  | N/A     | $5000.00           | $3666.27           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQI6376 | 2054-06-01      | 6.0000%  | N/A     | $871092.00         | $755363.36         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ5291 | 2054-10-01      | 6.0000%  | N/A     | $10965504.00       | $8427008.40        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX1233 | 2054-12-01      | 6.0000%  | N/A     | $1000.00           | $691.06            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX7342 | 2055-02-01      | 6.0000%  | N/A     | $1000.00           | $1021.18           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX8820 | 2055-03-01      | 6.0000%  | N/A     | $1030.00           | $696.73            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY1141 | 2055-04-01      | 6.0000%  | N/A     | $19277720.00       | $18541351.29       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY1516 | 2055-05-01      | 6.0000%  | N/A     | $1024.00           | $885.47            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY2143 | 2055-04-01      | 6.0000%  | N/A     | $1545152.00        | $1320397.52        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY4776 | 2055-05-01      | 6.0000%  | N/A     | $40509556.00       | $39587733.92       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY6173 | 2055-06-01      | 6.0000%  | N/A     | $1010.00           | $826.65            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY6188 | 2055-06-01      | 6.0000%  | N/A     | $1000.00           | $941.03            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY6303 | 2055-06-01      | 6.0000%  | N/A     | $1050.00           | $895.17            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY9785 | 2055-08-01      | 6.0000%  | N/A     | $1000.00           | $1040.92           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ1050 | 2055-08-01      | 6.0000%  | N/A     | $1008.00           | $948.17            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ1161 | 2055-08-01      | 6.0000%  | N/A     | $1000.00           | $1025.39           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ2200 | 2055-09-01      | 6.0000%  | N/A     | $1024.00           | $1040.68           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ2441 | 2055-08-01      | 6.0000%  | N/A     | $1051.00           | $921.83            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ3230 | 2055-09-01      | 6.0000%  | N/A     | $2000.00           | $2037.79           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ3373 | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $1030.74           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ4272 | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $978.44            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ4678 | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $1038.50           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRA9992 | 2053-10-01      | 6.0000%  | N/A     | $1055.00           | $822.44            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ0093 | 2053-10-01      | 6.0000%  | N/A     | $1017.00           | $794.93            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ0096 | 2053-10-01      | 6.0000%  | N/A     | $1024.00           | $765.85            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ0309 | 2053-11-01      | 6.0000%  | N/A     | $1000.00           | $800.46            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ0699 | 2054-01-01      | 6.0000%  | N/A     | $18965840.00       | $17358824.99       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ1070 | 2054-03-01      | 6.0000%  | N/A     | $1094.00           | $919.54            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ1269 | 2054-04-01      | 6.0000%  | N/A     | $14812018.00       | $11600391.76       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ1780 | 2054-06-01      | 6.0000%  | N/A     | $1439810.00        | $1270459.40        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ2457 | 2054-09-01      | 6.0000%  | N/A     | $1034.00           | $865.69            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ2682 | 2054-10-01      | 6.0000%  | N/A     | $6308809.00        | $4984665.82        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ2919 | 2054-12-01      | 6.0000%  | N/A     | $2056.00           | $1921.25           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ3093 | 2054-12-01      | 6.0000%  | N/A     | $1055.00           | $902.38            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ3267 | 2055-02-01      | 6.0000%  | N/A     | $1024.00           | $929.64            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ3508 | 2055-02-01      | 6.0000%  | N/A     | $4000.00           | $3267.09           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ3511 | 2055-02-01      | 6.0000%  | N/A     | $1024.00           | $923.44            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ3890 | 2055-04-01      | 6.0000%  | N/A     | $2048.00           | $1925.77           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ4163 | 2055-05-01      | 6.0000%  | N/A     | $1027.00           | $1033.51           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ4168 | 2055-05-01      | 6.0000%  | N/A     | $1240.00           | $1200.65           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ4381 | 2055-06-01      | 6.0000%  | N/A     | $6128828.00        | $6103044.52        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ4388 | 2055-06-01      | 6.0000%  | N/A     | $498305.00         | $478774.73         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ4619 | 2055-08-01      | 6.0000%  | N/A     | $1024.00           | $994.24            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ4695 | 2055-08-01      | 6.0000%  | N/A     | $1024.00           | $1014.95           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ4753 | 2055-09-01      | 6.0000%  | N/A     | $2703007.00        | $2695042.36        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ4799 | 2055-09-01      | 6.0000%  | N/A     | $1024.00           | $1037.16           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ5200 | 2055-11-01      | 6.0000%  | N/A     | $4099.00           | $4134.58           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ5246 | 2055-11-01      | 6.0000%  | N/A     | $1098.00           | $1139.26           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ5783 | 2056-01-01      | 6.0000%  | N/A     | $1007.00           | $1074.14           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRQ0028 | 2055-07-01      | 6.0000%  | N/A     | $1143628.00        | $1000618.07        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRQ0041 | 2055-08-01      | 6.0000%  | N/A     | $57344.00          | $51480.38          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRQ0086 | 2056-01-01      | 6.0000%  | N/A     | $4123253.00        | $4120000.04        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD2171 | 2053-01-01      | 6.0000%  | N/A     | $1024.00           | $659.26            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD2284 | 2052-12-01      | 6.0000%  | N/A     | $10000.00          | $7169.64           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD2578 | 2053-03-01      | 6.0000%  | N/A     | $1000.00           | $716.20            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD4266 | 2053-11-01      | 6.0000%  | N/A     | $1000.00           | $837.84            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD4336 | 2053-11-01      | 6.0000%  | N/A     | $1051.00           | $855.73            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD5661 | 2054-05-01      | 6.0000%  | N/A     | $1072.00           | $901.99            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD6861 | 2054-10-01      | 6.0000%  | N/A     | $32219853.00       | $26883588.20       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD7569 | 2054-04-01      | 6.0000%  | N/A     | $4075485.00        | $3439579.98        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8317 | 2053-04-01      | 6.0000%  | N/A     | $1025.00           | $673.53            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8432 | 2054-05-01      | 6.0000%  | N/A     | $1008.00           | $677.83            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8454 | 2054-08-01      | 6.0000%  | N/A     | $2048.00           | $1419.62           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8507 | 2055-02-01      | 6.0000%  | N/A     | $1220.00           | $929.16            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL0328 | 2055-02-01      | 6.0000%  | N/A     | $14221880.00       | $13212752.89       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL0376 | 2055-02-01      | 6.0000%  | N/A     | $1002.00           | $938.76            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL0623 | 2054-09-01      | 6.0000%  | N/A     | $3183400.00        | $2488468.15        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL0830 | 2055-03-01      | 6.0000%  | N/A     | $1024.00           | $927.07            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL0874 | 2055-03-01      | 6.0000%  | N/A     | $1024.00           | $972.54            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1114 | 2055-04-01      | 6.0000%  | N/A     | $586206.00         | $492664.14         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1115 | 2055-05-01      | 6.0000%  | N/A     | $1024.00           | $889.85            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1180 | 2055-05-01      | 6.0000%  | N/A     | $10353043.00       | $9770198.39        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1194 | 2055-05-01      | 6.0000%  | N/A     | $401330.00         | $347841.79         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1210 | 2055-05-01      | 6.0000%  | N/A     | $840788.00         | $824687.06         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1354 | 2055-04-01      | 6.0000%  | N/A     | $1040.00           | $902.50            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1510 | 2055-05-01      | 6.0000%  | N/A     | $1024.00           | $876.98            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1719 | 2055-06-01      | 6.0000%  | N/A     | $1024.00           | $870.82            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1984 | 2055-07-01      | 6.0000%  | N/A     | $1040.00           | $997.74            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL2127 | 2055-08-01      | 6.0000%  | N/A     | $1077.00           | $1092.62           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL3115 | 2055-09-01      | 6.0000%  | N/A     | $1024.00           | $1041.69           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL3119 | 2055-09-01      | 6.0000%  | N/A     | $1027.00           | $1022.33           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL4355 | 2055-10-01      | 6.0000%  | N/A     | $1024.00           | $1064.32           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL4356 | 2056-01-01      | 6.0000%  | N/A     | $1024.00           | $1067.97           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL4357 | 2056-01-01      | 6.0000%  | N/A     | $1024.00           | $1063.64           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL4367 | 2055-03-01      | 6.0000%  | N/A     | $1024.00           | $1078.02           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL4372 | 2056-01-01      | 6.0000%  | N/A     | $1046.00           | $1079.90           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLTA1967 | 2055-11-01      | 6.0000%  | N/A     | $1001.00           | $1043.27           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLTA2328 | 2055-11-01      | 6.0000%  | N/A     | $2000.00           | $2069.60           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLTA4396 | 2056-01-01      | 6.0000%  | N/A     | $1008.00           | $1032.05           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQH9325 | 2054-01-01      | 6.5000%  | N/A     | $2000.00           | $1846.65           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQI4750 | 2054-05-01      | 6.5000%  | N/A     | $1024.00           | $828.69            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQI9213 | 2054-07-01      | 6.5000%  | N/A     | $1008.00           | $724.30            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQI9457 | 2054-07-01      | 6.5000%  | N/A     | $1023.00           | $678.97            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQJ5685 | 2054-10-01      | 6.5000%  | N/A     | $1000.00           | $687.69            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQX0533 | 2054-11-01      | 6.5000%  | N/A     | $1000.00           | $536.92            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQX5503 | 2055-02-01      | 6.5000%  | N/A     | $9195102.00        | $6755069.69        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQX7544 | 2055-02-01      | 6.5000%  | N/A     | $127396.00         | $132035.86         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQX8572 | 2055-02-01      | 6.5000%  | N/A     | $1000.00           | $745.99            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY0111 | 2055-04-01      | 6.5000%  | N/A     | $1000.00           | $690.58            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY0237 | 2055-04-01      | 6.5000%  | N/A     | $1008.00           | $703.11            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY1171 | 2055-04-01      | 6.5000%  | N/A     | $1000.00           | $1040.53           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY4826 | 2055-06-01      | 6.5000%  | N/A     | $1000.00           | $927.89            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY7064 | 2055-06-01      | 6.5000%  | N/A     | $1000.00           | $1040.90           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY7959 | 2055-07-01      | 6.5000%  | N/A     | $4000.00           | $4250.39           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY8298 | 2055-07-01      | 6.5000%  | N/A     | $1000.00           | $670.79            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY8812 | 2055-07-01      | 6.5000%  | N/A     | $1000.00           | $1048.74           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY9660 | 2055-08-01      | 6.5000%  | N/A     | $1000.00           | $1056.56           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQZ0105 | 2055-08-01      | 6.5000%  | N/A     | $1000.00           | $1054.60           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQZ4534 | 2055-09-01      | 6.5000%  | N/A     | $1008.00           | $1053.51           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ0009 | 2053-10-01      | 6.5000%  | N/A     | $41393483.00       | $34729449.70       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ0114 | 2053-10-01      | 6.5000%  | N/A     | $4096.00           | $2605.55           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ1085 | 2054-03-01      | 6.5000%  | N/A     | $5261.00           | $4500.26           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ1356 | 2054-04-01      | 6.5000%  | N/A     | $38870400.00       | $28391242.67       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ1538 | 2054-05-01      | 6.5000%  | N/A     | $20469272.00       | $14041501.70       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ1985 | 2054-07-01      | 6.5000%  | N/A     | $40887503.00       | $29421636.42       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ2220 | 2054-08-01      | 6.5000%  | N/A     | $2000.00           | $1684.30           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ2317 | 2054-09-01      | 6.5000%  | N/A     | $1000.00           | $845.68            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ4131 | 2055-05-01      | 6.5000%  | N/A     | $1043.00           | $917.34            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ4173 | 2055-05-01      | 6.5000%  | N/A     | $14229134.00       | $14306888.49       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ4174 | 2055-05-01      | 6.5000%  | N/A     | $14114.00          | $14293.13          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ4599 | 2055-08-01      | 6.5000%  | N/A     | $1173.00           | $1125.18           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRQ0058 | 2055-10-01      | 6.5000%  | N/A     | $22690375.00       | $21179293.91       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD4373 | 2053-11-01      | 6.5000%  | N/A     | $3437120.00        | $2821217.11        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD8471 | 2054-10-01      | 6.5000%  | N/A     | $1159.00           | $688.04            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD8508 | 2055-02-01      | 6.5000%  | N/A     | $2000.00           | $1324.24           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSL1211 | 2055-05-01      | 6.5000%  | N/A     | $1024.00           | $944.24            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSL1831 | 2055-05-01      | 6.5000%  | N/A     | $1024.00           | $821.60            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSL2767 | 2055-08-01      | 6.5000%  | N/A     | $11730384.00       | $11859090.70       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSL2771 | 2055-04-01      | 6.5000%  | N/A     | $1024.00           | $934.92            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSL3041 | 2055-03-01      | 6.5000%  | N/A     | $4933808.00        | $4833756.75        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSL3071 | 2055-01-01      | 6.5000%  | N/A     | $1024.00           | $914.56            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSL3313 | 2055-11-01      | 6.5000%  | N/A     | $1019.00           | $1033.97           | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQJ0019 | 2054-07-01      | 7.0000%  | N/A     | $1000.00           | $949.90            | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQY7124 | 2055-07-01      | 7.0000%  | N/A     | $1034676.00        | $958445.01         | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQY8878 | 2055-07-01      | 7.0000%  | N/A     | $1000.00           | $1056.64           | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLRJ0722 | 2054-01-01      | 7.0000%  | N/A     | $1090252.00        | $794479.73         | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLRQ0030 | 2055-07-01      | 7.0000%  | N/A     | $1024.00           | $803.34            | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLSL4068 | 2055-09-01      | 7.0000%  | N/A     | $1024.00           | $1008.81           | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLTA6782 | 2056-02-01      | 7.0000%  | N/A     | $1000.00           | $1057.76           | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CIBQ6871 | 2036-12-01      | 1.5000%  | N/A     | $22380800.00       | $12976745.23       | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CIFA1447 | 2036-10-01      | 1.5000%  | N/A     | $1024.00           | $845.29            | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CIMA4106 | 2035-07-01      | 1.5000%  | N/A     | $1016464.00        | $384438.71         | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CIMA4154 | 2035-10-01      | 1.5000%  | N/A     | $1000.00           | $420.80            | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CIMA4178 | 2035-11-01      | 1.5000%  | N/A     | $944276.00         | $408877.39         | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CIMA4382 | 2036-07-01      | 1.5000%  | N/A     | $395999.00         | $211134.12         | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CLMA4157 | 2050-10-01      | 1.5000%  | N/A     | $1000.00           | $538.98            | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CNMA4367 | 2031-06-01      | 1.5000%  | N/A     | $1000.00           | $363.91            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CICA0052 | 2032-07-01      | 2.0000%  | N/A     | $217714.00         | $43760.24          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CICB0630 | 2036-05-01      | 2.0000%  | N/A     | $1000.00           | $510.47            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CICB2966 | 2037-03-01      | 2.0000%  | N/A     | $2000.00           | $1164.18           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFM6223 | 2036-03-01      | 2.0000%  | N/A     | $1295950.00        | $611556.14         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFM6619 | 2036-03-01      | 2.0000%  | N/A     | $1000.00           | $420.81            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFM8988 | 2036-09-01      | 2.0000%  | N/A     | $380000.00         | $190152.84         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFS6337 | 2037-03-01      | 2.0000%  | N/A     | $1047.00           | $705.84            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFS6623 | 2038-03-01      | 2.0000%  | N/A     | $1000.00           | $712.48            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIMA4261 | 2036-02-01      | 2.0000%  | N/A     | $84000.00          | $37693.29          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIMA4470 | 2036-11-01      | 2.0000%  | N/A     | $80000.00          | $44198.06          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIMA4497 | 2036-12-01      | 2.0000%  | N/A     | $2009.00           | $1127.30           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CKMA4136 | 2050-09-01      | 2.0000%  | N/A     | $4000.00           | $1726.94           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CKMA4191 | 2050-11-01      | 2.0000%  | N/A     | $4000.00           | $2144.54           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBQ1254 | 2050-09-01      | 2.0000%  | N/A     | $1024.00           | $578.99            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBQ2479 | 2050-09-01      | 2.0000%  | N/A     | $138000.00         | $70373.18          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBQ4516 | 2051-02-01      | 2.0000%  | N/A     | $1000.00           | $580.30            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBR7241 | 2051-04-01      | 2.0000%  | N/A     | $1000.00           | $559.28            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBR8478 | 2051-04-01      | 2.0000%  | N/A     | $99000.00          | $56450.63          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBT3296 | 2051-08-01      | 2.0000%  | N/A     | $1000.00           | $570.26            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBU1030 | 2051-11-01      | 2.0000%  | N/A     | $399000.00         | $235015.35         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBU1450 | 2052-01-01      | 2.0000%  | N/A     | $47001.00          | $31444.04          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBU1842 | 2052-01-01      | 2.0000%  | N/A     | $44599.00          | $26442.79          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBU7819 | 2051-12-01      | 2.0000%  | N/A     | $1260.00           | $717.48            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBU8892 | 2052-04-01      | 2.0000%  | N/A     | $2004.00           | $1343.57           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA6799 | 2050-08-01      | 2.0000%  | N/A     | $868680.00         | $400673.30         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA6929 | 2050-09-01      | 2.0000%  | N/A     | $1024.00           | $489.20            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7200 | 2050-10-01      | 2.0000%  | N/A     | $5700032.00        | $2860662.96        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7289 | 2050-10-01      | 2.0000%  | N/A     | $20454903.00       | $10265764.84       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7290 | 2050-10-01      | 2.0000%  | N/A     | $78998741.00       | $39775778.39       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7331 | 2050-10-01      | 2.0000%  | N/A     | $1000.00           | $506.37            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7334 | 2050-10-01      | 2.0000%  | N/A     | $12636638.00       | $6874241.31        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7351 | 2050-10-01      | 2.0000%  | N/A     | $12242722.00       | $6488451.73        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7452 | 2050-10-01      | 2.0000%  | N/A     | $5845759.00        | $3146444.65        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7518 | 2050-11-01      | 2.0000%  | N/A     | $1024.00           | $565.96            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7570 | 2050-11-01      | 2.0000%  | N/A     | $43099.00          | $23231.14          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7682 | 2050-11-01      | 2.0000%  | N/A     | $1280.00           | $774.18            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7986 | 2050-12-01      | 2.0000%  | N/A     | $2936697.00        | $1582465.12        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7987 | 2050-12-01      | 2.0000%  | N/A     | $1324372.00        | $672398.88         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7988 | 2050-12-01      | 2.0000%  | N/A     | $1024.00           | $551.00            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8019 | 2050-12-01      | 2.0000%  | N/A     | $17634462.00       | $10833702.54       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8450 | 2051-01-01      | 2.0000%  | N/A     | $11000.00          | $6299.77           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA9220 | 2051-02-01      | 2.0000%  | N/A     | $73980.00          | $42684.74          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA9266 | 2051-02-01      | 2.0000%  | N/A     | $2048.00           | $1155.41           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB1020 | 2051-07-01      | 2.0000%  | N/A     | $156225.00         | $93287.25          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB1102 | 2051-07-01      | 2.0000%  | N/A     | $1000.00           | $601.59            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB1113 | 2051-07-01      | 2.0000%  | N/A     | $1000.00           | $630.33            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB1273 | 2051-08-01      | 2.0000%  | N/A     | $1099000.00        | $676165.56         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB2848 | 2052-02-01      | 2.0000%  | N/A     | $66049.00          | $40693.96          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFA1274 | 2052-02-01      | 2.0000%  | N/A     | $2012.00           | $1586.03           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM4969 | 2050-12-01      | 2.0000%  | N/A     | $1200008.00        | $637508.50         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM5021 | 2050-11-01      | 2.0000%  | N/A     | $1000.00           | $531.36            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM6053 | 2051-02-01      | 2.0000%  | N/A     | $1008.00           | $604.87            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM6184 | 2051-03-01      | 2.0000%  | N/A     | $1000.00           | $507.16            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM7152 | 2051-05-01      | 2.0000%  | N/A     | $1001.00           | $460.56            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM8433 | 2051-08-01      | 2.0000%  | N/A     | $10000.00          | $5852.93           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS0350 | 2052-01-01      | 2.0000%  | N/A     | $64554.00          | $40470.31          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS3655 | 2052-01-01      | 2.0000%  | N/A     | $34000.00          | $22891.84          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS8105 | 2052-10-01      | 2.0000%  | N/A     | $1000.00           | $739.40            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4100 | 2050-08-01      | 2.0000%  | N/A     | $180486.00         | $82944.99          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4158 | 2050-10-01      | 2.0000%  | N/A     | $3003.00           | $1541.35           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4182 | 2050-11-01      | 2.0000%  | N/A     | $1000.00           | $524.87            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4281 | 2051-03-01      | 2.0000%  | N/A     | $177760.00         | $100838.24         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4305 | 2051-04-01      | 2.0000%  | N/A     | $3252616.00        | $1899478.34        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4355 | 2051-06-01      | 2.0000%  | N/A     | $1000.00           | $606.63            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4378 | 2051-07-01      | 2.0000%  | N/A     | $1000.00           | $612.30            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4398 | 2051-08-01      | 2.0000%  | N/A     | $22013.00          | $13547.72          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4465 | 2051-11-01      | 2.0000%  | N/A     | $1000.00           | $639.41            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4492 | 2051-12-01      | 2.0000%  | N/A     | $24548.00          | $15803.11          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4547 | 2052-02-01      | 2.0000%  | N/A     | $1005.00           | $664.83            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CTMA4474 | 2041-11-01      | 2.0000%  | N/A     | $1000.00           | $596.91            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CTMA4570 | 2042-03-01      | 2.0000%  | N/A     | $1080.00           | $684.06            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 ZLFP0025 | 2050-08-25      | 2.0000%  | N/A     | $1000.00           | $682.43            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIAS4860 | 2030-05-01      | 2.5000%  | N/A     | $984000.00         | $77435.60          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIBO2231 | 2034-09-01      | 2.5000%  | N/A     | $138000.00         | $32138.76          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICA6522 | 2035-07-01      | 2.5000%  | N/A     | $177000.00         | $71344.71          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIFA1177 | 2035-07-01      | 2.5000%  | N/A     | $7780566.00        | $5727894.47        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIFM4032 | 2035-08-01      | 2.5000%  | N/A     | $1137000.00        | $401090.91         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIFS3607 | 2037-02-01      | 2.5000%  | N/A     | $101006.00         | $66119.85          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIFS4049 | 2036-09-01      | 2.5000%  | N/A     | $1000.00           | $577.50            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIMA4075 | 2035-07-01      | 2.5000%  | N/A     | $188000.00         | $55397.98          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIMA4404 | 2036-08-01      | 2.5000%  | N/A     | $20237539.00       | $10517327.58       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIMA4723 | 2037-09-01      | 2.5000%  | N/A     | $1000.00           | $647.01            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CJMA2308 | 2030-06-01      | 2.5000%  | N/A     | $1000.00           | $58.96             | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CKMA2828 | 2046-11-01      | 2.5000%  | N/A     | $1000.00           | $354.29            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CKMA4164 | 2050-10-01      | 2.5000%  | N/A     | $1000.00           | $364.23            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLAB6667 | 2042-10-01      | 2.5000%  | N/A     | $140999.00         | $36731.15          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBP5570 | 2050-06-01      | 2.5000%  | N/A     | $1024.00           | $395.20            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBP6618 | 2050-08-01      | 2.5000%  | N/A     | $1000.00           | $481.53            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBQ8435 | 2050-12-01      | 2.5000%  | N/A     | $99001.00          | $41662.05          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR0980 | 2051-05-01      | 2.5000%  | N/A     | $56987260.00       | $30434843.34       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR2227 | 2051-08-01      | 2.5000%  | N/A     | $1024.00           | $639.38            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBT1265 | 2051-06-01      | 2.5000%  | N/A     | $41318.00          | $28609.96          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBT7713 | 2051-09-01      | 2.5000%  | N/A     | $1000.00           | $796.76            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBU8884 | 2052-03-01      | 2.5000%  | N/A     | $2481813.00        | $1660239.92        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBV3042 | 2052-02-01      | 2.5000%  | N/A     | $1000.00           | $677.62            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBV3214 | 2052-02-01      | 2.5000%  | N/A     | $201400.00         | $132193.93         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBV4119 | 2052-03-01      | 2.5000%  | N/A     | $613356.00         | $414007.31         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6017 | 2050-06-01      | 2.5000%  | N/A     | $1024.00           | $413.49            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6081 | 2050-06-01      | 2.5000%  | N/A     | $1026.00           | $420.78            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6407 | 2050-07-01      | 2.5000%  | N/A     | $19358423.00       | $7138591.91        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA7033 | 2050-09-01      | 2.5000%  | N/A     | $16798082.00       | $8375423.01        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA7131 | 2050-09-01      | 2.5000%  | N/A     | $1024.00           | $451.84            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB0610 | 2051-05-01      | 2.5000%  | N/A     | $49000.00          | $28661.85          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB1024 | 2051-07-01      | 2.5000%  | N/A     | $1093959.00        | $671536.22         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB1250 | 2051-07-01      | 2.5000%  | N/A     | $63811.00          | $39888.00          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB1867 | 2051-10-01      | 2.5000%  | N/A     | $62000.00          | $41226.94          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2638 | 2052-01-01      | 2.5000%  | N/A     | $1000.00           | $668.00            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2804 | 2052-02-01      | 2.5000%  | N/A     | $199000.00         | $127040.45         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2863 | 2052-02-01      | 2.5000%  | N/A     | $135000.00         | $81489.77          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB3050 | 2052-03-01      | 2.5000%  | N/A     | $19000.00          | $13458.05          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFA4248 | 2052-09-01      | 2.5000%  | N/A     | $1000.00           | $867.43            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM3778 | 2050-08-01      | 2.5000%  | N/A     | $190000.00         | $84075.89          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM4545 | 2050-10-01      | 2.5000%  | N/A     | $1594000.00        | $817107.28         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM8361 | 2051-08-01      | 2.5000%  | N/A     | $1000.00           | $517.21            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM8422 | 2051-08-01      | 2.5000%  | N/A     | $4000.00           | $2562.47           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM8786 | 2051-10-01      | 2.5000%  | N/A     | $200000.00         | $126493.93         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM8954 | 2051-10-01      | 2.5000%  | N/A     | $1000.00           | $497.52            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM8980 | 2051-09-01      | 2.5000%  | N/A     | $548000.00         | $372252.44         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM9515 | 2051-11-01      | 2.5000%  | N/A     | $2592148.00        | $1729229.70        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS0024 | 2051-09-01      | 2.5000%  | N/A     | $1000.00           | $537.49            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS0835 | 2052-03-01      | 2.5000%  | N/A     | $98000.00          | $65033.74          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS0879 | 2052-03-01      | 2.5000%  | N/A     | $153000.00         | $99071.42          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS2317 | 2052-04-01      | 2.5000%  | N/A     | $1000.00           | $672.57            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS3368 | 2052-03-01      | 2.5000%  | N/A     | $1000.00           | $677.45            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS3615 | 2051-07-01      | 2.5000%  | N/A     | $3531284.00        | $2406366.10        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS3806 | 2052-07-01      | 2.5000%  | N/A     | $1000.00           | $719.37            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS4862 | 2051-10-01      | 2.5000%  | N/A     | $42000.00          | $30497.03          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS5125 | 2051-10-01      | 2.5000%  | N/A     | $1000.00           | $726.47            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS6037 | 2053-07-01      | 2.5000%  | N/A     | $23312.00          | $17602.06          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS6620 | 2052-03-01      | 2.5000%  | N/A     | $1000.00           | $743.31            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS6631 | 2052-07-01      | 2.5000%  | N/A     | $18000.00          | $13779.15          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS6925 | 2051-12-01      | 2.5000%  | N/A     | $1001.00           | $758.22            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS8027 | 2052-03-01      | 2.5000%  | N/A     | $1000.00           | $756.55            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS8686 | 2053-07-01      | 2.5000%  | N/A     | $81000.00          | $63682.36          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4055 | 2050-06-01      | 2.5000%  | N/A     | $1000.00           | $337.00            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4256 | 2050-01-01      | 2.5000%  | N/A     | $600000.00         | $283351.28         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4326 | 2051-05-01      | 2.5000%  | N/A     | $171000.00         | $95029.98          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4493 | 2051-12-01      | 2.5000%  | N/A     | $3002.00           | $1919.09           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4548 | 2052-02-01      | 2.5000%  | N/A     | $12990.00          | $8561.41           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4578 | 2052-04-01      | 2.5000%  | N/A     | $348000.00         | $237203.16         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4910 | 2053-01-01      | 2.5000%  | N/A     | $199312.00         | $138129.62         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTCB0100 | 2041-04-01      | 2.5000%  | N/A     | $98000.00          | $57849.24          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTCB2113 | 2041-11-01      | 2.5000%  | N/A     | $1039000.00        | $661464.27         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTFM3123 | 2038-03-01      | 2.5000%  | N/A     | $1000.00           | $240.87            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTFS0697 | 2042-02-01      | 2.5000%  | N/A     | $3000.00           | $1804.88           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTMA4177 | 2040-11-01      | 2.5000%  | N/A     | $1000.00           | $434.39            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTMA4587 | 2042-04-01      | 2.5000%  | N/A     | $137480.00         | $89628.21          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CWAB6466 | 2027-10-01      | 2.5000%  | N/A     | $2197993.00        | $67949.49          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CWAB9717 | 2028-06-01      | 2.5000%  | N/A     | $1804747.00        | $37918.72          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CWMA1335 | 2027-12-01      | 2.5000%  | N/A     | $1704136.00        | $40176.69          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 R3BF0408 | 2046-08-01      | 2.5000%  | N/A     | $1000.00           | $364.95            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 RIBH9343 | 2032-09-01      | 2.5000%  | N/A     | $1499000.00        | $104393.03         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 ZLFP0034 | 2050-10-25      | 2.5000%  | N/A     | $3000.00           | $2180.45           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 ZLFP0038 | 2052-01-25      | 2.5000%  | N/A     | $4925461.00        | $3586717.85        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CI890867 | 2032-06-01      | 3.0000%  | N/A     | $498998.00         | $62420.93          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIAB4277 | 2027-01-01      | 3.0000%  | N/A     | $4258293.00        | $27760.50          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIAS4206 | 2030-01-01      | 3.0000%  | N/A     | $6498584.00        | $337595.86         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIAW0938 | 2029-04-01      | 3.0000%  | N/A     | $7107995.00        | $287572.61         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIBE3795 | 2032-07-01      | 3.0000%  | N/A     | $3000.00           | $360.23            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIFA4170 | 2035-06-01      | 3.0000%  | N/A     | $1020.00           | $946.62            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIFM3422 | 2035-05-01      | 3.0000%  | N/A     | $83260.00          | $25139.43          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIFM9063 | 2035-05-01      | 3.0000%  | N/A     | $320203.00         | $120269.65         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIFS1492 | 2033-11-01      | 3.0000%  | N/A     | $1000.00           | $412.52            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIMA3125 | 2032-09-01      | 3.0000%  | N/A     | $1000.00           | $109.36            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIMA3155 | 2032-10-01      | 3.0000%  | N/A     | $483703.00         | $52052.61          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIMA3409 | 2033-07-01      | 3.0000%  | N/A     | $352449.00         | $37588.42          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIMA3516 | 2033-11-01      | 3.0000%  | N/A     | $1000.00           | $88.91             | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIMA3798 | 2034-10-01      | 3.0000%  | N/A     | $1001.00           | $121.46            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIMA3828 | 2034-11-01      | 3.0000%  | N/A     | $305000.00         | $41081.02          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIMA3897 | 2035-01-01      | 3.0000%  | N/A     | $764137.00         | $112862.51         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIMA3956 | 2035-03-01      | 3.0000%  | N/A     | $262916.00         | $43025.65          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIMA4014 | 2035-05-01      | 3.0000%  | N/A     | $1000.00           | $206.82            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIMA4604 | 2037-05-01      | 3.0000%  | N/A     | $47005.00          | $27013.51          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CJAK5617 | 2027-03-01      | 3.0000%  | N/A     | $5000.00           | $90.46             | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CJMA0964 | 2027-01-01      | 3.0000%  | N/A     | $7290406.00        | $23645.94          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CKMA3811 | 2049-10-01      | 3.0000%  | N/A     | $1000.00           | $80.97             | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAB8700 | 2043-03-01      | 3.0000%  | N/A     | $658000.00         | $129182.84         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAB9241 | 2043-05-01      | 3.0000%  | N/A     | $4032.00           | $722.68            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAQ7185 | 2043-06-01      | 3.0000%  | N/A     | $7081488.00        | $626993.40         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS5165 | 2045-06-01      | 3.0000%  | N/A     | $402000.00         | $92794.10          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS7003 | 2046-04-01      | 3.0000%  | N/A     | $1000.00           | $136.99            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS7343 | 2046-06-01      | 3.0000%  | N/A     | $36129664.00       | $5181223.19        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS7882 | 2046-09-01      | 3.0000%  | N/A     | $1024.00           | $237.70            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS7904 | 2046-09-01      | 3.0000%  | N/A     | $2370596.00        | $393986.01         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8109 | 2046-10-01      | 3.0000%  | N/A     | $136992320.00      | $29817469.81       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8419 | 2046-12-01      | 3.0000%  | N/A     | $1000.00           | $302.68            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8483 | 2046-12-01      | 3.0000%  | N/A     | $10514524.00       | $2051657.42        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8784 | 2047-02-01      | 3.0000%  | N/A     | $30756000.00       | $6354461.01        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAT5993 | 2043-05-01      | 3.0000%  | N/A     | $3625200.00        | $457251.95         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAY2259 | 2045-04-01      | 3.0000%  | N/A     | $10996900.00       | $1928041.43        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBC1493 | 2046-08-01      | 3.0000%  | N/A     | $47205618.00       | $8917455.29        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBD3278 | 2046-09-01      | 3.0000%  | N/A     | $1000.00           | $192.38            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBD6249 | 2046-11-01      | 3.0000%  | N/A     | $1000.00           | $300.66            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBD8064 | 2046-10-01      | 3.0000%  | N/A     | $1024.00           | $205.00            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBE0468 | 2046-10-01      | 3.0000%  | N/A     | $1000.00           | $222.19            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBH8154 | 2047-11-01      | 3.0000%  | N/A     | $301485.00         | $69259.74          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBO4645 | 2049-11-01      | 3.0000%  | N/A     | $1280.00           | $454.32            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBO7245 | 2050-01-01      | 3.0000%  | N/A     | $1000.00           | $257.34            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBP5487 | 2050-06-01      | 3.0000%  | N/A     | $398000.00         | $99406.06          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBP6345 | 2050-06-01      | 3.0000%  | N/A     | $1000.00           | $457.93            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBV4197 | 2052-04-01      | 3.0000%  | N/A     | $10000.00          | $6204.68           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBV8477 | 2052-05-01      | 3.0000%  | N/A     | $223000.00         | $142351.46         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBV8515 | 2052-05-01      | 3.0000%  | N/A     | $674868.00         | $481624.08         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA6427 | 2050-07-01      | 3.0000%  | N/A     | $728171.00         | $245429.80         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB0397 | 2051-05-01      | 3.0000%  | N/A     | $1000.00           | $530.02            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB0912 | 2051-07-01      | 3.0000%  | N/A     | $673124.00         | $457887.28         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB1150 | 2051-07-01      | 3.0000%  | N/A     | $2000.00           | $1232.63           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB1409 | 2051-08-01      | 3.0000%  | N/A     | $1024.00           | $740.67            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB2160 | 2051-11-01      | 3.0000%  | N/A     | $697810.00         | $458713.56         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB2170 | 2051-11-01      | 3.0000%  | N/A     | $59000.00          | $36511.15          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB2899 | 2052-02-01      | 3.0000%  | N/A     | $478000.00         | $284630.24         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB3237 | 2052-03-01      | 3.0000%  | N/A     | $70929.00          | $47725.53          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB3833 | 2052-06-01      | 3.0000%  | N/A     | $408000.00         | $295676.00         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB3996 | 2052-06-01      | 3.0000%  | N/A     | $1000.00           | $716.94            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFA1417 | 2047-12-01      | 3.0000%  | N/A     | $11786360.00       | $9992191.69        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFA2523 | 2052-08-01      | 3.0000%  | N/A     | $34140544.00       | $29887442.08       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFA4174 | 2052-02-01      | 3.0000%  | N/A     | $1008.00           | $907.45            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM0076 | 2050-03-01      | 3.0000%  | N/A     | $101355.00         | $32170.11          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM1429 | 2046-12-01      | 3.0000%  | N/A     | $332170.00         | $122507.73         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM2582 | 2050-03-01      | 3.0000%  | N/A     | $2589000.00        | $768044.45         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM2870 | 2050-03-01      | 3.0000%  | N/A     | $164000.00         | $60574.30          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM3951 | 2050-07-01      | 3.0000%  | N/A     | $149916.00         | $63959.46          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM6063 | 2051-02-01      | 3.0000%  | N/A     | $65974.00          | $35226.22          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM6293 | 2051-01-01      | 3.0000%  | N/A     | $3000.00           | $1467.87           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM8613 | 2050-11-01      | 3.0000%  | N/A     | $178089.00         | $72535.98          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM9134 | 2051-06-01      | 3.0000%  | N/A     | $1000.00           | $553.02            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM9242 | 2051-10-01      | 3.0000%  | N/A     | $18685140.00       | $11360440.65       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM9765 | 2051-11-01      | 3.0000%  | N/A     | $49000.00          | $34825.34          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM9919 | 2051-12-01      | 3.0000%  | N/A     | $1000.00           | $644.63            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0331 | 2052-01-01      | 3.0000%  | N/A     | $797000.00         | $512918.67         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0563 | 2051-06-01      | 3.0000%  | N/A     | $536080.00         | $319711.80         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0631 | 2052-02-01      | 3.0000%  | N/A     | $44000.00          | $28703.08          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0894 | 2051-10-01      | 3.0000%  | N/A     | $589259.00         | $385718.73         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0957 | 2052-03-01      | 3.0000%  | N/A     | $2004.00           | $1370.62           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1097 | 2052-04-01      | 3.0000%  | N/A     | $19000.00          | $13098.41          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1172 | 2051-11-01      | 3.0000%  | N/A     | $20534387.00       | $13339763.76       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1374 | 2052-03-01      | 3.0000%  | N/A     | $166762.00         | $117136.76         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1820 | 2051-08-01      | 3.0000%  | N/A     | $128000.00         | $83898.08          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1838 | 2051-12-01      | 3.0000%  | N/A     | $73984.00          | $47210.80          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS2122 | 2052-03-01      | 3.0000%  | N/A     | $104000.00         | $70888.80          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS2463 | 2052-02-01      | 3.0000%  | N/A     | $1100.00           | $761.86            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS3040 | 2051-12-01      | 3.0000%  | N/A     | $1000.00           | $688.58            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS3275 | 2052-04-01      | 3.0000%  | N/A     | $205999.00         | $149190.81         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS3756 | 2051-05-01      | 3.0000%  | N/A     | $1000.00           | $699.93            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS4515 | 2052-02-01      | 3.0000%  | N/A     | $5442788.00        | $3892495.84        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS5171 | 2051-12-01      | 3.0000%  | N/A     | $1000.00           | $747.34            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS5491 | 2052-07-01      | 3.0000%  | N/A     | $482506.00         | $354472.13         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS6428 | 2051-08-01      | 3.0000%  | N/A     | $1000.00           | $759.46            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS6731 | 2052-06-01      | 3.0000%  | N/A     | $141000.00         | $103195.61         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS7983 | 2053-10-01      | 3.0000%  | N/A     | $1865790.00        | $1481025.24        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS8874 | 2052-06-01      | 3.0000%  | N/A     | $11083.00          | $9084.92           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS9174 | 2052-08-01      | 3.0000%  | N/A     | $1990.00           | $1626.47           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA2670 | 2046-07-01      | 3.0000%  | N/A     | $7992000.00        | $1196584.79        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA3425 | 2048-06-01      | 3.0000%  | N/A     | $192997.00         | $33716.34          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA3508 | 2048-09-01      | 3.0000%  | N/A     | $1000.00           | $141.34            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA3774 | 2049-09-01      | 3.0000%  | N/A     | $560629.00         | $72007.02          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4020 | 2050-05-01      | 3.0000%  | N/A     | $1569980.00        | $390202.88         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4079 | 2050-07-01      | 3.0000%  | N/A     | $1000.00           | $283.38            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4357 | 2051-06-01      | 3.0000%  | N/A     | $1000.00           | $496.87            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4579 | 2052-04-01      | 3.0000%  | N/A     | $2000.00           | $1387.08           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4698 | 2052-08-01      | 3.0000%  | N/A     | $206000.00         | $151690.51         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CNMA2915 | 2027-02-01      | 3.0000%  | N/A     | $1993460.00        | $27340.37          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CNMA3221 | 2027-12-01      | 3.0000%  | N/A     | $1000.00           | $40.97             | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CNMA3900 | 2030-01-01      | 3.0000%  | N/A     | $7832112.00        | $804815.70         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CNMA3954 | 2030-03-01      | 3.0000%  | N/A     | $343741.00         | $35997.10          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CQAY5608 | 2035-06-01      | 3.0000%  | N/A     | $1422188.00        | $418430.77         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CRMA2796 | 2046-10-01      | 3.0000%  | N/A     | $157722.00         | $37634.23          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTAB8857 | 2033-04-01      | 3.0000%  | N/A     | $2099000.00        | $243349.84         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTBJ2544 | 2037-12-01      | 3.0000%  | N/A     | $1000.00           | $162.53            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTFM7607 | 2038-04-01      | 3.0000%  | N/A     | $455000.00         | $162884.35         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTMA1561 | 2033-09-01      | 3.0000%  | N/A     | $1000.00           | $116.98            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTMA2087 | 2034-11-01      | 3.0000%  | N/A     | $4000.00           | $301.97            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTMA2176 | 2035-02-01      | 3.0000%  | N/A     | $3000.00           | $247.11            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTMA2579 | 2036-04-01      | 3.0000%  | N/A     | $799972.00         | $85677.40          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTMA2707 | 2036-08-01      | 3.0000%  | N/A     | $499006.00         | $68318.61          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTMA2773 | 2036-10-01      | 3.0000%  | N/A     | $1000.00           | $152.96            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTMA2832 | 2036-12-01      | 3.0000%  | N/A     | $1000.00           | $160.26            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTMA3151 | 2037-10-01      | 3.0000%  | N/A     | $1491000.00        | $192462.86         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTMA3988 | 2040-04-01      | 3.0000%  | N/A     | $3025.00           | $645.59            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTMA4632 | 2042-06-01      | 3.0000%  | N/A     | $2000.00           | $1423.80           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTMA4643 | 2042-05-01      | 3.0000%  | N/A     | $898000.00         | $619564.47         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CWMA1635 | 2028-09-01      | 3.0000%  | N/A     | $2399928.00        | $118161.63         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 I4BF0167 | 2057-02-01      | 3.0000%  | N/A     | $1000.00           | $321.68            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 I4BM7362 | 2060-01-01      | 3.0000%  | N/A     | $1088.00           | $787.47            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 U3BF0307 | 2043-01-01      | 3.0000%  | N/A     | $675000.00         | $194981.54         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAK5545 | 2027-03-01      | 3.5000%  | N/A     | $1028.00           | $13.20             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAV2078 | 2028-11-01      | 3.5000%  | N/A     | $862857.00         | $35763.01          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CICA3278 | 2034-04-01      | 3.5000%  | N/A     | $193999.00         | $28113.75          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIFM3090 | 2035-04-01      | 3.5000%  | N/A     | $150000.00         | $28056.03          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIFM3340 | 2035-05-01      | 3.5000%  | N/A     | $881129.00         | $96144.01          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIFS6166 | 2036-12-01      | 3.5000%  | N/A     | $1000.00           | $662.72            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIMA3410 | 2033-07-01      | 3.5000%  | N/A     | $694000.00         | $54349.52          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIMA3540 | 2033-12-01      | 3.5000%  | N/A     | $1000.00           | $73.88             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIMA3898 | 2035-01-01      | 3.5000%  | N/A     | $292028.00         | $38613.19          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIMA4930 | 2038-01-01      | 3.5000%  | N/A     | $127706.00         | $77410.34          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAB4430 | 2042-02-01      | 3.5000%  | N/A     | $1000.00           | $140.24            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAB8725 | 2043-03-01      | 3.5000%  | N/A     | $1024.00           | $197.25            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAK9435 | 2042-03-01      | 3.5000%  | N/A     | $24529861.00       | $2044103.63        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAL6954 | 2045-06-01      | 3.5000%  | N/A     | $1000.00           | $164.69            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAL9565 | 2046-09-01      | 3.5000%  | N/A     | $1024.00           | $263.18            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAR8866 | 2043-06-01      | 3.5000%  | N/A     | $663428.00         | $150933.27         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS4770 | 2045-04-01      | 3.5000%  | N/A     | $84735488.00       | $7449201.93        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS4996 | 2045-05-01      | 3.5000%  | N/A     | $43782272.00       | $3766715.22        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS6339 | 2045-12-01      | 3.5000%  | N/A     | $22633327.00       | $4470800.65        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS8089 | 2046-10-01      | 3.5000%  | N/A     | $1039.00           | $261.12            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS8583 | 2047-01-01      | 3.5000%  | N/A     | $1024.00           | $146.13            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS8689 | 2047-01-01      | 3.5000%  | N/A     | $3000.00           | $681.18            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS8922 | 2047-03-01      | 3.5000%  | N/A     | $2972868.00        | $607769.90         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAY4198 | 2045-05-01      | 3.5000%  | N/A     | $2650280.00        | $246505.12         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAY5612 | 2045-06-01      | 3.5000%  | N/A     | $1000.00           | $197.41            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAZ0862 | 2045-07-01      | 3.5000%  | N/A     | $249000.00         | $31729.01          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAZ2078 | 2045-09-01      | 3.5000%  | N/A     | $29363680.00       | $9566744.50        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAZ2108 | 2045-10-01      | 3.5000%  | N/A     | $1008.00           | $271.68            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAZ4775 | 2045-10-01      | 3.5000%  | N/A     | $241999.00         | $25412.44          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBD3833 | 2046-07-01      | 3.5000%  | N/A     | $7550280.00        | $3018040.38        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBH2620 | 2047-08-01      | 3.5000%  | N/A     | $1023.00           | $154.90            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBJ3775 | 2048-01-01      | 3.5000%  | N/A     | $1000.00           | $148.51            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM2000 | 2047-05-01      | 3.5000%  | N/A     | $1000.00           | $136.34            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM4897 | 2046-12-01      | 3.5000%  | N/A     | $98991.00          | $26625.33          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM5833 | 2047-05-01      | 3.5000%  | N/A     | $385000.00         | $141156.97         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBN0508 | 2048-09-01      | 3.5000%  | N/A     | $1000.00           | $91.15             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBN5409 | 2049-04-01      | 3.5000%  | N/A     | $1000.00           | $188.28            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO5384 | 2049-12-01      | 3.5000%  | N/A     | $1153000.00        | $240557.77         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA0687 | 2042-11-01      | 3.5000%  | N/A     | $638088.00         | $64916.09          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA0995 | 2048-01-01      | 3.5000%  | N/A     | $387000.00         | $111939.32         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA3797 | 2049-07-01      | 3.5000%  | N/A     | $2123840.00        | $788461.54         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA3866 | 2049-07-01      | 3.5000%  | N/A     | $377003.00         | $43511.48          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA3872 | 2049-07-01      | 3.5000%  | N/A     | $274000.00         | $26745.62          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA4429 | 2049-10-01      | 3.5000%  | N/A     | $2055000.00        | $529281.79         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA5354 | 2050-03-01      | 3.5000%  | N/A     | $475000.00         | $230057.04         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA5847 | 2049-12-01      | 3.5000%  | N/A     | $1008.00           | $378.66            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA7390 | 2050-10-01      | 3.5000%  | N/A     | $1000.00           | $522.92            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3126 | 2052-03-01      | 3.5000%  | N/A     | $1297000.00        | $841934.27         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3174 | 2052-03-01      | 3.5000%  | N/A     | $2000.00           | $1269.08           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3175 | 2052-03-01      | 3.5000%  | N/A     | $1100028.00        | $734840.33         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3253 | 2052-04-01      | 3.5000%  | N/A     | $1000.00           | $669.33            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3259 | 2052-04-01      | 3.5000%  | N/A     | $5879274.00        | $4330120.27        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3841 | 2052-06-01      | 3.5000%  | N/A     | $17000.00          | $12405.90          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB4053 | 2052-07-01      | 3.5000%  | N/A     | $939800.00         | $774458.65         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB4112 | 2052-07-01      | 3.5000%  | N/A     | $102803.00         | $74466.77          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB4113 | 2052-07-01      | 3.5000%  | N/A     | $42000.00          | $30750.19          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB4115 | 2052-07-01      | 3.5000%  | N/A     | $33000.00          | $24402.80          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB4361 | 2052-08-01      | 3.5000%  | N/A     | $2000.00           | $1533.81           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB4598 | 2052-09-01      | 3.5000%  | N/A     | $396000.00         | $287651.54         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFA1219 | 2049-08-01      | 3.5000%  | N/A     | $1008.00           | $895.35            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFA3829 | 2049-08-01      | 3.5000%  | N/A     | $3000.00           | $2811.35           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM1010 | 2048-07-01      | 3.5000%  | N/A     | $1008.00           | $183.67            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM2178 | 2050-01-01      | 3.5000%  | N/A     | $159000.00         | $38768.40          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM2333 | 2050-02-01      | 3.5000%  | N/A     | $146026.00         | $32321.25          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM2523 | 2050-03-01      | 3.5000%  | N/A     | $150999.00         | $29332.78          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM4251 | 2049-12-01      | 3.5000%  | N/A     | $303000.00         | $45361.72          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM7599 | 2051-01-01      | 3.5000%  | N/A     | $29000.00          | $9684.16           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM9993 | 2051-07-01      | 3.5000%  | N/A     | $533800.00         | $269568.47         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS1093 | 2052-04-01      | 3.5000%  | N/A     | $1000.00           | $661.22            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS1186 | 2050-01-01      | 3.5000%  | N/A     | $198000.00         | $127214.49         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS1419 | 2052-01-01      | 3.5000%  | N/A     | $354000.00         | $226086.92         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS1425 | 2052-05-01      | 3.5000%  | N/A     | $99000.00          | $71797.60          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS1603 | 2052-05-01      | 3.5000%  | N/A     | $399000.00         | $283135.50         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS2126 | 2052-06-01      | 3.5000%  | N/A     | $699000.00         | $520219.96         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS3236 | 2052-06-01      | 3.5000%  | N/A     | $49530.00          | $36247.38          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS3501 | 2052-12-01      | 3.5000%  | N/A     | $1000.00           | $720.86            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS3508 | 2048-02-01      | 3.5000%  | N/A     | $19663.00          | $13571.94          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS4371 | 2052-02-01      | 3.5000%  | N/A     | $1000.00           | $765.30            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS4495 | 2052-03-01      | 3.5000%  | N/A     | $1000.00           | $710.33            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS4928 | 2050-06-01      | 3.5000%  | N/A     | $151430.00         | $114966.89         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS4943 | 2048-01-01      | 3.5000%  | N/A     | $1000.00           | $779.98            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS5134 | 2049-12-01      | 3.5000%  | N/A     | $3000.00           | $2226.10           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS5452 | 2052-06-01      | 3.5000%  | N/A     | $4000.00           | $3032.04           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS5563 | 2050-08-01      | 3.5000%  | N/A     | $1024.00           | $783.83            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS5716 | 2049-04-01      | 3.5000%  | N/A     | $1000.00           | $756.42            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS5985 | 2047-02-01      | 3.5000%  | N/A     | $2052.00           | $1547.71           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS6076 | 2052-04-01      | 3.5000%  | N/A     | $1000.00           | $764.47            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS8339 | 2053-07-01      | 3.5000%  | N/A     | $1000.00           | $880.83            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS9324 | 2052-09-01      | 3.5000%  | N/A     | $1000.00           | $870.79            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3210 | 2047-12-01      | 3.5000%  | N/A     | $2995.00           | $383.31            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3414 | 2048-07-01      | 3.5000%  | N/A     | $742840.00         | $80340.67          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3520 | 2048-11-01      | 3.5000%  | N/A     | $1000.00           | $93.54             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3745 | 2049-08-01      | 3.5000%  | N/A     | $124988.00         | $12538.56          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3775 | 2049-09-01      | 3.5000%  | N/A     | $1000.00           | $112.91            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3872 | 2049-12-01      | 3.5000%  | N/A     | $2000.00           | $270.71            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3939 | 2050-02-01      | 3.5000%  | N/A     | $2007.00           | $276.96            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA4049 | 2050-06-01      | 3.5000%  | N/A     | $1000.00           | $218.24            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA4258 | 2050-01-01      | 3.5000%  | N/A     | $1000.00           | $378.65            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA4468 | 2051-11-01      | 3.5000%  | N/A     | $4000.00           | $2030.80           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA4580 | 2052-04-01      | 3.5000%  | N/A     | $6002.00           | $4102.91           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA4600 | 2052-05-01      | 3.5000%  | N/A     | $68000.00          | $48656.83          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA4625 | 2052-06-01      | 3.5000%  | N/A     | $48000.00          | $35326.68          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA4654 | 2052-07-01      | 3.5000%  | N/A     | $10000.00          | $7511.58           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA4731 | 2052-09-01      | 3.5000%  | N/A     | $1000.00           | $770.40            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CNMA3656 | 2029-05-01      | 3.5000%  | N/A     | $397000.00         | $21695.85          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAB7335 | 2042-12-01      | 3.5000%  | N/A     | $4095.00           | $460.31            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAL6348 | 2045-02-01      | 3.5000%  | N/A     | $1604376.00        | $273748.04         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAT6319 | 2043-06-01      | 3.5000%  | N/A     | $1000.00           | $178.66            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRMA1213 | 2042-10-01      | 3.5000%  | N/A     | $405000.00         | $49644.98          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRMA1283 | 2042-11-01      | 3.5000%  | N/A     | $268476.00         | $38899.69          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRMA1356 | 2043-02-01      | 3.5000%  | N/A     | $79584365.00       | $11298033.94       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRMA1463 | 2043-06-01      | 3.5000%  | N/A     | $212997.00         | $33084.22          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRMA1546 | 2043-08-01      | 3.5000%  | N/A     | $1000.00           | $169.01            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CTMA1608 | 2033-10-01      | 3.5000%  | N/A     | $2000.00           | $187.74            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CTMA2138 | 2035-01-01      | 3.5000%  | N/A     | $445999.00         | $40046.74          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CTMA3243 | 2038-01-01      | 3.5000%  | N/A     | $1000.00           | $137.65            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CTMA3621 | 2039-03-01      | 3.5000%  | N/A     | $1000.00           | $94.83             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CTMA4661 | 2042-07-01      | 3.5000%  | N/A     | $1000.00           | $693.32            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CW890725 | 2030-12-01      | 3.5000%  | N/A     | $2081.00           | $171.23            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CWAL3441 | 2028-04-01      | 3.5000%  | N/A     | $1000.00           | $19.61             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 I4BF0179 | 2057-01-01      | 3.5000%  | N/A     | $7818608.00        | $2671011.86        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 REAE7780 | 2040-12-01      | 3.5000%  | N/A     | $1499000.00        | $107175.72         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 ZLFP0044 | 2050-10-25      | 3.5000%  | N/A     | $36000.00          | $29232.26          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIBJ6881 | 2033-06-01      | 4.0000%  | N/A     | $2206584.00        | $264895.10         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIBM4787 | 2033-10-01      | 4.0000%  | N/A     | $498000.00         | $81107.19          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CICA2527 | 2033-10-01      | 4.0000%  | N/A     | $923835.00         | $171460.18         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CICA4070 | 2034-08-01      | 4.0000%  | N/A     | $1633334.00        | $266695.65         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIFS2401 | 2035-03-01      | 4.0000%  | N/A     | $1756000.00        | $33893.41          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIMA3353 | 2033-04-01      | 4.0000%  | N/A     | $671998.00         | $42881.57          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIMA4776 | 2037-10-01      | 4.0000%  | N/A     | $1154990.00        | $642321.08         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CKMA0626 | 2041-01-01      | 4.0000%  | N/A     | $1000.00           | $14.33             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CKMA3524 | 2048-11-01      | 4.0000%  | N/A     | $2029.00           | $72.39             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAK9847 | 2042-05-01      | 4.0000%  | N/A     | $4087549.00        | $220673.39         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAL8191 | 2045-12-01      | 4.0000%  | N/A     | $1000.00           | $182.65            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAO0306 | 2042-04-01      | 4.0000%  | N/A     | $1000.00           | $147.15            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS2976 | 2044-08-01      | 4.0000%  | N/A     | $1000.00           | $95.53             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS5314 | 2045-07-01      | 4.0000%  | N/A     | $394000.00         | $83030.34          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS9453 | 2047-04-01      | 4.0000%  | N/A     | $200000.00         | $31199.57          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS9585 | 2047-05-01      | 4.0000%  | N/A     | $1000.00           | $208.68            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBC1452 | 2046-07-01      | 4.0000%  | N/A     | $1000.00           | $161.59            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBD7081 | 2047-03-01      | 4.0000%  | N/A     | $3872956.00        | $429606.98         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBJ9215 | 2048-06-01      | 4.0000%  | N/A     | $1280.00           | $130.42            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM2007 | 2048-09-01      | 4.0000%  | N/A     | $1231997.00        | $107409.02         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM3083 | 2045-06-01      | 4.0000%  | N/A     | $1000.00           | $194.90            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM4341 | 2048-02-01      | 4.0000%  | N/A     | $1024.00           | $302.16            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM4484 | 2047-05-01      | 4.0000%  | N/A     | $1024.00           | $198.16            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM5482 | 2049-02-01      | 4.0000%  | N/A     | $4001.00           | $363.25            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBN7664 | 2049-07-01      | 4.0000%  | N/A     | $1000.00           | $158.27            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBU0034 | 2051-08-01      | 4.0000%  | N/A     | $579000.00         | $272304.70         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBU8948 | 2052-04-01      | 4.0000%  | N/A     | $2000.00           | $1372.10           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBW1241 | 2052-10-01      | 4.0000%  | N/A     | $1000.00           | $808.31            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBW9363 | 2052-09-01      | 4.0000%  | N/A     | $1000.00           | $915.16            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA0549 | 2047-10-01      | 4.0000%  | N/A     | $1000.00           | $71.41             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA1692 | 2048-05-01      | 4.0000%  | N/A     | $1501000.00        | $266069.46         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA2184 | 2048-08-01      | 4.0000%  | N/A     | $1003.00           | $209.85            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA3336 | 2049-04-01      | 4.0000%  | N/A     | $4503969.00        | $1039816.32        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA3828 | 2049-07-01      | 4.0000%  | N/A     | $1000.00           | $199.69            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB3320 | 2052-04-01      | 4.0000%  | N/A     | $16029.00          | $11657.27          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB3510 | 2052-05-01      | 4.0000%  | N/A     | $11884199.00       | $8492191.60        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB3909 | 2052-06-01      | 4.0000%  | N/A     | $44117.00          | $34039.27          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB3914 | 2052-06-01      | 4.0000%  | N/A     | $57000.00          | $41792.13          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB4121 | 2052-07-01      | 4.0000%  | N/A     | $168999.00         | $129704.62         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB4156 | 2047-07-01      | 4.0000%  | N/A     | $225000.00         | $140443.43         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB4666 | 2052-09-01      | 4.0000%  | N/A     | $25988384.00       | $19399271.09       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB8464 | 2054-05-01      | 4.0000%  | N/A     | $1000.00           | $883.68            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFA1115 | 2053-04-01      | 4.0000%  | N/A     | $9461360.00        | $8484224.87        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFA1122 | 2053-07-01      | 4.0000%  | N/A     | $4600136.00        | $4018730.48        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFA2771 | 2053-09-01      | 4.0000%  | N/A     | $4379157.00        | $4131288.16        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFA3007 | 2052-06-01      | 4.0000%  | N/A     | $1024.00           | $965.31            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFA3077 | 2054-03-01      | 4.0000%  | N/A     | $3270864.00        | $3130383.06        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFA3664 | 2054-04-01      | 4.0000%  | N/A     | $1280.00           | $1224.61           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM1626 | 2048-11-01      | 4.0000%  | N/A     | $302000.00         | $29470.37          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM3664 | 2049-03-01      | 4.0000%  | N/A     | $172001.00         | $25910.82          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM5530 | 2050-11-01      | 4.0000%  | N/A     | $5015.00           | $1521.45           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM7777 | 2050-11-01      | 4.0000%  | N/A     | $2593000.00        | $1160391.09        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM7786 | 2049-01-01      | 4.0000%  | N/A     | $2000.00           | $817.46            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM7796 | 2048-06-01      | 4.0000%  | N/A     | $319000.00         | $149255.96         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS1448 | 2052-04-01      | 4.0000%  | N/A     | $180000.00         | $112367.30         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS1675 | 2052-04-01      | 4.0000%  | N/A     | $1024.00           | $699.36            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS1891 | 2050-01-01      | 4.0000%  | N/A     | $2011.00           | $1295.29           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS2050 | 2051-02-01      | 4.0000%  | N/A     | $311633.00         | $198992.93         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS2066 | 2052-06-01      | 4.0000%  | N/A     | $64000.00          | $45783.36          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS2190 | 2052-06-01      | 4.0000%  | N/A     | $1000.00           | $717.33            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS6257 | 2053-06-01      | 4.0000%  | N/A     | $1000.00           | $805.61            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS7107 | 2051-08-01      | 4.0000%  | N/A     | $809000.00         | $653100.62         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS7751 | 2053-03-01      | 4.0000%  | N/A     | $19000.00          | $16384.05          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS7968 | 2049-02-01      | 4.0000%  | N/A     | $4612504.00        | $3693374.96        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA2017 | 2044-08-01      | 4.0000%  | N/A     | $258707.00         | $25890.34          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA2835 | 2046-12-01      | 4.0000%  | N/A     | $1000.00           | $147.88            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA3088 | 2047-08-01      | 4.0000%  | N/A     | $987427.00         | $103500.67         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA3121 | 2047-09-01      | 4.0000%  | N/A     | $1029.00           | $115.75            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA3183 | 2047-11-01      | 4.0000%  | N/A     | $2000.00           | $233.25            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA3687 | 2049-06-01      | 4.0000%  | N/A     | $3000.00           | $279.17            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA4626 | 2052-06-01      | 4.0000%  | N/A     | $12000.00          | $8926.12           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA4732 | 2052-09-01      | 4.0000%  | N/A     | $186000.00         | $143512.98         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA4783 | 2052-10-01      | 4.0000%  | N/A     | $4523433.00        | $3512356.14        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA4804 | 2052-11-01      | 4.0000%  | N/A     | $297424.00         | $237534.02         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA4866 | 2053-01-01      | 4.0000%  | N/A     | $2000.00           | $1572.87           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA4962 | 2053-03-01      | 4.0000%  | N/A     | $160048.00         | $132493.35         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA5027 | 2053-05-01      | 4.0000%  | N/A     | $1000.00           | $830.79            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA5089 | 2053-07-01      | 4.0000%  | N/A     | $19000.00          | $15709.61          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA5127 | 2053-08-01      | 4.0000%  | N/A     | $52001.00          | $43617.86          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA5135 | 2053-09-01      | 4.0000%  | N/A     | $530996.00         | $444444.06         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA5177 | 2053-10-01      | 4.0000%  | N/A     | $94000.00          | $79108.17          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA5236 | 2053-12-01      | 4.0000%  | N/A     | $5000.00           | $4076.49           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA5611 | 2055-02-01      | 4.0000%  | N/A     | $7000.00           | $6461.07           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA5789 | 2055-08-01      | 4.0000%  | N/A     | $4000.00           | $3778.04           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CNMA3550 | 2028-12-01      | 4.0000%  | N/A     | $575003.00         | $29112.73          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CNMA5115 | 2033-06-01      | 4.0000%  | N/A     | $242400.00         | $153410.92         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CNMA5348 | 2034-03-01      | 4.0000%  | N/A     | $818947.00         | $507597.70         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CQBM7117 | 2045-09-01      | 4.0000%  | N/A     | $1000.00           | $693.64            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CRMA1146 | 2042-07-01      | 4.0000%  | N/A     | $1000.00           | $92.64             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CTAE4096 | 2030-09-01      | 4.0000%  | N/A     | $3215534.00        | $90904.61          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CTAL6041 | 2033-08-01      | 4.0000%  | N/A     | $613000.00         | $51181.63          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CTCA1343 | 2038-03-01      | 4.0000%  | N/A     | $1009.00           | $141.80            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CTFA4528 | 2043-05-01      | 4.0000%  | N/A     | $1000.00           | $1003.78           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CTMA0908 | 2031-11-01      | 4.0000%  | N/A     | $5664452.00        | $247091.11         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CTMA0920 | 2031-12-01      | 4.0000%  | N/A     | $3228496.00        | $152029.67         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CTMA1764 | 2034-01-01      | 4.0000%  | N/A     | $867126.00         | $81165.84          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CTMA2366 | 2035-08-01      | 4.0000%  | N/A     | $7074040.00        | $886961.67         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CTMA4697 | 2042-08-01      | 4.0000%  | N/A     | $4000.00           | $2699.34           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CV890615 | 2029-06-01      | 4.0000%  | N/A     | $1000.00           | $38.04             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 GL932168 | 2039-09-01      | 4.0000%  | N/A     | $1000.00           | $57.20             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 I3BF0319 | 2048-07-01      | 4.0000%  | N/A     | $1606000.00        | $516696.10         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 I4BF0104 | 2056-02-01      | 4.0000%  | N/A     | $272959.00         | $80993.07          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 I4BF0656 | 2062-06-01      | 4.0000%  | N/A     | $1024.00           | $732.76            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 U4BF0195 | 2051-05-01      | 4.0000%  | N/A     | $1000.00           | $302.50            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 ZLFP0057 | 2050-08-25      | 4.0000%  | N/A     | $1000.00           | $725.39            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CI890882 | 2034-02-01      | 4.5000%  | N/A     | $3126.00           | $293.12            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CI890897 | 2034-04-01      | 4.5000%  | N/A     | $1005000.00        | $152402.91         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CICB4514 | 2037-09-01      | 4.5000%  | N/A     | $364946.00         | $192530.95         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CICB4990 | 2037-11-01      | 4.5000%  | N/A     | $110823.00         | $64108.90          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CICB4991 | 2037-10-01      | 4.5000%  | N/A     | $169837.00         | $85873.54          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIFA3110 | 2040-10-01      | 4.5000%  | N/A     | $1000.00           | $960.88            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIFM7184 | 2034-01-01      | 4.5000%  | N/A     | $1491180.00        | $343820.45         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIFS7113 | 2039-02-01      | 4.5000%  | N/A     | $3004.00           | $2182.41           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIMA5950 | 2041-01-01      | 4.5000%  | N/A     | $1008.00           | $990.01            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIMA5977 | 2041-02-01      | 4.5000%  | N/A     | $1000.00           | $994.35            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CKMA0898 | 2041-10-01      | 4.5000%  | N/A     | $998000.00         | $54642.14          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAA6652 | 2039-06-01      | 4.5000%  | N/A     | $13140600.00       | $762351.46         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAA6853 | 2039-05-01      | 4.5000%  | N/A     | $11347652.00       | $871151.31         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAL7936 | 2045-09-01      | 4.5000%  | N/A     | $65227.00          | $11109.26          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAS4354 | 2045-01-01      | 4.5000%  | N/A     | $1000.00           | $158.29            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBH9284 | 2048-02-01      | 4.5000%  | N/A     | $1000.00           | $256.97            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBM3280 | 2047-11-01      | 4.5000%  | N/A     | $1000.00           | $138.71            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBM5568 | 2049-02-01      | 4.5000%  | N/A     | $278000.00         | $87938.83          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN6710 | 2049-06-01      | 4.5000%  | N/A     | $1057.00           | $306.65            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBO1766 | 2049-07-01      | 4.5000%  | N/A     | $1000.00           | $141.03            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBV2615 | 2052-07-01      | 4.5000%  | N/A     | $43000.00          | $27827.69          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBV2623 | 2052-07-01      | 4.5000%  | N/A     | $99000.00          | $71848.43          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW0035 | 2052-07-01      | 4.5000%  | N/A     | $74000.00          | $44863.79          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW1442 | 2052-06-01      | 4.5000%  | N/A     | $7776408.00        | $5382042.52        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW9774 | 2053-06-01      | 4.5000%  | N/A     | $149981.00         | $142659.31         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBX0507 | 2052-10-01      | 4.5000%  | N/A     | $1104.00           | $880.73            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA1558 | 2048-04-01      | 4.5000%  | N/A     | $187504384.00      | $36534182.57       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA2580 | 2048-11-01      | 4.5000%  | N/A     | $1000.00           | $274.45            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA2956 | 2049-01-01      | 4.5000%  | N/A     | $1024.00           | $141.60            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA3685 | 2049-06-01      | 4.5000%  | N/A     | $1000.00           | $332.83            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4386 | 2052-08-01      | 4.5000%  | N/A     | $3000.00           | $2151.48           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4555 | 2052-09-01      | 4.5000%  | N/A     | $47000.00          | $37451.66          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB5534 | 2053-01-01      | 4.5000%  | N/A     | $1000.00           | $807.96            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB6509 | 2053-06-01      | 4.5000%  | N/A     | $2024.00           | $1768.46           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB8656 | 2054-06-01      | 4.5000%  | N/A     | $779040.00         | $701638.80         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCC1188 | 2055-10-01      | 4.5000%  | N/A     | $29291040.00       | $28946832.92       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCC1665 | 2055-12-01      | 4.5000%  | N/A     | $18870273.00       | $18473122.43       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCC1796 | 2056-01-01      | 4.5000%  | N/A     | $1136.00           | $1125.92           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCC1812 | 2056-01-01      | 4.5000%  | N/A     | $1000.00           | $988.54            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDC0453 | 2054-10-01      | 4.5000%  | N/A     | $586324.00         | $447160.21         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDF3808 | 2055-12-01      | 4.5000%  | N/A     | $1000.00           | $991.13            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDF6429 | 2055-12-01      | 4.5000%  | N/A     | $2000.00           | $1988.45           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDF9889 | 2056-01-01      | 4.5000%  | N/A     | $1000.00           | $989.81            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFA0655 | 2055-02-01      | 4.5000%  | N/A     | $1024.00           | $957.87            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFA4638 | 2051-03-01      | 4.5000%  | N/A     | $895850.00         | $896568.47         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFM1671 | 2049-10-01      | 4.5000%  | N/A     | $2299000.00        | $512497.33         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFM2745 | 2050-03-01      | 4.5000%  | N/A     | $398999.00         | $76933.96          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFM5839 | 2050-05-01      | 4.5000%  | N/A     | $199000.00         | $46560.94          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS2157 | 2052-06-01      | 4.5000%  | N/A     | $1000.00           | $691.31            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS2583 | 2052-08-01      | 4.5000%  | N/A     | $1024.00           | $866.82            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS3043 | 2052-10-01      | 4.5000%  | N/A     | $70299.00          | $52759.90          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS3836 | 2053-01-01      | 4.5000%  | N/A     | $98999.00          | $70741.05          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS5865 | 2053-01-01      | 4.5000%  | N/A     | $1000.00           | $852.07            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS7284 | 2053-12-01      | 4.5000%  | N/A     | $10699872.00       | $8799666.46        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS7338 | 2053-09-01      | 4.5000%  | N/A     | $4495740.00        | $4039119.90        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS8813 | 2053-06-01      | 4.5000%  | N/A     | $84000.00          | $74977.45          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA3945 | 2050-02-01      | 4.5000%  | N/A     | $3419264.00        | $438157.78         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA4656 | 2052-07-01      | 4.5000%  | N/A     | $1000.00           | $753.30            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA4701 | 2052-08-01      | 4.5000%  | N/A     | $64973458.00       | $49174330.68       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA4733 | 2052-09-01      | 4.5000%  | N/A     | $33418125.00       | $25525945.60       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA4784 | 2052-10-01      | 4.5000%  | N/A     | $6388587.00        | $4843097.17        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA4805 | 2052-11-01      | 4.5000%  | N/A     | $1908883.00        | $1503937.00        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA4977 | 2053-04-01      | 4.5000%  | N/A     | $1000.00           | $814.45            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA5105 | 2053-08-01      | 4.5000%  | N/A     | $394000.00         | $333748.71         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA5188 | 2053-11-01      | 4.5000%  | N/A     | $135000.00         | $117410.49         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA5293 | 2054-03-01      | 4.5000%  | N/A     | $5000.00           | $4399.77           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA5495 | 2054-10-01      | 4.5000%  | N/A     | $118000.00         | $109342.29         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA5612 | 2055-02-01      | 4.5000%  | N/A     | $324000.00         | $305209.40         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA5851 | 2055-10-01      | 4.5000%  | N/A     | $1017012.00        | $991578.33         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA5877 | 2055-11-01      | 4.5000%  | N/A     | $87850.00          | $85962.54          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CNMA5024 | 2033-05-01      | 4.5000%  | N/A     | $412249.00         | $192660.18         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CNMA5288 | 2034-02-01      | 4.5000%  | N/A     | $789382.00         | $584669.31         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CTMA0115 | 2029-07-01      | 4.5000%  | N/A     | $46775482.00       | $361502.21         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CTMA0200 | 2029-10-01      | 4.5000%  | N/A     | $4006.00           | $46.62             | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CTMA0734 | 2031-05-01      | 4.5000%  | N/A     | $982979.00         | $26175.28          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CTMA0776 | 2031-06-01      | 4.5000%  | N/A     | $5339685.00        | $149796.01         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CTMA2169 | 2034-12-01      | 4.5000%  | N/A     | $1317670.00        | $176576.77         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CTMA3591 | 2039-02-01      | 4.5000%  | N/A     | $1000.00           | $106.91            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 GLAB2959 | 2040-07-01      | 4.5000%  | N/A     | $1005.00           | $68.68             | Agency Mortgage-Backed Securities  |
| FNMS 04.500 GLBM6653 | 2040-07-01      | 4.5000%  | N/A     | $483091.00         | $207677.94         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 I4BF0118 | 2056-06-01      | 4.5000%  | N/A     | $1000.00           | $212.33            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 ZL310167 | 2044-02-01      | 4.5000%  | N/A     | $1000.00           | $108.47            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIMA5507 | 2039-10-01      | 5.0000%  | N/A     | $136449.00         | $96979.87          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIMA5590 | 2040-01-01      | 5.0000%  | N/A     | $1000.00           | $756.32            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIMA5617 | 2040-02-01      | 5.0000%  | N/A     | $10000.00          | $6967.49           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIMA5916 | 2040-12-01      | 5.0000%  | N/A     | $222400.00         | $217457.87         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CKMA4718 | 2052-07-01      | 5.0000%  | N/A     | $120999.00         | $97274.09          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CL888344 | 2035-10-01      | 5.0000%  | N/A     | $6498995.00        | $74137.10          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CL995245 | 2039-01-01      | 5.0000%  | N/A     | $10200000.00       | $84634.61          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBM5098 | 2048-12-01      | 5.0000%  | N/A     | $529000.00         | $98511.45          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBN4303 | 2048-12-01      | 5.0000%  | N/A     | $1642000.00        | $263765.96         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBP1925 | 2050-04-01      | 5.0000%  | N/A     | $1724558.00        | $293704.74         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBP9142 | 2050-07-01      | 5.0000%  | N/A     | $1000.00           | $349.36            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBP9186 | 2050-08-01      | 5.0000%  | N/A     | $1777942.00        | $374828.94         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBT7909 | 2052-10-01      | 5.0000%  | N/A     | $9858512.00        | $8901909.09        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBU4913 | 2054-08-01      | 5.0000%  | N/A     | $65345.00          | $54952.83          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW0048 | 2052-07-01      | 5.0000%  | N/A     | $231000.00         | $153520.94         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW4925 | 2053-04-01      | 5.0000%  | N/A     | $267472.00         | $210644.02         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW6307 | 2052-08-01      | 5.0000%  | N/A     | $290000.00         | $184629.92         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW9389 | 2052-09-01      | 5.0000%  | N/A     | $1032.00           | $754.63            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW9855 | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $714.68            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW9916 | 2052-10-01      | 5.0000%  | N/A     | $393000.00         | $270478.44         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX6086 | 2053-03-01      | 5.0000%  | N/A     | $159428.00         | $94384.45          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX7581 | 2053-03-01      | 5.0000%  | N/A     | $117613.00         | $93904.43          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX9135 | 2053-04-01      | 5.0000%  | N/A     | $1000.00           | $741.43            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX9144 | 2053-04-01      | 5.0000%  | N/A     | $31727.00          | $30518.07          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY0545 | 2053-05-01      | 5.0000%  | N/A     | $1000.00           | $798.61            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY0945 | 2053-05-01      | 5.0000%  | N/A     | $1000.00           | $804.13            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY2247 | 2053-05-01      | 5.0000%  | N/A     | $430774.00         | $345450.83         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY2251 | 2053-05-01      | 5.0000%  | N/A     | $1000.00           | $730.11            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY4181 | 2053-06-01      | 5.0000%  | N/A     | $386859.00         | $296589.32         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCA2652 | 2048-11-01      | 5.0000%  | N/A     | $1000.00           | $114.49            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCA3985 | 2049-08-01      | 5.0000%  | N/A     | $1000.00           | $149.21            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB3929 | 2052-06-01      | 5.0000%  | N/A     | $1000.00           | $716.15            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4621 | 2052-09-01      | 5.0000%  | N/A     | $330260.00         | $253487.28         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4782 | 2052-10-01      | 5.0000%  | N/A     | $1040.00           | $807.63            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4834 | 2052-10-01      | 5.0000%  | N/A     | $50893.00          | $39746.08          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB5276 | 2052-12-01      | 5.0000%  | N/A     | $11373136.00       | $8112857.91        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB5450 | 2053-01-01      | 5.0000%  | N/A     | $5000.00           | $4135.73           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6177 | 2053-05-01      | 5.0000%  | N/A     | $2112.00           | $1811.43           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6691 | 2053-07-01      | 5.0000%  | N/A     | $39618112.00       | $29177016.97       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB8974 | 2054-08-01      | 5.0000%  | N/A     | $238660.00         | $222801.72         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9373 | 2054-10-01      | 5.0000%  | N/A     | $1000.00           | $957.67            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9473 | 2054-11-01      | 5.0000%  | N/A     | $2013.00           | $1838.25           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9476 | 2054-11-01      | 5.0000%  | N/A     | $18138.00          | $17206.91          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9645 | 2054-12-01      | 5.0000%  | N/A     | $1027.00           | $974.36            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9646 | 2054-12-01      | 5.0000%  | N/A     | $1000.00           | $950.04            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCC0233 | 2055-04-01      | 5.0000%  | N/A     | $1024.00           | $997.17            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCC0833 | 2055-08-01      | 5.0000%  | N/A     | $1024.00           | $1019.85           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCC0981 | 2055-09-01      | 5.0000%  | N/A     | $2048.00           | $2029.45           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCC0996 | 2055-09-01      | 5.0000%  | N/A     | $1024.00           | $1013.55           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCC1199 | 2055-10-01      | 5.0000%  | N/A     | $1000.00           | $1009.96           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCC1914 | 2056-02-01      | 5.0000%  | N/A     | $12532695.00       | $12689803.43       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCC2012 | 2056-01-01      | 5.0000%  | N/A     | $3024.00           | $3059.98           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDB0804 | 2054-04-01      | 5.0000%  | N/A     | $1000.00           | $956.55            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDB4898 | 2055-01-01      | 5.0000%  | N/A     | $2720951.00        | $2713675.13        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC5602 | 2054-10-01      | 5.0000%  | N/A     | $1704070.00        | $1656396.34        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC6993 | 2054-12-01      | 5.0000%  | N/A     | $2000.00           | $1903.79           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDD3220 | 2055-02-01      | 5.0000%  | N/A     | $684079.00         | $689884.32         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF0421 | 2055-10-01      | 5.0000%  | N/A     | $1000.00           | $1008.50           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF1881 | 2055-10-01      | 5.0000%  | N/A     | $1009.00           | $1007.28           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF2432 | 2055-11-01      | 5.0000%  | N/A     | $1000.00           | $1018.84           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF3740 | 2055-11-01      | 5.0000%  | N/A     | $11314567.00       | $11321420.88       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF4374 | 2055-11-01      | 5.0000%  | N/A     | $1000.00           | $997.13            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF4746 | 2055-12-01      | 5.0000%  | N/A     | $2016.00           | $2045.03           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF4769 | 2055-12-01      | 5.0000%  | N/A     | $1001.00           | $1017.10           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF5367 | 2055-12-01      | 5.0000%  | N/A     | $1000.00           | $1016.84           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF6316 | 2055-12-01      | 5.0000%  | N/A     | $1000.00           | $1010.22           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF7366 | 2055-12-01      | 5.0000%  | N/A     | $2002.00           | $2035.34           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF9214 | 2056-01-01      | 5.0000%  | N/A     | $1000.00           | $954.11            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF9693 | 2056-01-01      | 5.0000%  | N/A     | $1000.00           | $1006.46           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG1026 | 2056-02-01      | 5.0000%  | N/A     | $2017100.00        | $2032450.36        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG1028 | 2056-02-01      | 5.0000%  | N/A     | $2000.00           | $2013.31           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG1638 | 2056-02-01      | 5.0000%  | N/A     | $1003.00           | $1020.83           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA0035 | 2054-12-01      | 5.0000%  | N/A     | $1024.00           | $961.04            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA1953 | 2053-11-01      | 5.0000%  | N/A     | $1000.00           | $926.51            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA2198 | 2055-07-01      | 5.0000%  | N/A     | $1024.00           | $985.84            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA3408 | 2055-06-01      | 5.0000%  | N/A     | $1024.00           | $1010.25           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA3751 | 2055-12-01      | 5.0000%  | N/A     | $1024.00           | $1031.56           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA3851 | 2055-12-01      | 5.0000%  | N/A     | $2051.00           | $2064.15           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA4000 | 2055-06-01      | 5.0000%  | N/A     | $1040.00           | $1045.67           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA4162 | 2056-01-01      | 5.0000%  | N/A     | $1040.00           | $1043.97           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA4231 | 2056-01-01      | 5.0000%  | N/A     | $1009.00           | $1021.11           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA4437 | 2056-02-01      | 5.0000%  | N/A     | $1024.00           | $1032.79           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS1446 | 2051-01-01      | 5.0000%  | N/A     | $149000.00         | $82671.95          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS2620 | 2052-08-01      | 5.0000%  | N/A     | $19000.00          | $14118.07          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS2906 | 2052-09-01      | 5.0000%  | N/A     | $111000.00         | $75562.44          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS3941 | 2053-02-01      | 5.0000%  | N/A     | $1000.00           | $732.05            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS5179 | 2053-06-01      | 5.0000%  | N/A     | $1000.00           | $691.14            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS5302 | 2053-07-01      | 5.0000%  | N/A     | $1000.00           | $811.43            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS5772 | 2053-06-01      | 5.0000%  | N/A     | $198999.00         | $154747.72         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS6468 | 2053-10-01      | 5.0000%  | N/A     | $1000.00           | $701.19            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS7131 | 2054-02-01      | 5.0000%  | N/A     | $5000.00           | $4358.42           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS7227 | 2054-03-01      | 5.0000%  | N/A     | $1000.00           | $888.73            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS7252 | 2053-11-01      | 5.0000%  | N/A     | $1000.00           | $855.89            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS7303 | 2053-07-01      | 5.0000%  | N/A     | $1000.00           | $899.20            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS8880 | 2054-06-01      | 5.0000%  | N/A     | $2191000.00        | $2020373.53        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS9102 | 2054-02-01      | 5.0000%  | N/A     | $98999.00          | $85227.53          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS9798 | 2054-11-01      | 5.0000%  | N/A     | $40000.00          | $37232.58          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS9840 | 2054-06-01      | 5.0000%  | N/A     | $1024.00           | $902.37            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS9944 | 2054-08-01      | 5.0000%  | N/A     | $29929024.00       | $26623082.65       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA4146 | 2050-09-01      | 5.0000%  | N/A     | $225213.00         | $40497.01          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA4709 | 2052-07-01      | 5.0000%  | N/A     | $165000.00         | $119021.65         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA4737 | 2052-08-01      | 5.0000%  | N/A     | $135769.00         | $96701.81          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA4761 | 2052-09-01      | 5.0000%  | N/A     | $97000.00          | $71288.94          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA4785 | 2052-10-01      | 5.0000%  | N/A     | $333016.00         | $242337.19         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA4806 | 2052-11-01      | 5.0000%  | N/A     | $1024.00           | $785.31            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA4841 | 2052-12-01      | 5.0000%  | N/A     | $64000.00          | $49768.55          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5009 | 2053-05-01      | 5.0000%  | N/A     | $556323.00         | $455054.75         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5071 | 2053-07-01      | 5.0000%  | N/A     | $2747430.00        | $2263553.16        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5137 | 2053-09-01      | 5.0000%  | N/A     | $7000.00           | $5844.66           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5294 | 2054-03-01      | 5.0000%  | N/A     | $1000.00           | $876.18            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5530 | 2054-11-01      | 5.0000%  | N/A     | $2024.00           | $1845.21           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5552 | 2054-12-01      | 5.0000%  | N/A     | $13066445.00       | $12019301.01       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5613 | 2055-02-01      | 5.0000%  | N/A     | $36999.00          | $34266.90          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5672 | 2055-04-01      | 5.0000%  | N/A     | $145000.00         | $138634.69         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5852 | 2055-10-01      | 5.0000%  | N/A     | $1000.00           | $989.78            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5997 | 2056-02-01      | 5.0000%  | N/A     | $1024.00           | $1031.99           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CNCB5952 | 2033-03-01      | 5.0000%  | N/A     | $1253406.00        | $574491.66         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CNMA5100 | 2033-07-01      | 5.0000%  | N/A     | $104994.00         | $47955.23          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CTMA0243 | 2029-11-01      | 5.0000%  | N/A     | $2518798.00        | $30991.85          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CTMA0268 | 2029-12-01      | 5.0000%  | N/A     | $4002.00           | $67.02             | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CTMA5740 | 2045-06-01      | 5.0000%  | N/A     | $1024875.00        | $883092.47         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CTMA5955 | 2046-01-01      | 5.0000%  | N/A     | $2027.00           | $2032.95           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CTMA6008 | 2046-02-01      | 5.0000%  | N/A     | $4096.00           | $4154.68           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 REBX9387 | 2053-04-01      | 5.0000%  | N/A     | $123878.00         | $75938.23          | Agency Mortgage-Backed Securities  |
| FNMS 05.150 CAAC4312 | 2039-09-01      | 5.1500%  | N/A     | $98269.00          | $45895.36          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CIMA5219 | 2038-12-01      | 5.5000%  | N/A     | $412500.00         | $212707.03         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CIMA5300 | 2039-03-01      | 5.5000%  | N/A     | $1000.00           | $530.08            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CIMA5330 | 2039-04-01      | 5.5000%  | N/A     | $18000.00          | $10196.13          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CIMA5952 | 2041-01-01      | 5.5000%  | N/A     | $1000.00           | $1001.29           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL735141 | 2035-01-01      | 5.5000%  | N/A     | $1001.00           | $7.99              | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL888099 | 2035-08-01      | 5.5000%  | N/A     | $8824993.00        | $96737.13          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL889465 | 2038-03-01      | 5.5000%  | N/A     | $4975000.00        | $71401.82          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL985530 | 2038-06-01      | 5.5000%  | N/A     | $9211824.00        | $57171.98          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBU4842 | 2054-08-01      | 5.5000%  | N/A     | $1003.00           | $855.27            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBV6028 | 2055-09-01      | 5.5000%  | N/A     | $1000.00           | $1015.72           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBW9810 | 2052-10-01      | 5.5000%  | N/A     | $1001.00           | $789.69            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX0553 | 2052-10-01      | 5.5000%  | N/A     | $99000.00          | $66917.08          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX4219 | 2053-01-01      | 5.5000%  | N/A     | $136920.00         | $92407.98          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX5166 | 2053-03-01      | 5.5000%  | N/A     | $1000.00           | $840.51            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX8626 | 2053-04-01      | 5.5000%  | N/A     | $199000.00         | $152917.33         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY0630 | 2053-04-01      | 5.5000%  | N/A     | $63423.00          | $62963.64          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY2603 | 2053-08-01      | 5.5000%  | N/A     | $211944.00         | $154508.78         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY3269 | 2053-06-01      | 5.5000%  | N/A     | $48250.00          | $47763.50          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY9175 | 2053-09-01      | 5.5000%  | N/A     | $1000.00           | $875.60            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCA3257 | 2049-03-01      | 5.5000%  | N/A     | $284012.00         | $70817.54          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB4418 | 2052-08-01      | 5.5000%  | N/A     | $1000.00           | $660.09            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB4911 | 2052-10-01      | 5.5000%  | N/A     | $12000000.00       | $8717700.04        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5137 | 2052-11-01      | 5.5000%  | N/A     | $35516288.00       | $26787524.77       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5462 | 2053-01-01      | 5.5000%  | N/A     | $392168.00         | $264533.67         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5468 | 2053-01-01      | 5.5000%  | N/A     | $7551873.00        | $6295398.18        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5774 | 2053-02-01      | 5.5000%  | N/A     | $1024840.00        | $896340.53         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5991 | 2053-01-01      | 5.5000%  | N/A     | $1000.00           | $718.89            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6867 | 2053-08-01      | 5.5000%  | N/A     | $41000.00          | $33332.03          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6946 | 2053-06-01      | 5.5000%  | N/A     | $1024.00           | $838.59            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8323 | 2054-04-01      | 5.5000%  | N/A     | $6000.00           | $5241.01           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8685 | 2054-06-01      | 5.5000%  | N/A     | $1000.00           | $921.72            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8843 | 2054-07-01      | 5.5000%  | N/A     | $201868.00         | $190848.62         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9365 | 2054-10-01      | 5.5000%  | N/A     | $1024.00           | $973.50            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9437 | 2054-11-01      | 5.5000%  | N/A     | $1024.00           | $950.59            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9659 | 2054-12-01      | 5.5000%  | N/A     | $5411352.00        | $5064063.54        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9666 | 2054-12-01      | 5.5000%  | N/A     | $1000.00           | $955.75            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9730 | 2055-01-01      | 5.5000%  | N/A     | $1983807.00        | $1980133.83        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC0247 | 2055-04-01      | 5.5000%  | N/A     | $1000.00           | $1007.65           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC0393 | 2055-05-01      | 5.5000%  | N/A     | $1024.00           | $1003.09           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC0432 | 2055-05-01      | 5.5000%  | N/A     | $2048.00           | $2018.17           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC0525 | 2055-06-01      | 5.5000%  | N/A     | $1000.00           | $1013.73           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC0573 | 2055-06-01      | 5.5000%  | N/A     | $5354015.00        | $5312990.94        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC0710 | 2055-07-01      | 5.5000%  | N/A     | $1024.00           | $921.59            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC0848 | 2055-08-01      | 5.5000%  | N/A     | $2309824.00        | $2316918.42        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC0861 | 2055-08-01      | 5.5000%  | N/A     | $1024.00           | $947.14            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC1168 | 2055-10-01      | 5.5000%  | N/A     | $1008.00           | $1025.74           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC1219 | 2055-10-01      | 5.5000%  | N/A     | $15326896.00       | $15510609.00       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC1223 | 2055-10-01      | 5.5000%  | N/A     | $34680767.00       | $34106112.58       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC1440 | 2055-11-01      | 5.5000%  | N/A     | $8734780.00        | $8447828.72        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC1693 | 2055-12-01      | 5.5000%  | N/A     | $1008.00           | $1030.82           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC1694 | 2055-12-01      | 5.5000%  | N/A     | $1044.00           | $1070.95           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC1699 | 2055-12-01      | 5.5000%  | N/A     | $18192589.00       | $18471554.69       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC2046 | 2056-02-01      | 5.5000%  | N/A     | $1008.00           | $1035.53           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDA9466 | 2054-02-01      | 5.5000%  | N/A     | $2000.00           | $1401.19           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDA9954 | 2054-02-01      | 5.5000%  | N/A     | $3000.00           | $2600.38           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB0430 | 2054-04-01      | 5.5000%  | N/A     | $1000.00           | $963.10            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB3709 | 2054-07-01      | 5.5000%  | N/A     | $2000.00           | $1715.89           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB5276 | 2054-06-01      | 5.5000%  | N/A     | $941608.00         | $758804.75         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB6913 | 2054-07-01      | 5.5000%  | N/A     | $1000.00           | $941.90            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB6969 | 2054-08-01      | 5.5000%  | N/A     | $2390028.00        | $2153283.68        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD5429 | 2055-05-01      | 5.5000%  | N/A     | $2000.00           | $1946.52           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF0775 | 2055-10-01      | 5.5000%  | N/A     | $1000.00           | $1017.21           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF1674 | 2055-10-01      | 5.5000%  | N/A     | $1000.00           | $1020.03           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF1792 | 2055-10-01      | 5.5000%  | N/A     | $1000.00           | $1017.56           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF2449 | 2055-12-01      | 5.5000%  | N/A     | $256680.00         | $263207.48         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF4646 | 2055-11-01      | 5.5000%  | N/A     | $1000.00           | $1014.12           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF5952 | 2055-12-01      | 5.5000%  | N/A     | $2000.00           | $2064.90           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF6090 | 2056-01-01      | 5.5000%  | N/A     | $1000.00           | $1028.54           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF6417 | 2055-12-01      | 5.5000%  | N/A     | $1001.00           | $1027.87           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF6418 | 2055-12-01      | 5.5000%  | N/A     | $1001.00           | $1025.96           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF6439 | 2055-12-01      | 5.5000%  | N/A     | $7247641.00        | $7424575.60        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF6916 | 2055-12-01      | 5.5000%  | N/A     | $1010.00           | $1036.80           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF7410 | 2055-12-01      | 5.5000%  | N/A     | $1008.00           | $1013.57           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF8582 | 2056-01-01      | 5.5000%  | N/A     | $1019.00           | $1051.56           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF8786 | 2056-01-01      | 5.5000%  | N/A     | $1000.00           | $1029.86           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG2966 | 2056-02-01      | 5.5000%  | N/A     | $1000.00           | $1039.88           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG3095 | 2056-02-01      | 5.5000%  | N/A     | $1000.00           | $1039.88           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG4142 | 2056-03-01      | 5.5000%  | N/A     | $1018.00           | $1058.60           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA0243 | 2054-12-01      | 5.5000%  | N/A     | $469947.00         | $446127.74         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA0501 | 2055-01-01      | 5.5000%  | N/A     | $1000.00           | $968.80            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA0502 | 2055-02-01      | 5.5000%  | N/A     | $6225152.00        | $6061845.58        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA0863 | 2055-03-01      | 5.5000%  | N/A     | $1024.00           | $957.86            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA0907 | 2054-09-01      | 5.5000%  | N/A     | $5240.00           | $4994.08           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA1736 | 2054-06-01      | 5.5000%  | N/A     | $1024.00           | $927.01            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA1856 | 2055-06-01      | 5.5000%  | N/A     | $1024.00           | $964.94            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA2127 | 2055-06-01      | 5.5000%  | N/A     | $1024.00           | $915.62            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA2295 | 2055-07-01      | 5.5000%  | N/A     | $1024.00           | $1007.60           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA2710 | 2055-09-01      | 5.5000%  | N/A     | $21763130.00       | $21750113.76       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA3261 | 2055-10-01      | 5.5000%  | N/A     | $1040.00           | $1037.98           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA3507 | 2055-11-01      | 5.5000%  | N/A     | $2023.00           | $2077.25           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA3847 | 2055-10-01      | 5.5000%  | N/A     | $431680.00         | $443014.77         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA4302 | 2055-12-01      | 5.5000%  | N/A     | $1026.00           | $1052.73           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS4039 | 2053-02-01      | 5.5000%  | N/A     | $1000.00           | $731.29            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS4527 | 2053-04-01      | 5.5000%  | N/A     | $634000.00         | $470366.58         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS4776 | 2053-03-01      | 5.5000%  | N/A     | $85000.00          | $56760.12          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS4872 | 2053-06-01      | 5.5000%  | N/A     | $1000.00           | $794.63            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS5235 | 2053-07-01      | 5.5000%  | N/A     | $408000.00         | $322112.25         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS5270 | 2053-07-01      | 5.5000%  | N/A     | $99000.00          | $79730.98          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS5589 | 2053-07-01      | 5.5000%  | N/A     | $54480.00          | $37113.70          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS5590 | 2053-07-01      | 5.5000%  | N/A     | $179000.00         | $113093.35         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS6501 | 2053-11-01      | 5.5000%  | N/A     | $1000.00           | $815.02            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS6671 | 2053-06-01      | 5.5000%  | N/A     | $37999.00          | $30091.31          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS6837 | 2053-07-01      | 5.5000%  | N/A     | $1000.00           | $822.60            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS6838 | 2053-11-01      | 5.5000%  | N/A     | $81008.00          | $65987.13          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS7079 | 2053-03-01      | 5.5000%  | N/A     | $21000.00          | $17388.90          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS7684 | 2054-04-01      | 5.5000%  | N/A     | $1024.00           | $818.48            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS9349 | 2054-10-01      | 5.5000%  | N/A     | $40415795.00       | $37245054.94       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS9534 | 2054-10-01      | 5.5000%  | N/A     | $1040.00           | $947.30            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS9715 | 2054-11-01      | 5.5000%  | N/A     | $20000000.00       | $19118466.41       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS9832 | 2053-07-01      | 5.5000%  | N/A     | $7410225.00        | $6296279.14        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS9833 | 2054-05-01      | 5.5000%  | N/A     | $1024.00           | $897.14            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS9877 | 2054-06-01      | 5.5000%  | N/A     | $1000.00           | $904.78            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA4807 | 2052-11-01      | 5.5000%  | N/A     | $6101378.00        | $4502881.49        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA4842 | 2052-12-01      | 5.5000%  | N/A     | $174925.00         | $130473.28         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA4869 | 2053-01-01      | 5.5000%  | N/A     | $1000.00           | $714.17            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA4919 | 2053-02-01      | 5.5000%  | N/A     | $454002.00         | $322829.72         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA4941 | 2053-03-01      | 5.5000%  | N/A     | $5804890.00        | $4216999.19        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA4979 | 2053-04-01      | 5.5000%  | N/A     | $1200.00           | $880.99            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5010 | 2053-05-01      | 5.5000%  | N/A     | $745236.00         | $552993.82         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5072 | 2053-07-01      | 5.5000%  | N/A     | $60062249.00       | $46272386.78       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5138 | 2053-09-01      | 5.5000%  | N/A     | $17869938.00       | $13628119.88       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5165 | 2053-10-01      | 5.5000%  | N/A     | $13507496.00       | $10347348.80       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5190 | 2053-11-01      | 5.5000%  | N/A     | $5325599.00        | $4270140.23        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5246 | 2054-01-01      | 5.5000%  | N/A     | $401014.00         | $327462.50         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5271 | 2054-02-01      | 5.5000%  | N/A     | $7567.00           | $5914.54           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5296 | 2054-03-01      | 5.5000%  | N/A     | $2024.00           | $1583.24           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5331 | 2054-04-01      | 5.5000%  | N/A     | $168409.00         | $134646.27         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5353 | 2054-05-01      | 5.5000%  | N/A     | $2032.00           | $1627.98           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5420 | 2054-07-01      | 5.5000%  | N/A     | $1032.00           | $827.05            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5700 | 2055-05-01      | 5.5000%  | N/A     | $708293.00         | $621342.24         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5735 | 2055-06-01      | 5.5000%  | N/A     | $1024.00           | $942.36            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5792 | 2055-08-01      | 5.5000%  | N/A     | $4746038.00        | $4470009.26        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5822 | 2055-09-01      | 5.5000%  | N/A     | $29187289.00       | $27982832.44       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5853 | 2055-10-01      | 5.5000%  | N/A     | $4229365.00        | $4122887.23        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5879 | 2055-11-01      | 5.5000%  | N/A     | $1017.00           | $1004.46           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5910 | 2055-12-01      | 5.5000%  | N/A     | $4042101.00        | $4038107.83        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5998 | 2056-02-01      | 5.5000%  | N/A     | $1024.00           | $1044.78           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CTFS2490 | 2038-10-01      | 5.5000%  | N/A     | $311999.00         | $27772.34          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CTMA5339 | 2044-04-01      | 5.5000%  | N/A     | $1000000.00        | $710361.12         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CTMA5834 | 2045-09-01      | 5.5000%  | N/A     | $1008.00           | $958.78            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 PLAA3303 | 2038-06-01      | 5.5000%  | N/A     | $1300000.00        | $42412.14          | Agency Mortgage-Backed Securities  |
| FNMS 05.600 CA913105 | 2037-02-01      | 5.6000%  | N/A     | $1000.00           | $65.44             | Agency Mortgage-Backed Securities  |
| FNMS 05.900 CA906944 | 2036-12-01      | 5.9000%  | N/A     | $1000.00           | $28.37             | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CIFS8493 | 2038-07-01      | 6.0000%  | N/A     | $1050000.00        | $673719.05         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CIMA5202 | 2038-11-01      | 6.0000%  | N/A     | $10002.00          | $4634.09           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CIMA5220 | 2038-12-01      | 6.0000%  | N/A     | $43031.00          | $18979.27          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL735502 | 2035-04-01      | 6.0000%  | N/A     | $1016.00           | $7.24              | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL745256 | 2036-02-01      | 6.0000%  | N/A     | $8602000.00        | $85032.39          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL796097 | 2034-10-01      | 6.0000%  | N/A     | $24405174.00       | $477642.47         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL852448 | 2035-12-01      | 6.0000%  | N/A     | $1879439.00        | $30373.47          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL865885 | 2036-03-01      | 6.0000%  | N/A     | $7019.00           | $60.44             | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL947216 | 2037-10-01      | 6.0000%  | N/A     | $3909680.00        | $66755.15          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL967144 | 2038-01-01      | 6.0000%  | N/A     | $7100884.00        | $116244.28         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLAA2524 | 2039-03-01      | 6.0000%  | N/A     | $1000000.00        | $29737.73          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLAL3598 | 2039-07-01      | 6.0000%  | N/A     | $1000.00           | $69.07             | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBV5991 | 2055-08-01      | 6.0000%  | N/A     | $732000.00         | $687442.59         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBV6086 | 2055-09-01      | 6.0000%  | N/A     | $1044.00           | $1082.17           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBW2524 | 2056-02-01      | 6.0000%  | N/A     | $1010.00           | $1070.73           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX4593 | 2053-08-01      | 6.0000%  | N/A     | $5840293.00        | $4134166.88        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY0716 | 2053-04-01      | 6.0000%  | N/A     | $1001.00           | $634.22            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY5839 | 2053-07-01      | 6.0000%  | N/A     | $1024.00           | $688.94            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY6343 | 2053-07-01      | 6.0000%  | N/A     | $143765.00         | $144569.93         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5304 | 2052-12-01      | 6.0000%  | N/A     | $13880416.00       | $9717574.57        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5777 | 2053-02-01      | 6.0000%  | N/A     | $50192001.00       | $37054868.17       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6540 | 2053-06-01      | 6.0000%  | N/A     | $1000.00           | $773.21            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6753 | 2053-07-01      | 6.0000%  | N/A     | $400000.00         | $298970.86         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6873 | 2053-08-01      | 6.0000%  | N/A     | $9023576.00        | $7027353.28        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7271 | 2053-10-01      | 6.0000%  | N/A     | $1120.00           | $942.68            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7273 | 2053-10-01      | 6.0000%  | N/A     | $8929750.00        | $6288452.29        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7863 | 2054-01-01      | 6.0000%  | N/A     | $1024.00           | $864.11            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8005 | 2054-02-01      | 6.0000%  | N/A     | $12309272.00       | $9413632.62        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9004 | 2054-08-01      | 6.0000%  | N/A     | $1024.00           | $904.65            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9345 | 2054-10-01      | 6.0000%  | N/A     | $1008.00           | $880.19            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9988 | 2055-02-01      | 6.0000%  | N/A     | $1000.00           | $931.44            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC0374 | 2055-05-01      | 6.0000%  | N/A     | $2400.00           | $2261.20           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC0436 | 2055-05-01      | 6.0000%  | N/A     | $1008.00           | $994.87            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC0526 | 2055-06-01      | 6.0000%  | N/A     | $1256.00           | $1222.99           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC0578 | 2055-06-01      | 6.0000%  | N/A     | $1000.00           | $986.05            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC0588 | 2055-05-01      | 6.0000%  | N/A     | $1008.00           | $1020.54           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC0874 | 2055-08-01      | 6.0000%  | N/A     | $841265.00         | $828262.24         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC1164 | 2055-10-01      | 6.0000%  | N/A     | $1024.00           | $1036.48           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC1725 | 2055-12-01      | 6.0000%  | N/A     | $1024.00           | $1057.96           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC1726 | 2055-12-01      | 6.0000%  | N/A     | $1002.00           | $1014.11           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC1875 | 2056-01-01      | 6.0000%  | N/A     | $1024.00           | $1069.85           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDA0022 | 2053-09-01      | 6.0000%  | N/A     | $411000.00         | $262529.08         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDA1723 | 2053-10-01      | 6.0000%  | N/A     | $7832712.00        | $7021203.14        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDA5151 | 2053-12-01      | 6.0000%  | N/A     | $1000.00           | $750.79            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC2271 | 2054-09-01      | 6.0000%  | N/A     | $1279000.00        | $527553.60         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD2425 | 2055-02-01      | 6.0000%  | N/A     | $1000.00           | $904.40            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD3010 | 2055-02-01      | 6.0000%  | N/A     | $1000.00           | $973.06            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD5368 | 2055-04-01      | 6.0000%  | N/A     | $1000.00           | $958.00            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE3965 | 2055-08-01      | 6.0000%  | N/A     | $1024.00           | $937.10            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE5892 | 2055-08-01      | 6.0000%  | N/A     | $1008.00           | $1026.51           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE8967 | 2055-10-01      | 6.0000%  | N/A     | $12057856.00       | $11811765.94       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE9793 | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $835.03            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF0460 | 2055-10-01      | 6.0000%  | N/A     | $1000.00           | $1037.82           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF0932 | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $1034.42           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF4762 | 2055-12-01      | 6.0000%  | N/A     | $1008.00           | $1046.47           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF4778 | 2055-12-01      | 6.0000%  | N/A     | $2000.00           | $2080.69           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF5415 | 2055-11-01      | 6.0000%  | N/A     | $1000.00           | $1044.54           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF5514 | 2055-11-01      | 6.0000%  | N/A     | $2191500.00        | $2270308.60        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF6053 | 2055-12-01      | 6.0000%  | N/A     | $1001.00           | $1045.05           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF6637 | 2055-11-01      | 6.0000%  | N/A     | $1000.00           | $1042.18           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF7248 | 2055-12-01      | 6.0000%  | N/A     | $1000.00           | $1046.12           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF8374 | 2056-02-01      | 6.0000%  | N/A     | $1016841.00        | $1068441.51        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF9093 | 2056-01-01      | 6.0000%  | N/A     | $1000.00           | $1034.15           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF9949 | 2056-02-01      | 6.0000%  | N/A     | $1000.00           | $1029.69           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDG1089 | 2056-02-01      | 6.0000%  | N/A     | $1000.00           | $1048.28           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDG2778 | 2056-02-01      | 6.0000%  | N/A     | $1008.00           | $1048.43           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA0987 | 2055-03-01      | 6.0000%  | N/A     | $2000.00           | $1858.99           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA1486 | 2055-05-01      | 6.0000%  | N/A     | $1024.00           | $924.69            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA3108 | 2054-10-01      | 6.0000%  | N/A     | $1024.00           | $912.33            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA3190 | 2055-10-01      | 6.0000%  | N/A     | $992711.00         | $1013315.79        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA3611 | 2055-09-01      | 6.0000%  | N/A     | $4300089.00        | $4273146.59        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA3641 | 2055-08-01      | 6.0000%  | N/A     | $2108.00           | $2110.25           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA3795 | 2055-12-01      | 6.0000%  | N/A     | $1024.00           | $1051.26           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA4010 | 2055-10-01      | 6.0000%  | N/A     | $2417226.00        | $2461254.61        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA4149 | 2054-09-01      | 6.0000%  | N/A     | $1024.00           | $1011.61           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA4505 | 2056-02-01      | 6.0000%  | N/A     | $1040.00           | $1054.90           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS3256 | 2052-11-01      | 6.0000%  | N/A     | $266000.00         | $159860.62         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS3821 | 2053-02-01      | 6.0000%  | N/A     | $1024.00           | $723.74            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS3880 | 2053-02-01      | 6.0000%  | N/A     | $1024.00           | $722.81            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS5909 | 2053-09-01      | 6.0000%  | N/A     | $1000.00           | $811.95            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS6202 | 2053-11-01      | 6.0000%  | N/A     | $1000.00           | $780.77            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS6241 | 2053-11-01      | 6.0000%  | N/A     | $1000.00           | $810.44            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS6577 | 2053-12-01      | 6.0000%  | N/A     | $1120.00           | $892.95            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS6717 | 2053-04-01      | 6.0000%  | N/A     | $116000.00         | $84935.88          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS6825 | 2053-12-01      | 6.0000%  | N/A     | $1024.00           | $842.27            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS7246 | 2054-02-01      | 6.0000%  | N/A     | $1000.00           | $813.08            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS7865 | 2054-04-01      | 6.0000%  | N/A     | $1000.00           | $889.47            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS8153 | 2054-06-01      | 6.0000%  | N/A     | $6105001.00        | $5186070.57        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS8995 | 2054-07-01      | 6.0000%  | N/A     | $1000.00           | $867.08            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS9057 | 2054-09-01      | 6.0000%  | N/A     | $1000.00           | $994.59            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS9203 | 2054-09-01      | 6.0000%  | N/A     | $1024.00           | $818.85            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA4876 | 2052-12-01      | 6.0000%  | N/A     | $10000.00          | $6879.57           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA4894 | 2053-01-01      | 6.0000%  | N/A     | $1135.00           | $675.92            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA4920 | 2053-02-01      | 6.0000%  | N/A     | $1015.00           | $608.22            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA4980 | 2053-04-01      | 6.0000%  | N/A     | $1024.00           | $663.68            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5011 | 2053-05-01      | 6.0000%  | N/A     | $1024.00           | $684.24            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5139 | 2053-09-01      | 6.0000%  | N/A     | $599961.00         | $394811.97         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5191 | 2053-11-01      | 6.0000%  | N/A     | $9631572.00        | $6504401.87        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5216 | 2053-12-01      | 6.0000%  | N/A     | $598962.00         | $377681.86         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5247 | 2054-01-01      | 6.0000%  | N/A     | $1035.00           | $671.49            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5272 | 2054-02-01      | 6.0000%  | N/A     | $916000.00         | $574604.24         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5328 | 2054-04-01      | 6.0000%  | N/A     | $5000.00           | $3420.99           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5389 | 2054-06-01      | 6.0000%  | N/A     | $16587088.00       | $11408244.17       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5421 | 2054-07-01      | 6.0000%  | N/A     | $1024.00           | $692.24            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5445 | 2054-08-01      | 6.0000%  | N/A     | $3227.00           | $2240.05           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5471 | 2054-09-01      | 6.0000%  | N/A     | $1024.00           | $739.51            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5823 | 2055-09-01      | 6.0000%  | N/A     | $5040.00           | $4665.02           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5854 | 2055-10-01      | 6.0000%  | N/A     | $17606226.00       | $16768339.07       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5880 | 2055-11-01      | 6.0000%  | N/A     | $1281944.00        | $1251355.37        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5911 | 2055-12-01      | 6.0000%  | N/A     | $4000.00           | $3956.27           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5946 | 2056-01-01      | 6.0000%  | N/A     | $1627344.00        | $1646333.18        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5999 | 2056-02-01      | 6.0000%  | N/A     | $1024.00           | $1058.82           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CTFS7907 | 2044-05-01      | 6.0000%  | N/A     | $1000.00           | $810.19            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 K0954987 | 2037-09-01      | 6.0000%  | N/A     | $2341600.00        | $80007.56          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CIBY1327 | 2039-01-01      | 6.5000%  | N/A     | $118753.00         | $44226.20          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CIDA8512 | 2039-01-01      | 6.5000%  | N/A     | $521664.00         | $218116.89         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL888009 | 2034-12-01      | 6.5000%  | N/A     | $1005.00           | $13.20             | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL889508 | 2037-10-01      | 6.5000%  | N/A     | $2334000.00        | $34022.25          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL890482 | 2039-01-01      | 6.5000%  | N/A     | $6000.00           | $276.89            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBX3002 | 2052-12-01      | 6.5000%  | N/A     | $1000.00           | $904.44            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY6131 | 2053-09-01      | 6.5000%  | N/A     | $622223.00         | $632278.29         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB5330 | 2052-12-01      | 6.5000%  | N/A     | $16499456.00       | $12818282.31       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8361 | 2054-04-01      | 6.5000%  | N/A     | $2775328.00        | $1825966.61        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8869 | 2054-07-01      | 6.5000%  | N/A     | $1024.00           | $847.08            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCC0278 | 2055-04-01      | 6.5000%  | N/A     | $1041.00           | $979.78            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCC0604 | 2055-06-01      | 6.5000%  | N/A     | $1013.00           | $1022.30           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCC0896 | 2055-08-01      | 6.5000%  | N/A     | $1008.00           | $1002.47           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCC1463 | 2055-11-01      | 6.5000%  | N/A     | $3072.00           | $3203.91           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCC1468 | 2055-11-01      | 6.5000%  | N/A     | $16480587.00       | $16866211.70       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB2623 | 2054-03-01      | 6.5000%  | N/A     | $55329.00          | $25973.19          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB4254 | 2054-07-01      | 6.5000%  | N/A     | $1000.00           | $664.80            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB4821 | 2054-06-01      | 6.5000%  | N/A     | $749793.00         | $770196.17         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB5081 | 2054-07-01      | 6.5000%  | N/A     | $2000.00           | $1106.83           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB7737 | 2054-06-01      | 6.5000%  | N/A     | $4000.00           | $3301.15           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD3013 | 2055-02-01      | 6.5000%  | N/A     | $5000.00           | $5200.47           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD5289 | 2055-03-01      | 6.5000%  | N/A     | $1198500.00        | $635642.80         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD8941 | 2055-09-01      | 6.5000%  | N/A     | $1003.00           | $1050.04           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD9896 | 2055-06-01      | 6.5000%  | N/A     | $1000.00           | $1043.83           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE1166 | 2055-06-01      | 6.5000%  | N/A     | $1024.00           | $902.75            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE7252 | 2055-09-01      | 6.5000%  | N/A     | $1000.00           | $937.85            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE8412 | 2055-08-01      | 6.5000%  | N/A     | $1000.00           | $766.62            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE9644 | 2055-09-01      | 6.5000%  | N/A     | $1000.00           | $1059.69           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF1072 | 2055-10-01      | 6.5000%  | N/A     | $1006.00           | $1067.15           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF4597 | 2055-11-01      | 6.5000%  | N/A     | $2000.00           | $2132.44           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF4681 | 2055-11-01      | 6.5000%  | N/A     | $3059010.00        | $3243977.43        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF5512 | 2055-11-01      | 6.5000%  | N/A     | $1086000.00        | $1145268.78        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF7683 | 2055-12-01      | 6.5000%  | N/A     | $1000.00           | $1043.04           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF7744 | 2055-10-01      | 6.5000%  | N/A     | $1000.00           | $1060.40           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA1140 | 2054-06-01      | 6.5000%  | N/A     | $1017.00           | $797.04            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA2583 | 2054-09-01      | 6.5000%  | N/A     | $1000.00           | $868.11            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFM1735 | 2038-10-01      | 6.5000%  | N/A     | $3699000.00        | $1253619.07        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS4741 | 2053-05-01      | 6.5000%  | N/A     | $1000.00           | $597.95            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS5749 | 2053-09-01      | 6.5000%  | N/A     | $1008.00           | $588.79            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS5973 | 2053-10-01      | 6.5000%  | N/A     | $6914.00           | $4793.74           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS6722 | 2053-12-01      | 6.5000%  | N/A     | $1027.00           | $613.99            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS7160 | 2054-02-01      | 6.5000%  | N/A     | $1000.00           | $759.73            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS7926 | 2054-05-01      | 6.5000%  | N/A     | $1024.00           | $763.64            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS8761 | 2054-07-01      | 6.5000%  | N/A     | $4000.00           | $2662.61           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLMA5192 | 2053-11-01      | 6.5000%  | N/A     | $225009.00         | $115742.64         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLMA5446 | 2054-08-01      | 6.5000%  | N/A     | $1000.00           | $604.43            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLMA5648 | 2055-03-01      | 6.5000%  | N/A     | $1008.00           | $664.61            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLMA5737 | 2055-06-01      | 6.5000%  | N/A     | $1000.00           | $800.12            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLMA5762 | 2055-07-01      | 6.5000%  | N/A     | $1290.00           | $1042.02           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLMA5855 | 2055-10-01      | 6.5000%  | N/A     | $1664551.00        | $1588140.30        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CNMA5778 | 2035-05-01      | 6.5000%  | N/A     | $101000.00         | $90474.22          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 ZLFP0129 | 2054-12-25      | 6.5000%  | N/A     | $1000.00           | $803.67            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLBJ1391 | 2053-09-01      | 7.0000%  | N/A     | $1078894.00        | $893728.68         | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLBU4257 | 2053-11-01      | 7.0000%  | N/A     | $1000.00           | $632.40            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLBW6901 | 2052-12-01      | 7.0000%  | N/A     | $1000.00           | $784.40            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCB8030 | 2054-02-01      | 7.0000%  | N/A     | $1000.00           | $716.59            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDA9442 | 2054-02-01      | 7.0000%  | N/A     | $537410.00         | $565025.33         | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDB5838 | 2054-06-01      | 7.0000%  | N/A     | $1000.00           | $938.86            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDD8848 | 2055-08-01      | 7.0000%  | N/A     | $1000.00           | $1088.22           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDE0217 | 2055-06-01      | 7.0000%  | N/A     | $1000.00           | $969.11            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDE2540 | 2055-07-01      | 7.0000%  | N/A     | $1000.00           | $1055.64           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDE4450 | 2055-06-01      | 7.0000%  | N/A     | $1000.00           | $1080.42           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLMA5649 | 2055-03-01      | 7.0000%  | N/A     | $11594958.00       | $7860807.91        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLMA5795 | 2055-08-01      | 7.0000%  | N/A     | $1000.00           | $870.95            | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CLBU4787 | 2054-06-01      | 7.5000%  | N/A     | $3000.00           | $1436.04           | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CLCB7876 | 2054-01-01      | 7.5000%  | N/A     | $392000.00         | $177150.86         | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CLDB6729 | 2054-06-01      | 7.5000%  | N/A     | $1203898.00        | $488681.04         | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CLMA5872 | 2055-10-01      | 7.5000%  | N/A     | $232000.00         | $189477.17         | Agency Mortgage-Backed Securities  |
| FNMS 08.000 NP995783 | 2037-11-01      | 8.0000%  | N/A     | $1000.00           | $5.09              | Agency Mortgage-Backed Securities  |
| FNMS 08.500 CLAD0273 | 2032-10-01      | 8.5000%  | N/A     | $1000.00           | $35.80             | Agency Mortgage-Backed Securities  |

### Security 144: Fixed Income Clearing Corporation - WF

- **C.1 - Title:** Fixed Income Clearing Corporation - WF
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDVFZHC5
- **C.18 - Value (incl. sponsor support):** $175000000.00
- **C.18.a - Value (excl. sponsor support):** $175000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **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:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2043-08-15      | 4.3750%  | N/A     | $80257400.00       | $79060704.08       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-08-15      | 3.3750%  | N/A     | $114014700.00      | $99439378.23       | U.S. Treasuries (including strips) |

### Security 145: Fixed Income Clearing Corporation - WF

- **C.1 - Title:** Fixed Income Clearing Corporation - WF
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYJ045421
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2050-11-15      | 1.6250%  | N/A     | $152719400.00      | $84536068.86       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-08-15      | 3.3750%  | N/A     | $390860300.00      | $340893807.61      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-05-15      | 5.0000%  | N/A     | $153000000.00      | $168906590.06      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-02-15      | 3.5000%  | N/A     | $1434400.00        | $1340388.31        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-08-15      | 3.0000%  | N/A     | $227083600.00      | $169323177.56      | U.S. Treasuries (including strips) |

### Security 146: Fixed Income Clearing Corporation - WF

- **C.1 - Title:** Fixed Income Clearing Corporation - WF
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYJ047823
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-10
- **C.12 - Maturity Date (WAL):** 2026-03-10
- **C.13 - Final Legal Maturity Date:** 2026-03-10
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2053-05-15      | 3.6250%  | N/A     | $600535300.00      | $510000018.22      | U.S. Treasuries (including strips) |

### Security 147: Goldman Sachs & Co. LLC

- **C.1 - Title:** Goldman Sachs & Co. LLC
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: BRWP0DCM0
- **C.18 - Value (incl. sponsor support):** $1114500000.00
- **C.18.a - Value (excl. sponsor support):** $1114500000.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-04-03
- **C.13 - Final Legal Maturity Date:** 2026-04-03
- **C.10 - Ratings:** Fitch: F1; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2038-06-15      | 5.0000%  | N/A     | $4465576.00        | $10026.43          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2045-05-15      | 4.0000%  | N/A     | $970000.00         | $150520.02         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2040-05-15      | 5.0000%  | N/A     | $2030000.00        | $106269.90         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2041-01-15      | 4.0000%  | N/A     | $89842.00          | $11296.04          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2041-05-15      | 5.0000%  | N/A     | $736095.00         | $44040.51          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2035-12-15      | 4.0000%  | N/A     | $4500000.00        | $613006.50         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2039-02-15      | 5.0000%  | N/A     | $1675000.00        | $31127.23          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2038-03-15      | 5.5000%  | N/A     | $15500000.00       | $163048.76         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2033-04-15      | 5.5000%  | N/A     | $7441576.00        | $120110.83         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2045-09-15      | 5.5000%  | N/A     | $35000.00          | $10191.64          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2042-01-15      | 4.0000%  | N/A     | $136884.00         | $10144.65          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2039-06-15      | 5.5000%  | N/A     | $5107056.00        | $190184.75         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2034-10-15      | 5.0000%  | N/A     | $8000000.00        | $114263.08         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2038-02-15      | 5.5000%  | N/A     | $3756612.00        | $31318.56          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2039-07-15      | 5.5000%  | N/A     | $10000000.00       | $602757.46         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2042-01-15      | 3.1000%  | N/A     | $370243.00         | $63984.80          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2047-12-15      | 4.0000%  | N/A     | $56009.00          | $7010.60           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2040-12-15      | 4.0000%  | N/A     | $246057.00         | $26107.89          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2033-07-15      | 5.5000%  | N/A     | $6940392.00        | $158124.34         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2042-04-15      | 2.9900%  | N/A     | $627673.00         | $203040.53         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2038-04-15      | 5.0000%  | N/A     | $308886.00         | $5379.44           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2035-11-15      | 4.0000%  | N/A     | $1137140.00        | $81535.97          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2036-11-15      | 5.5000%  | N/A     | $1180912.00        | $8408.40           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2041-07-15      | 4.0000%  | N/A     | $9789400.00        | $346617.87         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2045-01-15      | 4.0000%  | N/A     | $355900.00         | $48917.21          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2041-10-15      | 4.0000%  | N/A     | $25000.00          | $8041.89           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2040-02-15      | 5.0000%  | N/A     | $2250000.00        | $161466.22         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2040-12-15      | 4.0000%  | N/A     | $2500000.00        | $91956.39          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2039-02-15      | 5.5000%  | N/A     | $3550000.00        | $136879.21         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2036-12-15      | 6.0000%  | N/A     | $10570000.00       | $59961.06          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2042-11-15      | 4.0000%  | N/A     | $4708520.00        | $689835.72         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-12-20      | 6.5000%  | N/A     | $1735648.00        | $1824770.32        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2041-12-20      | 6.0000%  | N/A     | $308029.00         | $7405.82           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-09-20      | 6.5000%  | N/A     | $895627.00         | $938801.33         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-12-20      | 6.0000%  | N/A     | $2298412.00        | $2375940.93        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-10-20      | 6.0000%  | N/A     | $4163424.00        | $4404812.43        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-02-20      | 6.0000%  | N/A     | $1175976.00        | $1218011.66        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-04-20      | 7.0000%  | N/A     | $114304790.00      | $41061600.09       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-02-20      | 6.5000%  | N/A     | $1773686.00        | $1867777.28        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-12-20      | 6.5000%  | N/A     | $899640.00         | $467143.20         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-07-20      | 4.0000%  | N/A     | $1898012.00        | $374699.81         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-12-20      | 6.5000%  | N/A     | $1109764.00        | $1169443.14        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-06-20      | 5.0000%  | N/A     | $4618504.00        | $843901.48         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-09-20      | 6.5000%  | N/A     | $723318.00         | $757605.76         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-02-20      | 6.0000%  | N/A     | $1397444.00        | $1447393.31        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2040-12-20      | 4.0000%  | N/A     | $1104766.00        | $110352.27         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-02-20      | 5.5000%  | N/A     | $1134078.00        | $1164927.44        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 6.5000%  | N/A     | $1079468.00        | $850774.16         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-02-20      | 6.5000%  | N/A     | $1502436.00        | $1582136.39        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2041-05-20      | 5.0000%  | N/A     | $3951796.00        | $196752.11         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 6.5000%  | N/A     | $3032348.00        | $3173253.50        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 6.5000%  | N/A     | $2137710.00        | $2238659.54        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-02-20      | 6.5000%  | N/A     | $2132596.00        | $2245731.16        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2036-10-20      | 6.0000%  | N/A     | $5848376.00        | $52217.76          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 6.5000%  | N/A     | $725789.00         | $757185.11         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-03-20      | 5.0000%  | N/A     | $925000.00         | $32522.32          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 6.5000%  | N/A     | $2469204.00        | $2579749.49        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2035-09-20      | 5.0000%  | N/A     | $3397436.00        | $144423.61         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-02-20      | 6.0000%  | N/A     | $1109742.00        | $1156651.16        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 6.5000%  | N/A     | $68545280.00       | $68050707.01       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-05-20      | 5.0000%  | N/A     | $1186610.00        | $1185827.58        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-11-20      | 5.0000%  | N/A     | $1158620.00        | $1147188.88        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 6.5000%  | N/A     | $1030156.00        | $1073211.64        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-12-20      | 6.5000%  | N/A     | $1747870.00        | $1838410.23        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-10-20      | 2.5000%  | N/A     | $20000000.00       | $12039888.78       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-12-20      | 6.5000%  | N/A     | $3140492.00        | $3300328.73        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-11-20      | 6.5000%  | N/A     | $1314302.00        | $1381381.39        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-10-20      | 4.0000%  | N/A     | $2377132.00        | $1248506.90        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-02-20      | 6.5000%  | N/A     | $2869236.00        | $2454136.49        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-02-20      | 5.5000%  | N/A     | $1060246.00        | $1089089.17        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2044-06-20      | 6.5000%  | N/A     | $453191.00         | $191471.26         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-05-20      | 4.0000%  | N/A     | $14500000.00       | $1484269.54        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-01-20      | 6.5000%  | N/A     | $1022600.00        | $1100421.70        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-02-20      | 6.0000%  | N/A     | $1113996.00        | $1156181.18        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2036-06-20      | 3.0000%  | N/A     | $156855.00         | $61623.47          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-02-20      | 6.0000%  | N/A     | $2390628.00        | $2476081.80        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-05-20      | 7.0000%  | N/A     | $450000000.00      | $166194868.92      | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 6.5000%  | N/A     | $1019738.00        | $1072037.63        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-02-20      | 5.5000%  | N/A     | $1096462.00        | $1126288.20        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-02-20      | 4.0000%  | N/A     | $109000.00         | $15406.38          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 6.5000%  | N/A     | $1622514.00        | $1698545.34        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2034-03-20      | 4.0000%  | N/A     | $6119528.00        | $240141.90         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-09-20      | 6.5000%  | N/A     | $1346770.00        | $1419745.33        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-01-20      | 6.0000%  | N/A     | $4008944.00        | $4147845.43        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-10-20      | 6.5000%  | N/A     | $1185910.00        | $1250838.62        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2026-12-20      | 3.5000%  | N/A     | $2514444.00        | $11345.89          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-01-20      | 6.5000%  | N/A     | $1427660.00        | $1527717.22        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-09-20      | 5.0000%  | N/A     | $26887160.00       | $2692959.08        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-04-20      | 3.0000%  | N/A     | $5871920.00        | $2630224.17        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY                     | 2034-07-15      | 1.8750%  | N/A     | $727190200.00      | $772133094.83      | U.S. Treasuries (including strips) |

### Security 148: Goldman Sachs & Co. LLC

- **C.1 - Title:** Goldman Sachs & Co. LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: BYJ045470
- **C.18 - Value (incl. sponsor support):** $11000000.00
- **C.18.a - Value (excl. sponsor support):** $11000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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:** Fitch: F1; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-12-15      | 4.0000%  | N/A     | $11029500.00       | $11220000.07       | U.S. Treasuries (including strips) |

### Security 149: Goldman Sachs & Co. LLC

- **C.1 - Title:** Goldman Sachs & Co. LLC
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: BYJ045488
- **C.18 - Value (incl. sponsor support):** $5000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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:** Fitch: F1; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2033-03-15      | 5.5000%  | N/A     | $3796520.00        | $14291.04          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2040-12-15      | 4.0000%  | N/A     | $140000.00         | $12320.09          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2035-09-15      | 5.5000%  | N/A     | $17509961.00       | $199983.29         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2040-06-15      | 5.0000%  | N/A     | $13669696.00       | $237260.23         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2057-07-15      | 4.0000%  | N/A     | $223039.00         | $209376.03         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-03-20      | 5.0000%  | N/A     | $100000.00         | $75987.15          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-09-20      | 6.0000%  | N/A     | $3174436.00        | $3301177.70        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2032-10-20      | 6.0000%  | N/A     | $3110000.00        | $11684.53          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-07-20      | 4.5000%  | N/A     | $3099632.00        | $122040.42         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 6.5000%  | N/A     | $876585.00         | $915879.61         | Agency Mortgage-Backed Securities |

### Security 150: HSBC Securities USA, Inc.

- **C.1 - Title:** HSBC Securities USA, Inc.
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: CYYGQCGNHMHPSMRL3R97, C.5 - Other ID: BYJ0454A3
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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:** Fitch: NR; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 0 1/8 TRIN X 26 | 2026-04-15      | 0.1250%  | N/A     | $30637600.00       | $37924093.95       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE J 28 | 2028-03-31      | 1.2500%  | N/A     | $66944100.00       | $64414289.08       | U.S. Treasuries (including strips) |
| 2 3/4 NOTE Y 27 | 2027-04-30      | 2.7500%  | N/A     | $39296300.00       | $39321137.43       | U.S. Treasuries (including strips) |
| 3 3/8 NOTE C 33 | 2033-05-15      | 3.3750%  | N/A     | $631103200.00      | $622062099.24      | U.S. Treasuries (including strips) |
| TINT 05/15/55   | 2055-05-15      | 0.0000%  | N/A     | $5105825.67        | $1278381.31        | U.S. Treasuries (including strips) |

### Security 151: HSBC Securities USA, Inc.

- **C.1 - Title:** HSBC Securities USA, Inc.
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: CYYGQCGNHMHPSMRL3R97, C.5 - Other ID: BYJ0454B1
- **C.18 - Value (incl. sponsor support):** $5000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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:** Fitch: NR; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 3 1/8 BOND 43 | 2043-02-15      | 3.1250%  | N/A     | $6100900.00        | $5100065.12        | U.S. Treasuries (including strips) |

### Security 152: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BRYXTQ6Z9
- **C.18 - Value (incl. sponsor support):** $3000000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000000.00
- **C.19 - Percentage of Net Assets:** 1.4800%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2030-03-31      | 4.0000%  | N/A     | $2628220000.00     | $2722590224.75     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-15      | 3.8750%  | N/A     | $332330200.00      | $337409834.06      | U.S. Treasuries (including strips) |

### Security 153: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYD20CSR1
- **C.18 - Value (incl. sponsor support):** $1845000000.00
- **C.18.a - Value (excl. sponsor support):** $1845000000.00
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-12-15      | 5.2500%  | N/A     | $290020.00         | $303189.85         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-12-15      | 4.3400%  | N/A     | $375478.00         | $368172.23         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-06-20      | 2.0000%  | N/A     | $57187.00          | $27902.18          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2037-01-20      | 3.5000%  | N/A     | $474955.00         | $304489.93         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 7.0000%  | N/A     | $1210396.00        | $745906.70         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2032-11-20      | 3.0000%  | N/A     | $355977.00         | $37315.08          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-05-20      | 7.0000%  | N/A     | $1131490.00        | $809957.88         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-08-20      | 6.5000%  | N/A     | $113000.00         | $48779.62          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-03-20      | 6.0000%  | N/A     | $45745.00          | $5155.56           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-11-20      | 5.0000%  | N/A     | $8411552.00        | $8471424.47        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2045-07-20      | 4.0000%  | N/A     | $2500928.00        | $200780.42         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-12-20      | 6.0000%  | N/A     | $253883904.00      | $259583310.36      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2063-11-20      | 7.5000%  | N/A     | $200738.00         | $207807.17         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-10-20      | 4.5000%  | N/A     | $2418916.00        | $2348321.27        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 6.5000%  | N/A     | $2379820.00        | $2484538.33        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-05-20      | 6.5000%  | N/A     | $2260224.00        | $1704046.46        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 6.5000%  | N/A     | $11631072.00       | $12383243.77       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-11-20      | 6.0000%  | N/A     | $627315712.00      | $639797686.16      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-11-20      | 4.5000%  | N/A     | $113254016.00      | $104940993.65      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-01-20      | 3.5000%  | N/A     | $225000.00         | $141363.62         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-07-20      | 3.5000%  | N/A     | $50000000.00       | $5358868.10        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2041-04-20      | 5.0000%  | N/A     | $1730000.00        | $54417.55          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2065-05-20      | 3.0000%  | N/A     | $198408.00         | $179031.63         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-03-20      | 2.5000%  | N/A     | $842483712.00      | $532393687.74      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2065-04-20      | 6.5000%  | N/A     | $134385.00         | $140427.97         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2065-10-20      | 2.0000%  | N/A     | $2411270.00        | $1937720.56        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-04-20      | 5.5000%  | N/A     | $33000.00          | $16713.41          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 4.0000%  | N/A     | $158844416.00      | $150106287.47      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2030-08-20      | 3.0000%  | N/A     | $2380680.00        | $59784.73          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2066-02-20      | 6.5000%  | N/A     | $35793728.00       | $37531278.83       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-01-20      | 3.0000%  | N/A     | $129000.00         | $14488.31          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2034-01-20      | 4.5000%  | N/A     | $672216.00         | $64802.45          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-11-20      | 1.5000%  | N/A     | $117395.00         | $58397.41          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-02-20      | 7.0000%  | N/A     | $1286270.00        | $406577.50         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-11-20      | 5.0000%  | N/A     | $500000.00         | $438562.34         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-01-20      | 6.5000%  | N/A     | $1715952.00        | $1807227.39        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2042-10-20      | 3.0000%  | N/A     | $1810000.00        | $189886.30         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2039-11-20      | 6.0000%  | N/A     | $674291.00         | $22306.31          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-02-20      | 5.5000%  | N/A     | $1328596.00        | $1364739.42        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2032-11-20      | 7.0000%  | N/A     | $1775908.00        | $494224.69         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2065-08-20      | 4.5000%  | N/A     | $163580.00         | $160961.66         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-06-20      | 3.5000%  | N/A     | $16353000.00       | $1797134.89        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2065-08-20      | 4.0000%  | N/A     | $387834.00         | $370819.33         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2065-08-20      | 2.0000%  | N/A     | $315038.00         | $250346.98         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-11-20      | 3.0000%  | N/A     | $3845836.00        | $2334886.08        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-02-20      | 2.5000%  | N/A     | $10686800.00       | $5403269.91        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2039-10-20      | 6.5000%  | N/A     | $6000000.00        | $994294.20         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2040-08-20      | 6.5000%  | N/A     | $765111.00         | $810759.74         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-08-20      | 5.0000%  | N/A     | $100000.00         | $82958.08          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-11-20      | 6.5000%  | N/A     | $1245520.00        | $1301747.31        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-05-20      | 6.5000%  | N/A     | $1577208.00        | $1522777.99        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2065-12-20      | 6.5000%  | N/A     | $52007232.00       | $54480689.10       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 5.5000%  | N/A     | $1618352.00        | $1633870.91        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-04-20      | 4.0000%  | N/A     | $196000.00         | $65268.31          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2040-11-20      | 5.6250%  | N/A     | $8000000.00        | $176919.70         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-12-20      | 4.5000%  | N/A     | $146713.00         | $37017.32          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2065-12-20      | 5.5000%  | N/A     | $937184.00         | $951789.10         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2040-11-20      | 4.0000%  | N/A     | $3000000.00        | $68781.11          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-12-20      | 3.5000%  | N/A     | $175000.00         | $97526.08          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2035-07-20      | 2.5000%  | N/A     | $400000.00         | $96429.71          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2035-03-20      | 6.5000%  | N/A     | $1277172.00        | $672356.32         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-07-20      | 6.5000%  | N/A     | $1270380.00        | $1328111.04        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-03-20      | 3.5000%  | N/A     | $225000.00         | $170534.30         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2065-08-20      | 2.0000%  | N/A     | $479043.00         | $380357.06         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2065-03-20      | 6.5000%  | N/A     | $35302144.00       | $25984888.78       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-10-20      | 2.5000%  | N/A     | $275000.00         | $184799.98         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-11-20      | 5.5000%  | N/A     | $10189120.00       | $10541424.61       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 6.5000%  | N/A     | $886266.00         | $929017.16         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-09-20      | 6.5000%  | N/A     | $1453242.00        | $1516448.43        | Agency Mortgage-Backed Securities |

### Security 154: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYDVZ7785
- **C.18 - Value (incl. sponsor support):** $2181800000.00
- **C.18.a - Value (excl. sponsor support):** $2181800000.00
- **C.19 - Percentage of Net Assets:** 1.0700%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FANNIE MAE FNMA_06-116                                    | 2036-12-25      | 2.8183%  | N/A     | $142570240.00      | $265442.69         | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_13-24                                     | 2043-03-25      | 3.0000%  | N/A     | $5696640.00        | $7782407.04        | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_18-72                                     | 2058-10-25      | 3.5000%  | N/A     | $3073000.00        | $3477746.57        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4248         | 2043-09-15      | 2.2273%  | N/A     | $49000000.00       | $380779.25         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                     | 2036-11-25      | 2.8183%  | N/A     | $161500000.00      | $194105.61         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                     | 2052-04-25      | 3.5000%  | N/A     | $2000000.00        | $1883801.34        | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PAS                          | 2045-01-25      | 2.0806%  | N/A     | $11388000.00       | $216182.53         | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PAS                          | 2044-12-25      | 1.9638%  | N/A     | $18835000.00       | $301460.07         | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS FHMS_K137 | 2049-01-25      | 2.8769%  | N/A     | $2623000.00        | $366078.49         | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_K077      | 2028-05-25      | 2.2285%  | N/A     | $32193792.00       | $1444582.42        | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K074       | 2046-02-25      | 2.1349%  | N/A     | $14411000.00       | $631042.52         | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K123       | 2049-02-25      | 2.6259%  | N/A     | $32364000.00       | $3505168.81        | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILYSTRUCTURED PASS THROUGH FHMS_K081        | 2046-09-25      | 2.2356%  | N/A     | $14690000.00       | $788142.33         | Agency Collateralized Mortgage Obligation |
| FHLMC_26-64                                               | 2033-08-15      | 5.5000%  | N/A     | $22500000.00       | $1722685.24        | Agency Collateralized Mortgage Obligation |
| FHLMC_3597                                                | 2039-11-15      | 2.3773%  | N/A     | $109641728.00      | $15909.89          | Agency Collateralized Mortgage Obligation |
| FHLMC_38-35                                               | 2041-04-15      | 4.0000%  | N/A     | $10000000.00       | $3172815.62        | Agency Collateralized Mortgage Obligation |
| FHLMC_3956C                                               | 2041-11-15      | 2.6773%  | N/A     | $76636672.00       | $916507.30         | Agency Collateralized Mortgage Obligation |
| FHLMC_3992A                                               | 2042-01-15      | 4.0000%  | N/A     | $4500000.00        | $929203.92         | Agency Collateralized Mortgage Obligation |
| FHLMC_40-28                                               | 2032-02-15      | 2.8773%  | N/A     | $36225024.00       | $150354.75         | Agency Collateralized Mortgage Obligation |
| FHLMC_40-96                                               | 2042-08-15      | 2.2273%  | N/A     | $37174976.00       | $573873.89         | Agency Collateralized Mortgage Obligation |
| FHLMC_4011F                                               | 2042-03-15      | 2.6773%  | N/A     | $26508896.00       | $238103.49         | Agency Collateralized Mortgage Obligation |
| FHLMC_41-83                                               | 2033-03-15      | 4.0000%  | N/A     | $17844740.00       | $63198.18          | Agency Collateralized Mortgage Obligation |
| FHLMC_4122D                                               | 2042-10-15      | 3.0000%  | N/A     | $13364912.00       | $4236180.86        | Agency Collateralized Mortgage Obligation |
| FHLMC_4141C                                               | 2042-12-15      | 3.5000%  | N/A     | $4681592.00        | $178255.38         | Agency Collateralized Mortgage Obligation |
| FHLMC_4152F                                               | 2042-02-15      | 2.7273%  | N/A     | $105159424.00      | $1034476.06        | Agency Collateralized Mortgage Obligation |
| FHLMC_4191C                                               | 2033-04-15      | 3.5000%  | N/A     | $11058576.00       | $44489.75          | Agency Collateralized Mortgage Obligation |
| FHLMC_4341D                                               | 2044-05-15      | 3.0000%  | N/A     | $1107000.00        | $1065976.54        | Agency Collateralized Mortgage Obligation |
| FHLMC_44-44                                               | 2036-12-15      | 3.3773%  | N/A     | $47236960.00       | $404209.20         | Agency Collateralized Mortgage Obligation |
| FHLMC_44-56                                               | 2045-03-15      | 3.5000%  | N/A     | $611000.00         | $836152.26         | Agency Collateralized Mortgage Obligation |
| FHLMC_4400S                                               | 2041-02-15      | 2.3273%  | N/A     | $131500000.00      | $1037680.96        | Agency Collateralized Mortgage Obligation |
| FHLMC_4417                                                | 2041-06-15      | 2.2273%  | N/A     | $108854272.00      | $1329657.86        | Agency Collateralized Mortgage Obligation |
| FHLMC_4420A                                               | 2044-12-15      | 3.0000%  | N/A     | $11956820.00       | $15438160.01       | Agency Collateralized Mortgage Obligation |
| FHLMC_4475B                                               | 2045-05-15      | 3.0000%  | N/A     | $6372280.00        | $7992173.82        | Agency Collateralized Mortgage Obligation |
| FHLMC_45-10                                               | 2045-09-15      | 3.0000%  | N/A     | $31890000.00       | $13886921.11       | Agency Collateralized Mortgage Obligation |
| FHLMC_4500B                                               | 2045-08-15      | 3.5000%  | N/A     | $7303000.00        | $10173113.39       | Agency Collateralized Mortgage Obligation |
| FHLMC_4542A                                               | 2045-01-15      | 2.2773%  | N/A     | $26666656.00       | $294248.53         | Agency Collateralized Mortgage Obligation |
| FHLMC_4545B                                               | 2046-01-15      | 2.3273%  | N/A     | $187089664.00      | $2608212.06        | Agency Collateralized Mortgage Obligation |
| FHLMC_4571B                                               | 2046-04-15      | 3.0000%  | N/A     | $6500000.00        | $8111442.54        | Agency Collateralized Mortgage Obligation |
| FHLMC_4608                                                | 2040-05-15      | 2.3273%  | N/A     | $614344704.00      | $9252182.36        | Agency Collateralized Mortgage Obligation |
| FHLMC_4650D                                               | 2047-01-15      | 2.2773%  | N/A     | $46378048.00       | $1077088.26        | Agency Collateralized Mortgage Obligation |
| FHLMC_47-53                                               | 2048-02-15      | 3.0000%  | N/A     | $2037872.00        | $2223438.87        | Agency Collateralized Mortgage Obligation |
| FHLMC_4738D                                               | 2047-12-15      | 3.0000%  | N/A     | $8617264.00        | $6506915.50        | Agency Collateralized Mortgage Obligation |
| FHLMC_4764H                                               | 2048-02-15      | 4.0000%  | N/A     | $10000000.00       | $9834093.99        | Agency Collateralized Mortgage Obligation |
| FHLMC_4787A                                               | 2048-05-15      | 4.0000%  | N/A     | $11340560.00       | $10934951.95       | Agency Collateralized Mortgage Obligation |
| FHLMC_4793C                                               | 2048-05-15      | 2.4273%  | N/A     | $97046080.00       | $1540457.33        | Agency Collateralized Mortgage Obligation |
| FHLMC_4793C                                               | 2048-06-15      | 2.4273%  | N/A     | $56250000.00       | $725228.97         | Agency Collateralized Mortgage Obligation |
| FHLMC_4801                                                | 2048-05-15      | 4.0000%  | N/A     | $8464000.00        | $5318785.10        | Agency Collateralized Mortgage Obligation |
| FHLMC_4916B                                               | 2039-09-25      | 3.5000%  | N/A     | $12464448.00       | $404885.22         | Agency Collateralized Mortgage Obligation |
| FHLMC_4923E                                               | 2047-10-15      | 2.2273%  | N/A     | $74866304.00       | $1934119.64        | Agency Collateralized Mortgage Obligation |
| FHLMC_4942A                                               | 2053-04-15      | 0.0000%  | N/A     | $4340000.00        | $1400195.96        | Agency Collateralized Mortgage Obligation |
| FHLMC_4999F                                               | 2042-02-15      | 0.6500%  | N/A     | $10428416.00       | $6639.44           | Agency Collateralized Mortgage Obligation |
| FHLMC_4999G                                               | 2048-10-15      | 0.1500%  | N/A     | $9122704.00        | $11970.90          | Agency Collateralized Mortgage Obligation |
| FHLMC_5018B                                               | 2050-10-25      | 4.0000%  | N/A     | $19000000.00       | $1454868.38        | Agency Collateralized Mortgage Obligation |
| FHLMC_5080E                                               | 2048-10-15      | 0.0000%  | N/A     | $123379712.00      | $103814.56         | Agency Collateralized Mortgage Obligation |
| FHLMC_5080N                                               | 2049-12-25      | 0.0000%  | N/A     | $89833472.00       | $13958.62          | Agency Collateralized Mortgage Obligation |
| FHLMC_5114J                                               | 2044-11-25      | 2.5000%  | N/A     | $20400000.00       | $1117849.93        | Agency Collateralized Mortgage Obligation |
| FHLMC_5115F                                               | 2043-08-15      | 0.0918%  | N/A     | $270278144.00      | $333839.69         | Agency Collateralized Mortgage Obligation |
| FHLMC_5146                                                | 2051-09-25      | 2.0000%  | N/A     | $642919.00         | $344499.51         | Agency Collateralized Mortgage Obligation |
| FHLMC_5150                                                | 2051-10-25      | 2.0000%  | N/A     | $3000000.00        | $1878783.33        | Agency Collateralized Mortgage Obligation |
| FHLMC_5152V                                               | 2061-10-15      | 0.0300%  | N/A     | $58040320.00       | $18909.51          | Agency Collateralized Mortgage Obligation |
| FHLMC_5229A                                               | 2052-06-25      | 4.0000%  | N/A     | $3000000.00        | $2965084.61        | Agency Collateralized Mortgage Obligation |
| FHLMC_5251B                                               | 2052-08-25      | 1.5328%  | N/A     | $73500000.00       | $2847734.86        | Agency Collateralized Mortgage Obligation |
| FHLMC_5341C                                               | 2048-09-15      | 0.0000%  | N/A     | $2740488.00        | $1576627.90        | Agency Collateralized Mortgage Obligation |
| FHLMC_5350A                                               | 2053-11-25      | 0.0500%  | N/A     | $64843776.00       | $63502.59          | Agency Collateralized Mortgage Obligation |
| FHLMC_5357F                                               | 2053-11-25      | 1.9328%  | N/A     | $50000000.00       | $1172390.03        | Agency Collateralized Mortgage Obligation |
| FHLMC_5370D                                               | 2054-01-15      | 2.2273%  | N/A     | $114609024.00      | $8343909.45        | Agency Collateralized Mortgage Obligation |
| FHLMC_5393F                                               | 2054-03-25      | 0.0500%  | N/A     | $74997760.00       | $53206.33          | Agency Collateralized Mortgage Obligation |
| FHLMC_5396B                                               | 2054-01-25      | 0.0500%  | N/A     | $189472768.00      | $92802.34          | Agency Collateralized Mortgage Obligation |
| FHLMC_5417A                                               | 2054-06-25      | 2.2828%  | N/A     | $70000000.00       | $1782113.60        | Agency Collateralized Mortgage Obligation |
| FHLMC_5417C                                               | 2054-06-25      | 2.2328%  | N/A     | $60000000.00       | $1377050.87        | Agency Collateralized Mortgage Obligation |
| FHLMC_5428A                                               | 2054-07-25      | 1.6328%  | N/A     | $27000000.00       | $484387.88         | Agency Collateralized Mortgage Obligation |
| FHLMC_5428B                                               | 2054-07-25      | 2.2328%  | N/A     | $50000000.00       | $1150010.21        | Agency Collateralized Mortgage Obligation |
| FHLMC_5428J                                               | 2054-07-25      | 3.4328%  | N/A     | $49689400.00       | $2117836.90        | Agency Collateralized Mortgage Obligation |
| FHLMC_5440D                                               | 2054-06-25      | 1.4828%  | N/A     | $168074752.00      | $6446998.37        | Agency Collateralized Mortgage Obligation |
| FHLMC_5440H                                               | 2054-08-25      | 2.1828%  | N/A     | $186150000.00      | $7074724.72        | Agency Collateralized Mortgage Obligation |
| FHLMC_5449G                                               | 2054-08-25      | 5.0000%  | N/A     | $5710168.00        | $6108715.99        | Agency Collateralized Mortgage Obligation |
| FHLMC_5449G                                               | 2054-08-25      | 1.5828%  | N/A     | $52590720.00       | $1582683.16        | Agency Collateralized Mortgage Obligation |
| FHLMC_5468D                                               | 2054-11-25      | 2.3828%  | N/A     | $73699584.00       | $3144920.53        | Agency Collateralized Mortgage Obligation |
| FHLMC_5468M                                               | 2054-11-25      | 1.6328%  | N/A     | $50000000.00       | $1531603.61        | Agency Collateralized Mortgage Obligation |
| FHLMC_5478H                                               | 2054-12-25      | 0.1000%  | N/A     | $55000000.00       | $167911.53         | Agency Collateralized Mortgage Obligation |
| FHLMC_5478J                                               | 2054-11-25      | 2.1828%  | N/A     | $44721344.00       | $3112292.46        | Agency Collateralized Mortgage Obligation |
| FHLMC_5500G                                               | 2054-09-25      | 1.4828%  | N/A     | $86153728.00       | $1547321.20        | Agency Collateralized Mortgage Obligation |
| FHLMC_5513A                                               | 2055-03-25      | 2.3328%  | N/A     | $45821120.00       | $2048826.07        | Agency Collateralized Mortgage Obligation |
| FHLMC_5513D                                               | 2054-11-25      | 0.0100%  | N/A     | $599982080.00      | $82352.97          | Agency Collateralized Mortgage Obligation |
| FHLMC_5513D                                               | 2054-11-25      | 0.6328%  | N/A     | $2259000000.00     | $31392222.84       | Agency Collateralized Mortgage Obligation |
| FHLMC_5513D                                               | 2054-06-25      | 0.0100%  | N/A     | $1094221824.00     | $141608.89         | Agency Collateralized Mortgage Obligation |
| FHLMC_5513E                                               | 2055-02-25      | 2.1828%  | N/A     | $50000000.00       | $3532770.24        | Agency Collateralized Mortgage Obligation |
| FHLMC_5526B                                               | 2054-09-25      | 5.0000%  | N/A     | $21046559.00       | $22065451.80       | Agency Collateralized Mortgage Obligation |
| FHLMC_5538A                                               | 2055-03-25      | 5.0000%  | N/A     | $10311360.00       | $10710450.17       | Agency Collateralized Mortgage Obligation |
| FHLMC_5544B                                               | 2055-06-25      | 5.0000%  | N/A     | $42204032.00       | $43457603.12       | Agency Collateralized Mortgage Obligation |
| FHLMC_5546A                                               | 2055-06-25      | 5.0000%  | N/A     | $8756832.00        | $9017396.65        | Agency Collateralized Mortgage Obligation |
| FHLMC_5563E                                               | 2055-08-25      | 2.1328%  | N/A     | $68503936.00       | $5122634.54        | Agency Collateralized Mortgage Obligation |
| FHLMC_5564C                                               | 2055-08-25      | 5.0000%  | N/A     | $13733776.00       | $14008627.00       | Agency Collateralized Mortgage Obligation |
| FHLMC_5575A                                               | 2055-09-25      | 1.5828%  | N/A     | $65177344.00       | $2068023.51        | Agency Collateralized Mortgage Obligation |
| FHLMC_5592D                                               | 2055-09-25      | 3.4328%  | N/A     | $46595456.00       | $3707751.49        | Agency Collateralized Mortgage Obligation |
| FHLMC_5626J                                               | 2056-01-25      | 1.9828%  | N/A     | $88418304.00       | $6999471.91        | Agency Collateralized Mortgage Obligation |
| FHLMC_5634B                                               | 2054-08-25      | 1.9077%  | N/A     | $216584960.00      | $15126290.36       | Agency Collateralized Mortgage Obligation |
| FHLMC_5634C                                               | 2054-12-25      | 4.7500%  | N/A     | $30410.00          | $27703.43          | Agency Collateralized Mortgage Obligation |
| FHLMC_5634C                                               | 2054-12-25      | 6.0000%  | N/A     | $12530976.00       | $12563473.00       | Agency Collateralized Mortgage Obligation |
| FHLMC_5634D                                               | 2055-03-25      | 5.5000%  | N/A     | $22410720.00       | $22400841.85       | Agency Collateralized Mortgage Obligation |
| FHLMC_5634E                                               | 2056-03-25      | 6.0000%  | N/A     | $9034000.00        | $9021906.48        | Agency Collateralized Mortgage Obligation |
| FHLS_23-7                                                 | 2036-05-15      | 3.9773%  | N/A     | $163946496.00      | $88779.75          | Agency Collateralized Mortgage Obligation |
| FHMS K1502                                                | 2034-04-25      | 4.2727%  | N/A     | $7312000.00        | $1382417.91        | Agency Collateralized Mortgage Obligation |
| FHMS_K055                                                 | 2044-04-25      | 1.6395%  | N/A     | $25541000.00       | $56096.21          | Agency Collateralized Mortgage Obligation |
| FHMS_K063                                                 | 2027-02-25      | 2.0780%  | N/A     | $24839000.00       | $496784.69         | Agency Collateralized Mortgage Obligation |
| FHMS_K083                                                 | 2028-10-25      | 2.2932%  | N/A     | $16102460.00       | $949372.02         | Agency Collateralized Mortgage Obligation |
| FHMS_K119                                                 | 2053-09-25      | 2.7270%  | N/A     | $28000000.00       | $3106587.79        | Agency Collateralized Mortgage Obligation |
| FHMS_K124                                                 | 2049-02-25      | 2.6191%  | N/A     | $29818000.00       | $3265297.62        | Agency Collateralized Mortgage Obligation |
| FHMS_K150                                                 | 2054-10-25      | 4.4352%  | N/A     | $30607000.00       | $7271370.58        | Agency Collateralized Mortgage Obligation |
| FHMS_K153                                                 | 2055-01-25      | 4.6816%  | N/A     | $7217320.00        | $1859919.02        | Agency Collateralized Mortgage Obligation |
| FHMS_KSG1                                                 | 2030-09-25      | 2.9324%  | N/A     | $3532000.00        | $386534.89         | Agency Collateralized Mortgage Obligation |
| FHMS_Q016                                                 | 2051-05-25      | 0.8920%  | N/A     | $160520448.00      | $2120939.63        | Agency Collateralized Mortgage Obligation |
| FHSTR_386                                                 | 2052-03-15      | 2.7361%  | N/A     | $130979.00         | $11327.01          | Agency Collateralized Mortgage Obligation |
| FNMA_00-14                                                | 2031-05-04      | 0.6100%  | N/A     | $32500000.00       | $544175.52         | Agency Collateralized Mortgage Obligation |
| FNMA_05-40                                                | 2035-06-25      | 4.2817%  | N/A     | $24997888.00       | $19788.29          | Agency Collateralized Mortgage Obligation |
| FNMA_07-57                                                | 2036-10-25      | 4.1617%  | N/A     | $247476224.00      | $166097.52         | Agency Collateralized Mortgage Obligation |
| FNMA_0749                                                 | 2037-06-25      | 2.8183%  | N/A     | $49987584.00       | $13244.14          | Agency Collateralized Mortgage Obligation |
| FNMA_09-99                                                | 2039-12-25      | 5.0000%  | N/A     | $850000.00         | $29260.82          | Agency Collateralized Mortgage Obligation |
| FNMA_10-135T                                              | 2037-03-25      | 2.2183%  | N/A     | $13910016.00       | $9530.34           | Agency Collateralized Mortgage Obligation |
| FNMA_11-86F                                               | 2041-09-25      | 0.0000%  | N/A     | $100000.00         | $78155.50          | Agency Collateralized Mortgage Obligation |
| FNMA_12-111                                               | 2042-10-25      | 2.8183%  | N/A     | $16443136.00       | $273171.46         | Agency Collateralized Mortgage Obligation |
| FNMA_12-30                                                | 2042-04-25      | 2.7183%  | N/A     | $38333312.00       | $457036.11         | Agency Collateralized Mortgage Obligation |
| FNMA_12-49                                                | 2042-05-25      | 2.7183%  | N/A     | $40000000.00       | $319523.02         | Agency Collateralized Mortgage Obligation |
| FNMA_12-55A                                               | 2042-05-25      | 2.7683%  | N/A     | $32571392.00       | $277256.74         | Agency Collateralized Mortgage Obligation |
| FNMA_12-58                                                | 2042-06-25      | 2.7183%  | N/A     | $76284032.00       | $360184.24         | Agency Collateralized Mortgage Obligation |
| FNMA_12-84                                                | 2042-08-25      | 2.2183%  | N/A     | $55000000.00       | $622456.41         | Agency Collateralized Mortgage Obligation |
| FNMA_13-103B                                              | 2043-10-25      | 2.8183%  | N/A     | $33433856.00       | $299684.00         | Agency Collateralized Mortgage Obligation |
| FNMA_13-22                                                | 2043-03-25      | 0.0000%  | N/A     | $4000000.00        | $494795.15         | Agency Collateralized Mortgage Obligation |
| FNMA_13-63C                                               | 2033-06-25      | 3.0000%  | N/A     | $35666624.00       | $287405.70         | Agency Collateralized Mortgage Obligation |
| FNMA_13-73                                                | 2043-07-25      | 2.4183%  | N/A     | $23750000.00       | $380349.31         | Agency Collateralized Mortgage Obligation |
| FNMA_13-74                                                | 2043-07-25      | 4.0000%  | N/A     | $1000000.00        | $1626849.37        | Agency Collateralized Mortgage Obligation |
| FNMA_13-9                                                 | 2043-02-25      | 2.3683%  | N/A     | $37500000.00       | $1043289.68        | Agency Collateralized Mortgage Obligation |
| FNMA_14-49                                                | 2054-08-25      | 6.0000%  | N/A     | $51114496.00       | $1826903.09        | Agency Collateralized Mortgage Obligation |
| FNMA_14-70                                                | 2044-11-25      | 4.5000%  | N/A     | $16495552.00       | $407524.84         | Agency Collateralized Mortgage Obligation |
| FNMA_14-87                                                | 2045-01-25      | 2.4683%  | N/A     | $134349000.00      | $1370940.25        | Agency Collateralized Mortgage Obligation |
| FNMA_15-5                                                 | 2045-02-25      | 2.3183%  | N/A     | $64500000.00       | $1733143.13        | Agency Collateralized Mortgage Obligation |
| FNMA_15-53C                                               | 2042-03-25      | 2.1183%  | N/A     | $41307072.00       | $576051.36         | Agency Collateralized Mortgage Obligation |
| FNMA_15-56F                                               | 2045-08-25      | 6.0000%  | N/A     | $97250000.00       | $2051675.23        | Agency Collateralized Mortgage Obligation |
| FNMA_15-62A                                               | 2045-08-25      | 4.0000%  | N/A     | $10000000.00       | $14955909.54       | Agency Collateralized Mortgage Obligation |
| FNMA_15-72                                                | 2045-10-25      | 3.0000%  | N/A     | $2337000.00        | $1223548.98        | Agency Collateralized Mortgage Obligation |
| FNMA_16-103B                                              | 2047-01-25      | 2.2183%  | N/A     | $39259968.00       | $976932.55         | Agency Collateralized Mortgage Obligation |
| FNMA_16-84B                                               | 2046-11-25      | 2.3183%  | N/A     | $147449856.00      | $2853823.62        | Agency Collateralized Mortgage Obligation |
| FNMA_17-111C                                              | 2048-01-25      | 2.4683%  | N/A     | $55174464.00       | $1207171.40        | Agency Collateralized Mortgage Obligation |
| FNMA_17-12C                                               | 2047-03-25      | 3.5000%  | N/A     | $3000000.00        | $3865813.63        | Agency Collateralized Mortgage Obligation |
| FNMA_17-1B                                                | 2046-07-25      | 4.0000%  | N/A     | $9366750.00        | $28412.04          | Agency Collateralized Mortgage Obligation |
| FNMA_17-21                                                | 2047-04-25      | 3.5000%  | N/A     | $4753512.00        | $5096960.25        | Agency Collateralized Mortgage Obligation |
| FNMA_17-33A                                               | 2039-05-25      | 2.3183%  | N/A     | $244333312.00      | $3525828.74        | Agency Collateralized Mortgage Obligation |
| FNMA_17-45                                                | 2047-06-25      | 3.5000%  | N/A     | $1425000.00        | $1185802.17        | Agency Collateralized Mortgage Obligation |
| FNMA_17-63A                                               | 2047-08-25      | 0.1683%  | N/A     | $100000000.00      | $661478.28         | Agency Collateralized Mortgage Obligation |
| FNMA_17-8                                                 | 2047-02-25      | 3.0000%  | N/A     | $1944000.00        | $1056319.77        | Agency Collateralized Mortgage Obligation |
| FNMA_17-88A                                               | 2047-11-25      | 3.0000%  | N/A     | $19870000.00       | $605482.38         | Agency Collateralized Mortgage Obligation |
| FNMA_17-9A                                                | 2047-03-25      | 5.5000%  | N/A     | $65493632.00       | $1429850.34        | Agency Collateralized Mortgage Obligation |
| FNMA_18-2B                                                | 2048-02-25      | 2.3683%  | N/A     | $43627776.00       | $1324927.80        | Agency Collateralized Mortgage Obligation |
| FNMA_18-30                                                | 2048-05-25      | 3.5000%  | N/A     | $8478880.00        | $8678630.77        | Agency Collateralized Mortgage Obligation |
| FNMA_18-33                                                | 2048-05-25      | 2.4183%  | N/A     | $102568448.00      | $1702056.98        | Agency Collateralized Mortgage Obligation |
| FNMA_18-45                                                | 2048-06-25      | 3.5000%  | N/A     | $24798000.00       | $8842579.98        | Agency Collateralized Mortgage Obligation |
| FNMA_19-14B                                               | 2049-04-25      | 2.2683%  | N/A     | $17752256.00       | $503889.04         | Agency Collateralized Mortgage Obligation |
| FNMA_19-25A                                               | 2046-10-25      | 2.2683%  | N/A     | $78461952.00       | $2685023.59        | Agency Collateralized Mortgage Obligation |
| FNMA_19-67F                                               | 2040-05-25      | 2.3183%  | N/A     | $54965920.00       | $1663677.90        | Agency Collateralized Mortgage Obligation |
| FNMA_19-67G                                               | 2041-10-25      | 2.5183%  | N/A     | $133024000.00      | $4735121.20        | Agency Collateralized Mortgage Obligation |
| FNMA_19-67J                                               | 2044-04-25      | 2.2683%  | N/A     | $116892288.00      | $3304653.07        | Agency Collateralized Mortgage Obligation |
| FNMA_19-81B                                               | 2050-01-25      | 2.2183%  | N/A     | $100824704.00      | $5429738.17        | Agency Collateralized Mortgage Obligation |
| FNMA_19-9L                                                | 2049-03-25      | 2.2683%  | N/A     | $17306336.00       | $174275.26         | Agency Collateralized Mortgage Obligation |
| FNMA_21-56D                                               | 2051-09-25      | 2.5000%  | N/A     | $74461200.00       | $3040078.03        | Agency Collateralized Mortgage Obligation |
| FNMA_21-69                                                | 2051-10-25      | 2.0000%  | N/A     | $40346.00          | $24705.87          | Agency Collateralized Mortgage Obligation |
| FNMA_21-78F                                               | 2051-11-25      | 3.0000%  | N/A     | $44997376.00       | $4433328.19        | Agency Collateralized Mortgage Obligation |
| FNMA_21-7B                                                | 2051-02-25      | 2.5000%  | N/A     | $10000000.00       | $840961.99         | Agency Collateralized Mortgage Obligation |
| FNMA_22-28B                                               | 2052-06-25      | 0.0000%  | N/A     | $30000000.00       | $281767.60         | Agency Collateralized Mortgage Obligation |
| FNMA_22-3C                                                | 2052-01-25      | 2.0000%  | N/A     | $54000000.00       | $37968637.97       | Agency Collateralized Mortgage Obligation |
| FNMA_22-43E                                               | 2046-11-25      | 0.3783%  | N/A     | $26071488.00       | $112919.14         | Agency Collateralized Mortgage Obligation |
| FNMA_22-56D                                               | 2052-09-25      | 0.9828%  | N/A     | $61672480.00       | $1848923.96        | Agency Collateralized Mortgage Obligation |
| FNMA_22-76C                                               | 2052-11-25      | 5.0000%  | N/A     | $5000000.00        | $5689281.36        | Agency Collateralized Mortgage Obligation |
| FNMA_22-80                                                | 2052-11-25      | 5.5000%  | N/A     | $3912236.00        | $4806778.69        | Agency Collateralized Mortgage Obligation |
| FNMA_23-18B                                               | 2053-05-25      | 1.8328%  | N/A     | $48859712.00       | $1357221.13        | Agency Collateralized Mortgage Obligation |
| FNMA_23-51C                                               | 2053-11-25      | 2.3328%  | N/A     | $31508096.00       | $881193.25         | Agency Collateralized Mortgage Obligation |
| FNMA_23-M6                                                | 2028-07-25      | 0.0000%  | N/A     | $724996096.00      | $657229.92         | Agency Collateralized Mortgage Obligation |
| FNMA_24-19A                                               | 2054-01-25      | 6.5000%  | N/A     | $14601376.00       | $1855509.85        | Agency Collateralized Mortgage Obligation |
| FNMA_24-33A                                               | 2054-01-25      | 0.0500%  | N/A     | $64999424.00       | $47416.77          | Agency Collateralized Mortgage Obligation |
| FNMA_24-33A                                               | 2054-01-25      | 0.1000%  | N/A     | $56775200.00       | $82834.47          | Agency Collateralized Mortgage Obligation |
| FNMA_24-33B                                               | 2054-06-25      | 2.0828%  | N/A     | $50000000.00       | $1422975.86        | Agency Collateralized Mortgage Obligation |
| FNMA_24-39C                                               | 2047-11-25      | 3.0000%  | N/A     | $6000000.00        | $5318868.50        | Agency Collateralized Mortgage Obligation |
| FNMA_24-52H                                               | 2054-08-25      | 1.4328%  | N/A     | $100000000.00      | $3841405.24        | Agency Collateralized Mortgage Obligation |
| FNMA_24-60C                                               | 2054-09-25      | 1.4828%  | N/A     | $87591168.00       | $1685203.85        | Agency Collateralized Mortgage Obligation |
| FNMA_24-60G                                               | 2054-09-25      | 1.5828%  | N/A     | $66098048.00       | $1918546.31        | Agency Collateralized Mortgage Obligation |
| FNMA_24-70G                                               | 2052-03-25      | 3.0000%  | N/A     | $17864608.00       | $14312145.38       | Agency Collateralized Mortgage Obligation |
| FNMA_24-98G                                               | 2055-01-25      | 2.4328%  | N/A     | $15000000.00       | $590146.51         | Agency Collateralized Mortgage Obligation |
| FNMA_25-19A                                               | 2055-03-25      | 5.0000%  | N/A     | $14785792.00       | $15493071.68       | Agency Collateralized Mortgage Obligation |
| FNMA_25-28A                                               | 2055-04-25      | 5.0000%  | N/A     | $6504752.00        | $6770922.70        | Agency Collateralized Mortgage Obligation |
| FNMA_25-33A                                               | 2055-02-25      | 0.6828%  | N/A     | $100000000.00      | $1476900.49        | Agency Collateralized Mortgage Obligation |
| FNMA_25-33C                                               | 2054-08-25      | 5.0000%  | N/A     | $3643980.00        | $3781912.83        | Agency Collateralized Mortgage Obligation |
| FNMA_25-33F                                               | 2054-08-25      | 0.1000%  | N/A     | $75000000.00       | $109211.55         | Agency Collateralized Mortgage Obligation |
| FNMA_25-41B                                               | 2055-06-25      | 5.0000%  | N/A     | $30553080.00       | $31665232.30       | Agency Collateralized Mortgage Obligation |
| FNMA_25-41C                                               | 2055-06-25      | 5.0000%  | N/A     | $14028720.00       | $14539738.77       | Agency Collateralized Mortgage Obligation |
| FNMA_25-42A                                               | 2055-06-25      | 5.0000%  | N/A     | $6000000.00        | $6182146.21        | Agency Collateralized Mortgage Obligation |
| FNMA_25-42E                                               | 2055-06-25      | 5.0000%  | N/A     | $6715040.00        | $6938342.52        | Agency Collateralized Mortgage Obligation |
| FNMA_25-48                                                | 2055-06-25      | 5.0000%  | N/A     | $12747080.00       | $13125768.08       | Agency Collateralized Mortgage Obligation |
| FNMA_25-54B                                               | 2055-07-25      | 2.2328%  | N/A     | $106385408.00      | $5144901.61        | Agency Collateralized Mortgage Obligation |
| FNMA_25-65B                                               | 2054-10-25      | 1.5328%  | N/A     | $64787712.00       | $2245718.25        | Agency Collateralized Mortgage Obligation |
| FNMA_25-85A                                               | 2055-09-25      | 5.0000%  | N/A     | $3177490.00        | $2282254.60        | Agency Collateralized Mortgage Obligation |
| FNMA_25-85B                                               | 2055-09-25      | 1.6328%  | N/A     | $276034560.00      | $17892788.81       | Agency Collateralized Mortgage Obligation |
| FNMA_25-85B                                               | 2055-09-25      | 1.6328%  | N/A     | $47048896.00       | $2852277.44        | Agency Collateralized Mortgage Obligation |
| FNMA_25-85C                                               | 2055-10-25      | 1.3328%  | N/A     | $300000000.00      | $7787790.98        | Agency Collateralized Mortgage Obligation |
| FNMA_25-85D                                               | 2053-05-25      | 3.4828%  | N/A     | $57052480.00       | $4232261.93        | Agency Collateralized Mortgage Obligation |
| FNMA_25-85F                                               | 2055-10-25      | 1.0328%  | N/A     | $188985600.00      | $5305630.19        | Agency Collateralized Mortgage Obligation |
| FNMA_25-95A                                               | 2055-10-25      | 1.6328%  | N/A     | $293681664.00      | $19044845.17       | Agency Collateralized Mortgage Obligation |
| FNMA_25-95B                                               | 2055-10-25      | 1.6828%  | N/A     | $55920448.00       | $3467135.80        | Agency Collateralized Mortgage Obligation |
| FNMA_25-M2                                                | 2030-04-25      | 0.0360%  | N/A     | $440751000.00      | $1537780.24        | Agency Collateralized Mortgage Obligation |
| FNMA_25-M5                                                | 2031-11-25      | 1.7830%  | N/A     | $31641440.00       | $29047780.16       | Agency Collateralized Mortgage Obligation |
| FNMA_26-12B                                               | 2056-03-25      | 1.9898%  | N/A     | $62964928.00       | $3955994.77        | Agency Collateralized Mortgage Obligation |
| FNMA_26-12D                                               | 2046-01-25      | 3.5000%  | N/A     | $2530612.00        | $2037359.73        | Agency Collateralized Mortgage Obligation |
| FNR_19-33                                                 | 2049-07-25      | 0.0300%  | N/A     | $96772096.00       | $31319.06          | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_3621                                    | 2040-01-15      | 5.0000%  | N/A     | $6000000.00        | $956841.35         | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_4585A                                   | 2046-05-15      | 2.3273%  | N/A     | $130080960.00      | $1921300.34        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC REMICS FHLMC_4206                             | 2043-05-15      | 3.5000%  | N/A     | $1600000.00        | $2370786.05        | Agency Collateralized Mortgage Obligation |
| FREMF MORTGAGE TRUST FREMF_16-KS                          | 2026-08-25      | 0.9628%  | N/A     | $25616384.00       | $14150.73          | Agency Collateralized Mortgage Obligation |
| FREMF_17-K63                                              | 2027-02-25      | 0.1000%  | N/A     | $235679744.00      | $214049.53         | Agency Collateralized Mortgage Obligation |
| FREMF_17-K68                                              | 2027-08-25      | 0.1000%  | N/A     | $226049024.00      | $317875.11         | Agency Collateralized Mortgage Obligation |
| FREMF_19-K100                                             | 2052-11-25      | 0.1000%  | N/A     | $255243008.00      | $809942.99         | Agency Collateralized Mortgage Obligation |
| FREMF_19-K95                                              | 2030-01-25      | 0.1000%  | N/A     | $234310912.00      | $712826.05         | Agency Collateralized Mortgage Obligation |
| FREMF_19-K97                                              | 2051-09-25      | 0.1000%  | N/A     | $202808320.00      | $615771.08         | Agency Collateralized Mortgage Obligation |
| FREMF_19-KG02                                             | 2029-08-25      | 0.1000%  | N/A     | $54414000.00       | $173919.23         | Agency Collateralized Mortgage Obligation |
| FREMF_19-KG02                                             | 2029-08-25      | 0.1000%  | N/A     | $489726000.00      | $1266497.24        | Agency Collateralized Mortgage Obligation |
| FREMF_K-059                                               | 2026-11-25      | 1.9089%  | N/A     | $14981000.00       | $184065.96         | Agency Collateralized Mortgage Obligation |
| FREMF_K-064                                               | 2027-05-25      | 2.1437%  | N/A     | $11760000.00       | $293967.19         | Agency Collateralized Mortgage Obligation |
| FREMF_K-082                                               | 2028-10-25      | 2.2140%  | N/A     | $14982528.00       | $837628.03         | Agency Collateralized Mortgage Obligation |
| FREMF_K-W01                                               | 2029-03-25      | 4.3234%  | N/A     | $24117248.00       | $6013.58           | Agency Collateralized Mortgage Obligation |
| FREMF_K065                                                | 2045-07-25      | 2.1880%  | N/A     | $8530000.00        | $239085.91         | Agency Collateralized Mortgage Obligation |
| FRESB MULTIFAMILY MORTGAGE PASS-THROUGH FRESB_18-SB47     | 2038-01-25      | 0.4745%  | N/A     | $427593728.00      | $328848.76         | Agency Collateralized Mortgage Obligation |
| FRESB_19-SB65                                             | 2039-06-25      | 1.3777%  | N/A     | $15000000.00       | $231382.03         | Agency Collateralized Mortgage Obligation |
| FRMFK_11-3                                                | 2030-06-25      | 0.1000%  | N/A     | $121286400.00      | $468192.43         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-003 EZ                                     | 2053-01-20      | 0.0000%  | N/A     | $1038796.00        | $1192888.71        | Agency Mortgage-Backed Securities         |
| GNMA_05-52                                                | 2047-04-16      | 0.5720%  | N/A     | $144572411.00      | $11717.38          | Agency Collateralized Mortgage Obligation |
| GNMA_05-86                                                | 2047-04-16      | 0.2135%  | N/A     | $292814848.00      | $5505.22           | Agency Collateralized Mortgage Obligation |
| GNMA_08-80                                                | 2050-04-16      | 2.5686%  | N/A     | $160880000.00      | $1387407.06        | Agency Collateralized Mortgage Obligation |
| GNMA_09-51                                                | 2051-02-16      | 0.0000%  | N/A     | $170168320.00      | $135286.43         | Agency Collateralized Mortgage Obligation |
| GNMA_09-66                                                | 2039-08-16      | 5.5000%  | N/A     | $60320064.00       | $5157688.80        | Agency Collateralized Mortgage Obligation |
| GNMA_09-80                                                | 2051-09-16      | 1.5620%  | N/A     | $152254720.00      | $661025.07         | Agency Collateralized Mortgage Obligation |
| GNMA_09-93                                                | 2039-09-16      | 6.0000%  | N/A     | $229277696.00      | $26959.51          | Agency Collateralized Mortgage Obligation |
| GNMA_09-96                                                | 2038-07-16      | 2.5259%  | N/A     | $42024960.00       | $14696.74          | Agency Collateralized Mortgage Obligation |
| GNMA_10-113                                               | 2040-09-16      | 2.8259%  | N/A     | $54710960.00       | $446430.13         | Agency Collateralized Mortgage Obligation |
| GNMA_10-149                                               | 2040-11-16      | 4.5000%  | N/A     | $50000000.00       | $17226694.82       | Agency Collateralized Mortgage Obligation |
| GNMA_10-22                                                | 2052-03-16      | 0.0000%  | N/A     | $130072576.00      | $39311.51          | Agency Collateralized Mortgage Obligation |
| GNMA_10-25                                                | 2040-02-16      | 0.0000%  | N/A     | $4166664.00        | $199308.39         | Agency Collateralized Mortgage Obligation |
| GNMA_10-35                                                | 2040-03-20      | 5.0000%  | N/A     | $85000000.00       | $446555.90         | Agency Collateralized Mortgage Obligation |
| GNMA_10-4                                                 | 2035-05-20      | 2.4183%  | N/A     | $16790688.00       | $22142.76          | Agency Collateralized Mortgage Obligation |
| GNMA_10-47                                                | 2037-11-16      | 2.4759%  | N/A     | $63076736.00       | $125524.36         | Agency Collateralized Mortgage Obligation |
| GNMA_10-9                                                 | 2040-01-16      | 3.0259%  | N/A     | $496144640.00      | $1945077.23        | Agency Collateralized Mortgage Obligation |
| GNMA_11-1                                                 | 2052-11-16      | 0.0000%  | N/A     | $214466560.00      | $46697.46          | Agency Collateralized Mortgage Obligation |
| GNMA_11-141                                               | 2041-10-16      | 2.3259%  | N/A     | $9535168.00        | $132322.60         | Agency Collateralized Mortgage Obligation |
| GNMA_11-38                                                | 2053-04-16      | 0.5301%  | N/A     | $177569792.00      | $24995.56          | Agency Collateralized Mortgage Obligation |
| GNMA_12-132                                               | 2054-06-16      | 0.2108%  | N/A     | $94732288.00       | $26586.90          | Agency Collateralized Mortgage Obligation |
| GNMA_12-143                                               | 2042-06-16      | 2.5000%  | N/A     | $29338944.00       | $5339495.25        | Agency Collateralized Mortgage Obligation |
| GNMA_12-16                                                | 2042-02-16      | 2.3259%  | N/A     | $32671744.00       | $174204.99         | Agency Collateralized Mortgage Obligation |
| GNMA_12-21                                                | 2042-02-20      | 3.5000%  | N/A     | $8444576.00        | $2749806.07        | Agency Collateralized Mortgage Obligation |
| GNMA_12-61                                                | 2042-05-16      | 2.8259%  | N/A     | $20000000.00       | $737270.60         | Agency Collateralized Mortgage Obligation |
| GNMA_12-6E                                                | 2040-02-20      | 2.3183%  | N/A     | $24395776.00       | $7580.42           | Agency Collateralized Mortgage Obligation |
| GNMA_13-040                                               | 2054-06-16      | 0.2432%  | N/A     | $107782560.00      | $382062.78         | Agency Collateralized Mortgage Obligation |
| GNMA_13-113                                               | 2043-08-20      | 3.0000%  | N/A     | $15463000.00       | $12775844.38       | Agency Collateralized Mortgage Obligation |
| GNMA_13-152                                               | 2043-06-20      | 2.3683%  | N/A     | $64075000.00       | $532684.98         | Agency Collateralized Mortgage Obligation |
| GNMA_13-156                                               | 2055-06-16      | 0.2141%  | N/A     | $87560192.00       | $60530.68          | Agency Collateralized Mortgage Obligation |
| GNMA_13-158                                               | 2053-08-16      | 1.0246%  | N/A     | $21000000.00       | $68833.55          | Agency Collateralized Mortgage Obligation |
| GNMA_13-175                                               | 2055-05-16      | 0.1281%  | N/A     | $155451392.00      | $19083.96          | Agency Collateralized Mortgage Obligation |
| GNMA_13-2                                                 | 2054-05-16      | 2.7844%  | N/A     | $375000.00         | $444321.16         | Agency Collateralized Mortgage Obligation |
| GNMA_13-26                                                | 2043-02-16      | 1.7759%  | N/A     | $35091584.00       | $178433.88         | Agency Collateralized Mortgage Obligation |
| GNMA_14-120                                               | 2056-04-16      | 0.3892%  | N/A     | $157089792.00      | $118667.28         | Agency Collateralized Mortgage Obligation |
| GNMA_14-138                                               | 2056-04-16      | 0.5020%  | N/A     | $134575360.00      | $276086.52         | Agency Collateralized Mortgage Obligation |
| GNMA_14-147C                                              | 2039-01-16      | 6.5000%  | N/A     | $14003984.00       | $110996.62         | Agency Collateralized Mortgage Obligation |
| GNMA_14-148                                               | 2056-10-16      | 0.3983%  | N/A     | $112730752.00      | $237591.65         | Agency Collateralized Mortgage Obligation |
| GNMA_14-169                                               | 2056-10-16      | 0.5854%  | N/A     | $186330000.00      | $920943.94         | Agency Collateralized Mortgage Obligation |
| GNMA_14-183E                                              | 2044-12-20      | 2.1142%  | N/A     | $16131168.00       | $92729.27          | Agency Collateralized Mortgage Obligation |
| GNMA_14-31                                                | 2055-09-16      | 0.2166%  | N/A     | $125943808.00      | $61011.64          | Agency Collateralized Mortgage Obligation |
| GNMA_14-36                                                | 2044-03-20      | 2.4183%  | N/A     | $215529728.00      | $1050824.54        | Agency Collateralized Mortgage Obligation |
| GNMA_14-51                                                | 2044-03-20      | 1.8183%  | N/A     | $46718592.00       | $230785.45         | Agency Collateralized Mortgage Obligation |
| GNMA_14-55                                                | 2044-04-16      | 2.4259%  | N/A     | $314560960.00      | $2366119.30        | Agency Collateralized Mortgage Obligation |
| GNMA_14-96                                                | 2044-07-16      | 5.5000%  | N/A     | $109284992.00      | $810348.25         | Agency Collateralized Mortgage Obligation |
| GNMA_15-085                                               | 2057-07-16      | 0.2890%  | N/A     | $135005000.00      | $370280.53         | Agency Collateralized Mortgage Obligation |
| GNMA_15-111G                                              | 2045-08-20      | 2.8183%  | N/A     | $27887040.00       | $144010.18         | Agency Collateralized Mortgage Obligation |
| GNMA_15-115                                               | 2057-07-16      | 0.4618%  | N/A     | $97075840.00       | $746921.90         | Agency Collateralized Mortgage Obligation |
| GNMA_15-130                                               | 2057-07-16      | 0.6753%  | N/A     | $128725000.00      | $1395721.79        | Agency Collateralized Mortgage Obligation |
| GNMA_15-157                                               | 2045-10-20      | 1.9183%  | N/A     | $54851264.00       | $566886.51         | Agency Collateralized Mortgage Obligation |
| GNMA_15-170A                                              | 2045-11-20      | 1.9183%  | N/A     | $25515744.00       | $522074.28         | Agency Collateralized Mortgage Obligation |
| GNMA_15-180G                                              | 2045-12-20      | 1.8983%  | N/A     | $44885440.00       | $445201.67         | Agency Collateralized Mortgage Obligation |
| GNMA_15-181                                               | 2057-08-16      | 0.6650%  | N/A     | $114995000.00      | $544371.70         | Agency Collateralized Mortgage Obligation |
| GNMA_15-185C                                              | 2045-05-20      | 3.5000%  | N/A     | $2500000.00        | $2184754.95        | Agency Collateralized Mortgage Obligation |
| GNMA_15-49E                                               | 2043-08-20      | 5.5000%  | N/A     | $5471470.00        | $6195.22           | Agency Collateralized Mortgage Obligation |
| GNMA_15-62                                                | 2045-05-20      | 4.5000%  | N/A     | $17715744.00       | $461379.88         | Agency Collateralized Mortgage Obligation |
| GNMA_15-99                                                | 2045-07-20      | 3.5000%  | N/A     | $1000000.00        | $916718.85         | Agency Collateralized Mortgage Obligation |
| GNMA_16-052                                               | 2058-03-16      | 0.7348%  | N/A     | $104532320.00      | $692483.69         | Agency Collateralized Mortgage Obligation |
| GNMA_16-109                                               | 2036-09-16      | 5.5000%  | N/A     | $19473888.00       | $469906.21         | Agency Collateralized Mortgage Obligation |
| GNMA_16-117                                               | 2046-08-20      | 3.5000%  | N/A     | $25414560.00       | $214225.64         | Agency Collateralized Mortgage Obligation |
| GNMA_16-126E                                              | 2046-09-20      | 2.3183%  | N/A     | $20257568.00       | $579895.49         | Agency Collateralized Mortgage Obligation |
| GNMA_16-127                                               | 2058-05-16      | 0.8774%  | N/A     | $151204000.00      | $1627034.48        | Agency Collateralized Mortgage Obligation |
| GNMA_16-12C                                               | 2046-01-20      | 1.8583%  | N/A     | $30193344.00       | $323185.93         | Agency Collateralized Mortgage Obligation |
| GNMA_16-135D                                              | 2046-10-16      | 3.0000%  | N/A     | $11224848.00       | $11444115.70       | Agency Collateralized Mortgage Obligation |
| GNMA_16-140                                               | 2058-05-16      | 0.7302%  | N/A     | $116062720.00      | $1605353.46        | Agency Collateralized Mortgage Obligation |
| GNMA_16-149C                                              | 2046-11-16      | 5.5000%  | N/A     | $20049824.00       | $556357.12         | Agency Collateralized Mortgage Obligation |
| GNMA_16-156                                               | 2046-11-20      | 3.0000%  | N/A     | $1469526.00        | $841756.92         | Agency Collateralized Mortgage Obligation |
| GNMA_16-163C                                              | 2046-11-20      | 3.5000%  | N/A     | $17994000.00       | $5110923.84        | Agency Collateralized Mortgage Obligation |
| GNMA_16-169                                               | 2058-06-16      | 0.5141%  | N/A     | $74964480.00       | $628841.83         | Agency Collateralized Mortgage Obligation |
| GNMA_16-86                                                | 2058-03-16      | 0.9878%  | N/A     | $104827008.00      | $1307071.27        | Agency Collateralized Mortgage Obligation |
| GNMA_16-98                                                | 2058-05-16      | 0.8567%  | N/A     | $123138048.00      | $1224767.54        | Agency Collateralized Mortgage Obligation |
| GNMA_17-1                                                 | 2058-12-16      | 0.3479%  | N/A     | $149111000.00      | $580412.15         | Agency Collateralized Mortgage Obligation |
| GNMA_17-113B                                              | 2047-07-16      | 2.4759%  | N/A     | $52958656.00       | $1185782.65        | Agency Collateralized Mortgage Obligation |
| GNMA_17-131                                               | 2058-12-16      | 0.6585%  | N/A     | $61467328.00       | $758212.51         | Agency Collateralized Mortgage Obligation |
| GNMA_17-154A                                              | 2058-12-16      | 0.6190%  | N/A     | $72822912.00       | $1443090.68        | Agency Collateralized Mortgage Obligation |
| GNMA_17-155A                                              | 2047-10-16      | 6.0000%  | N/A     | $16765696.00       | $488530.39         | Agency Collateralized Mortgage Obligation |
| GNMA_17-163G                                              | 2041-05-16      | 0.0000%  | N/A     | $9932752.00        | $1627211.87        | Agency Collateralized Mortgage Obligation |
| GNMA_17-179F                                              | 2047-12-20      | 2.4183%  | N/A     | $23428544.00       | $788746.34         | Agency Collateralized Mortgage Obligation |
| GNMA_17-51                                                | 2059-05-16      | 0.6355%  | N/A     | $162972416.00      | $1350136.37        | Agency Collateralized Mortgage Obligation |
| GNMA_17-52D                                               | 2047-04-20      | 5.0000%  | N/A     | $16400000.00       | $335928.34         | Agency Collateralized Mortgage Obligation |
| GNMA_18-105B                                              | 2048-08-20      | 2.4183%  | N/A     | $11563344.00       | $175115.20         | Agency Collateralized Mortgage Obligation |
| GNMA_18-112D                                              | 2048-08-20      | 2.4142%  | N/A     | $34400000.00       | $961042.60         | Agency Collateralized Mortgage Obligation |
| GNMA_18-126B                                              | 2048-09-20      | 1.3683%  | N/A     | $50000000.00       | $986931.34         | Agency Collateralized Mortgage Obligation |
| GNMA_18-12D                                               | 2048-01-20      | 2.4183%  | N/A     | $24520704.00       | $750486.28         | Agency Collateralized Mortgage Obligation |
| GNMA_18-134C                                              | 2048-10-20      | 2.4183%  | N/A     | $39736704.00       | $806306.27         | Agency Collateralized Mortgage Obligation |
| GNMA_18-135E                                              | 2048-09-20      | 4.2500%  | N/A     | $20000000.00       | $538193.39         | Agency Collateralized Mortgage Obligation |
| GNMA_18-154K                                              | 2048-11-20      | 2.4183%  | N/A     | $38751424.00       | $767479.34         | Agency Collateralized Mortgage Obligation |
| GNMA_18-154Q                                              | 2048-11-20      | 2.4183%  | N/A     | $52186688.00       | $1335919.86        | Agency Collateralized Mortgage Obligation |
| GNMA_18-168G                                              | 2048-12-20      | 2.2642%  | N/A     | $72000000.00       | $2170919.83        | Agency Collateralized Mortgage Obligation |
| GNMA_18-38D                                               | 2048-03-20      | 5.0000%  | N/A     | $15067800.00       | $293920.04         | Agency Collateralized Mortgage Obligation |
| GNMA_18-70B                                               | 2048-05-16      | 0.8659%  | N/A     | $58188096.00       | $687631.63         | Agency Collateralized Mortgage Obligation |
| GNMA_18-72C                                               | 2048-05-20      | 2.4683%  | N/A     | $77205000.00       | $815142.87         | Agency Collateralized Mortgage Obligation |
| GNMA_18-90                                                | 2048-06-20      | 2.4683%  | N/A     | $14500000.00       | $307897.42         | Agency Collateralized Mortgage Obligation |
| GNMA_19-101                                               | 2061-07-16      | 0.6974%  | N/A     | $38018720.00       | $779056.53         | Agency Collateralized Mortgage Obligation |
| GNMA_19-110E                                              | 2049-09-20      | 0.0000%  | N/A     | $30000000.00       | $56486.71          | Agency Collateralized Mortgage Obligation |
| GNMA_19-111G                                              | 2049-09-20      | 0.0000%  | N/A     | $41711360.00       | $174649.64         | Agency Collateralized Mortgage Obligation |
| GNMA_19-122                                               | 2061-07-16      | 1.0045%  | N/A     | $75398528.00       | $1470728.19        | Agency Collateralized Mortgage Obligation |
| GNMA_19-128                                               | 2043-08-20      | 2.3483%  | N/A     | $64086528.00       | $655071.96         | Agency Collateralized Mortgage Obligation |
| GNMA_19-128M                                              | 2040-04-16      | 2.2759%  | N/A     | $43921728.00       | $947369.87         | Agency Collateralized Mortgage Obligation |
| GNMA_19-128M                                              | 2040-04-16      | 0.2519%  | N/A     | $35232384.00       | $76066.07          | Agency Collateralized Mortgage Obligation |
| GNMA_19-128P                                              | 2043-07-16      | 2.2259%  | N/A     | $39134080.00       | $1137369.94        | Agency Collateralized Mortgage Obligation |
| GNMA_19-132F                                              | 2049-10-20      | 1.0000%  | N/A     | $39756544.00       | $358137.74         | Agency Collateralized Mortgage Obligation |
| GNMA_19-139                                               | 2061-11-16      | 0.6707%  | N/A     | $91023616.00       | $1687334.72        | Agency Collateralized Mortgage Obligation |
| GNMA_19-151B                                              | 2045-03-20      | 3.0000%  | N/A     | $497262.00         | $7322.48           | Agency Collateralized Mortgage Obligation |
| GNMA_19-26                                                | 2060-11-16      | 0.6508%  | N/A     | $137614336.00      | $1142720.78        | Agency Collateralized Mortgage Obligation |
| GNMA_19-29R                                               | 2049-03-20      | 2.2683%  | N/A     | $79855360.00       | $868036.72         | Agency Collateralized Mortgage Obligation |
| GNMA_19-45A                                               | 2049-04-20      | 0.0300%  | N/A     | $22691840.00       | $6806.36           | Agency Collateralized Mortgage Obligation |
| GNMA_19-50                                                | 2060-12-16      | 0.6959%  | N/A     | $127549440.00      | $1515537.97        | Agency Collateralized Mortgage Obligation |
| GNMA_19-59D                                               | 2049-05-20      | 2.3183%  | N/A     | $25000000.00       | $449991.57         | Agency Collateralized Mortgage Obligation |
| GNMA_19-6J                                                | 2049-01-20      | 2.3183%  | N/A     | $45476720.00       | $650827.05         | Agency Collateralized Mortgage Obligation |
| GNMA_19-86F                                               | 2049-03-20      | 2.3183%  | N/A     | $19007904.00       | $414460.93         | Agency Collateralized Mortgage Obligation |
| GNMA_19-97C                                               | 2049-08-20      | 0.0000%  | N/A     | $150000000.00      | $261454.49         | Agency Collateralized Mortgage Obligation |
| GNMA_19-99L                                               | 2049-08-20      | 2.3183%  | N/A     | $35619720.00       | $486943.30         | Agency Collateralized Mortgage Obligation |
| GNMA_20-019                                               | 2061-12-16      | 0.7196%  | N/A     | $145655552.00      | $2990226.89        | Agency Collateralized Mortgage Obligation |
| GNMA_20-109                                               | 2060-05-16      | 0.8351%  | N/A     | $11800000.00       | $569848.60         | Agency Collateralized Mortgage Obligation |
| GNMA_20-115E                                              | 2049-02-20      | 0.4100%  | N/A     | $74186560.00       | $346030.49         | Agency Collateralized Mortgage Obligation |
| GNMA_20-121                                               | 2060-08-16      | 0.8777%  | N/A     | $11700000.00       | $538708.61         | Agency Collateralized Mortgage Obligation |
| GNMA_20-129G                                              | 2050-09-20      | 2.5000%  | N/A     | $41239936.00       | $4616116.60        | Agency Collateralized Mortgage Obligation |
| GNMA_20-131                                               | 2062-10-16      | 0.6945%  | N/A     | $285230080.00      | $11261446.82       | Agency Collateralized Mortgage Obligation |
| GNMA_20-132                                               | 2062-09-16      | 0.8509%  | N/A     | $12200000.00       | $579331.78         | Agency Collateralized Mortgage Obligation |
| GNMA_20-134D                                              | 2050-09-20      | 0.0000%  | N/A     | $26381440.00       | $270878.26         | Agency Collateralized Mortgage Obligation |
| GNMA_20-134T                                              | 2050-09-20      | 0.0000%  | N/A     | $41515456.00       | $523743.69         | Agency Collateralized Mortgage Obligation |
| GNMA_20-134V                                              | 2050-07-20      | 3.1498%  | N/A     | $25439080.00       | $918885.15         | Agency Collateralized Mortgage Obligation |
| GNMA_20-138B                                              | 2050-09-20      | 0.0000%  | N/A     | $50000000.00       | $569355.43         | Agency Collateralized Mortgage Obligation |
| GNMA_20-148H                                              | 2050-10-20      | 0.0000%  | N/A     | $26781600.00       | $424656.92         | Agency Collateralized Mortgage Obligation |
| GNMA_20-149D                                              | 2050-10-20      | 0.0000%  | N/A     | $33333312.00       | $439383.72         | Agency Collateralized Mortgage Obligation |
| GNMA_20-151                                               | 2050-10-20      | 3.0000%  | N/A     | $5000000.00        | $426661.61         | Agency Collateralized Mortgage Obligation |
| GNMA_20-155                                               | 2060-09-16      | 1.2711%  | N/A     | $121710336.00      | $9437586.71        | Agency Collateralized Mortgage Obligation |
| GNMA_20-164B                                              | 2050-11-20      | 0.0000%  | N/A     | $63717888.00       | $567139.08         | Agency Collateralized Mortgage Obligation |
| GNMA_20-164N                                              | 2050-11-20      | 0.0000%  | N/A     | $73687296.00       | $323094.41         | Agency Collateralized Mortgage Obligation |
| GNMA_20-164P                                              | 2050-11-20      | 0.0000%  | N/A     | $70867584.00       | $594022.70         | Agency Collateralized Mortgage Obligation |
| GNMA_20-167L                                              | 2050-11-20      | 3.5000%  | N/A     | $44701056.00       | $3931528.99        | Agency Collateralized Mortgage Obligation |
| GNMA_20-175D                                              | 2050-11-20      | 2.0000%  | N/A     | $146731776.00      | $9898400.54        | Agency Collateralized Mortgage Obligation |
| GNMA_20-176E                                              | 2050-11-20      | 0.0000%  | N/A     | $52620032.00       | $1006456.81        | Agency Collateralized Mortgage Obligation |
| GNMA_20-181E                                              | 2049-03-20      | 0.4900%  | N/A     | $34196864.00       | $301056.56         | Agency Collateralized Mortgage Obligation |
| GNMA_20-187L                                              | 2050-12-20      | 0.9683%  | N/A     | $19338304.00       | $122393.15         | Agency Collateralized Mortgage Obligation |
| GNMA_20-189G                                              | 2050-12-20      | 0.0000%  | N/A     | $37291200.00       | $562027.65         | Agency Collateralized Mortgage Obligation |
| GNMA_20-191F                                              | 2050-12-20      | 0.0000%  | N/A     | $25000000.00       | $394627.59         | Agency Collateralized Mortgage Obligation |
| GNMA_20-3                                                 | 2062-02-16      | 0.6155%  | N/A     | $90575360.00       | $1674231.79        | Agency Collateralized Mortgage Obligation |
| GNMA_20-34G                                               | 2050-03-20      | 0.0000%  | N/A     | $169999999.00      | $265393.54         | Agency Collateralized Mortgage Obligation |
| GNMA_20-40                                                | 2062-01-16      | 0.8751%  | N/A     | $17000000.00       | $483965.14         | Agency Collateralized Mortgage Obligation |
| GNMA_20-49                                                | 2062-07-16      | 1.0500%  | N/A     | $65512064.00       | $2052591.25        | Agency Collateralized Mortgage Obligation |
| GNMA_20-61L                                               | 2050-05-20      | 5.0000%  | N/A     | $17101800.00       | $358610.75         | Agency Collateralized Mortgage Obligation |
| GNMA_20-63E                                               | 2046-04-20      | 3.0000%  | N/A     | $30556160.00       | $29284.00          | Agency Collateralized Mortgage Obligation |
| GNMA_20-81                                                | 2062-07-16      | 0.8720%  | N/A     | $245000000.00      | $11541597.18       | Agency Collateralized Mortgage Obligation |
| GNMA_20-98C                                               | 2050-07-20      | 3.0000%  | N/A     | $16729600.00       | $1485093.53        | Agency Collateralized Mortgage Obligation |
| GNMA_21-10                                                | 2063-05-16      | 0.9866%  | N/A     | $13500000.00       | $852785.23         | Agency Mortgage-Backed Securities         |
| GNMA_21-102                                               | 2062-10-16      | 0.8458%  | N/A     | $20750000.00       | $1067927.72        | Agency Collateralized Mortgage Obligation |
| GNMA_21-118A                                              | 2051-07-20      | 3.0000%  | N/A     | $22158080.00       | $2431223.99        | Agency Collateralized Mortgage Obligation |
| GNMA_21-120                                               | 2063-02-16      | 0.9876%  | N/A     | $15875000.00       | $1036577.56        | Agency Collateralized Mortgage Obligation |
| GNMA_21-124                                               | 2062-10-16      | 0.9888%  | N/A     | $9350000.00        | $490525.98         | Agency Collateralized Mortgage Obligation |
| GNMA_21-139D                                              | 2051-08-20      | 0.0000%  | N/A     | $9000000.00        | $87001.17          | Agency Collateralized Mortgage Obligation |
| GNMA_21-155G                                              | 2051-09-20      | 2.5183%  | N/A     | $25000000.00       | $2518964.60        | Agency Collateralized Mortgage Obligation |
| GNMA_21-155N                                              | 2051-07-20      | 2.5183%  | N/A     | $17500000.00       | $1643270.26        | Agency Collateralized Mortgage Obligation |
| GNMA_21-158K                                              | 2051-09-20      | 0.0000%  | N/A     | $73814272.00       | $882300.06         | Agency Collateralized Mortgage Obligation |
| GNMA_21-160E                                              | 2051-09-20      | 0.0500%  | N/A     | $105852928.00      | $80976.48          | Agency Collateralized Mortgage Obligation |
| GNMA_21-170                                               | 2063-05-16      | 0.9934%  | N/A     | $15050000.00       | $978652.92         | Agency Collateralized Mortgage Obligation |
| GNMA_21-175D                                              | 2051-10-20      | 0.0000%  | N/A     | $250000000.00      | $272847.90         | Agency Collateralized Mortgage Obligation |
| GNMA_21-175D                                              | 2051-10-20      | 0.0000%  | N/A     | $104000000.00      | $119279.42         | Agency Collateralized Mortgage Obligation |
| GNMA_21-175P                                              | 2051-10-20      | 0.0885%  | N/A     | $38997824.00       | $665774.66         | Agency Collateralized Mortgage Obligation |
| GNMA_21-193A                                              | 2051-11-20      | 0.0000%  | N/A     | $24993792.00       | $13795.49          | Agency Collateralized Mortgage Obligation |
| GNMA_21-193C                                              | 2051-11-20      | 0.0000%  | N/A     | $60000000.00       | $251689.67         | Agency Collateralized Mortgage Obligation |
| GNMA_21-194D                                              | 2051-11-20      | 0.0000%  | N/A     | $50000000.00       | $414855.64         | Agency Collateralized Mortgage Obligation |
| GNMA_21-194F                                              | 2051-11-20      | 0.0000%  | N/A     | $50000000.00       | $362796.78         | Agency Collateralized Mortgage Obligation |
| GNMA_21-20                                                | 2062-08-16      | 1.1444%  | N/A     | $12700000.00       | $749921.64         | Agency Collateralized Mortgage Obligation |
| GNMA_21-211                                               | 2063-01-16      | 0.9696%  | N/A     | $6800000.00        | $436684.99         | Agency Collateralized Mortgage Obligation |
| GNMA_21-213F                                              | 2051-12-20      | 0.0000%  | N/A     | $334389248.00      | $152732.44         | Agency Collateralized Mortgage Obligation |
| GNMA_21-22                                                | 2063-05-16      | 0.9730%  | N/A     | $14450000.00       | $839127.81         | Agency Collateralized Mortgage Obligation |
| GNMA_21-225G                                              | 2051-12-20      | 3.5000%  | N/A     | $32966720.00       | $9733728.21        | Agency Collateralized Mortgage Obligation |
| GNMA_21-30F                                               | 2051-02-20      | 2.5000%  | N/A     | $4858500.00        | $678077.42         | Agency Collateralized Mortgage Obligation |
| GNMA_21-36                                                | 2063-03-16      | 1.2795%  | N/A     | $17950000.00       | $1149375.47        | Agency Collateralized Mortgage Obligation |
| GNMA_21-46                                                | 2051-03-20      | 0.0000%  | N/A     | $10998848.00       | $40381.92          | Agency Collateralized Mortgage Obligation |
| GNMA_21-46A                                               | 2051-03-20      | 0.0000%  | N/A     | $8519824.00        | $25589.39          | Agency Collateralized Mortgage Obligation |
| GNMA_21-47                                                | 2061-03-16      | 0.9924%  | N/A     | $18625000.00       | $1131414.22        | Agency Collateralized Mortgage Obligation |
| GNMA_21-63                                                | 2061-04-16      | 0.8155%  | N/A     | $26286112.00       | $1389435.56        | Agency Collateralized Mortgage Obligation |
| GNMA_21-77E                                               | 2051-05-20      | 0.0000%  | N/A     | $32216832.00       | $281973.55         | Agency Collateralized Mortgage Obligation |
| GNMA_21-77F                                               | 2051-05-20      | 0.0000%  | N/A     | $51312256.00       | $67375.80          | Agency Collateralized Mortgage Obligation |
| GNMA_21-84                                                | 2061-04-16      | 0.7908%  | N/A     | $12200000.00       | $620079.24         | Agency Collateralized Mortgage Obligation |
| GNMA_21-8S                                                | 2051-01-20      | 2.0000%  | N/A     | $2295000.00        | $134362.77         | Agency Collateralized Mortgage Obligation |
| GNMA_21-97C                                               | 2051-06-20      | 3.0000%  | N/A     | $67833216.00       | $5665942.56        | Agency Collateralized Mortgage Obligation |
| GNMA_21-97C                                               | 2050-10-20      | 3.0000%  | N/A     | $30072832.00       | $1125424.43        | Agency Collateralized Mortgage Obligation |
| GNMA_21-97D                                               | 2051-06-20      | 0.1385%  | N/A     | $12000000.00       | $312658.93         | Agency Collateralized Mortgage Obligation |
| GNMA_21-98F                                               | 2051-06-20      | 3.0000%  | N/A     | $30000000.00       | $3353505.32        | Agency Collateralized Mortgage Obligation |
| GNMA_22-103A                                              | 2052-05-20      | 0.0000%  | N/A     | $53074624.00       | $512729.37         | Agency Collateralized Mortgage Obligation |
| GNMA_22-103F                                              | 2052-06-20      | 0.0000%  | N/A     | $84992000.00       | $47720.20          | Agency Collateralized Mortgage Obligation |
| GNMA_22-120D                                              | 2052-07-20      | 2.4185%  | N/A     | $30500000.00       | $2222541.30        | Agency Collateralized Mortgage Obligation |
| GNMA_22-139D                                              | 2052-08-20      | 0.0500%  | N/A     | $30000000.00       | $46702.45          | Agency Collateralized Mortgage Obligation |
| GNMA_22-153D                                              | 2052-09-20      | 0.0500%  | N/A     | $100000000.00      | $126913.02         | Agency Collateralized Mortgage Obligation |
| GNMA_22-161B                                              | 2052-09-20      | 1.7385%  | N/A     | $85500000.00       | $2136298.33        | Agency Collateralized Mortgage Obligation |
| GNMA_22-163                                               | 2064-07-16      | 0.4328%  | N/A     | $175000000.00      | $6873834.30        | Agency Collateralized Mortgage Obligation |
| GNMA_22-189A                                              | 2052-11-20      | 0.0500%  | N/A     | $117633024.00      | $109248.24         | Agency Collateralized Mortgage Obligation |
| GNMA_22-190E                                              | 2049-02-20      | 2.3183%  | N/A     | $54609408.00       | $4133442.85        | Agency Collateralized Mortgage Obligation |
| GNMA_22-1A                                                | 2052-01-20      | 0.0000%  | N/A     | $143237120.00      | $85300.18          | Agency Collateralized Mortgage Obligation |
| GNMA_22-1C                                                | 2052-01-20      | 0.0000%  | N/A     | $174133248.00      | $155633.08         | Agency Collateralized Mortgage Obligation |
| GNMA_22-2                                                 | 2062-04-16      | 0.8171%  | N/A     | $375000000.00      | $17933278.13       | Agency Collateralized Mortgage Obligation |
| GNMA_22-208A                                              | 2052-12-20      | 0.1000%  | N/A     | $24997888.00       | $17975.45          | Agency Collateralized Mortgage Obligation |
| GNMA_22-212B                                              | 2052-12-20      | 5.0000%  | N/A     | $16308704.00       | $19272859.76       | Agency Collateralized Mortgage Obligation |
| GNMA_22-22H                                               | 2051-09-20      | 3.5000%  | N/A     | $10000000.00       | $5971202.48        | Agency Collateralized Mortgage Obligation |
| GNMA_22-22R                                               | 2050-12-20      | 3.5000%  | N/A     | $714285.00         | $64274.10          | Agency Collateralized Mortgage Obligation |
| GNMA_22-45G                                               | 2052-03-20      | 0.0000%  | N/A     | $29999104.00       | $15573.20          | Agency Collateralized Mortgage Obligation |
| GNMA_22-45T                                               | 2050-05-20      | 0.0000%  | N/A     | $61177216.00       | $606622.95         | Agency Collateralized Mortgage Obligation |
| GNMA_22-63J                                               | 2052-04-20      | 0.1385%  | N/A     | $16525696.00       | $279183.15         | Agency Collateralized Mortgage Obligation |
| GNMA_22-63R                                               | 2050-03-20      | 0.6885%  | N/A     | $25000000.00       | $549919.40         | Agency Collateralized Mortgage Obligation |
| GNMA_22-7                                                 | 2064-02-16      | 0.1000%  | N/A     | $120230528.00      | $544824.00         | Agency Collateralized Mortgage Obligation |
| GNMA_22-81E                                               | 2052-05-20      | 0.0000%  | N/A     | $49999872.00       | $48951.47          | Agency Collateralized Mortgage Obligation |
| GNMA_22-81P                                               | 2048-03-20      | 5.5000%  | N/A     | $46903424.00       | $3335516.44        | Agency Collateralized Mortgage Obligation |
| GNMA_22-92                                                | 2064-02-16      | 0.8081%  | N/A     | $15100000.00       | $783515.59         | Agency Collateralized Mortgage Obligation |
| GNMA_23-101D                                              | 2051-01-20      | 0.0000%  | N/A     | $1170000.00        | $645407.43         | Agency Collateralized Mortgage Obligation |
| GNMA_23-107A                                              | 2053-07-20      | 2.2885%  | N/A     | $100000000.00      | $1945562.02        | Agency Collateralized Mortgage Obligation |
| GNMA_23-115J                                              | 2053-08-20      | 2.9385%  | N/A     | $32691776.00       | $1224840.73        | Agency Collateralized Mortgage Obligation |
| GNMA_23-133A                                              | 2053-09-20      | 6.0000%  | N/A     | $13543456.00       | $16503120.27       | Agency Collateralized Mortgage Obligation |
| GNMA_23-133H                                              | 2053-09-20      | 1.9385%  | N/A     | $115921152.00      | $4464235.42        | Agency Collateralized Mortgage Obligation |
| GNMA_23-133L                                              | 2053-09-20      | 2.0385%  | N/A     | $25514784.00       | $1123911.08        | Agency Collateralized Mortgage Obligation |
| GNMA_23-148J                                              | 2053-10-20      | 6.0000%  | N/A     | $9000000.00        | $10832003.51       | Agency Collateralized Mortgage Obligation |
| GNMA_23-149B                                              | 2053-07-20      | 2.0385%  | N/A     | $71201536.00       | $2892183.31        | Agency Collateralized Mortgage Obligation |
| GNMA_23-152B                                              | 2053-10-20      | 1.9485%  | N/A     | $50396544.00       | $2147089.62        | Agency Collateralized Mortgage Obligation |
| GNMA_23-158B                                              | 2065-06-16      | 0.7629%  | N/A     | $100000000.00      | $5981385.43        | Agency Collateralized Mortgage Obligation |
| GNMA_23-166D                                              | 2053-11-20      | 1.8385%  | N/A     | $50000000.00       | $571930.99         | Agency Collateralized Mortgage Obligation |
| GNMA_23-169C                                              | 2053-11-20      | 2.7385%  | N/A     | $50000000.00       | $1263183.12        | Agency Collateralized Mortgage Obligation |
| GNMA_23-173L                                              | 2053-11-20      | 1.8385%  | N/A     | $56784640.00       | $2636524.92        | Agency Collateralized Mortgage Obligation |
| GNMA_23-182A                                              | 2053-12-20      | 2.0385%  | N/A     | $40000000.00       | $527619.14         | Agency Collateralized Mortgage Obligation |
| GNMA_23-182B                                              | 2053-12-20      | 1.9885%  | N/A     | $25000000.00       | $1262437.65        | Agency Collateralized Mortgage Obligation |
| GNMA_23-182C                                              | 2053-12-20      | 2.0385%  | N/A     | $27777760.00       | $768009.57         | Agency Collateralized Mortgage Obligation |
| GNMA_23-189F                                              | 2053-12-20      | 2.1385%  | N/A     | $100000000.00      | $1371743.93        | Agency Collateralized Mortgage Obligation |
| GNMA_23-20E                                               | 2053-02-20      | 0.0500%  | N/A     | $112956160.00      | $115519.58         | Agency Collateralized Mortgage Obligation |
| GNMA_23-20H                                               | 2053-02-20      | 0.1100%  | N/A     | $5000000.00        | $7582.35           | Agency Collateralized Mortgage Obligation |
| GNMA_23-20H                                               | 2053-02-20      | 0.0600%  | N/A     | $135438336.00      | $115206.91         | Agency Collateralized Mortgage Obligation |
| GNMA_23-27                                                | 2064-07-16      | 1.0021%  | N/A     | $200000000.00      | $13777891.49       | Agency Collateralized Mortgage Obligation |
| GNMA_23-35D                                               | 2053-02-20      | 2.6385%  | N/A     | $17642144.00       | $778441.17         | Agency Collateralized Mortgage Obligation |
| GNMA_23-40M                                               | 2048-12-20      | 4.5000%  | N/A     | $23158240.00       | $1499962.24        | Agency Collateralized Mortgage Obligation |
| GNMA_23-53D                                               | 2053-04-20      | 0.0500%  | N/A     | $96972800.00       | $65485.41          | Agency Collateralized Mortgage Obligation |
| GNMA_23-53P                                               | 2053-04-20      | 0.0500%  | N/A     | $101780800.00      | $107470.37         | Agency Collateralized Mortgage Obligation |
| GNMA_23-63A                                               | 2053-05-20      | 1.8385%  | N/A     | $60452480.00       | $1935372.46        | Agency Collateralized Mortgage Obligation |
| GNMA_23-63H                                               | 2053-05-20      | 0.0500%  | N/A     | $122572800.00      | $109910.61         | Agency Collateralized Mortgage Obligation |
| GNMA_23-71A                                               | 2065-02-16      | 0.7786%  | N/A     | $116691712.00      | $7123291.34        | Agency Collateralized Mortgage Obligation |
| GNMA_23-80C                                               | 2053-06-20      | 6.0000%  | N/A     | $2142320.00        | $2631795.50        | Agency Collateralized Mortgage Obligation |
| GNMA_24-108B                                              | 2054-07-20      | 2.3385%  | N/A     | $75000000.00       | $3683245.20        | Agency Collateralized Mortgage Obligation |
| GNMA_24-108G                                              | 2054-07-20      | 4.8115%  | N/A     | $3552400.00        | $3089342.49        | Agency Collateralized Mortgage Obligation |
| GNMA_24-108G                                              | 2054-07-20      | 2.1885%  | N/A     | $50000000.00       | $2699669.93        | Agency Collateralized Mortgage Obligation |
| GNMA_24-108H                                              | 2054-07-20      | 0.1000%  | N/A     | $42396224.00       | $98144.83          | Agency Collateralized Mortgage Obligation |
| GNMA_24-125C                                              | 2054-08-20      | 2.9885%  | N/A     | $45220096.00       | $1619773.20        | Agency Collateralized Mortgage Obligation |
| GNMA_24-125D                                              | 2064-08-20      | 1.4885%  | N/A     | $75000000.00       | $965814.10         | Agency Collateralized Mortgage Obligation |
| GNMA_24-146A                                              | 2054-09-20      | 1.6885%  | N/A     | $50000000.00       | $2702874.34        | Agency Collateralized Mortgage Obligation |
| GNMA_24-146H                                              | 2054-09-20      | 1.0385%  | N/A     | $60000000.00       | $1891818.05        | Agency Collateralized Mortgage Obligation |
| GNMA_24-146J                                              | 2064-09-20      | 2.3385%  | N/A     | $65730048.00       | $1324111.45        | Agency Collateralized Mortgage Obligation |
| GNMA_24-146N                                              | 2054-09-20      | 2.3385%  | N/A     | $101984896.00      | $3063513.36        | Agency Collateralized Mortgage Obligation |
| GNMA_24-153                                               | 2066-12-16      | 0.9234%  | N/A     | $150000000.00      | $11499540.32       | Agency Collateralized Mortgage Obligation |
| GNMA_24-160D                                              | 2062-09-20      | 1.6585%  | N/A     | $26326208.00       | $262701.75         | Agency Collateralized Mortgage Obligation |
| GNMA_24-160G                                              | 2064-10-20      | 1.8885%  | N/A     | $50441600.00       | $1053614.13        | Agency Collateralized Mortgage Obligation |
| GNMA_24-160K                                              | 2054-10-20      | 1.0885%  | N/A     | $30000000.00       | $1423427.49        | Agency Collateralized Mortgage Obligation |
| GNMA_24-160M                                              | 2054-10-20      | 2.3885%  | N/A     | $22760960.00       | $1753101.84        | Agency Collateralized Mortgage Obligation |
| GNMA_24-160N                                              | 2053-12-20      | 1.7885%  | N/A     | $150000000.00      | $2418708.38        | Agency Collateralized Mortgage Obligation |
| GNMA_24-164H                                              | 2054-10-20      | 1.8385%  | N/A     | $139555328.00      | $6725176.98        | Agency Collateralized Mortgage Obligation |
| GNMA_24-171C                                              | 2054-10-20      | 6.0000%  | N/A     | $33333312.00       | $2573213.73        | Agency Collateralized Mortgage Obligation |
| GNMA_24-181A                                              | 2054-11-20      | 1.0385%  | N/A     | $100000000.00      | $2890586.04        | Agency Collateralized Mortgage Obligation |
| GNMA_24-181B                                              | 2054-11-20      | 1.6385%  | N/A     | $82806528.00       | $1854292.63        | Agency Collateralized Mortgage Obligation |
| GNMA_24-181D                                              | 2054-11-20      | 1.5885%  | N/A     | $50000000.00       | $1981515.54        | Agency Collateralized Mortgage Obligation |
| GNMA_24-181F                                              | 2047-09-20      | 1.3385%  | N/A     | $37044800.00       | $236121.54         | Agency Collateralized Mortgage Obligation |
| GNMA_24-181J                                              | 2045-02-20      | 1.3385%  | N/A     | $60061312.00       | $615522.27         | Agency Collateralized Mortgage Obligation |
| GNMA_24-184N                                              | 2054-11-20      | 1.5885%  | N/A     | $170000000.00      | $6463135.43        | Agency Collateralized Mortgage Obligation |
| GNMA_24-196B                                              | 2054-12-20      | 1.5885%  | N/A     | $100000000.00      | $4049364.06        | Agency Collateralized Mortgage Obligation |
| GNMA_24-196C                                              | 2054-12-20      | 1.6385%  | N/A     | $50000000.00       | $752472.14         | Agency Collateralized Mortgage Obligation |
| GNMA_24-196D                                              | 2064-10-20      | 1.7885%  | N/A     | $121094656.00      | $1920599.35        | Agency Collateralized Mortgage Obligation |
| GNMA_24-196G                                              | 2054-12-20      | 0.9385%  | N/A     | $50000000.00       | $1007051.06        | Agency Collateralized Mortgage Obligation |
| GNMA_24-196H                                              | 2054-12-20      | 2.4385%  | N/A     | $20000000.00       | $1182366.83        | Agency Collateralized Mortgage Obligation |
| GNMA_24-196H                                              | 2054-12-20      | 1.3885%  | N/A     | $40000000.00       | $1429578.21        | Agency Collateralized Mortgage Obligation |
| GNMA_24-196L                                              | 2054-12-20      | 2.9885%  | N/A     | $45988544.00       | $1420164.05        | Agency Collateralized Mortgage Obligation |
| GNMA_24-196M                                              | 2054-01-20      | 2.4185%  | N/A     | $100000000.00      | $2760386.51        | Agency Collateralized Mortgage Obligation |
| GNMA_24-19B                                               | 2054-02-20      | 3.2885%  | N/A     | $55696240.00       | $2937078.11        | Agency Collateralized Mortgage Obligation |
| GNMA_24-19K                                               | 2054-02-20      | 3.3385%  | N/A     | $25000000.00       | $1830616.96        | Agency Collateralized Mortgage Obligation |
| GNMA_24-19K                                               | 2054-02-20      | 1.8885%  | N/A     | $20000000.00       | $724104.51         | Agency Collateralized Mortgage Obligation |
| GNMA_24-19N                                               | 2064-02-20      | 2.2385%  | N/A     | $75000000.00       | $913279.16         | Agency Collateralized Mortgage Obligation |
| GNMA_24-1Q                                                | 2054-01-20      | 2.0885%  | N/A     | $50000000.00       | $2658722.05        | Agency Collateralized Mortgage Obligation |
| GNMA_24-201F                                              | 2054-12-20      | 2.8885%  | N/A     | $114668288.00      | $6168302.40        | Agency Collateralized Mortgage Obligation |
| GNMA_24-30F                                               | 2054-02-20      | 1.5385%  | N/A     | $56000000.00       | $2051246.32        | Agency Collateralized Mortgage Obligation |
| GNMA_24-44C                                               | 2064-03-20      | 1.6585%  | N/A     | $75000000.00       | $913481.85         | Agency Collateralized Mortgage Obligation |
| GNMA_24-44E                                               | 2054-03-20      | 1.6385%  | N/A     | $95000000.00       | $2334843.48        | Agency Collateralized Mortgage Obligation |
| GNMA_24-44J                                               | 2054-03-20      | 2.9885%  | N/A     | $50000000.00       | $3876137.68        | Agency Collateralized Mortgage Obligation |
| GNMA_24-51F                                               | 2054-03-20      | 1.5385%  | N/A     | $170000000.00      | $5553566.10        | Agency Collateralized Mortgage Obligation |
| GNMA_24-58L                                               | 2054-04-20      | 2.2385%  | N/A     | $120000000.00      | $5144256.19        | Agency Collateralized Mortgage Obligation |
| GNMA_24-59B                                               | 2054-04-20      | 0.0500%  | N/A     | $4114048.00        | $4074.56           | Agency Collateralized Mortgage Obligation |
| GNMA_24-59F                                               | 2054-04-20      | 2.3385%  | N/A     | $190106880.00      | $4686154.34        | Agency Collateralized Mortgage Obligation |
| GNMA_24-5B                                                | 2054-01-20      | 6.0000%  | N/A     | $11347152.00       | $878830.43         | Agency Collateralized Mortgage Obligation |
| GNMA_24-78A                                               | 2054-02-20      | 1.5385%  | N/A     | $20000000.00       | $309459.18         | Agency Collateralized Mortgage Obligation |
| GNMA_24-78B                                               | 2064-04-20      | 2.2885%  | N/A     | $50000000.00       | $707687.87         | Agency Collateralized Mortgage Obligation |
| GNMA_24-78E                                               | 2054-05-20      | 0.0500%  | N/A     | $14286848.00       | $13336.48          | Agency Collateralized Mortgage Obligation |
| GNMA_24-78E                                               | 2054-05-20      | 1.5885%  | N/A     | $71627520.00       | $2714317.73        | Agency Collateralized Mortgage Obligation |
| GNMA_24-78J                                               | 2054-05-20      | 3.4885%  | N/A     | $47100928.00       | $3752911.83        | Agency Collateralized Mortgage Obligation |
| GNMA_24-78K                                               | 2054-05-20      | 1.6885%  | N/A     | $50000000.00       | $2016397.40        | Agency Collateralized Mortgage Obligation |
| GNMA_24-88A                                               | 2065-07-16      | 0.8507%  | N/A     | $50471440.00       | $3399279.44        | Agency Collateralized Mortgage Obligation |
| GNMA_24-88B                                               | 2066-02-16      | 0.7702%  | N/A     | $75000000.00       | $4018245.76        | Agency Collateralized Mortgage Obligation |
| GNMA_24-95D                                               | 2054-06-20      | 1.5385%  | N/A     | $100000000.00      | $1134500.22        | Agency Collateralized Mortgage Obligation |
| GNMA_24-95D                                               | 2054-06-20      | 1.5885%  | N/A     | $100000000.00      | $1160172.91        | Agency Collateralized Mortgage Obligation |
| GNMA_24-95H                                               | 2054-06-20      | 1.7385%  | N/A     | $50000000.00       | $585019.77         | Agency Collateralized Mortgage Obligation |
| GNMA_24-95J                                               | 2064-05-20      | 2.4385%  | N/A     | $57500736.00       | $1216279.58        | Agency Collateralized Mortgage Obligation |
| GNMA_24-95N                                               | 2064-05-20      | 1.7385%  | N/A     | $65351680.00       | $1396862.52        | Agency Collateralized Mortgage Obligation |
| GNMA_24-97K                                               | 2054-06-20      | 3.6385%  | N/A     | $39628160.00       | $3114483.01        | Agency Collateralized Mortgage Obligation |
| GNMA_25-114A                                              | 2055-07-20      | 5.5000%  | N/A     | $2885644.00        | $3053978.31        | Agency Collateralized Mortgage Obligation |
| GNMA_25-114B                                              | 2055-07-20      | 0.6385%  | N/A     | $390000000.00      | $3507919.26        | Agency Collateralized Mortgage Obligation |
| GNMA_25-114C                                              | 2055-07-20      | 5.0000%  | N/A     | $1156576.00        | $1177312.24        | Agency Collateralized Mortgage Obligation |
| GNMA_25-114E                                              | 2065-07-20      | 2.2885%  | N/A     | $62648832.00       | $1941177.60        | Agency Collateralized Mortgage Obligation |
| GNMA_25-114F                                              | 2055-07-20      | 1.5385%  | N/A     | $65000000.00       | $2411041.84        | Agency Collateralized Mortgage Obligation |
| GNMA_25-114L                                              | 2055-07-20      | 2.1885%  | N/A     | $58519104.00       | $3244623.99        | Agency Collateralized Mortgage Obligation |
| GNMA_25-122H                                              | 2055-07-20      | 6.0000%  | N/A     | $8000000.00        | $5920665.38        | Agency Collateralized Mortgage Obligation |
| GNMA_25-131A                                              | 2055-08-20      | 0.8385%  | N/A     | $307000000.00      | $6804275.59        | Agency Collateralized Mortgage Obligation |
| GNMA_25-131A                                              | 2055-08-20      | 0.8385%  | N/A     | $2000000000.00     | $21304835.71       | Agency Collateralized Mortgage Obligation |
| GNMA_25-131E                                              | 2055-08-20      | 5.5000%  | N/A     | $2358996.00        | $2492081.75        | Agency Collateralized Mortgage Obligation |
| GNMA_25-131R                                              | 2055-08-20      | 2.8607%  | N/A     | $31375392.00       | $2464148.84        | Agency Collateralized Mortgage Obligation |
| GNMA_25-131R                                              | 2055-08-20      | 1.6385%  | N/A     | $20000000.00       | $986650.50         | Agency Collateralized Mortgage Obligation |
| GNMA_25-131R                                              | 2051-07-20      | 6.0000%  | N/A     | $20183328.00       | $2105165.44        | Agency Collateralized Mortgage Obligation |
| GNMA_25-131R                                              | 2055-08-20      | 3.4885%  | N/A     | $27281160.00       | $2797012.63        | Agency Collateralized Mortgage Obligation |
| GNMA_25-131R                                              | 2055-08-20      | 2.8607%  | N/A     | $58624576.00       | $4062405.76        | Agency Collateralized Mortgage Obligation |
| GNMA_25-131S                                              | 2053-12-20      | 7.0000%  | N/A     | $16775648.00       | $1308897.49        | Agency Collateralized Mortgage Obligation |
| GNMA_25-131V                                              | 2055-08-20      | 0.7385%  | N/A     | $80000000.00       | $1733548.01        | Agency Collateralized Mortgage Obligation |
| GNMA_25-145                                               | 2067-05-16      | 0.5938%  | N/A     | $91400000.00       | $5697049.89        | Agency Collateralized Mortgage Obligation |
| GNMA_25-150B                                              | 2051-07-20      | 6.0000%  | N/A     | $23362496.00       | $2481157.95        | Agency Collateralized Mortgage Obligation |
| GNMA_25-150E                                              | 2055-09-20      | 0.6885%  | N/A     | $1500000000.00     | $38728326.81       | Agency Collateralized Mortgage Obligation |
| GNMA_25-172J                                              | 2055-10-20      | 2.3385%  | N/A     | $57534464.00       | $3198363.72        | Agency Collateralized Mortgage Obligation |
| GNMA_25-174B                                              | 2055-09-20      | 2.3385%  | N/A     | $79452800.00       | $5347936.46        | Agency Collateralized Mortgage Obligation |
| GNMA_25-174B                                              | 2055-09-20      | 2.3385%  | N/A     | $78143744.00       | $8003123.95        | Agency Collateralized Mortgage Obligation |
| GNMA_25-174E                                              | 2055-10-20      | 1.7385%  | N/A     | $50000000.00       | $1905660.08        | Agency Collateralized Mortgage Obligation |
| GNMA_25-174F                                              | 2055-10-20      | 1.0385%  | N/A     | $100000000.00      | $3182134.45        | Agency Collateralized Mortgage Obligation |
| GNMA_25-174G                                              | 2054-05-20      | 5.5000%  | N/A     | $12782848.00       | $2046271.73        | Agency Collateralized Mortgage Obligation |
| GNMA_25-182                                               | 2068-01-16      | 0.8125%  | N/A     | $150000000.00      | $11659901.05       | Agency Collateralized Mortgage Obligation |
| GNMA_25-190D                                              | 2055-11-20      | 3.0385%  | N/A     | $137500000.00      | $7855321.39        | Agency Collateralized Mortgage Obligation |
| GNMA_25-196H                                              | 2065-11-20      | 2.3385%  | N/A     | $157753856.00      | $7621071.57        | Agency Collateralized Mortgage Obligation |
| GNMA_25-1N                                                | 2055-01-20      | 1.5385%  | N/A     | $41396720.00       | $954257.01         | Agency Collateralized Mortgage Obligation |
| GNMA_25-205B                                              | 2055-12-20      | 4.5000%  | N/A     | $9415520.00        | $9176259.99        | Agency Collateralized Mortgage Obligation |
| GNMA_25-26A                                               | 2055-02-20      | 1.5885%  | N/A     | $75000000.00       | $1195724.94        | Agency Collateralized Mortgage Obligation |
| GNMA_25-28A                                               | 2055-02-20      | 0.5885%  | N/A     | $500000000.00      | $4522975.12        | Agency Collateralized Mortgage Obligation |
| GNMA_25-28A                                               | 2054-07-20      | 0.0500%  | N/A     | $99999744.00       | $42340.82          | Agency Collateralized Mortgage Obligation |
| GNMA_25-28B                                               | 2065-02-20      | 2.2885%  | N/A     | $141569024.00      | $3207258.13        | Agency Collateralized Mortgage Obligation |
| GNMA_25-28E                                               | 2055-02-20      | 2.8885%  | N/A     | $35000000.00       | $965877.65         | Agency Collateralized Mortgage Obligation |
| GNMA_25-28J                                               | 2053-11-20      | 1.4385%  | N/A     | $51000000.00       | $2224196.73        | Agency Collateralized Mortgage Obligation |
| GNMA_25-28K                                               | 2054-07-20      | 2.2885%  | N/A     | $56367120.00       | $1696828.27        | Agency Collateralized Mortgage Obligation |
| GNMA_25-28M                                               | 2054-04-20      | 0.1000%  | N/A     | $56995712.00       | $58632.07          | Agency Collateralized Mortgage Obligation |
| GNMA_25-2B                                                | 2054-12-20      | 2.2885%  | N/A     | $50000000.00       | $1447938.55        | Agency Collateralized Mortgage Obligation |
| GNMA_25-2C                                                | 2055-01-20      | 1.5385%  | N/A     | $109573376.00      | $2040341.08        | Agency Collateralized Mortgage Obligation |
| GNMA_25-2F                                                | 2055-01-20      | 1.5885%  | N/A     | $40000000.00       | $1629972.75        | Agency Collateralized Mortgage Obligation |
| GNMA_25-2J                                                | 2055-01-20      | 1.5885%  | N/A     | $50000000.00       | $702994.03         | Agency Collateralized Mortgage Obligation |
| GNMA_25-2P                                                | 2055-01-20      | 2.9385%  | N/A     | $200000000.00      | $6589986.06        | Agency Collateralized Mortgage Obligation |
| GNMA_25-39A                                               | 2065-02-20      | 0.1500%  | N/A     | $104712064.00      | $441237.21         | Agency Collateralized Mortgage Obligation |
| GNMA_25-39P                                               | 2055-02-20      | 0.1157%  | N/A     | $36494912.00       | $161372.21         | Agency Collateralized Mortgage Obligation |
| GNMA_25-41U                                               | 2055-03-20      | 0.8385%  | N/A     | $116666624.00      | $1530801.66        | Agency Collateralized Mortgage Obligation |
| GNMA_25-60D                                               | 2055-03-20      | 0.6885%  | N/A     | $156250000.00      | $1804694.49        | Agency Collateralized Mortgage Obligation |
| GNMA_25-7H                                                | 2055-01-20      | 2.7885%  | N/A     | $84612480.00       | $5926028.19        | Agency Collateralized Mortgage Obligation |
| GNMA_25-83A                                               | 2055-05-20      | 1.4885%  | N/A     | $30000000.00       | $1303225.73        | Agency Collateralized Mortgage Obligation |
| GNMA_25-83A                                               | 2055-05-20      | 5.0000%  | N/A     | $74454144.00       | $77118180.01       | Agency Collateralized Mortgage Obligation |
| GNMA_25-83E                                               | 2055-05-20      | 1.4385%  | N/A     | $135000000.00      | $3921788.43        | Agency Collateralized Mortgage Obligation |
| GNMA_25-83J                                               | 2055-05-20      | 0.5885%  | N/A     | $200000000.00      | $2014789.44        | Agency Collateralized Mortgage Obligation |
| GNMA_25-83K                                               | 2055-05-20      | 0.5385%  | N/A     | $200000000.00      | $1918931.67        | Agency Collateralized Mortgage Obligation |
| GNMA_25-98B                                               | 2055-06-20      | 0.6385%  | N/A     | $650000000.00      | $5812608.88        | Agency Collateralized Mortgage Obligation |
| GNMA_25-98D                                               | 2053-01-20      | 1.4385%  | N/A     | $42105680.00       | $1175480.25        | Agency Collateralized Mortgage Obligation |
| GNMA_25-98K                                               | 2055-05-20      | 2.1385%  | N/A     | $32891328.00       | $1797944.56        | Agency Collateralized Mortgage Obligation |
| GNMA_25-98P                                               | 2065-06-20      | 1.5385%  | N/A     | $55000000.00       | $1313900.22        | Agency Collateralized Mortgage Obligation |
| GNMA_26-21                                                | 2068-01-16      | 0.8904%  | N/A     | $150000000.00      | $11934234.21       | Agency Collateralized Mortgage Obligation |
| GNMA_26-28A                                               | 2056-02-20      | 5.5000%  | N/A     | $72028672.00       | $71917043.56       | Agency Collateralized Mortgage Obligation |
| GNMA_26-28B                                               | 2056-01-20      | 4.5000%  | N/A     | $9710944.00        | $9639520.01        | Agency Collateralized Mortgage Obligation |
| GNMA_26-28D                                               | 2056-02-20      | 5.5000%  | N/A     | $11235696.00       | $11236114.22       | Agency Collateralized Mortgage Obligation |
| GNMA_26-28E                                               | 2056-01-20      | 4.5000%  | N/A     | $564779.00         | $542535.74         | Agency Collateralized Mortgage Obligation |
| GNMA_26-28E                                               | 2056-01-20      | 5.5000%  | N/A     | $21177920.00       | $21162422.46       | Agency Collateralized Mortgage Obligation |
| GNMA_26-28F                                               | 2055-11-20      | 5.5000%  | N/A     | $1399240.00        | $1397072.89        | Agency Collateralized Mortgage Obligation |
| GNMA_26-28G                                               | 2056-02-20      | 2.0144%  | N/A     | $100000000.00      | $4558200.00        | Agency Collateralized Mortgage Obligation |
| GNMA_26-28G                                               | 2056-02-20      | 1.4144%  | N/A     | $41600704.00       | $1384138.62        | Agency Collateralized Mortgage Obligation |
| GNMA_26-28G                                               | 2056-02-20      | 5.5000%  | N/A     | $129686272.00      | $129374405.33      | Agency Collateralized Mortgage Obligation |
| GNMA_26-28H                                               | 2056-02-20      | 1.3878%  | N/A     | $86768512.00       | $2158540.27        | Agency Collateralized Mortgage Obligation |
| GNMA_26-28J                                               | 2056-02-20      | 0.6124%  | N/A     | $125000000.00      | $1751125.00        | Agency Collateralized Mortgage Obligation |
| GNMA_26-28J                                               | 2056-02-20      | 0.6504%  | N/A     | $204500000.00      | $2938869.50        | Agency Collateralized Mortgage Obligation |
| GNMA_26-28L                                               | 2056-01-20      | 0.8415%  | N/A     | $100000000.00      | $1995300.00        | Agency Collateralized Mortgage Obligation |
| GNMA_26-28P                                               | 2056-02-20      | 5.5000%  | N/A     | $49650080.00       | $49530682.59       | Agency Collateralized Mortgage Obligation |
| GNMA_26-28P                                               | 2056-02-20      | 2.0144%  | N/A     | $100000000.00      | $4360800.00        | Agency Collateralized Mortgage Obligation |
| GNMA_26-42                                                | 2068-05-16      | 0.0000%  | N/A     | $150000000.00      | $12263897.10       | Agency Collateralized Mortgage Obligation |
| GNMA_26-42                                                | 2055-12-16      | 4.5000%  | N/A     | $4628000.00        | $4451529.73        | Agency Collateralized Mortgage Obligation |
| GNMA_26-5C                                                | 2056-01-20      | 1.8885%  | N/A     | $70142592.00       | $4228824.50        | Agency Collateralized Mortgage Obligation |
| GNMA_26-5D                                                | 2056-01-20      | 0.5885%  | N/A     | $100000000.00      | $2392311.06        | Agency Collateralized Mortgage Obligation |
| GNMA_26-5E                                                | 2056-01-20      | 3.0000%  | N/A     | $6435992.00        | $4600074.22        | Agency Collateralized Mortgage Obligation |
| GNMA_26-5G                                                | 2056-01-20      | 4.5000%  | N/A     | $2696324.00        | $2388718.66        | Agency Collateralized Mortgage Obligation |
| GNMA_26-5H                                                | 2055-12-20      | 5.5000%  | N/A     | $52399104.00       | $52210508.89       | Agency Collateralized Mortgage Obligation |
| GNMA_26-5H                                                | 2056-01-20      | 5.5000%  | N/A     | $35859328.00       | $35788054.01       | Agency Collateralized Mortgage Obligation |
| GNMA_26-5K                                                | 2056-01-20      | 4.0000%  | N/A     | $12896512.00       | $12271311.74       | Agency Collateralized Mortgage Obligation |
| GNMA_26-5L                                                | 2055-12-20      | 4.5000%  | N/A     | $19900576.00       | $19628042.90       | Agency Collateralized Mortgage Obligation |
| GNMA_41-97K                                               | 2054-12-20      | 2.3885%  | N/A     | $100000000.00      | $5800496.57        | Agency Collateralized Mortgage Obligation |
| GNMA_51-71J                                               | 2055-10-20      | 2.3385%  | N/A     | $200000000.00      | $12166301.87       | Agency Collateralized Mortgage Obligation |
| GNR_21-19                                                 | 2051-01-20      | 0.0000%  | N/A     | $8691216.00        | $148601.89         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                          | 2059-05-16      | 0.6301%  | N/A     | $119626240.00      | $1056398.74        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                          | 2060-04-16      | 0.6581%  | N/A     | $90340096.00       | $995440.77         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                          | 2059-05-16      | 0.5966%  | N/A     | $114434080.00      | $1153339.05        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                          | 2059-07-16      | 0.7054%  | N/A     | $120451200.00      | $1050284.16        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                          | 2058-05-16      | 0.7956%  | N/A     | $85872384.00       | $708275.57         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                          | 2056-10-16      | 0.6105%  | N/A     | $205095424.00      | $703228.97         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSICATION GNR_16-35         | 2058-03-16      | 0.7390%  | N/A     | $55340544.00       | $280002.68         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_08-28       | 2049-10-16      | 2.6694%  | N/A     | $101561000.00      | $110761.82         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-106      | 2040-08-20      | 4.7500%  | N/A     | $51993088.00       | $8833174.68        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-115      | 2040-09-20      | 1.6183%  | N/A     | $106421600.00      | $380792.35         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_12-79       | 2053-03-16      | 0.4047%  | N/A     | $5758976.00        | $5062.73           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_13-96       | 2054-10-16      | 0.0509%  | N/A     | $158089216.00      | $38249.96          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-138      | 2059-10-16      | 0.6383%  | N/A     | $88723072.00       | $1169307.62        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-119      | 2060-05-16      | 0.6837%  | N/A     | $25344320.00       | $216754.62         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-3        | 2059-05-16      | 0.6040%  | N/A     | $62400000.00       | $598271.86         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-173      | 2050-11-20      | 2.5000%  | N/A     | $64143200.00       | $5369364.93        | Agency Collateralized Mortgage Obligation |
| SLST_SL-203                                               | 2060-04-26      | 6.5000%  | N/A     | $100425088.00      | $86239084.76       | Agency Collateralized Mortgage Obligation |

### Security 155: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: BYDY244P7
- **C.18 - Value (incl. sponsor support):** $675000000.00
- **C.18.a - Value (excl. sponsor support):** $675000000.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-07-28
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-04-15      | 0.1250%  | N/A     | $65900000.00       | $74973009.91       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 3.7500%  | N/A     | $419688300.00      | $425454098.44      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 3.8750%  | N/A     | $2904500.00        | $2961104.08        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-02-15      | 0.0000%  | N/A     | $141.66            | $103.52            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 3.5000%  | N/A     | $41391700.00       | $41879108.99       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-11-15      | 0.0000%  | N/A     | $20.64             | $13.84             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 1.6250%  | N/A     | $11958000.00       | $13358599.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-15      | 2.1250%  | N/A     | $2195200.00        | $2392119.49        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 2.7500%  | N/A     | $50000000.00       | $50005602.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.5000%  | N/A     | $32932600.00       | $33400969.97       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 3.5000%  | N/A     | $1147500.00        | $1164314.41        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-15      | 0.0000%  | N/A     | $0.18              | $0.16              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-15      | 1.1250%  | N/A     | $100.00            | $100.74            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-26      | 0.0000%  | N/A     | $1766300.00        | $1750827.21        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.8750%  | N/A     | $40000000.00       | $40535942.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-09      | 0.0000%  | N/A     | $1300.00           | $1294.63           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 1.2500%  | N/A     | $100.00            | $98.28             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-05-15      | 0.0000%  | N/A     | $2300000.00        | $622782.50         | U.S. Treasuries (including strips) |

### Security 156: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYDZ0X2C3
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2030-04-15      | 1.6250%  | N/A     | $731653100.00      | $765000013.79      | U.S. Treasuries (including strips) |

### Security 157: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYJ0454D7
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2047-05-15      | 3.0000%  | N/A     | $64814900.00       | $50999460.47       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 0.0000%  | N/A     | $600.00            | $551.93            | U.S. Treasuries (including strips) |

### Security 158: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYJ0454E5
- **C.18 - Value (incl. sponsor support):** $527000000.00
- **C.18.a - Value (excl. sponsor support):** $527000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2035-09-01      | 4.2190%  | N/A     | $70533000.00       | $70780010.52       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2035-10-01      | 6.3740%  | N/A     | $120195966.00      | $300780.35         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2031-05-01      | 2.5000%  | N/A     | $846322.00         | $31889.28          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                           | 2047-07-01      | 4.5000%  | N/A     | $45929120.00       | $8404916.33        | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                           | 2047-12-01      | 3.5000%  | N/A     | $12200000.00       | $2953515.98        | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                           | 2042-10-01      | 3.5000%  | N/A     | $3463216.00        | $623562.70         | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                           | 2041-06-01      | 5.5000%  | N/A     | $3000000.00        | $408814.04         | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                           | 2032-10-01      | 3.5000%  | N/A     | $1515162.00        | $359692.66         | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                           | 2049-02-01      | 4.0000%  | N/A     | $31770000.00       | $9036258.84        | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                           | 2037-12-01      | 5.5000%  | N/A     | $51871424.00       | $460768.42         | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                           | 2048-03-01      | 3.5000%  | N/A     | $50000.00          | $15111.69          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                           | 2034-01-01      | 3.0000%  | N/A     | $1300000.00        | $169562.76         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2058-02-15      | 5.5500%  | N/A     | $26127.00          | $26944.11          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-12-15      | 5.4000%  | N/A     | $440810.00         | $465967.90         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2068-03-15      | 4.6300%  | N/A     | $2562416.00        | $2556347.91        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-02-15      | 4.6300%  | N/A     | $252841.00         | $252139.21         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-11-15      | 5.4000%  | N/A     | $231340.00         | $243464.09         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-12-15      | 5.4000%  | N/A     | $403679.00         | $426717.76         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2039-07-20      | 5.0000%  | N/A     | $390000.00         | $10867.50          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-09-20      | 6.5000%  | N/A     | $3414348.00        | $3558124.46        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-05-20      | 6.0000%  | N/A     | $10000000.00       | $8087151.34        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-02-20      | 5.5000%  | N/A     | $1257458.00        | $1297806.33        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-12-20      | 3.5000%  | N/A     | $356502.00         | $45535.97          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 6.5000%  | N/A     | $1595498.00        | $1663445.66        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-02-20      | 7.0000%  | N/A     | $3456430.00        | $3410219.52        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2033-09-20      | 5.0000%  | N/A     | $68376.00          | $12706.65          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-11-20      | 2.5000%  | N/A     | $73294976.00       | $44623315.23       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-08-20      | 2.5000%  | N/A     | $388252.00         | $237667.41         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2033-08-20      | 4.5000%  | N/A     | $1432328.00        | $192446.65         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2032-05-20      | 3.0000%  | N/A     | $900000.00         | $85630.81          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-12-20      | 5.0000%  | N/A     | $11719248.00       | $11803486.98       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-01-20      | 6.5000%  | N/A     | $2799040.00        | $801209.38         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 6.5000%  | N/A     | $1906942.00        | $1331561.90        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-06-20      | 6.0000%  | N/A     | $1000000.00        | $112730.74         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 7.0000%  | N/A     | $2974184.00        | $3146452.67        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2044-12-20      | 2.5000%  | N/A     | $1147576.00        | $463353.68         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-09-20      | 7.0000%  | N/A     | $1015094.00        | $240144.09         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-05-20      | 6.5000%  | N/A     | $3023660.00        | $2816989.64        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-10-20      | 5.0000%  | N/A     | $101875584.00      | $74437537.78       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-06-20      | 3.0000%  | N/A     | $1400546.00        | $896630.66         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 6.5000%  | N/A     | $1783594.00        | $1002615.71        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 6.5000%  | N/A     | $3577568.00        | $3791236.32        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-02-20      | 7.0000%  | N/A     | $2067216.00        | $2186221.76        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2065-01-20      | 6.5000%  | N/A     | $1555044.00        | $1622973.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 6.5000%  | N/A     | $2236684.00        | $2339027.13        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2038-05-20      | 5.0000%  | N/A     | $67124.00          | $32561.14          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-04-20      | 3.5000%  | N/A     | $85000.00          | $61355.26          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 7.5000%  | N/A     | $1337818.00        | $1383268.97        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2042-08-20      | 3.5000%  | N/A     | $275000.00         | $161435.26         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 6.5000%  | N/A     | $1597612.00        | $1684073.44        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-09-20      | 6.5000%  | N/A     | $1806252.00        | $1888793.53        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-08-20      | 4.5000%  | N/A     | $2500000.00        | $1866794.71        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2035-10-20      | 5.0000%  | N/A     | $3450468.00        | $895971.89         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2033-01-20      | 7.5000%  | N/A     | $93245.00          | $37459.04          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-10-20      | 3.5000%  | N/A     | $500000.00         | $59984.19          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2039-02-20      | 5.0000%  | N/A     | $653723.00         | $9443.72           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2041-03-20      | 5.7500%  | N/A     | $1969418.00        | $101182.75         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-02-20      | 2.5000%  | N/A     | $4500000.00        | $2919507.50        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-06-20      | 3.5000%  | N/A     | $275000.00         | $158807.95         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-12-20      | 5.5000%  | N/A     | $1978332.00        | $1121509.79        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2037-11-20      | 3.0000%  | N/A     | $44041.00          | $28124.82          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2045-04-20      | 3.5000%  | N/A     | $481574.00         | $64522.65          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-12-20      | 5.5000%  | N/A     | $56699.00          | $15410.96          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2034-04-20      | 5.0000%  | N/A     | $149774.00         | $44840.93          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-08-20      | 7.5000%  | N/A     | $1430580.00        | $389527.41         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-11-20      | 5.5000%  | N/A     | $981049.00         | $975834.64         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2045-02-20      | 3.5000%  | N/A     | $14369328.00       | $1934796.83        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-12-20      | 5.0000%  | N/A     | $1477166.00        | $1487785.83        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-09-20      | 6.5000%  | N/A     | $3721184.00        | $3885298.65        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-12-20      | 6.5000%  | N/A     | $4334768.00        | $4647964.02        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-01-20      | 5.5000%  | N/A     | $1336796.00        | $1369213.27        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-01-20      | 5.0000%  | N/A     | $1183203.00        | $1198192.73        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-10-20      | 5.5000%  | N/A     | $159079168.00      | $129943976.16      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-11-20      | 2.5000%  | N/A     | $800000.00         | $534135.20         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-02-20      | 5.0000%  | N/A     | $3191804.00        | $3227823.86        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2043-08-20      | 3.5000%  | N/A     | $4011000.00        | $515316.49         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-09-20      | 7.0000%  | N/A     | $1184062.00        | $1231848.94        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2042-05-20      | 3.5000%  | N/A     | $4250000.00        | $116605.75         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2035-07-20      | 5.5000%  | N/A     | $856160.00         | $526106.58         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2033-09-20      | 6.5000%  | N/A     | $7722077.00        | $47075.92          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2044-12-20      | 4.5000%  | N/A     | $1095836.00        | $660306.10         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2042-12-20      | 3.5000%  | N/A     | $2000000.00        | $169882.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-11-20      | 5.0000%  | N/A     | $77000000.00       | $71501845.04       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-09-20      | 6.5000%  | N/A     | $5681912.00        | $5955883.54        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2035-06-20      | 6.0000%  | N/A     | $2694212.00        | $703504.90         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-10-20      | 7.0000%  | N/A     | $1797868.00        | $1870794.49        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-02-20      | 7.0000%  | N/A     | $4206936.00        | $4490540.52        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-02-20      | 7.0000%  | N/A     | $1139144.00        | $314531.42         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-04-20      | 6.0000%  | N/A     | $240000.00         | $128420.82         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 6.5000%  | N/A     | $1011526.00        | $1059140.75        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-09-20      | 6.5000%  | N/A     | $2179764.00        | $2268578.53        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2065-05-20      | 6.0000%  | N/A     | $2330104.00        | $1530639.63        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2045-02-01      | 2.0000%  | N/A     | $183586.00         | $54802.71          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-12-20      | 5.0000%  | N/A     | $3309752.00        | $3332908.07        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-05-20      | 6.5000%  | N/A     | $2741036.00        | $2637599.85        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-02-20      | 7.0000%  | N/A     | $1235678.00        | $852722.37         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-12-20      | 5.0000%  | N/A     | $4320496.00        | $4357054.35        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-05-20      | 6.5000%  | N/A     | $1863130.00        | $1737335.17        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-05-20      | 6.5000%  | N/A     | $2765490.00        | $2448079.06        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-12-20      | 3.0000%  | N/A     | $109000.00         | $73529.16          | Agency Mortgage-Backed Securities |

### Security 159: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYJ0454F2
- **C.18 - Value (incl. sponsor support):** $186000000.00
- **C.18.a - Value (excl. sponsor support):** $186000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2030-07-31      | 4.0000%  | N/A     | $185418600.00      | $189720019.56      | U.S. Treasuries (including strips) |

### Security 160: MUFG Securities Americas, Inc.

- **C.1 - Title:** MUFG Securities Americas, Inc.
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: BYJ0466L5
- **C.18 - Value (incl. sponsor support):** $140000000.00
- **C.18.a - Value (excl. sponsor support):** $140000000.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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:** Fitch: F1; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-09-30      | 1.6250%  | N/A     | $168200.00         | $167342.08         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 1.7500%  | N/A     | $46700.00          | $46125.96          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-31      | 0.7500%  | N/A     | $261100.00         | $261207.22         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 2.7500%  | N/A     | $19950300.00       | $19784495.15       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 2.2500%  | N/A     | $77929600.00       | $49053243.11       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 4.8750%  | N/A     | $381900.00         | $395944.76         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 1.5000%  | N/A     | $1700.00           | $1619.30           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-30      | 3.7500%  | N/A     | $8399700.00        | $8466216.86        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-23      | 0.0000%  | N/A     | $3000000.00        | $2965260.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 4.1250%  | N/A     | $4044100.00        | $4135136.05        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 3.3750%  | N/A     | $20213200.00       | $20348467.96       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.7500%  | N/A     | $17956800.00       | $18120894.39       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-15      | 3.7500%  | N/A     | $8221200.00        | $8335178.45        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-05-15      | 1.2500%  | N/A     | $21392800.00       | $10718887.26       | U.S. Treasuries (including strips) |

### Security 161: MUFG Securities Americas, Inc.

- **C.1 - Title:** MUFG Securities Americas, Inc.
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: BYJ0467M2
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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:** Fitch: F1; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA_18-113D                                        | 2048-08-20      | 0.0000%  | N/A     | $100000000.00      | $267282.83         | Agency Collateralized Mortgage Obligation |
| GNMA_19-70K                                         | 2049-06-20      | 2.3183%  | N/A     | $67574912.00       | $1846529.36        | Agency Collateralized Mortgage Obligation |
| GNMA_20-129G                                        | 2050-09-20      | 2.5000%  | N/A     | $54105600.00       | $4284600.16        | Agency Collateralized Mortgage Obligation |
| GNMA_20-149J                                        | 2050-10-20      | 0.0000%  | N/A     | $25080384.00       | $385191.77         | Agency Collateralized Mortgage Obligation |
| GNMA_20-151                                         | 2050-10-20      | 3.0000%  | N/A     | $103333248.00      | $8817666.03        | Agency Collateralized Mortgage Obligation |
| GNMA_20-167G                                        | 2050-11-20      | 2.5000%  | N/A     | $74562944.00       | $6656028.36        | Agency Collateralized Mortgage Obligation |
| GNMA_20-183H                                        | 2050-12-20      | 0.0000%  | N/A     | $33213280.00       | $249009.73         | Agency Collateralized Mortgage Obligation |
| GNMA_20-187B                                        | 2050-12-20      | 3.0000%  | N/A     | $27957280.00       | $3039820.07        | Agency Collateralized Mortgage Obligation |
| GNMA_21-156C                                        | 2051-09-20      | 2.5183%  | N/A     | $74307200.00       | $4596143.00        | Agency Collateralized Mortgage Obligation |
| GNMA_21-199G                                        | 2051-11-20      | 3.0000%  | N/A     | $20976000.00       | $1885725.66        | Agency Collateralized Mortgage Obligation |
| GNMA_21-225G                                        | 2051-12-20      | 3.0000%  | N/A     | $48280384.00       | $4563298.10        | Agency Collateralized Mortgage Obligation |
| GNMA_21-228C                                        | 2051-12-20      | 3.0000%  | N/A     | $28000000.00       | $2148032.46        | Agency Collateralized Mortgage Obligation |
| GNMA_21-58A                                         | 2051-02-20      | 3.0000%  | N/A     | $66333312.00       | $4863520.85        | Agency Collateralized Mortgage Obligation |
| GNMA_22-136D                                        | 2052-08-20      | 2.3385%  | N/A     | $40000000.00       | $2828354.65        | Agency Collateralized Mortgage Obligation |
| GNMA_22-154C                                        | 2052-09-20      | 2.2885%  | N/A     | $13509072.00       | $926742.46         | Agency Collateralized Mortgage Obligation |
| GNMA_22-204F                                        | 2052-04-20      | 3.5000%  | N/A     | $70346368.00       | $7255156.80        | Agency Collateralized Mortgage Obligation |
| GNMA_23-57B                                         | 2053-04-20      | 2.5385%  | N/A     | $56262272.00       | $4046010.98        | Agency Collateralized Mortgage Obligation |
| GNMA_24-125G                                        | 2054-08-20      | 2.3385%  | N/A     | $62421376.00       | $4344648.90        | Agency Collateralized Mortgage Obligation |
| GNMA_24-137B                                        | 2054-08-20      | 2.5385%  | N/A     | $70476160.00       | $4237149.54        | Agency Collateralized Mortgage Obligation |
| GNMA_24-146G                                        | 2054-09-20      | 1.6685%  | N/A     | $18500000.00       | $830713.24         | Agency Collateralized Mortgage Obligation |
| GNMA_24-155C                                        | 2054-09-20      | 2.4885%  | N/A     | $53191488.00       | $3250951.90        | Agency Collateralized Mortgage Obligation |
| GNMA_24-1D                                          | 2054-01-20      | 2.1385%  | N/A     | $90448512.00       | $2324653.96        | Agency Collateralized Mortgage Obligation |
| GNMA_24-43D                                         | 2054-03-20      | 1.6585%  | N/A     | $75000000.00       | $1897931.54        | Agency Collateralized Mortgage Obligation |
| GNMA_24-44J                                         | 2054-03-20      | 2.9885%  | N/A     | $78061000.00       | $6051503.65        | Agency Collateralized Mortgage Obligation |
| GNMA_24-51F                                         | 2054-03-20      | 2.1885%  | N/A     | $24679500.00       | $1069999.05        | Agency Collateralized Mortgage Obligation |
| GNMA_24-51Q                                         | 2054-03-20      | 3.4885%  | N/A     | $60000000.00       | $2248769.72        | Agency Collateralized Mortgage Obligation |
| GNMA_24-64C                                         | 2054-04-20      | 2.2385%  | N/A     | $25000000.00       | $1131624.10        | Agency Collateralized Mortgage Obligation |
| GNMA_24-77F                                         | 2054-05-20      | 1.4885%  | N/A     | $50000000.00       | $1197104.33        | Agency Collateralized Mortgage Obligation |
| GNMA_25-114K                                        | 2055-07-20      | 1.4885%  | N/A     | $85547648.00       | $2902753.22        | Agency Collateralized Mortgage Obligation |
| GNMA_25-116Q                                        | 2055-07-20      | 2.2385%  | N/A     | $76237056.00       | $4287622.72        | Agency Collateralized Mortgage Obligation |
| GNMA_25-155D                                        | 2055-09-20      | 2.3885%  | N/A     | $50000000.00       | $4394236.83        | Agency Collateralized Mortgage Obligation |
| GNMA_25-1Q                                          | 2055-01-20      | 2.2885%  | N/A     | $16999999.00       | $1559689.61        | Agency Collateralized Mortgage Obligation |
| GNMA_25-60A                                         | 2055-03-20      | 2.2885%  | N/A     | $56307520.00       | $4453140.34        | Agency Collateralized Mortgage Obligation |
| GNMA_25-84G                                         | 2055-05-20      | 1.4385%  | N/A     | $70000000.00       | $3412061.56        | Agency Collateralized Mortgage Obligation |
| GNMA_26-10J                                         | 2056-01-20      | 5.5000%  | N/A     | $27619552.00       | $4357132.30        | Agency Collateralized Mortgage Obligation |
| GNMA_26-2E                                          | 2056-01-20      | 6.0000%  | N/A     | $19214272.00       | $3308481.79        | Agency Collateralized Mortgage Obligation |
| GNMA_26-4C                                          | 2056-01-20      | 2.0385%  | N/A     | $76280576.00       | $5572012.09        | Agency Collateralized Mortgage Obligation |
| GNMA_26-4K                                          | 2056-01-20      | 1.4385%  | N/A     | $100000000.00      | $4439256.57        | Agency Collateralized Mortgage Obligation |
| GNMA_26-8H                                          | 2056-01-20      | 2.0385%  | N/A     | $62788880.00       | $4260360.86        | Agency Collateralized Mortgage Obligation |
| GNMA_51-71N                                         | 2055-10-20      | 1.0385%  | N/A     | $75000000.00       | $2507280.51        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1          | 2049-07-15      | 4.0000%  | N/A     | $830000.00         | $107542.93         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1          | 2047-02-15      | 3.0000%  | N/A     | $825000.00         | $352467.05         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2053-03-20      | 4.0000%  | N/A     | $110000.00         | $83903.25          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2040-07-20      | 6.0000%  | N/A     | $1005214.00        | $15861.95          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2052-10-20      | 4.5000%  | N/A     | $840534.00         | $640264.96         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2054-09-20      | 4.5000%  | N/A     | $877999.00         | $817325.44         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2051-11-20      | 2.0000%  | N/A     | $500000.00         | $298239.09         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2050-03-20      | 2.5000%  | N/A     | $3319052.00        | $286906.47         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2050-02-20      | 6.0000%  | N/A     | $1122000.00        | $114791.44         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2050-03-20      | 6.0000%  | N/A     | $239000.00         | $47402.05          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2054-11-20      | 5.0000%  | N/A     | $5000.00           | $4642.98           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2049-02-20      | 3.5000%  | N/A     | $140000.00         | $14334.58          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2052-01-20      | 4.0000%  | N/A     | $75000.00          | $50530.96          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2037-07-20      | 6.0000%  | N/A     | $290000.00         | $2911.75           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2047-09-20      | 3.0000%  | N/A     | $2085000.00        | $301086.99         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2048-04-20      | 6.0000%  | N/A     | $25000.00          | $2345.70           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2038-08-20      | 6.5000%  | N/A     | $391729.00         | $4146.49           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2048-04-20      | 4.0000%  | N/A     | $558760.00         | $16666.72          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2054-10-20      | 6.0000%  | N/A     | $10000000.00       | $6315622.18        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2050-11-20      | 2.0000%  | N/A     | $532000.00         | $252227.42         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2036-06-20      | 6.0000%  | N/A     | $40090.00          | $419.94            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2048-03-20      | 3.5000%  | N/A     | $483000.00         | $56977.79          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2051-07-20      | 1.5000%  | N/A     | $43923.00          | $26406.78          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2047-04-20      | 4.0000%  | N/A     | $100000.00         | $8840.51           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2053-05-20      | 3.0000%  | N/A     | $10280.00          | $7000.54           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2039-02-20      | 6.0000%  | N/A     | $16000.00          | $50.68             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2046-05-20      | 5.5000%  | N/A     | $75000.00          | $6819.72           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2033-03-20      | 3.5000%  | N/A     | $472085.00         | $80008.95          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2047-12-20      | 3.5000%  | N/A     | $320000.00         | $39275.93          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2034-04-20      | 6.0000%  | N/A     | $100000.00         | $1121.09           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2048-11-20      | 5.5000%  | N/A     | $353683.00         | $31103.80          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2036-07-20      | 6.0000%  | N/A     | $2481620.00        | $20962.22          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2047-02-20      | 6.0000%  | N/A     | $3900000.00        | $424492.59         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2047-07-20      | 4.5000%  | N/A     | $1420000.00        | $125154.68         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2036-10-20      | 6.0000%  | N/A     | $296999.00         | $2651.78           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2053-05-20      | 5.0000%  | N/A     | $10000000.00       | $8010649.28        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2039-08-20      | 6.0000%  | N/A     | $14999.00          | $113.51            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2032-03-20      | 6.0000%  | N/A     | $60000.00          | $184.62            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2053-07-20      | 5.0000%  | N/A     | $600000.00         | $494647.62         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2050-11-20      | 2.5000%  | N/A     | $932568.00         | $369685.51         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2051-02-20      | 2.0000%  | N/A     | $6000.00           | $2997.57           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2045-08-20      | 4.5000%  | N/A     | $2000000.00        | $127642.33         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2040-10-20      | 6.0000%  | N/A     | $56559.00          | $1028.09           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2043-09-20      | 3.5000%  | N/A     | $3515000.00        | $334677.76         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2046-11-20      | 3.0000%  | N/A     | $1500000.00        | $198287.82         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2055-03-20      | 5.5000%  | N/A     | $140000.00         | $112305.11         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2031-12-20      | 6.0000%  | N/A     | $35000.00          | $97.92             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2047-11-20      | 4.0000%  | N/A     | $648577.00         | $69375.20          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2033-10-20      | 6.0000%  | N/A     | $74987.00          | $681.81            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2051-12-20      | 2.0000%  | N/A     | $150000.00         | $90703.66          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2053-01-20      | 6.0000%  | N/A     | $200000.00         | $100999.03         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2036-09-20      | 6.0000%  | N/A     | $418822.00         | $3351.78           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2047-03-20      | 5.5000%  | N/A     | $150000.00         | $15457.36          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2052-02-20      | 2.0000%  | N/A     | $37993000.00       | $23668214.92       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2049-05-20      | 5.5000%  | N/A     | $92000.00          | $7809.49           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2045-11-20      | 4.0000%  | N/A     | $1424000.00        | $111545.60         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2050-10-20      | 2.0000%  | N/A     | $232350720.00      | $107499489.64      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2051-02-20      | 2.0000%  | N/A     | $3221868.00        | $2706592.29        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2050-12-20      | 2.0000%  | N/A     | $600000.00         | $290517.31         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2051-06-20      | 6.0000%  | N/A     | $45000.00          | $18711.78          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2051-03-20      | 2.5000%  | N/A     | $563052.00         | $256307.71         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2050-08-20      | 6.0000%  | N/A     | $29000.00          | $4078.71           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2052-12-20      | 4.5000%  | N/A     | $1610000.00        | $1254370.93        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2053-09-20      | 6.0000%  | N/A     | $6797700.00        | $3851505.91        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2051-05-20      | 6.0000%  | N/A     | $17000.00          | $4923.65           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2048-02-20      | 6.0000%  | N/A     | $359000.00         | $56306.76          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2050-02-20      | 5.5000%  | N/A     | $100000.00         | $22538.97          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2034-08-20      | 6.0000%  | N/A     | $109000.00         | $1090.19           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2054-02-20      | 5.5000%  | N/A     | $3075000.00        | $2253764.90        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2046-04-20      | 5.5000%  | N/A     | $75000.00          | $6331.38           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2029-08-20      | 7.5000%  | N/A     | $49152.00          | $42.31             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2050-10-20      | 2.5000%  | N/A     | $500000.00         | $194283.32         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2036-12-20      | 6.0000%  | N/A     | $47801.00          | $30347.24          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2047-08-20      | 3.0000%  | N/A     | $160000.00         | $21268.29          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2050-04-20      | 6.0000%  | N/A     | $83000.00          | $18385.87          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2054-11-20      | 4.5000%  | N/A     | $6411112.00        | $5940526.33        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2049-09-20      | 5.5000%  | N/A     | $98221.00          | $13165.89          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2052-05-20      | 4.5000%  | N/A     | $355000.00         | $256911.07         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2050-01-20      | 4.0000%  | N/A     | $8986.00           | $1216.82           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2054-10-20      | 5.0000%  | N/A     | $195000.00         | $177508.14         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2049-11-20      | 3.5000%  | N/A     | $3500000.00        | $433075.58         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2054-04-20      | 3.5000%  | N/A     | $4472000.00        | $3396727.26        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2052-04-20      | 4.0000%  | N/A     | $431000.00         | $301335.58         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2050-08-20      | 5.5000%  | N/A     | $50000.00          | $11692.23          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2048-03-20      | 5.5000%  | N/A     | $20000.00          | $2275.71           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2051-03-20      | 2.0000%  | N/A     | $18000.00          | $9150.86           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2048-09-20      | 4.5000%  | N/A     | $810000.00         | $61372.02          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2045-07-20      | 3.0000%  | N/A     | $2000000.00        | $216065.28         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2049-08-20      | 6.0000%  | N/A     | $468000.00         | $67160.73          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2036-03-20      | 6.0000%  | N/A     | $43296.00          | $537.04            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2048-01-20      | 5.5000%  | N/A     | $45000.00          | $6854.88           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2056-01-20      | 6.5000%  | N/A     | $2868544.00        | $3018100.16        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-44 | 2048-03-20      | 0.0000%  | N/A     | $148500000.00      | $419680.05         | Agency Collateralized Mortgage Obligation |

### Security 162: Mizuho Securities USA LLC

- **C.1 - Title:** Mizuho Securities USA LLC
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: BRWXLLU75
- **C.18 - Value (incl. sponsor support):** $2100000000.00
- **C.18.a - Value (excl. sponsor support):** $2100000000.00
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-04-03
- **C.13 - Final Legal Maturity Date:** 2026-04-03
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FESB MTG TR 2018-SB56          X1-AR  20380825 FLT     | 2038-08-25      | 0.3870%  | N/A     | $68497124.00       | $147005.63         | Agency Collateralized Mortgage Obligation |
| FESB MTG TR 2018-SB56          X1-RC  20380825 FLT     | 2038-08-25      | 0.2910%  | N/A     | $76718426.00       | $387318.23         | Agency Collateralized Mortgage Obligation |
| FESB MTG TR 2018-SB56          X1-SA  20381125 FLT     | 2038-11-25      | 0.3602%  | N/A     | $143846917.00      | $346492.09         | Agency Collateralized Mortgage Obligation |
| FGRA 03451S 02/15/37                                   | 2037-02-15      | 2.2573%  | N/A     | $2000000.00        | $585.00            | Agency Collateralized Mortgage Obligation |
| FGRA 04104S 09/15/42                                   | 2042-09-15      | 2.3273%  | N/A     | $21428571.00       | $376604.17         | Agency Collateralized Mortgage Obligation |
| FGRA 3667SB 05/15/40                                   | 2040-05-15      | 2.6773%  | N/A     | $5000000.00        | $1724.66           | Agency Collateralized Mortgage Obligation |
| FGRA 3967SK 12/15/41                                   | 2041-12-15      | 2.6773%  | N/A     | $81740982.00       | $438213.09         | Agency Collateralized Mortgage Obligation |
| FGRA 4091ES 08/15/42                                   | 2042-08-15      | 2.7773%  | N/A     | $22372053.00       | $479676.46         | Agency Collateralized Mortgage Obligation |
| FGRA 4161SP 02/15/43                                   | 2043-02-15      | 2.3773%  | N/A     | $20500000.00       | $551719.86         | Agency Collateralized Mortgage Obligation |
| FGRA 4279SA 12/15/43                                   | 2043-12-15      | 2.3273%  | N/A     | $35692773.00       | $381177.63         | Agency Collateralized Mortgage Obligation |
| FGRA 4301SD 07/15/37                                   | 2037-07-15      | 2.3273%  | N/A     | $77000000.00       | $515957.07         | Agency Collateralized Mortgage Obligation |
| FGRA 4351AS 06/15/44                                   | 2044-06-15      | 2.4273%  | N/A     | $50000000.00       | $284173.78         | Agency Collateralized Mortgage Obligation |
| FGRA 4417NS 12/15/43                                   | 2043-12-15      | 0.7043%  | N/A     | $22473927.00       | $75126.56          | Agency Collateralized Mortgage Obligation |
| FGRA 4564SI 04/15/43                                   | 2043-04-15      | 0.2273%  | N/A     | $26456473.00       | $97980.99          | Agency Collateralized Mortgage Obligation |
| FGRA 4584SI 05/15/44                                   | 2044-05-15      | 0.7273%  | N/A     | $4814646.00        | $42730.29          | Agency Collateralized Mortgage Obligation |
| FGRA 4698ES 07/15/47                                   | 2047-07-15      | 0.1773%  | N/A     | $50000000.00       | $362778.33         | Agency Collateralized Mortgage Obligation |
| FGRA 4707SB 08/15/47                                   | 2047-08-15      | 0.1773%  | N/A     | $103816691.00      | $683293.88         | Agency Collateralized Mortgage Obligation |
| FGRA 4795WS 03/15/48                                   | 2048-03-15      | 2.3773%  | N/A     | $21176438.00       | $385083.86         | Agency Collateralized Mortgage Obligation |
| FGRA 4833IM 04/15/44                                   | 2044-04-15      | 0.0500%  | N/A     | $34129268.00       | $11505.50          | Agency Collateralized Mortgage Obligation |
| FGRA 4935AI 03/15/43                                   | 2043-03-15      | 0.0600%  | N/A     | $13906717.00       | $7066.44           | Agency Collateralized Mortgage Obligation |
| FGRA 4935BI 08/15/41                                   | 2041-08-15      | 0.5300%  | N/A     | $8997993.00        | $57439.73          | Agency Collateralized Mortgage Obligation |
| FGRA 4935CI 06/15/42                                   | 2042-06-15      | 0.6500%  | N/A     | $5451206.00        | $40792.61          | Agency Collateralized Mortgage Obligation |
| FGRA 5121TA 09/15/40                                   | 2042-04-15      | 0.4000%  | N/A     | $16135008.00       | $99110.68          | Agency Collateralized Mortgage Obligation |
| FGRA 5121TC 09/15/41                                   | 2044-03-15      | 0.0200%  | N/A     | $9834426.00        | $2533.06           | Agency Collateralized Mortgage Obligation |
| FGRA 5121TD 10/15/41                                   | 2044-08-15      | 0.0500%  | N/A     | $14302766.00       | $12542.42          | Agency Collateralized Mortgage Obligation |
| FGRA 5331TH 08/15/44                                   | 2044-08-15      | 0.0500%  | N/A     | $11538316.00       | $16090.96          | Agency Collateralized Mortgage Obligation |
| FGRA 5352LI 10/15/46                                   | 2046-10-15      | 2.3883%  | N/A     | $14260417.00       | $1380325.06        | Agency Collateralized Mortgage Obligation |
| FGRA 5444IT 11/15/48                                   | 2048-11-15      | 0.1000%  | N/A     | $6237243.00        | $23108.03          | Agency Collateralized Mortgage Obligation |
| FGRA 5444SJ 11/15/48                                   | 2048-11-15      | 2.2273%  | N/A     | $58554444.00       | $4992639.26        | Agency Collateralized Mortgage Obligation |
| FGRA 5444TI 08/15/44                                   | 2044-08-15      | 0.0500%  | N/A     | $29762511.00       | $38033.92          | Agency Collateralized Mortgage Obligation |
| FGRA S17020 11/15/52                                   | 2052-11-15      | 4.5645%  | N/A     | $2624331.00        | $344365.87         | Agency Collateralized Mortgage Obligation |
| FGRM 4010QI 01/15/42                                   | 2042-01-15      | 4.5000%  | N/A     | $92501111.00       | $297984.74         | Agency Collateralized Mortgage Obligation |
| FGRM 4046IM 05/15/42                                   | 2042-05-15      | 4.5000%  | N/A     | $33346994.00       | $270332.08         | Agency Collateralized Mortgage Obligation |
| FGRM 4121MI 10/15/42                                   | 2042-10-15      | 4.0000%  | N/A     | $42374111.00       | $745064.15         | Agency Collateralized Mortgage Obligation |
| FGRM 4215EI 07/15/32                                   | 2032-07-15      | 3.0000%  | N/A     | $62500000.00       | $51244.38          | Agency Collateralized Mortgage Obligation |
| FGRM 4299JI 07/15/43                                   | 2043-07-15      | 4.0000%  | N/A     | $28735375.00       | $23772.54          | Agency Collateralized Mortgage Obligation |
| FGRM 4472WI 05/15/45                                   | 2045-05-15      | 5.0000%  | N/A     | $45430594.00       | $515906.45         | Agency Collateralized Mortgage Obligation |
| FGRM 4524CI 05/15/41                                   | 2041-05-15      | 5.0000%  | N/A     | $33500000.00       | $452442.54         | Agency Collateralized Mortgage Obligation |
| FGRM 4533JI 12/15/45                                   | 2045-12-15      | 5.0000%  | N/A     | $28061628.00       | $549295.61         | Agency Collateralized Mortgage Obligation |
| FGRM 4544AI 11/15/44                                   | 2044-11-15      | 4.0000%  | N/A     | $10062114.00       | $1953221.78        | Agency Collateralized Mortgage Obligation |
| FGRM 4701DI 01/15/36                                   | 2036-01-15      | 5.0000%  | N/A     | $30122470.00       | $636348.49         | Agency Collateralized Mortgage Obligation |
| FGRM 4701EI 04/15/40                                   | 2040-04-15      | 5.0000%  | N/A     | $25803798.00       | $547060.23         | Agency Collateralized Mortgage Obligation |
| FGRM 4733GI 07/15/38                                   | 2038-07-15      | 5.5000%  | N/A     | $6761737.00        | $194572.61         | Agency Collateralized Mortgage Obligation |
| FGRM 4783JI 07/15/33                                   | 2033-07-15      | 3.5000%  | N/A     | $124269272.00      | $243001.11         | Agency Collateralized Mortgage Obligation |
| FGRM 5060DI 04/15/41                                   | 2041-04-15      | 5.0000%  | N/A     | $7685360.00        | $231982.82         | Agency Collateralized Mortgage Obligation |
| FGRM 5394PO 02/15/43                                   | 2043-02-15      | 0.0000%  | N/A     | $5454332.00        | $3236165.03        | Agency Collateralized Mortgage Obligation |
| FHLMC  MSCR TRUST MN3          M-2    20511127 FLT     | 2051-11-27      | 7.6672%  | N/A     | $11000000.00       | $11389058.52       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC  SERIES K-1516     X3     20381025 FLT     | 2038-10-25      | 3.4555%  | N/A     | $7800000.00        | $1932681.40        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC K-512              A-2    20281125 5.00000 | 2028-11-25      | 5.0000%  | N/A     | $10000000.00       | $9519816.27        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SEIRES K-142       X3     20490425 FLT     | 2049-04-25      | 3.0969%  | N/A     | $23700000.00       | $3685340.83        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SEIRES K-F110      AS     20310325 FLT     | 2031-03-25      | 3.9192%  | N/A     | $30000000.00       | $10407175.73       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SEREIES K-102      X3     20461225 FLT     | 2046-12-25      | 1.8915%  | N/A     | $25000000.00       | $1668376.02        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SEREIS K-114       X3     20480825 FLT     | 2048-08-25      | 2.7345%  | N/A     | $10500000.00       | $1065865.80        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES 5083        BX     20501125 FLT     | 2050-11-25      | 5.0033%  | N/A     | $4100000.00        | $2586187.34        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-070       X3     20271225 FLT     | 2027-12-25      | 2.0420%  | N/A     | $13000000.00       | $459871.82         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-094       A-2    20290625 2.90300 | 2029-06-25      | 2.9030%  | N/A     | $41717000.00       | $40742015.77       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-097       X3     20460925 FLT     | 2046-09-25      | 2.0186%  | N/A     | $17926832.00       | $1154413.60        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-105       X3     20480325 FLT     | 2048-03-25      | 1.9184%  | N/A     | $34625000.00       | $2515490.36        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-107       X1     20300125 FLT     | 2030-01-25      | 1.5837%  | N/A     | $65000000.00       | $3397639.01        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-109       X3     20480525 FLT     | 2048-05-25      | 3.3828%  | N/A     | $20000000.00       | $2496919.90        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-110       X3     20480625 FLT     | 2048-06-25      | 3.3749%  | N/A     | $9600000.00        | $1197416.54        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-113       X3     20480525 FLT     | 2048-05-25      | 2.9751%  | N/A     | $108643404.00      | $12726355.04       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-117       A-2    20300825 1.40600 | 2030-08-25      | 1.4060%  | N/A     | $22100000.00       | $19977481.61       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-118       A-2    20300925 1.49300 | 2030-09-25      | 1.4930%  | N/A     | $16400000.00       | $14857010.54       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-119       A-2    20300925 1.56600 | 2030-09-25      | 1.5660%  | N/A     | $14505000.00       | $13180127.80       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-122       X3     20490125 FLT     | 2049-01-25      | 2.6295%  | N/A     | $9700000.00        | $1033458.63        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-128       X3     20490425 FLT     | 2049-04-25      | 2.7806%  | N/A     | $13400000.00       | $1606887.96        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-130       X-3    20480825 FLT     | 2048-08-25      | 3.0964%  | N/A     | $13487621.00       | $1927302.12        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-131       X3     20490925 FLT     | 2049-09-25      | 2.9465%  | N/A     | $20902000.00       | $2853919.07        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-138       X3     20500125 FLT     | 2050-01-25      | 2.9796%  | N/A     | $4493000.00        | $666010.63         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-143       X3     20500425 FLT     | 2050-04-25      | 3.1396%  | N/A     | $7000000.00        | $1107662.64        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-148       X3     20540825 FLT     | 2054-08-25      | 4.1462%  | N/A     | $5300000.00        | $1171265.26        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-150       X3     20541025 FLT     | 2054-10-25      | 4.4352%  | N/A     | $15000000.00       | $3563582.15        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-152       X3     20551125 FLT     | 2055-11-25      | 4.3342%  | N/A     | $9800000.00        | $2318652.94        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-154       A-2    20330125 FLT     | 2033-01-25      | 4.3500%  | N/A     | $34085000.00       | $34747805.53       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-154       X3     20560325 FLT     | 2056-03-25      | 5.1035%  | N/A     | $12000000.00       | $3400090.36        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-163       X3     20570225 FLT     | 2057-02-25      | 5.6872%  | N/A     | $15327418.00       | $5570679.54        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-164       X-3    20570525 FLT     | 2057-05-25      | 5.6736%  | N/A     | $15000000.00       | $5619279.27        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-518       A-2    20290125 FLT     | 2029-01-25      | 5.4000%  | N/A     | $7500000.00        | $7847490.00        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-743       X3     20490625 FLT     | 2049-06-25      | 2.9531%  | N/A     | $9500000.00        | $582709.46         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-748       X3     20500225 FLT     | 2050-02-25      | 2.6910%  | N/A     | $14432000.00       | $1014115.94        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-756       X3     20570725 FLT     | 2057-07-25      | 5.6147%  | N/A     | $5000000.00        | $1281475.48        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-F101      AS     20310127 FLT     | 2031-01-27      | 3.8792%  | N/A     | $30000000.00       | $8318173.06        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-G03       X3     20330725 FLT     | 2033-07-25      | 2.9649%  | N/A     | $7733000.00        | $815857.98         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-G05       X3     20340125 FLT     | 2034-01-25      | 2.6115%  | N/A     | $1625000.00        | $172953.78         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-IR3       A-2    20270825 3.28100 | 2027-08-25      | 3.2810%  | N/A     | $19544000.00       | $19429366.84       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-X04       X-FX   20340125 FLT     | 2034-01-25      | 1.3271%  | N/A     | $19940000.00       | $389550.72         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES Q-025       X      20340227 FLT     | 2034-02-27      | 0.3636%  | N/A     | $324636000.00      | $9893000.62        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES Q-033       X      20350325 FLT     | 2035-03-25      | 0.4437%  | N/A     | $373283616.00      | $11651918.17       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES Q-034       A-PT2  20540725 FLT     | 2054-07-25      | 2.9378%  | N/A     | $500000.00         | $459939.93         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES T-042       A6     20420225 9.50000 | 2042-02-25      | 9.5000%  | N/A     | $128000.00         | $3608.14           | Agency Collateralized Mortgage Obligation |
| FHLMC SCRTT SERIES 2018-2      MA     20571126 3.50000 | 2057-11-26      | 3.5000%  | N/A     | $1011000.00        | $193253.67         | Agency Collateralized Mortgage Obligation |
| FHLMC SCRTT SERIES 2019-2      MA     20580826 3.50000 | 2058-08-26      | 3.5000%  | N/A     | $610000.00         | $192748.91         | Agency Collateralized Mortgage Obligation |
| FLMC REMIC SERIES K-085        A-2    20281025 FLT     | 2028-10-25      | 4.0600%  | N/A     | $25510000.00       | $25773830.08       | Agency Collateralized Mortgage Obligation |
| FLMC REMIC SERIES K-085        X3     20451225 FLT     | 2045-12-25      | 2.3141%  | N/A     | $4265750.00        | $248617.69         | Agency Collateralized Mortgage Obligation |
| FNMA REMIC SERIES 2022-71      IO     20520525 4.50000 | 2052-05-25      | 4.5000%  | N/A     | $44556370.00       | $5454515.37        | Agency Collateralized Mortgage Obligation |
| FNMA REMIC TRUST 2002-26B      A1     20480125 7.00000 | 2048-01-25      | 7.0000%  | N/A     | $49841000.00       | $985345.89         | Agency Collateralized Mortgage Obligation |
| FNMA REMIC TRUST 2003-W1       2A     20421225 FLT     | 2042-12-25      | 5.0446%  | N/A     | $124273360.00      | $2888402.10        | Agency Collateralized Mortgage Obligation |
| FNMA REMIC TRUST 2014-2        AI     20440225 FLT     | 2044-02-25      | 6.0000%  | N/A     | $21709187.00       | $263237.80         | Agency Collateralized Mortgage Obligation |
| FNRA CL006BI R24F006                                   | 2043-07-25      | 2.9114%  | N/A     | $6098639.00        | $863911.45         | Agency Collateralized Mortgage Obligation |
| FNRA CL006SB R24F006                                   | 2054-03-25      | 3.3528%  | N/A     | $63668669.00       | $3209249.30        | Agency Collateralized Mortgage Obligation |
| FNRA CL006ST R24F006                                   | 2047-09-25      | 0.1000%  | N/A     | $17892014.00       | $65101.77          | Agency Collateralized Mortgage Obligation |
| FNRA CL006TS R24F006                                   | 2042-07-25      | 0.5000%  | N/A     | $15645496.00       | $239833.65         | Agency Collateralized Mortgage Obligation |
| FNRA CL009SC R24F009                                   | 2054-03-25      | 2.4387%  | N/A     | $85000000.00       | $2679173.37        | Agency Collateralized Mortgage Obligation |
| FNRA CL015SC R13F015                                   | 2033-03-25      | 0.9051%  | N/A     | $18391622.00       | $3431036.40        | Agency Collateralized Mortgage Obligation |
| FNRA CL022S R21F022                                    | 2051-04-25      | 0.0000%  | N/A     | $10000000.00       | $2580.08           | Agency Collateralized Mortgage Obligation |
| FNRA CL023SC R13F023                                   | 2033-03-25      | 0.9051%  | N/A     | $7025000.00        | $1856279.68        | Agency Collateralized Mortgage Obligation |
| FNRA CL024JS R12F024                                   | 2042-03-25      | 2.6683%  | N/A     | $13150872.00       | $163821.26         | Agency Collateralized Mortgage Obligation |
| FNRA CL026TI R16F026                                   | 2043-01-25      | 0.0000%  | N/A     | $5220322.00        | $25172.83          | Agency Collateralized Mortgage Obligation |
| FNRA CL030SA R25F030                                   | 2055-05-25      | 1.3828%  | N/A     | $200000000.00      | $4601571.80        | Agency Collateralized Mortgage Obligation |
| FNRA CL034LS R15F034                                   | 2045-06-25      | 2.3183%  | N/A     | $120580856.00      | $1871163.90        | Agency Collateralized Mortgage Obligation |
| FNRA CL037SA R24F037                                   | 2054-06-25      | 3.3528%  | N/A     | $50000000.00       | $2297237.82        | Agency Collateralized Mortgage Obligation |
| FNRA CL041T R22F041                                    | 2049-05-25      | 0.0500%  | N/A     | $7193861.00        | $8538.69           | Agency Collateralized Mortgage Obligation |
| FNRA CL042CS R24F042                                   | 2054-07-25      | 3.4128%  | N/A     | $30000000.00       | $1268093.34        | Agency Collateralized Mortgage Obligation |
| FNRA CL043FI R12F043                                   | 2041-07-25      | 3.7817%  | N/A     | $7000000.00        | $4569.81           | Agency Collateralized Mortgage Obligation |
| FNRA CL045SD R18F045                                   | 2044-05-25      | 2.1283%  | N/A     | $41331973.00       | $760797.84         | Agency Collateralized Mortgage Obligation |
| FNRA CL049SG R22F049                                   | 2052-08-25      | 1.6328%  | N/A     | $30000000.00       | $1613441.71        | Agency Collateralized Mortgage Obligation |
| FNRA CL050ST R23F050                                   | 2049-07-25      | 0.1000%  | N/A     | $20341106.00       | $53283.03          | Agency Collateralized Mortgage Obligation |
| FNRA CL050TS R23F050                                   | 2044-04-25      | 0.0500%  | N/A     | $1254090.00        | $1699.48           | Agency Collateralized Mortgage Obligation |
| FNRA CL052PS R12F052                                   | 2042-05-25      | 2.7983%  | N/A     | $104663303.00      | $1119248.92        | Agency Collateralized Mortgage Obligation |
| FNRA CL055SB R21F055                                   | 2061-08-25      | 0.0000%  | N/A     | $184283299.00      | $1785540.28        | Agency Collateralized Mortgage Obligation |
| FNRA CL055SG R18F055                                   | 2048-08-25      | 2.4683%  | N/A     | $58135875.00       | $1200400.78        | Agency Collateralized Mortgage Obligation |
| FNRA CL059TA R20F059                                   | 2042-09-25      | 0.1000%  | N/A     | $10240264.00       | $10232.25          | Agency Collateralized Mortgage Obligation |
| FNRA CL059TB R20F059                                   | 2044-01-25      | 0.6000%  | N/A     | $10176126.00       | $69247.49          | Agency Collateralized Mortgage Obligation |
| FNRA CL061SA R19F061                                   | 2059-11-25      | 2.2683%  | N/A     | $14507222.00       | $724950.49         | Agency Collateralized Mortgage Obligation |
| FNRA CL062IA R24F062                                   | 2054-09-25      | 0.0200%  | N/A     | $92941546.00       | $26489.82          | Agency Collateralized Mortgage Obligation |
| FNRA CL062SQ R19F062                                   | 2059-11-25      | 2.2183%  | N/A     | $10012996.00       | $662671.29         | Agency Collateralized Mortgage Obligation |
| FNRA CL064SA R23F064                                   | 2048-07-25      | 2.3683%  | N/A     | $19429077.00       | $1692391.74        | Agency Collateralized Mortgage Obligation |
| FNRA CL064SA R25F064                                   | 2055-08-25      | 2.8328%  | N/A     | $97987347.00       | $7457854.51        | Agency Collateralized Mortgage Obligation |
| FNRA CL064TI R23F064                                   | 2048-07-25      | 0.0500%  | N/A     | $5118934.00        | $8530.15           | Agency Collateralized Mortgage Obligation |
| FNRA CL070DS R16F070                                   | 2046-10-25      | 2.3183%  | N/A     | $176880174.00      | $2954074.60        | Agency Collateralized Mortgage Obligation |
| FNRA CL071SA R25F071                                   | 2055-09-25      | 2.2328%  | N/A     | $50000000.00       | $2859865.33        | Agency Collateralized Mortgage Obligation |
| FNRA CL071SC R25F071                                   | 2055-09-25      | 1.4828%  | N/A     | $100000000.00      | $2969551.99        | Agency Collateralized Mortgage Obligation |
| FNRA CL085SC R17F085                                   | 2047-11-25      | 2.4183%  | N/A     | $39003748.00       | $687179.42         | Agency Collateralized Mortgage Obligation |
| FNRA CL086IC R24F086                                   | 2054-12-25      | 0.0500%  | N/A     | $93100000.00       | $113535.82         | Agency Collateralized Mortgage Obligation |
| FNRA CL093SI R13F093                                   | 2043-09-25      | 1.3743%  | N/A     | $49800000.00       | $834268.73         | Agency Collateralized Mortgage Obligation |
| FNRA CL096SC R17F096                                   | 2057-12-25      | 2.3183%  | N/A     | $48519741.00       | $1732663.85        | Agency Collateralized Mortgage Obligation |
| FNRA CL096TD R24F096                                   | 2054-12-25      | 0.2500%  | N/A     | $100617472.00      | $378112.17         | Agency Collateralized Mortgage Obligation |
| FNRA CL099IA R24F099                                   | 2055-01-25      | 0.0700%  | N/A     | $41742981.00       | $66191.60          | Agency Collateralized Mortgage Obligation |
| FNRA CL103SD R12F103                                   | 2042-09-25      | 2.2683%  | N/A     | $82285920.00       | $1164473.00        | Agency Collateralized Mortgage Obligation |
| FNRA CL105SM R25F105                                   | 2055-12-25      | 1.2328%  | N/A     | $104372465.00      | $2621099.43        | Agency Collateralized Mortgage Obligation |
| FNRA RC042AS R22F042                                   | 2050-06-25      | 2.3328%  | N/A     | $26210120.00       | $1613154.00        | Agency Collateralized Mortgage Obligation |
| FNRA RC061SE R21F061                                   | 2051-09-25      | 0.0000%  | N/A     | $46500000.00       | $8282.10           | Agency Collateralized Mortgage Obligation |
| FNRA RC105SD R25F105                                   | 2055-12-25      | 1.8828%  | N/A     | $153656187.00      | $8147889.68        | Agency Collateralized Mortgage Obligation |
| FNRA RC109QS R10F109                                   | 2040-10-25      | 13.2470% | N/A     | $18305750.00       | $653879.63         | Agency Collateralized Mortgage Obligation |
| FNRA RC150SL R10F150                                   | 2040-10-25      | 2.6683%  | N/A     | $135801587.00      | $2951.32           | Agency Collateralized Mortgage Obligation |
| FNRM CL006PO R24F006                                   | 2045-04-25      | 0.0000%  | N/A     | $10816174.00       | $6023179.39        | Agency Collateralized Mortgage Obligation |
| FNRM CL009KZ R06F009                                   | 2036-03-25      | 6.0000%  | N/A     | $5000000.00        | $484333.16         | Agency Collateralized Mortgage Obligation |
| FNRM CL009PZ R16F009                                   | 2046-03-25      | 3.5000%  | N/A     | $580734.00         | $718310.65         | Agency Collateralized Mortgage Obligation |
| FNRM CL012NI R22F012                                   | 2045-05-25      | 4.0000%  | N/A     | $22088980.00       | $2452652.35        | Agency Collateralized Mortgage Obligation |
| FNRM CL035IC R13F035                                   | 2033-04-25      | 3.0000%  | N/A     | $24015467.00       | $193365.87         | Agency Collateralized Mortgage Obligation |
| FNRM CL035IE R13F035                                   | 2033-04-25      | 3.0000%  | N/A     | $24874298.00       | $202785.77         | Agency Collateralized Mortgage Obligation |
| FNRM CL045GZ R10F045                                   | 2040-05-25      | 5.0000%  | N/A     | $220000.00         | $94653.38          | Agency Collateralized Mortgage Obligation |
| FNRM CL051PZ R01F051                                   | 2031-10-25      | 6.5000%  | N/A     | $500000.00         | $4330.57           | Agency Collateralized Mortgage Obligation |
| FNRM CL078KI R17F078                                   | 2047-10-25      | 3.5000%  | N/A     | $13304714.00       | $185513.50         | Agency Collateralized Mortgage Obligation |
| FNRM CL081UE R25F081                                   | 2055-10-25      | 5.0000%  | N/A     | $5104783.00        | $3688211.11        | Agency Collateralized Mortgage Obligation |
| FNRM CL096AI R17F096                                   | 2041-08-25      | 4.5000%  | N/A     | $44518053.00       | $644416.60         | Agency Collateralized Mortgage Obligation |
| FNRM CL099UI R12F099                                   | 2042-09-25      | 4.0000%  | N/A     | $23159229.00       | $171756.59         | Agency Collateralized Mortgage Obligation |
| FNRM RC002KO R07W002                                   | 2037-03-25      | 0.0000%  | N/A     | $19777901.00       | $232103.03         | Agency Collateralized Mortgage Obligation |
| FNRM RC006YI R13F006                                   | 2033-02-25      | 3.0000%  | N/A     | $27672262.00       | $155112.83         | Agency Collateralized Mortgage Obligation |
| FNRM RC075IO R21F075                                   | 2051-11-25      | 3.0000%  | N/A     | $78463000.00       | $7140687.42        | Agency Collateralized Mortgage Obligation |
| FNRM RC080EI R20F080                                   | 2050-11-25      | 4.0000%  | N/A     | $64192200.00       | $5526839.55        | Agency Collateralized Mortgage Obligation |
| FNRM RC091IK R20F091                                   | 2043-11-25      | 4.0000%  | N/A     | $22639231.00       | $685101.87         | Agency Collateralized Mortgage Obligation |
| FNRM RC105PO R25F105                                   | 2055-12-25      | 0.0000%  | N/A     | $12804684.00       | $10299061.89       | Agency Collateralized Mortgage Obligation |
| FNRM RC114TE R13F114                                   | 2043-07-25      | 2.2500%  | N/A     | $23062000.00       | $1285017.14        | Agency Collateralized Mortgage Obligation |
| FNRM WL003PO R07W003                                   | 2037-04-25      | 0.0000%  | N/A     | $8074073.00        | $69551.09          | Agency Collateralized Mortgage Obligation |
| FNST TR0427 C55 RC                                     | 2037-08-25      | 1.5000%  | N/A     | $139000000.00      | $4933446.38        | Agency Collateralized Mortgage Obligation |
| FNST TR0428 C27 RC                                     | 2037-11-01      | 1.5000%  | N/A     | $80158597.00       | $2678441.29        | Agency Collateralized Mortgage Obligation |
| FNST TR0440 C46 RC                                     | 2053-10-01      | 4.0000%  | N/A     | $35945000.00       | $6406142.30        | Agency Collateralized Mortgage Obligation |
| FNST TR0440 C56 RC                                     | 2053-11-01      | 5.5000%  | N/A     | $189204201.00      | $25799084.93       | Agency Collateralized Mortgage Obligation |
| FNST TR0440 C59 RC                                     | 2053-11-01      | 6.5000%  | N/A     | $49796960.00       | $5055451.17        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC MSCR TR 2021-MN2   M-2    20410725 FLT     | 2041-07-25      | 7.0172%  | N/A     | $12250000.00       | $9924074.06        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC MSCR TR 2022-MN4   M-2    20520528 FLT     | 2052-05-28      | 10.1672% | N/A     | $12000000.00       | $13211302.14       | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC MSCR TR 2023-MN6   M-2    20430526 FLT     | 2043-05-26      | 10.4172% | N/A     | $11000000.00       | $12531428.07       | Agency Collateralized Mortgage Obligation |
| FREM MTG TR 2019-KF72          C      20261125 FLT     | 2026-11-25      | 9.7937%  | N/A     | $58664060.00       | $15018444.89       | Agency Collateralized Mortgage Obligation |
| FREMF 2022-KF140 MORTGAGE TR   CS     20290725 FLT     | 2029-07-25      | 8.9292%  | N/A     | $70480000.00       | $52434424.55       | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2016-K56          D      20490625 0.00000 | 2049-06-25      | 0.0000%  | N/A     | $61470190.00       | $54432037.66       | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2016-K59          D      20491125 0.00000 | 2049-11-25      | 0.0000%  | N/A     | $7000000.00        | $4372074.00        | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2017-K62          D      20500125 0.00000 | 2050-01-25      | 0.0000%  | N/A     | $108305106.00      | $77327905.59       | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2019-KF65         C      20290725 FLT     | 2029-07-25      | 9.7937%  | N/A     | $62395000.00       | $28703611.69       | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2019-KLU2         B-FX   20290825 0.00000 | 2029-08-25      | 0.0000%  | N/A     | $28913000.00       | $13966567.30       | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2020-KF80         C      20300625 FLT     | 2030-06-25      | 12.7937% | N/A     | $75910000.00       | $15294356.36       | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2020-KF81         C      20270625 FLT     | 2027-06-25      | 12.7937% | N/A     | $67165464.00       | $14702108.13       | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2020-KX04         B-FL   20300325 FLT     | 2030-03-25      | 8.7937%  | N/A     | $19798253.00       | $5893812.59        | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2021-KF108        CS     20310225 FLT     | 2031-02-25      | 9.9292%  | N/A     | $76047000.00       | $12541131.54       | Agency Collateralized Mortgage Obligation |
| FRESB 2023-SB107 MTG TR        X1     20430625 FLT     | 2043-06-25      | 0.1506%  | N/A     | $242892125.00      | $4848025.16        | Agency Collateralized Mortgage Obligation |
| FRESB MORTGAGE TR 2019-SB64    B      20390625 FLT     | 2039-06-25      | 6.1398%  | N/A     | $44262383.00       | $27335285.42       | Agency Collateralized Mortgage Obligation |
| FRESB MORTGAGE TR 2019-SB64    XI     20390625 FLT     | 2039-06-25      | 1.9901%  | N/A     | $155000000.00      | $1344804.04        | Agency Collateralized Mortgage Obligation |
| FRESB MORTGAGE TRUST 2021-SB90 X1     20410625 FLT     | 2041-06-25      | 0.5697%  | N/A     | $145462875.00      | $3038119.15        | Agency Collateralized Mortgage Obligation |
| FRESB MORTGAGE TRUST 2021-SB91 X1     20410825 FLT     | 2041-08-25      | 0.5531%  | N/A     | $72000000.00       | $1646328.44        | Agency Collateralized Mortgage Obligation |
| FRESB MORTGAGE TRUST 2021-SB92 X1     20410825 FLT     | 2041-08-25      | 0.5322%  | N/A     | $171423843.00      | $3732278.78        | Agency Collateralized Mortgage Obligation |
| FRESB MTG 2018-SB54            X1     20380825 FLT     | 2038-08-25      | 0.0000%  | N/A     | $234440144.00      | $202480.09         | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB45         B-RC   20371125 FLT     | 2037-11-25      | 11.6075% | N/A     | $5886000.00        | $1896473.85        | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB45         X1-AR  20371225 FLT     | 2037-12-25      | 0.0000%  | N/A     | $108859383.00      | $52807.53          | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB45         X1-RC  20371125 FLT     | 2037-11-25      | 0.0000%  | N/A     | $66534907.00       | $56778.32          | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB48         X1     20380225 FLT     | 2038-02-25      | 0.2708%  | N/A     | $243903642.00      | $375416.91         | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB49         X1-AR  20380325 FLT     | 2038-03-25      | 0.1812%  | N/A     | $168448788.00      | $376678.56         | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB49         X1-SA  20380425 FLT     | 2038-04-25      | 0.5216%  | N/A     | $79334227.00       | $390045.07         | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB50         X1     20380525 FLT     | 2038-05-25      | 0.0000%  | N/A     | $220277834.00      | $238401.19         | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB52         B-RC   20380625 FLT     | 2038-06-25      | 11.6075% | N/A     | $33961065.00       | $15049636.16       | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB52         X1-RC  20380625 FLT     | 2038-06-25      | 0.0000%  | N/A     | $148083821.00      | $246555.19         | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB52         X1-SA  20380725 FLT     | 2038-07-25      | 0.0000%  | N/A     | $96789390.00       | $83451.82          | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB53         X1     20380625 FLT     | 2038-06-25      | 0.0000%  | N/A     | $256952913.00      | $280889.90         | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB55         X1     20380825 FLT     | 2038-08-25      | 0.0000%  | N/A     | $177390777.00      | $424194.77         | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB57         X1     20380925 FLT     | 2038-09-25      | 0.0000%  | N/A     | $251299455.00      | $420009.56         | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2019-SB58         B      20381125 FLT     | 2038-11-25      | 4.9444%  | N/A     | $62248000.00       | $23194657.62       | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2019-SB62         X1     20390325 FLT     | 2039-03-25      | 1.1233%  | N/A     | $623416713.00      | $7854877.51        | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2019-SB67         X1     20390825 FLT     | 2039-08-25      | 0.0000%  | N/A     | $529411508.00      | $6739551.37        | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2020-SB70         B      20391025 FLT     | 2039-10-25      | 8.2559%  | N/A     | $41272141.00       | $23969445.38       | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2020-SB73         X1     20400225 FLT     | 2040-02-25      | 0.9943%  | N/A     | $299054265.00      | $14033413.38       | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2020-SB75         X1     20400425 FLT     | 2040-04-25      | 0.7542%  | N/A     | $444201323.00      | $12465636.32       | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2020-SB76         X1     20400425 FLT     | 2040-04-25      | 0.0000%  | N/A     | $50000000.00       | $695042.33         | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2020-SB80         X1     20400925 FLT     | 2040-09-25      | 0.0000%  | N/A     | $89500000.00       | $2904060.40        | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2021-SB85         X-1    20410225 FLT     | 2041-02-25      | 0.5025%  | N/A     | $150000000.00      | $3652301.18        | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2021-SB87         X1     20410425 FLT     | 2041-04-25      | 0.6178%  | N/A     | $209249861.00      | $4466627.49        | Agency Collateralized Mortgage Obligation |
| GNRA 2009-008 SC                                       | 2039-02-16      | 2.3259%  | N/A     | $128571429.00      | $320814.95         | Agency Collateralized Mortgage Obligation |
| GNRA 2009-106 SC                                       | 2039-11-20      | 2.5683%  | N/A     | $142784000.00      | $435049.23         | Agency Collateralized Mortgage Obligation |
| GNRA 2010-169 Z                                        | 2040-12-20      | 4.5000%  | N/A     | $4199000.00        | $1222187.61        | Agency Collateralized Mortgage Obligation |
| GNRA 2011-069 SC                                       | 2041-05-20      | 1.5983%  | N/A     | $2855000.00        | $8290.23           | Agency Collateralized Mortgage Obligation |
| GNRA 2011-080 SK                                       | 2041-06-20      | 2.2983%  | N/A     | $167610000.00      | $469350.48         | Agency Collateralized Mortgage Obligation |
| GNRA 2012-084 SH                                       | 2042-07-16      | 2.2759%  | N/A     | $83772143.00       | $2826237.98        | Agency Collateralized Mortgage Obligation |
| GNRA 2012-113 SJ                                       | 2042-01-20      | 2.9683%  | N/A     | $22004881.00       | $1568.74           | Agency Collateralized Mortgage Obligation |
| GNRA 2012-134 PS                                       | 2042-11-20      | 1.2183%  | N/A     | $132412992.00      | $205834.44         | Agency Collateralized Mortgage Obligation |
| GNRA 2013-034 IA                                       | 2038-04-20      | 0.3500%  | N/A     | $22733674.00       | $1009.83           | Agency Collateralized Mortgage Obligation |
| GNRA 2014-003 ST                                       | 2039-07-20      | 2.2183%  | N/A     | $41202319.00       | $93073.39          | Agency Collateralized Mortgage Obligation |
| GNRA 2014-027 SA                                       | 2044-02-16      | 2.3259%  | N/A     | $57270053.00       | $764161.16         | Agency Collateralized Mortgage Obligation |
| GNRA 2014-41 SG                                        | 2044-03-16      | 2.9759%  | N/A     | $30000000.00       | $274922.31         | Agency Collateralized Mortgage Obligation |
| GNRA 2015-020 PS                                       | 2045-02-20      | 1.8183%  | N/A     | $57578855.00       | $566024.50         | Agency Collateralized Mortgage Obligation |
| GNRA 2015-10 W                                         | 2039-07-20      | 6.3319%  | N/A     | $6195173.00        | $653739.74         | Agency Collateralized Mortgage Obligation |
| GNRA 2016-04 S                                         | 2046-01-20      | 1.8683%  | N/A     | $30081589.00       | $327781.42         | Agency Collateralized Mortgage Obligation |
| GNRA 2019-38 AS                                        | 2049-03-20      | 2.2683%  | N/A     | $38282717.00       | $464380.87         | Agency Collateralized Mortgage Obligation |
| GNRA 2020-055 SB                                       | 2050-04-20      | 0.0000%  | N/A     | $30000000.00       | $285634.05         | Agency Collateralized Mortgage Obligation |
| GNRA 2020-086 KT                                       | 2050-06-20      | 1.1500%  | N/A     | $27169811.00       | $559420.81         | Agency Collateralized Mortgage Obligation |
| GNRA 2020-101 SJ                                       | 2050-07-20      | 2.4183%  | N/A     | $75209809.00       | $4639396.57        | Agency Collateralized Mortgage Obligation |
| GNRA 2020-102 SN                                       | 2050-07-20      | 2.4183%  | N/A     | $3328000.00        | $157671.58         | Agency Collateralized Mortgage Obligation |
| GNRA 2021-130 GS                                       | 2051-07-20      | 0.0000%  | N/A     | $39142904.00       | $815177.12         | Agency Collateralized Mortgage Obligation |
| GNRA 2021-197 FD                                       | 2051-11-20      | 2.5000%  | N/A     | $150000000.00      | $88172832.98       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-009 FA                                       | 2052-01-20      | 2.5000%  | N/A     | $100000000.00      | $63251262.35       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-009 FB                                       | 2052-01-20      | 2.5000%  | N/A     | $300000000.00      | $183839121.03      | Agency Collateralized Mortgage Obligation |
| GNRA 2022-009 FE                                       | 2052-01-20      | 2.5000%  | N/A     | $3079000.00        | $1863935.06        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-129 FB                                       | 2052-07-20      | 4.6615%  | N/A     | $20000000.00       | $13439714.36       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-059 LS                                       | 2052-01-20      | 0.0000%  | N/A     | $819363159.00      | $31281.67          | Agency Collateralized Mortgage Obligation |
| GNRA 2023-086 FD                                       | 2053-06-20      | 4.6115%  | N/A     | $17620647.00       | $9817666.39        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-140 ST                                       | 2053-09-20      | 0.0300%  | N/A     | $72401620.00       | $56939.59          | Agency Collateralized Mortgage Obligation |
| GNRA 2023-140 TS                                       | 2053-09-20      | 0.0300%  | N/A     | $27598380.00       | $6905.38           | Agency Collateralized Mortgage Obligation |
| GNRA 2023-192 AF                                       | 2053-12-20      | 4.9615%  | N/A     | $100000000.00      | $42316153.09       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-022 BS                                       | 2051-07-20      | 2.5183%  | N/A     | $132338141.00      | $16136482.32       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-022 TI                                       | 2051-08-20      | 0.2500%  | N/A     | $31792013.00       | $293035.10         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-030 JS                                       | 2054-02-20      | 2.1885%  | N/A     | $31000000.00       | $1320348.77        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-030 KS                                       | 2054-02-20      | 2.1885%  | N/A     | $30000000.00       | $1277756.88        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-046 BS                                       | 2052-01-20      | 0.0000%  | N/A     | $98438929.00       | $225444.77         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-046 CS                                       | 2049-02-20      | 2.2683%  | N/A     | $32705658.00       | $3195802.02        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-046 LS                                       | 2052-04-20      | 0.0000%  | N/A     | $281702770.00      | $2059936.50        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-046 TB                                       | 2051-05-20      | 0.0000%  | N/A     | $10766919.00       | $1041.59           | Agency Collateralized Mortgage Obligation |
| GNRA 2024-046 TC                                       | 2048-12-20      | 0.1000%  | N/A     | $17641475.00       | $59944.35          | Agency Collateralized Mortgage Obligation |
| GNRA 2024-046 TL                                       | 2052-04-20      | 0.0000%  | N/A     | $264071553.00      | $256102.68         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-069 BS                                       | 2054-04-20      | 0.0500%  | N/A     | $24744000.00       | $22107.35          | Agency Collateralized Mortgage Obligation |
| GNRA 2024-069 CS                                       | 2054-04-20      | 0.0500%  | N/A     | $24744000.00       | $22107.35          | Agency Collateralized Mortgage Obligation |
| GNRA 2024-081 SD                                       | 2054-05-20      | 1.9385%  | N/A     | $50000000.00       | $1652892.94        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-089 SA                                       | 2054-05-20      | 3.5385%  | N/A     | $68104006.00       | $4346566.80        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-094 DI                                       | 2054-06-20      | 0.0500%  | N/A     | $50000000.00       | $41292.24          | Agency Collateralized Mortgage Obligation |
| GNRA 2024-094 YS                                       | 2054-06-20      | 1.6885%  | N/A     | $67567336.00       | $2435398.59        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-116 SB                                       | 2054-07-20      | 2.9385%  | N/A     | $90000000.00       | $4939471.57        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-134 IA                                       | 2054-02-20      | 0.0500%  | N/A     | $43135364.00       | $21396.21          | Agency Collateralized Mortgage Obligation |
| GNRA 2024-134 IE                                       | 2053-12-20      | 0.0700%  | N/A     | $42683741.00       | $29653.33          | Agency Collateralized Mortgage Obligation |
| GNRA 2024-134 IQ                                       | 2053-08-20      | 0.1500%  | N/A     | $64701191.00       | $106816.19         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-134 S                                        | 2054-08-20      | 2.2785%  | N/A     | $224379061.00      | $9291326.31        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-142 CI                                       | 2054-09-20      | 0.0500%  | N/A     | $5000000.00        | $2626.77           | Agency Collateralized Mortgage Obligation |
| GNRA 2024-142 FC                                       | 2054-09-20      | 4.8215%  | N/A     | $200000000.00      | $102130948.35      | Agency Collateralized Mortgage Obligation |
| GNRA 2024-142 SD                                       | 2054-09-20      | 2.9885%  | N/A     | $80000000.00       | $5032733.84        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-167 HS                                       | 2051-06-20      | 3.0385%  | N/A     | $103667052.00      | $15159484.53       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-168 BS                                       | 2054-10-20      | 1.7885%  | N/A     | $50000000.00       | $2254593.58        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-168 IA                                       | 2054-10-20      | 0.0300%  | N/A     | $50000000.00       | $23561.65          | Agency Collateralized Mortgage Obligation |
| GNRA 2024-168 IB                                       | 2054-10-20      | 0.0300%  | N/A     | $25000000.00       | $11997.07          | Agency Collateralized Mortgage Obligation |
| GNRA 2024-185 FG                                       | 2054-11-20      | 5.2115%  | N/A     | $36478030.00       | $33561182.80       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-005 CI                                       | 2054-04-20      | 0.1200%  | N/A     | $27306893.00       | $64170.45          | Agency Collateralized Mortgage Obligation |
| GNRA 2025-005 SD                                       | 2055-01-20      | 2.2885%  | N/A     | $83109805.00       | $2991004.73        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-005 TB                                       | 2053-06-20      | 0.2000%  | N/A     | $50422056.00       | $184623.64         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-005 TC                                       | 2053-07-20      | 0.0500%  | N/A     | $18475546.00       | $9344.64           | Agency Collateralized Mortgage Obligation |
| GNRA 2025-027 FA                                       | 2055-02-20      | 5.4115%  | N/A     | $100000000.00      | $63072771.71       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-027 FB                                       | 2055-02-20      | 5.3915%  | N/A     | $100000000.00      | $63054491.87       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-027 ID                                       | 2055-02-20      | 0.0700%  | N/A     | $50000000.00       | $29532.92          | Agency Collateralized Mortgage Obligation |
| GNRA 2025-027 IE                                       | 2055-02-20      | 0.0200%  | N/A     | $100000000.00      | $16787.10          | Agency Collateralized Mortgage Obligation |
| GNRA 2025-039 ST                                       | 2050-06-20      | 2.2183%  | N/A     | $39175563.00       | $4230693.48        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-046 SB                                       | 2055-03-20      | 1.6685%  | N/A     | $115000000.00      | $4508170.26        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-060 SA                                       | 2055-03-20      | 2.2885%  | N/A     | $33000000.00       | $2062580.85        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-070 SL                                       | 2050-05-20      | 2.2683%  | N/A     | $83969990.00       | $10265360.92       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-071 SA                                       | 2055-04-20      | 1.4885%  | N/A     | $150000000.00      | $4334608.01        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-071 SC                                       | 2055-04-20      | 1.5885%  | N/A     | $80000000.00       | $2588982.66        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-083 VS                                       | 2055-05-20      | 2.0885%  | N/A     | $20000000.00       | $1187019.06        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-090 DS                                       | 2055-05-20      | 0.6185%  | N/A     | $100000000.00      | $889829.62         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-090 S                                        | 2055-05-20      | 2.2385%  | N/A     | $50000000.00       | $2892699.15        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-090 SA                                       | 2055-05-20      | 1.5385%  | N/A     | $50000000.00       | $2046805.82        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-090 SC                                       | 2055-05-20      | 1.4885%  | N/A     | $163449087.00      | $5347455.65        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-090 SD                                       | 2055-05-20      | 0.6185%  | N/A     | $200000000.00      | $2091792.31        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-110 FC                                       | 2055-06-20      | 5.2115%  | N/A     | $100000000.00      | $91292660.09       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-122 CS                                       | 2055-07-20      | 2.1885%  | N/A     | $50000000.00       | $3088828.24        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-122 FC                                       | 2055-07-20      | 5.1315%  | N/A     | $100000000.00      | $94924908.27       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-133 SJ                                       | 2065-08-20      | 1.5385%  | N/A     | $81770684.00       | $2226729.98        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-140 SB                                       | 2055-08-20      | 2.2585%  | N/A     | $100000000.00      | $6241767.81        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-149 SD                                       | 2065-09-20      | 2.3385%  | N/A     | $207707392.00      | $8720738.88        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-157 SC                                       | 2055-09-20      | 2.9885%  | N/A     | $57046000.00       | $4905261.77        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-178 BZ                                       | 2052-03-20      | 5.5000%  | N/A     | $30066834.00       | $18632571.29       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-178 SA                                       | 2055-10-20      | 1.7385%  | N/A     | $50000000.00       | $3210926.38        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-178 ZB                                       | 2055-10-20      | 6.0000%  | N/A     | $24164000.00       | $23545419.31       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-216 FP                                       | 2055-12-20      | 4.4115%  | N/A     | $45114125.00       | $45036375.03       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-216 SA                                       | 2055-12-20      | 0.5385%  | N/A     | $100000000.00      | $2091321.03        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-216 SD                                       | 2055-06-20      | 0.5885%  | N/A     | $195824390.00      | $1718402.16        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-216 TB                                       | 2055-07-20      | 0.0800%  | N/A     | $98273824.00       | $169533.88         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-216 TD                                       | 2055-06-20      | 0.0500%  | N/A     | $97912195.00       | $99404.55          | Agency Collateralized Mortgage Obligation |
| GNRA 2026-035 CZ                                       | 2056-02-20      | 4.5000%  | N/A     | $4666334.00        | $4635587.53        | Agency Collateralized Mortgage Obligation |
| GNRA 2026-035 FD                                       | 2056-02-20      | 4.6578%  | N/A     | $100000000.00      | $100950269.31      | Agency Collateralized Mortgage Obligation |
| GNRA 2026-035 SB                                       | 2054-04-20      | 1.1898%  | N/A     | $66542407.00       | $2500886.57        | Agency Collateralized Mortgage Obligation |
| GNRA 2026-035 SC                                       | 2056-02-20      | 2.0415%  | N/A     | $100000000.00      | $6028495.25        | Agency Collateralized Mortgage Obligation |
| GNRA 2026-035 SD                                       | 2056-02-20      | 0.8421%  | N/A     | $100000000.00      | $3001975.14        | Agency Collateralized Mortgage Obligation |
| GNRA 2026-035 ZB                                       | 2054-04-20      | 4.5000%  | N/A     | $3707147.00        | $3702524.19        | Agency Collateralized Mortgage Obligation |
| GNST 0764-GT PO                                        | 2034-07-20      | 0.0000%  | N/A     | $1671972.00        | $17666.15          | Agency Collateralized Mortgage Obligation |

### Security 163: Mizuho Securities USA LLC

- **C.1 - Title:** Mizuho Securities USA LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: BYJ0454L9
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-09-15      | 3.3750%  | N/A     | $136949000.00      | $138814695.57      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 4.2500%  | N/A     | $3030200.00        | $3088223.31        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 2.6250%  | N/A     | $50000000.00       | $48711093.65       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 0.6250%  | N/A     | $19846300.00       | $17628983.64       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | N/A     | $276316100.00      | $280402082.35      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 3.5000%  | N/A     | $96265500.00       | $97676085.78       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 4.0000%  | N/A     | $31500000.00       | $32366571.92       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 4.5000%  | N/A     | $52567000.00       | $53998796.84       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 3.5000%  | N/A     | $1251000.00        | $1255291.55        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-30      | 3.5000%  | N/A     | $90594600.00       | $91058235.29       | U.S. Treasuries (including strips) |

### Security 164: Mizuho Securities USA LLC

- **C.1 - Title:** Mizuho Securities USA LLC
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: BYJ0454M7
- **C.18 - Value (incl. sponsor support):** $883000000.00
- **C.18.a - Value (excl. sponsor support):** $883000000.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4950    | 2048-03-25      | 0.1000%  | N/A     | $18495700.00       | $15570.93          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4989    | 2050-07-25      | 6.0000%  | N/A     | $23045957.00       | $1463108.37        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5007    | 2050-08-25      | 5.0000%  | N/A     | $80082979.00       | $4335074.54        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5008    | 2046-12-15      | 2.2221%  | N/A     | $28367228.00       | $857245.19         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5138    | 2050-02-25      | 3.5000%  | N/A     | $28341313.00       | $3731398.20        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5138    | 2047-07-25      | 0.0500%  | N/A     | $15533447.00       | $18449.54          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5215    | 2052-04-25      | 0.0000%  | N/A     | $49872778.00       | $152519.34         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5337    | 2053-09-25      | 0.0500%  | N/A     | $36666667.00       | $19707.77          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_22-M06    | 2028-10-25      | 1.1080%  | N/A     | $210926000.00      | $4236886.90        | Agency Collateralized Mortgage Obligation |
| FHLMC_4899C                                          | 2044-09-25      | 2.3183%  | N/A     | $42418596.00       | $1176372.06        | Agency Collateralized Mortgage Obligation |
| FHLMC_4908F                                          | 2049-08-25      | 2.2683%  | N/A     | $60707774.00       | $1683936.71        | Agency Collateralized Mortgage Obligation |
| FHLMC_4950F                                          | 2048-09-25      | 0.1000%  | N/A     | $6406947.00        | $4855.31           | Agency Collateralized Mortgage Obligation |
| FHLMC_5098D                                          | 2051-04-25      | 0.0000%  | N/A     | $52000000.00       | $8831.38           | Agency Collateralized Mortgage Obligation |
| FHLMC_5132A                                          | 2051-08-25      | 3.0000%  | N/A     | $50000000.00       | $3717294.30        | Agency Collateralized Mortgage Obligation |
| FHLMC_5136                                           | 2051-02-25      | 2.5000%  | N/A     | $43508000.00       | $3444014.47        | Agency Collateralized Mortgage Obligation |
| FHLMC_5138E                                          | 2047-09-25      | 0.0500%  | N/A     | $13991131.00       | $15723.05          | Agency Collateralized Mortgage Obligation |
| FHLMC_5171B                                          | 2051-12-25      | 3.0000%  | N/A     | $28028479.00       | $3639944.51        | Agency Collateralized Mortgage Obligation |
| FHLMC_5192C                                          | 2051-11-25      | 3.0000%  | N/A     | $38179206.00       | $2439312.58        | Agency Collateralized Mortgage Obligation |
| FHLMC_5297B                                          | 2053-03-25      | 6.0000%  | N/A     | $9044966.00        | $955472.08         | Agency Collateralized Mortgage Obligation |
| FHLMC_5331B                                          | 2053-07-25      | 2.3328%  | N/A     | $100000000.00      | $3665964.05        | Agency Collateralized Mortgage Obligation |
| FHLMC_5338E                                          | 2053-09-25      | 2.2628%  | N/A     | $100000000.00      | $4001668.40        | Agency Collateralized Mortgage Obligation |
| FHLMC_5352D                                          | 2053-11-25      | 0.0000%  | N/A     | $7142858.00        | $2770580.18        | Agency Collateralized Mortgage Obligation |
| FHLMC_5358A                                          | 2053-11-25      | 2.7328%  | N/A     | $26923076.00       | $1118929.83        | Agency Collateralized Mortgage Obligation |
| FHLMC_5380                                           | 2054-02-25      | 0.6000%  | N/A     | $22562578.00       | $138287.99         | Agency Collateralized Mortgage Obligation |
| FHLMC_5394B                                          | 2054-03-25      | 3.3328%  | N/A     | $78809211.00       | $3155270.41        | Agency Collateralized Mortgage Obligation |
| FHLMC_5395A                                          | 2054-03-25      | 6.0000%  | N/A     | $10410354.00       | $1645945.82        | Agency Collateralized Mortgage Obligation |
| FHLMC_5412D                                          | 2054-05-25      | 0.0200%  | N/A     | $50000000.00       | $9981.53           | Agency Collateralized Mortgage Obligation |
| FHLMC_5422C                                          | 2049-10-25      | 2.2683%  | N/A     | $30403981.00       | $3267230.83        | Agency Collateralized Mortgage Obligation |
| FHLMC_5436                                           | 2054-07-25      | 3.3828%  | N/A     | $87500000.00       | $4289166.69        | Agency Collateralized Mortgage Obligation |
| FHLMC_5444C                                          | 2054-08-25      | 2.2128%  | N/A     | $110180020.00      | $4427675.86        | Agency Collateralized Mortgage Obligation |
| FHLMC_5489B                                          | 2051-03-25      | 1.2500%  | N/A     | $19580512.00       | $12802559.02       | Agency Collateralized Mortgage Obligation |
| FHLMC_5504B                                          | 2055-02-25      | 0.1300%  | N/A     | $30000000.00       | $46163.62          | Agency Collateralized Mortgage Obligation |
| FHLMC_5504E                                          | 2054-02-25      | 2.7328%  | N/A     | $109076657.00      | $4568956.90        | Agency Collateralized Mortgage Obligation |
| FHLMC_5551A                                          | 2055-06-25      | 2.7828%  | N/A     | $50000000.00       | $3756720.04        | Agency Collateralized Mortgage Obligation |
| FHLMC_5581A                                          | 2054-04-25      | 0.1000%  | N/A     | $35896991.00       | $48045.27          | Agency Collateralized Mortgage Obligation |
| FHLMC_5591                                           | 2055-10-25      | 2.3828%  | N/A     | $60000000.00       | $4088060.06        | Agency Collateralized Mortgage Obligation |
| FHLMC_5591                                           | 2055-10-25      | 0.0000%  | N/A     | $23333334.00       | $17822683.30       | Agency Collateralized Mortgage Obligation |
| FHLMC_5602B                                          | 2052-11-25      | 6.0000%  | N/A     | $9753624.00        | $1499419.64        | Agency Collateralized Mortgage Obligation |
| FHLMC_5630A                                          | 2055-06-25      | 6.5000%  | N/A     | $7380270.00        | $1296720.96        | Agency Collateralized Mortgage Obligation |
| FHLMC_5632A                                          | 2056-02-25      | 0.0500%  | N/A     | $10000000.00       | $14912.57          | Agency Collateralized Mortgage Obligation |
| FHLMC_5642A                                          | 2056-03-25      | 1.4358%  | N/A     | $119930601.00      | $8104402.25        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_5018                               | 2050-10-25      | 5.5000%  | N/A     | $25754366.00       | $1484521.58        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_5069                               | 2041-02-25      | 3.5000%  | N/A     | $11377822.00       | $686470.32         | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_5097                               | 2051-04-25      | 0.5000%  | N/A     | $20408166.00       | $262943.37         | Agency Collateralized Mortgage Obligation |
| GNMA_03-41A                                          | 2033-05-20      | 3.9183%  | N/A     | $25000000.00       | $840.64            | Agency Collateralized Mortgage Obligation |
| GNMA_09-118A                                         | 2039-12-20      | 5.0000%  | N/A     | $2707000.00        | $2116408.80        | Agency Collateralized Mortgage Obligation |
| GNMA_13-34                                           | 2039-12-16      | 0.3500%  | N/A     | $18588118.00       | $2218.52           | Agency Collateralized Mortgage Obligation |
| GNMA_13-76                                           | 2043-05-20      | 3.5000%  | N/A     | $195884000.00      | $1131280.44        | Agency Collateralized Mortgage Obligation |
| GNMA_14-100                                          | 2044-07-20      | 0.0000%  | N/A     | $2626210.00        | $151939.07         | Agency Collateralized Mortgage Obligation |
| GNMA_14-37                                           | 2044-03-20      | 1.8283%  | N/A     | $90727657.00       | $526893.26         | Agency Collateralized Mortgage Obligation |
| GNMA_14-66                                           | 2044-05-16      | 1.8259%  | N/A     | $90187500.00       | $362580.51         | Agency Collateralized Mortgage Obligation |
| GNMA_14-94                                           | 2038-02-20      | 0.2000%  | N/A     | $20173198.00       | $4223.24           | Agency Collateralized Mortgage Obligation |
| GNMA_15-1                                            | 2045-01-20      | 1.8183%  | N/A     | $65131833.00       | $650327.22         | Agency Collateralized Mortgage Obligation |
| GNMA_15-152E                                         | 2045-08-20      | 0.2183%  | N/A     | $26566916.00       | $30209.13          | Agency Collateralized Mortgage Obligation |
| GNMA_15-165                                          | 2045-11-20      | 3.0000%  | N/A     | $6500656.00        | $7938261.40        | Agency Collateralized Mortgage Obligation |
| GNMA_16-1C                                           | 2046-01-20      | 2.4183%  | N/A     | $64912745.00       | $1297450.77        | Agency Collateralized Mortgage Obligation |
| GNMA_16-33G                                          | 2046-03-20      | 2.3183%  | N/A     | $86172451.00       | $2127570.06        | Agency Collateralized Mortgage Obligation |
| GNMA_16-42                                           | 2045-11-20      | 0.2142%  | N/A     | $32147304.00       | $335840.85         | Agency Collateralized Mortgage Obligation |
| GNMA_16-75H                                          | 2040-09-20      | 6.0000%  | N/A     | $25825640.00       | $282639.80         | Agency Collateralized Mortgage Obligation |
| GNMA_17-162F                                         | 2047-10-20      | 0.0000%  | N/A     | $125000000.00      | $636499.05         | Agency Collateralized Mortgage Obligation |
| GNMA_17-57B                                          | 2047-04-20      | 5.0000%  | N/A     | $25000000.00       | $526777.70         | Agency Collateralized Mortgage Obligation |
| GNMA_18-122A                                         | 2043-05-20      | 3.5000%  | N/A     | $46259539.00       | $1982646.98        | Agency Collateralized Mortgage Obligation |
| GNMA_19-110                                          | 2049-09-20      | 3.5000%  | N/A     | $127000000.00      | $3282022.04        | Agency Collateralized Mortgage Obligation |
| GNMA_19-140F                                         | 2049-11-20      | 5.5000%  | N/A     | $21703144.00       | $658081.39         | Agency Collateralized Mortgage Obligation |
| GNMA_19-153B                                         | 2049-12-20      | 2.2683%  | N/A     | $11185079.00       | $505086.32         | Agency Collateralized Mortgage Obligation |
| GNMA_20-165E                                         | 2050-11-20      | 2.5000%  | N/A     | $71282800.00       | $3420678.61        | Agency Collateralized Mortgage Obligation |
| GNMA_20-167H                                         | 2050-11-20      | 2.5000%  | N/A     | $88686154.00       | $6454659.56        | Agency Collateralized Mortgage Obligation |
| GNMA_20-181B                                         | 2050-12-20      | 2.5000%  | N/A     | $164566847.00      | $13450195.27       | Agency Collateralized Mortgage Obligation |
| GNMA_20-1E                                           | 2050-01-20      | 2.2683%  | N/A     | $19880943.00       | $1703192.82        | Agency Collateralized Mortgage Obligation |
| GNMA_20-79H                                          | 2050-06-16      | 4.0000%  | N/A     | $70586435.00       | $5077704.70        | Agency Collateralized Mortgage Obligation |
| GNMA_21-116H                                         | 2051-07-20      | 3.5000%  | N/A     | $29374570.00       | $3548676.47        | Agency Collateralized Mortgage Obligation |
| GNMA_21-177C                                         | 2051-10-20      | 3.0000%  | N/A     | $84166666.00       | $6307341.39        | Agency Collateralized Mortgage Obligation |
| GNMA_21-187E                                         | 2051-10-20      | 3.0000%  | N/A     | $1000.00           | $905.57            | Agency Collateralized Mortgage Obligation |
| GNMA_21-193M                                         | 2050-09-20      | 2.5000%  | N/A     | $6609621.00        | $616438.37         | Agency Collateralized Mortgage Obligation |
| GNMA_21-225C                                         | 2050-03-20      | 0.0000%  | N/A     | $133302452.00      | $374208.92         | Agency Collateralized Mortgage Obligation |
| GNMA_22-175A                                         | 2052-08-20      | 5.0000%  | N/A     | $15971107.00       | $1884421.03        | Agency Collateralized Mortgage Obligation |
| GNMA_23-122C                                         | 2053-08-20      | 0.0500%  | N/A     | $40000000.00       | $16869.76          | Agency Collateralized Mortgage Obligation |
| GNMA_23-140C                                         | 2048-06-20      | 1.6042%  | N/A     | $9914899.00        | $987848.93         | Agency Collateralized Mortgage Obligation |
| GNMA_23-141A                                         | 2053-09-20      | 6.0000%  | N/A     | $8000000.00        | $9585036.79        | Agency Collateralized Mortgage Obligation |
| GNMA_23-149H                                         | 2052-03-20      | 3.0000%  | N/A     | $50074480.00       | $5267867.89        | Agency Collateralized Mortgage Obligation |
| GNMA_23-168A                                         | 2053-11-20      | 0.0100%  | N/A     | $50000000.00       | $3788.84           | Agency Collateralized Mortgage Obligation |
| GNMA_23-168C                                         | 2051-06-20      | 2.5000%  | N/A     | $94219428.00       | $8497661.58        | Agency Collateralized Mortgage Obligation |
| GNMA_23-168E                                         | 2051-10-20      | 3.0000%  | N/A     | $125328801.00      | $17411069.84       | Agency Collateralized Mortgage Obligation |
| GNMA_23-168F                                         | 2051-11-20      | 3.0000%  | N/A     | $50000000.00       | $6468088.46        | Agency Collateralized Mortgage Obligation |
| GNMA_23-22G                                          | 2053-01-20      | 6.0000%  | N/A     | $8333333.00        | $533628.76         | Agency Collateralized Mortgage Obligation |
| GNMA_23-59C                                          | 2051-12-20      | 0.0885%  | N/A     | $33039521.00       | $915024.39         | Agency Collateralized Mortgage Obligation |
| GNMA_23-69D                                          | 2053-05-20      | 0.1100%  | N/A     | $25000000.00       | $22215.32          | Agency Collateralized Mortgage Obligation |
| GNMA_23-82G                                          | 2053-06-20      | 2.3385%  | N/A     | $70000000.00       | $1951695.11        | Agency Collateralized Mortgage Obligation |
| GNMA_24-134C                                         | 2054-02-20      | 0.0100%  | N/A     | $24379061.00       | $3924.83           | Agency Collateralized Mortgage Obligation |
| GNMA_24-134F                                         | 2050-08-20      | 3.0000%  | N/A     | $115191544.00      | $16896415.32       | Agency Collateralized Mortgage Obligation |
| GNMA_24-134J                                         | 2053-12-20      | 0.2500%  | N/A     | $80188113.00       | $191179.47         | Agency Collateralized Mortgage Obligation |
| GNMA_24-134P                                         | 2054-07-20      | 0.1500%  | N/A     | $33174082.00       | $69491.32          | Agency Collateralized Mortgage Obligation |
| GNMA_24-142B                                         | 2054-09-20      | 0.0100%  | N/A     | $35000000.00       | $3670.37           | Agency Collateralized Mortgage Obligation |
| GNMA_24-142B                                         | 2054-09-20      | 1.6785%  | N/A     | $135000000.00      | $3012142.37        | Agency Collateralized Mortgage Obligation |
| GNMA_24-142D                                         | 2053-10-20      | 1.7585%  | N/A     | $250000000.00      | $5777769.37        | Agency Collateralized Mortgage Obligation |
| GNMA_24-142E                                         | 2054-09-20      | 2.3185%  | N/A     | $100000000.00      | $3387527.95        | Agency Collateralized Mortgage Obligation |
| GNMA_24-142E                                         | 2054-09-20      | 1.7585%  | N/A     | $100000000.00      | $2548323.10        | Agency Collateralized Mortgage Obligation |
| GNMA_24-142Q                                         | 2053-10-20      | 1.8085%  | N/A     | $250000000.00      | $5902646.77        | Agency Collateralized Mortgage Obligation |
| GNMA_24-168D                                         | 2054-10-20      | 1.7585%  | N/A     | $125000000.00      | $3452357.91        | Agency Collateralized Mortgage Obligation |
| GNMA_24-168E                                         | 2051-06-20      | 3.0000%  | N/A     | $150990857.00      | $22840631.64       | Agency Collateralized Mortgage Obligation |
| GNMA_24-185B                                         | 2054-11-20      | 2.2785%  | N/A     | $100000000.00      | $4765836.00        | Agency Collateralized Mortgage Obligation |
| GNMA_24-203B                                         | 2054-12-20      | 2.4385%  | N/A     | $50000000.00       | $2514236.18        | Agency Collateralized Mortgage Obligation |
| GNMA_24-203C                                         | 2054-10-20      | 6.0000%  | N/A     | $3161608.00        | $903794.12         | Agency Collateralized Mortgage Obligation |
| GNMA_24-22B                                          | 2051-12-20      | 3.0000%  | N/A     | $70000000.00       | $5149738.60        | Agency Collateralized Mortgage Obligation |
| GNMA_24-22E                                          | 2050-09-20      | 0.0500%  | N/A     | $38974879.00       | $70833.58          | Agency Collateralized Mortgage Obligation |
| GNMA_24-22H                                          | 2054-02-20      | 0.0200%  | N/A     | $50000000.00       | $5928.56           | Agency Collateralized Mortgage Obligation |
| GNMA_24-22H                                          | 2054-02-20      | 6.5000%  | N/A     | $4615384.00        | $220639.50         | Agency Collateralized Mortgage Obligation |
| GNMA_24-22L                                          | 2043-02-16      | 0.7259%  | N/A     | $9801437.00        | $6992313.62        | Agency Collateralized Mortgage Obligation |
| GNMA_24-46A                                          | 2052-04-20      | 0.0385%  | N/A     | $17441727.00       | $165925.74         | Agency Collateralized Mortgage Obligation |
| GNMA_24-46A                                          | 2052-06-20      | 0.0000%  | N/A     | $26949694.00       | $77058.92          | Agency Collateralized Mortgage Obligation |
| GNMA_24-46A                                          | 2052-07-20      | 0.0000%  | N/A     | $80698946.00       | $611712.40         | Agency Collateralized Mortgage Obligation |
| GNMA_24-46F                                          | 2049-06-20      | 4.5000%  | N/A     | $30005441.00       | $7275931.13        | Agency Collateralized Mortgage Obligation |
| GNMA_24-46G                                          | 2054-03-20      | 0.0300%  | N/A     | $25000000.00       | $11784.85          | Agency Collateralized Mortgage Obligation |
| GNMA_24-46G                                          | 2054-03-20      | 1.5985%  | N/A     | $80000000.00       | $2064612.37        | Agency Collateralized Mortgage Obligation |
| GNMA_24-46G                                          | 2054-03-20      | 0.0600%  | N/A     | $50000000.00       | $46814.26          | Agency Collateralized Mortgage Obligation |
| GNMA_24-92A                                          | 2054-05-20      | 1.5885%  | N/A     | $70000000.00       | $1887782.53        | Agency Collateralized Mortgage Obligation |
| GNMA_25-110A                                         | 2055-06-20      | 1.5385%  | N/A     | $80000000.00       | $1914263.74        | Agency Collateralized Mortgage Obligation |
| GNMA_25-110D                                         | 2049-12-20      | 3.0000%  | N/A     | $5473270.00        | $914753.60         | Agency Collateralized Mortgage Obligation |
| GNMA_25-110E                                         | 2050-01-20      | 3.5000%  | N/A     | $7915951.00        | $3047409.82        | Agency Collateralized Mortgage Obligation |
| GNMA_25-110F                                         | 2051-05-20      | 2.5000%  | N/A     | $11153542.00       | $1584684.37        | Agency Collateralized Mortgage Obligation |
| GNMA_25-110G                                         | 2050-02-20      | 3.0000%  | N/A     | $13488571.00       | $1945720.15        | Agency Collateralized Mortgage Obligation |
| GNMA_25-122B                                         | 2055-07-20      | 2.8385%  | N/A     | $53342121.00       | $3272232.16        | Agency Collateralized Mortgage Obligation |
| GNMA_25-122C                                         | 2055-07-20      | 2.8385%  | N/A     | $84318800.00       | $6162471.60        | Agency Collateralized Mortgage Obligation |
| GNMA_25-124J                                         | 2065-07-20      | 2.2685%  | N/A     | $145000000.00      | $4618919.54        | Agency Collateralized Mortgage Obligation |
| GNMA_25-140A                                         | 2051-04-20      | 5.5000%  | N/A     | $7500000.00        | $690176.87         | Agency Collateralized Mortgage Obligation |
| GNMA_25-140B                                         | 2054-11-20      | 6.0000%  | N/A     | $3435417.00        | $485350.96         | Agency Collateralized Mortgage Obligation |
| GNMA_25-140B                                         | 2055-08-20      | 6.0000%  | N/A     | $708334.00         | $103336.51         | Agency Collateralized Mortgage Obligation |
| GNMA_25-155L                                         | 2055-09-20      | 5.0000%  | N/A     | $5000000.00        | $870438.96         | Agency Collateralized Mortgage Obligation |
| GNMA_25-157A                                         | 2055-09-20      | 1.6885%  | N/A     | $50000000.00       | $1896234.50        | Agency Collateralized Mortgage Obligation |
| GNMA_25-157A                                         | 2055-09-20      | 6.0000%  | N/A     | $2087166.00        | $320438.87         | Agency Collateralized Mortgage Obligation |
| GNMA_25-157C                                         | 2055-07-20      | 6.0000%  | N/A     | $3285416.00        | $549395.36         | Agency Collateralized Mortgage Obligation |
| GNMA_25-178C                                         | 2052-03-20      | 6.0000%  | N/A     | $14743000.00       | $1419287.60        | Agency Collateralized Mortgage Obligation |
| GNMA_25-178K                                         | 2055-10-20      | 6.0000%  | N/A     | $24173000.00       | $24245111.32       | Agency Collateralized Mortgage Obligation |
| GNMA_25-178K                                         | 2055-10-20      | 3.5385%  | N/A     | $46942333.00       | $5428128.27        | Agency Collateralized Mortgage Obligation |
| GNMA_25-178L                                         | 2055-10-20      | 3.5385%  | N/A     | $45903667.00       | $4298738.77        | Agency Collateralized Mortgage Obligation |
| GNMA_25-216B                                         | 2055-12-20      | 3.5885%  | N/A     | $45114125.00       | $5321989.74        | Agency Collateralized Mortgage Obligation |
| GNMA_25-216C                                         | 2055-12-20      | 6.0000%  | N/A     | $26115000.00       | $25645871.46       | Agency Collateralized Mortgage Obligation |
| GNMA_25-216C                                         | 2055-12-20      | 3.5885%  | N/A     | $59045000.00       | $6897707.55        | Agency Collateralized Mortgage Obligation |
| GNMA_25-216D                                         | 2054-08-20      | 6.5000%  | N/A     | $3790940.00        | $560419.09         | Agency Collateralized Mortgage Obligation |
| GNMA_25-216G                                         | 2055-07-20      | 0.7885%  | N/A     | $196186019.00      | $2222037.04        | Agency Collateralized Mortgage Obligation |
| GNMA_25-25W                                          | 2065-02-20      | 2.2885%  | N/A     | $300000000.00      | $7191811.09        | Agency Collateralized Mortgage Obligation |
| GNMA_25-27A                                          | 2055-02-20      | 0.0200%  | N/A     | $100000000.00      | $16787.11          | Agency Collateralized Mortgage Obligation |
| GNMA_25-46A                                          | 2055-03-20      | 1.6885%  | N/A     | $50000000.00       | $1326506.11        | Agency Collateralized Mortgage Obligation |
| GNMA_25-46B                                          | 2055-03-20      | 0.0700%  | N/A     | $50000000.00       | $87727.48          | Agency Collateralized Mortgage Obligation |
| GNMA_25-46F                                          | 2055-03-20      | 2.3885%  | N/A     | $37500000.00       | $3118845.20        | Agency Collateralized Mortgage Obligation |
| GNMA_25-5B                                           | 2055-01-20      | 1.5885%  | N/A     | $77306893.00       | $2599503.40        | Agency Collateralized Mortgage Obligation |
| GNMA_25-5C                                           | 2055-01-20      | 2.3385%  | N/A     | $50000000.00       | $2540553.25        | Agency Collateralized Mortgage Obligation |
| GNMA_25-5F                                           | 2053-08-20      | 2.2885%  | N/A     | $146894968.00      | $5972219.88        | Agency Collateralized Mortgage Obligation |
| GNMA_25-5F                                           | 2053-06-20      | 0.1000%  | N/A     | $54300345.00       | $55331.99          | Agency Collateralized Mortgage Obligation |
| GNMA_25-90A                                          | 2055-05-20      | 0.0500%  | N/A     | $35000000.00       | $18829.77          | Agency Collateralized Mortgage Obligation |
| GNMA_26-35E                                          | 2054-04-20      | 1.3298%  | N/A     | $129181479.00      | $4535248.10        | Agency Collateralized Mortgage Obligation |
| GNMA_26-8G                                           | 2056-01-20      | 3.7385%  | N/A     | $29993714.00       | $3923936.70        | Agency Collateralized Mortgage Obligation |
| GNMA_26-8G                                           | 2056-01-20      | 5.5000%  | N/A     | $1022000.00        | $1014396.01        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-116 | 2040-09-20      | 2.8283%  | N/A     | $43058548.00       | $686885.75         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-26  | 2040-02-20      | 2.4683%  | N/A     | $100000.00         | $415.99            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-58  | 2051-02-20      | 3.0000%  | N/A     | $125558.00         | $9803.22           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-78A | 2051-05-20      | 3.0000%  | N/A     | $128832.00         | $9981.37           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-97  | 2050-08-20      | 3.0000%  | N/A     | $100000.00         | $8686.33           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-78  | 2051-08-20      | 3.0000%  | N/A     | $70000000.00       | $7714509.77        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-85E | 2051-05-20      | 3.0000%  | N/A     | $100000.00         | $11269.57          | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY                               | 2026-04-15      | 3.7500%  | N/A     | $3502600.00        | $3551159.94        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                               | 2028-03-15      | 3.8750%  | N/A     | $25034500.00       | $25683952.33       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                               | 2026-05-31      | 2.1250%  | N/A     | $7648000.00        | $7656013.13        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                               | 2030-12-31      | 3.6250%  | N/A     | $79100000.00       | $79689137.67       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                               | 2031-11-30      | 4.1250%  | N/A     | $51710900.00       | $53426453.15       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                               | 2029-06-30      | 4.2500%  | N/A     | $30521100.00       | $31458689.64       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                               | 2028-12-15      | 3.5000%  | N/A     | $121183200.00      | $122186643.51      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                               | 2030-01-31      | 3.5000%  | N/A     | $112440300.00      | $112619135.98      | U.S. Treasuries (including strips)        |

### Security 165: Natixis SA

- **C.1 - Title:** Natixis SA
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: KX1WK48MPD4Y2NCUIZ63, C.5 - Other ID: BYJ0454P0
- **C.18 - Value (incl. sponsor support):** $800000000.00
- **C.18.a - Value (excl. sponsor support):** $800000000.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 0 1/8 TRIB 52        | 2052-02-15      | 0.1250%  | N/A     | $1500.00           | $965.67            | U.S. Treasuries (including strips) |
| 0 3/4 NOTE W 26      | 2026-03-31      | 0.7500%  | N/A     | $429100.00         | $429276.21         | U.S. Treasuries (including strips) |
| 0 5/8 NOTE S 27      | 2027-11-30      | 0.6250%  | N/A     | $228500.00         | $217888.04         | U.S. Treasuries (including strips) |
| 0 7/8 NOTE F 30      | 2030-11-15      | 0.8750%  | N/A     | $24918000.00       | $22081828.56       | U.S. Treasuries (including strips) |
| 0 7/8 TRIB 47        | 2047-02-15      | 0.8750%  | N/A     | $20759000.00       | $20838226.40       | U.S. Treasuries (including strips) |
| 1 1/4 BOND 50        | 2050-05-15      | 1.2500%  | N/A     | $100.00            | $50.11             | U.S. Treasuries (including strips) |
| 1 1/4 NOTE AG 26     | 2026-11-30      | 1.2500%  | N/A     | $22350300.00       | $22027479.39       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE M 28      | 2028-06-30      | 1.2500%  | N/A     | $24999900.00       | $23823348.77       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE Q 28      | 2028-09-30      | 1.2500%  | N/A     | $29579800.00       | $28124595.08       | U.S. Treasuries (including strips) |
| 1 1/8 NOTE B 31      | 2031-02-15      | 1.1250%  | N/A     | $100.00            | $88.98             | U.S. Treasuries (including strips) |
| 1 3/8 NOTE F 31      | 2031-11-15      | 1.3750%  | N/A     | $50000000.00       | $44296363.81       | U.S. Treasuries (including strips) |
| 1 7/8 NOTE M 26      | 2026-06-30      | 1.8750%  | N/A     | $200.00            | $199.40            | U.S. Treasuries (including strips) |
| 1 7/8 NOTE N 26      | 2026-07-31      | 1.8750%  | N/A     | $49997400.00       | $49688840.08       | U.S. Treasuries (including strips) |
| 2 1/2 TPRN 46        | 2046-02-15      | 0.0000%  | N/A     | $650900.00         | $252222.45         | U.S. Treasuries (including strips) |
| 2 1/4 BOND 52        | 2052-02-15      | 2.2500%  | N/A     | $100.00            | $62.95             | U.S. Treasuries (including strips) |
| 2 1/8 TRIB 54        | 2054-02-15      | 2.1250%  | N/A     | $7317700.00        | $7197046.95        | U.S. Treasuries (including strips) |
| 2 3/4 BOND 42        | 2042-08-15      | 2.7500%  | N/A     | $200.00            | $158.79            | U.S. Treasuries (including strips) |
| 2 3/4 BOND 42        | 2042-11-15      | 2.7500%  | N/A     | $1000.00           | $797.34            | U.S. Treasuries (including strips) |
| 2 3/4 NOTE L 29      | 2029-05-31      | 2.7500%  | N/A     | $1000.00           | $984.28            | U.S. Treasuries (including strips) |
| 2 3/4 NOTE Y 27      | 2027-04-30      | 2.7500%  | N/A     | $100.00            | $100.01            | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 27      | 2027-05-15      | 2.3750%  | N/A     | $25341600.00       | $25167077.58       | U.S. Treasuries (including strips) |
| 2 5/8 NOTE Z 27      | 2027-05-31      | 2.6250%  | N/A     | $26000000.00       | $25879211.00       | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 32      | 2032-05-15      | 2.8750%  | N/A     | $100.00            | $96.12             | U.S. Treasuries (including strips) |
| 2 BOND 41            | 2041-11-15      | 2.0000%  | N/A     | $100.00            | $72.33             | U.S. Treasuries (including strips) |
| 3 1/8 BOND 41        | 2041-11-15      | 3.1250%  | N/A     | $100.00            | $85.67             | U.S. Treasuries (including strips) |
| 3 1/8 BOND 42        | 2042-02-15      | 3.1250%  | N/A     | $100.00            | $84.52             | U.S. Treasuries (including strips) |
| 3 1/8 BOND 43        | 2043-02-15      | 3.1250%  | N/A     | $1100.00           | $915.00            | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BD 27     | 2027-06-30      | 3.7500%  | N/A     | $48338200.00       | $48779928.36       | U.S. Treasuries (including strips) |
| 3 3/8 BOND 48        | 2048-11-15      | 3.3750%  | N/A     | $100.00            | $82.50             | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AS 27     | 2027-09-15      | 3.3750%  | N/A     | $5095200.00        | $5164613.37        | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AS 28     | 2028-09-15      | 3.3750%  | N/A     | $7904800.00        | $8011572.40        | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AC 30     | 2030-08-31      | 3.6250%  | N/A     | $2945500.00        | $3005484.70        | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43        | 2043-02-15      | 3.8750%  | N/A     | $100.00            | $92.35             | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AB 30     | 2030-07-31      | 3.8750%  | N/A     | $71323000.00       | $72454196.57       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AT 27     | 2027-10-15      | 3.8750%  | N/A     | $100.00            | $102.05            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Y 30      | 2030-04-30      | 3.8750%  | N/A     | $100.00            | $102.54            | U.S. Treasuries (including strips) |
| 3 BOND 42            | 2042-05-15      | 3.0000%  | N/A     | $200.00            | $167.00            | U.S. Treasuries (including strips) |
| 3 BOND 47            | 2047-02-15      | 3.0000%  | N/A     | $100.00            | $77.73             | U.S. Treasuries (including strips) |
| 4 1/4 BOND 39        | 2039-05-15      | 4.2500%  | N/A     | $4254900.00        | $4302775.90        | U.S. Treasuries (including strips) |
| 4 1/4 BOND 40        | 2040-11-15      | 4.2500%  | N/A     | $100.00            | $99.75             | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54        | 2054-08-15      | 4.2500%  | N/A     | $22327100.00       | $20826246.43       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE F 34      | 2034-11-15      | 4.2500%  | N/A     | $100.00            | $103.51            | U.S. Treasuries (including strips) |
| 4 1/4 NOTE H 31      | 2031-02-28      | 4.2500%  | N/A     | $24999800.00       | $26264279.80       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AP 26     | 2026-06-15      | 4.1250%  | N/A     | $16863800.00       | $17026990.81       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE BJ 26     | 2026-10-31      | 4.1250%  | N/A     | $16365400.00       | $16637230.65       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE R 31      | 2031-10-31      | 4.1250%  | N/A     | $100.00            | $103.67            | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AG 28     | 2028-11-30      | 4.3750%  | N/A     | $3684300.00        | $3811346.14        | U.S. Treasuries (including strips) |
| 4 3/8 NOTE BE 26     | 2026-07-31      | 4.3750%  | N/A     | $1000000.00        | $1006143.12        | U.S. Treasuries (including strips) |
| 4 3/8 NOTE C 34      | 2034-05-15      | 4.3750%  | N/A     | $49999900.00       | $52315848.41       | U.S. Treasuries (including strips) |
| 4 5/8 BOND 44        | 2044-11-15      | 4.6250%  | N/A     | $6048100.00        | $6155860.77        | U.S. Treasuries (including strips) |
| 4 7/8 NOTE BA 26     | 2026-04-30      | 4.8750%  | N/A     | $67400.00          | $68606.16          | U.S. Treasuries (including strips) |
| 4 NOTE AV 27         | 2027-12-15      | 4.0000%  | N/A     | $22716500.00       | $23108856.39       | U.S. Treasuries (including strips) |
| 4 NOTE Z 30          | 2030-05-31      | 4.0000%  | N/A     | $55275300.00       | $56795935.65       | U.S. Treasuries (including strips) |
| BILL 03/12/26        | 2026-03-12      | 0.0000%  | N/A     | $200.00            | $199.74            | U.S. Treasuries (including strips) |
| BILL 03/19/26        | 2026-03-19      | 0.0000%  | N/A     | $200.00            | $199.60            | U.S. Treasuries (including strips) |
| BILL 04/02/26        | 2026-04-02      | 0.0000%  | N/A     | $976700.00         | $973358.71         | U.S. Treasuries (including strips) |
| BILL 04/16/26        | 2026-04-16      | 0.0000%  | N/A     | $100.00            | $99.52             | U.S. Treasuries (including strips) |
| FEPC 02.000 CLQD4214 | 2052-01-01      | 2.0000%  | N/A     | $1121.00           | $708.14            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD0018 | 2049-06-01      | 3.0000%  | N/A     | $5178400.00        | $894184.94         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZN4664 | 2047-04-01      | 3.0000%  | N/A     | $49999700.00       | $9301568.55        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA7309 | 2052-05-01      | 3.5000%  | N/A     | $35468315.00       | $27324028.37       | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZL2836 | 2042-03-01      | 3.5000%  | N/A     | $2170.00           | $299.74            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZL3755 | 2042-09-01      | 3.5000%  | N/A     | $97839485.00       | $13480611.48       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQJ9769 | 2054-12-01      | 5.0000%  | N/A     | $3004770.00        | $2980544.29        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQY7548 | 2055-07-01      | 5.0000%  | N/A     | $6515010.00        | $6419366.34        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF6991 | 2053-02-01      | 5.5000%  | N/A     | $1492950.00        | $1199305.78        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA8301 | 2052-12-01      | 5.5000%  | N/A     | $21210593.00       | $16321987.91       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA9622 | 2053-08-01      | 5.5000%  | N/A     | $9898600.00        | $8520674.06        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL3526 | 2055-12-01      | 5.5000%  | N/A     | $1000.00           | $980.02            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQJ5173 | 2054-10-01      | 6.5000%  | N/A     | $1005.00           | $1056.71           | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQJ5956 | 2054-09-01      | 7.0000%  | N/A     | $7156.00           | $5656.88           | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQX9774 | 2055-04-01      | 7.0000%  | N/A     | $1000.00           | $1000.70           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX SODG3103 | 2056-02-01      | 4.8350%  | N/A     | $1000.00           | $1019.28           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CQAR8232 | 2043-04-01      | 3.0000%  | N/A     | $5987.00           | $1011.95           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6862 | 2053-08-01      | 5.0000%  | N/A     | $1000.00           | $830.70            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBV6038 | 2055-09-01      | 5.5000%  | N/A     | $6876.00           | $6627.85           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5879 | 2055-11-01      | 5.5000%  | N/A     | $1264.00           | $1248.42           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB9844 | 2054-09-01      | 6.5000%  | N/A     | $3057.00           | $2070.70           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD8415 | 2055-06-01      | 6.5000%  | N/A     | $4064646.00        | $4207746.84        | Agency Mortgage-Backed Securities  |
| GNHA RM DP3620 H     | 2076-01-20      | 5.1640%  | N/A     | $18700000.00       | $20213850.20       | Agency Mortgage-Backed Securities  |
| GNII SF MA9172 M     | 2053-08-20      | 6.0000%  | N/A     | $14694600.00       | $8325807.08        | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ4918 | 2032-10-01      | 4.5900%  | N/A     | $1000.00           | $1033.74           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HY109543 | 2030-08-01      | 3.8600%  | N/A     | $2501.00           | $2480.05           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYAN9591 | 2030-08-01      | 3.7500%  | N/A     | $1060.00           | $1059.81           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYAN9915 | 2033-08-01      | 3.7900%  | N/A     | $1022.00           | $970.19            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBL0092 | 2033-10-01      | 3.6900%  | N/A     | $1545.00           | $1503.64           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBL1890 | 2034-05-01      | 3.5000%  | N/A     | $1002.00           | $938.93            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBS6182 | 2037-08-01      | 4.3200%  | N/A     | $1533573.00        | $1522489.87        | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBS6487 | 2032-08-01      | 3.8600%  | N/A     | $1000.00           | $993.91            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBZ3754 | 2035-06-01      | 4.9450%  | N/A     | $57053479.00       | $59995235.62       | Agency Mortgage-Backed Securities  |

### Security 166: Natixis SA

- **C.1 - Title:** Natixis SA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: KX1WK48MPD4Y2NCUIZ63, C.5 - Other ID: BYJ0454R6
- **C.18 - Value (incl. sponsor support):** $114000000.00
- **C.18.a - Value (excl. sponsor support):** $114000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2031-01-15      | 0.1250%  | N/A     | $400.00            | $473.22            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.2500%  | N/A     | $2149000.00        | $2117960.53        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 1.8750%  | N/A     | $93893000.00       | $93313537.53       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-02      | 0.0000%  | N/A     | $12282000.00       | $12239983.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 1.2500%  | N/A     | $900.00            | $981.72            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 4.8750%  | N/A     | $2400.00           | $2524.24           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | N/A     | $3236600.00        | $3350285.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 2.3750%  | N/A     | $1000.00           | $1005.43           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-08-15      | 2.2500%  | N/A     | $100.00            | $68.06             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 3.7500%  | N/A     | $3509600.00        | $3576129.42        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 1.5000%  | N/A     | $200.00            | $198.09            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.7500%  | N/A     | $1661700.00        | $1676885.09        | U.S. Treasuries (including strips) |

### Security 167: Nomura Securities International, Inc.

- **C.1 - Title:** Nomura Securities International, Inc.
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: OXTKY6Q8X53C9ILVV871, C.5 - Other ID: BYJ0454S4
- **C.18 - Value (incl. sponsor support):** $115000000.00
- **C.18.a - Value (excl. sponsor support):** $115000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch: NR; Moody's: NR; Standard & Poor's: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 0 3/4 NOTE G 28  | 2028-01-31      | 0.7500%  | N/A     | $3757700.00        | $3572604.69        | U.S. Treasuries (including strips) |
| 1 3/8 TPRN 50    | 2050-08-15      | 0.0000%  | N/A     | $341900.00         | $105459.74         | U.S. Treasuries (including strips) |
| 1 3/8 TRIN D 33  | 2033-07-15      | 1.3750%  | N/A     | $6269700.00        | $6676162.86        | U.S. Treasuries (including strips) |
| 1 5/8 TPRN C 26  | 2026-05-15      | 0.0000%  | N/A     | $13600.00          | $13494.74          | U.S. Treasuries (including strips) |
| 1 7/8 TPRN 51    | 2051-02-15      | 0.0000%  | N/A     | $5500.00           | $1652.35           | U.S. Treasuries (including strips) |
| 2 5/8 NOTE B 29  | 2029-02-15      | 2.6250%  | N/A     | $13864400.00       | $13549361.54       | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 32  | 2032-05-15      | 2.8750%  | N/A     | $13837800.00       | $13300750.39       | U.S. Treasuries (including strips) |
| 2 7/8 TPRN 46    | 2046-11-15      | 0.0000%  | N/A     | $114300.00         | $42666.13          | U.S. Treasuries (including strips) |
| 3 1/8 TPRN 43    | 2043-02-15      | 0.0000%  | N/A     | $84100.00          | $38266.17          | U.S. Treasuries (including strips) |
| 3 5/8 NOTE Q 31  | 2031-09-30      | 3.6250%  | N/A     | $25000000.00       | $25329329.67       | U.S. Treasuries (including strips) |
| 3 5/8 TPRN 43    | 2043-08-15      | 0.0000%  | N/A     | $216700.00         | $95861.15          | U.S. Treasuries (including strips) |
| 3 TPRN 47        | 2047-02-15      | 0.0000%  | N/A     | $200900.00         | $73897.65          | U.S. Treasuries (including strips) |
| 4 1/2 TPRN AN 27 | 2027-05-15      | 0.0000%  | N/A     | $11800.00          | $11304.27          | U.S. Treasuries (including strips) |
| 4 1/4 TPRN 54    | 2054-08-15      | 0.0000%  | N/A     | $160000.00         | $41196.96          | U.S. Treasuries (including strips) |
| 4 3/4 TPRN 55    | 2055-08-15      | 0.0000%  | N/A     | $5999800.00        | $1484482.52        | U.S. Treasuries (including strips) |
| 4 5/8 TPRN 55    | 2055-02-15      | 0.0000%  | N/A     | $2050000.00        | $517243.70         | U.S. Treasuries (including strips) |
| 4 TPRN 52        | 2052-11-15      | 0.0000%  | N/A     | $78999900.00       | $21920181.25       | U.S. Treasuries (including strips) |
| BILL 06/16/26    | 2026-06-16      | 0.0000%  | N/A     | $23000000.00       | $22750220.00       | U.S. Treasuries (including strips) |
| TINT 02/15/30    | 2030-02-15      | 0.0000%  | N/A     | $13437.50          | $11655.96          | U.S. Treasuries (including strips) |
| TINT 02/15/31    | 2031-02-15      | 0.0000%  | N/A     | $13437.50          | $11206.20          | U.S. Treasuries (including strips) |
| TINT 02/15/33    | 2033-02-15      | 0.0000%  | N/A     | $33255.89          | $25476.87          | U.S. Treasuries (including strips) |
| TINT 02/15/47    | 2047-02-15      | 0.0000%  | N/A     | $129358.47         | $46396.87          | U.S. Treasuries (including strips) |
| TINT 02/15/52    | 2052-02-15      | 0.0000%  | N/A     | $218574.24         | $61548.54          | U.S. Treasuries (including strips) |
| TINT 05/15/27    | 2027-05-15      | 0.0000%  | N/A     | $38937.14          | $37318.33          | U.S. Treasuries (including strips) |
| TINT 05/15/29    | 2029-05-15      | 0.0000%  | N/A     | $306594.76         | $273790.04         | U.S. Treasuries (including strips) |
| TINT 05/15/44    | 2044-05-15      | 0.0000%  | N/A     | $143831.66         | $59690.14          | U.S. Treasuries (including strips) |
| TINT 05/15/47    | 2047-05-15      | 0.0000%  | N/A     | $105663.06         | $37520.74          | U.S. Treasuries (including strips) |
| TINT 05/15/51    | 2051-05-15      | 0.0000%  | N/A     | $56728.95          | $16512.32          | U.S. Treasuries (including strips) |
| TINT 05/15/52    | 2052-05-15      | 0.0000%  | N/A     | $5269737.59        | $1464507.50        | U.S. Treasuries (including strips) |
| TINT 05/15/53    | 2053-05-15      | 0.0000%  | N/A     | $189064.89         | $50164.97          | U.S. Treasuries (including strips) |
| TINT 05/15/54    | 2054-05-15      | 0.0000%  | N/A     | $17214117.91       | $4380734.80        | U.S. Treasuries (including strips) |
| TINT 08/15/26    | 2026-08-15      | 0.0000%  | N/A     | $40010.54          | $39341.44          | U.S. Treasuries (including strips) |
| TINT 08/15/28    | 2028-08-15      | 0.0000%  | N/A     | $38608.29          | $35417.74          | U.S. Treasuries (including strips) |
| TINT 08/15/30    | 2030-08-15      | 0.0000%  | N/A     | $13437.50          | $11434.73          | U.S. Treasuries (including strips) |
| TINT 08/15/36    | 2036-08-15      | 0.0000%  | N/A     | $19911.52          | $12833.83          | U.S. Treasuries (including strips) |
| TINT 08/15/39    | 2039-08-15      | 0.0000%  | N/A     | $149950.39         | $81759.25          | U.S. Treasuries (including strips) |
| TINT 08/15/52    | 2052-08-15      | 0.0000%  | N/A     | $58406.84          | $16064.80          | U.S. Treasuries (including strips) |
| TINT 08/15/55    | 2055-08-15      | 0.0000%  | N/A     | $1727192.07        | $423756.21         | U.S. Treasuries (including strips) |
| TINT 11/15/27    | 2027-11-15      | 0.0000%  | N/A     | $665503.65         | $626571.69         | U.S. Treasuries (including strips) |
| TINT 11/15/42    | 2042-11-15      | 0.0000%  | N/A     | $0.01              | $0.00              | U.S. Treasuries (including strips) |
| TINT 11/15/46    | 2046-11-15      | 0.0000%  | N/A     | $104938.24         | $38207.49          | U.S. Treasuries (including strips) |
| TINT 11/15/47    | 2047-11-15      | 0.0000%  | N/A     | $66051.98          | $22874.86          | U.S. Treasuries (including strips) |

### Security 168: Nomura Securities International, Inc.

- **C.1 - Title:** Nomura Securities International, Inc.
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: OXTKY6Q8X53C9ILVV871, C.5 - Other ID: BYJ0454U9
- **C.18 - Value (incl. sponsor support):** $95000000.00
- **C.18.a - Value (excl. sponsor support):** $95000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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:** Fitch: NR; Moody's: NR; Standard & Poor's: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-12-15      | 5.6500%  | N/A     | $19717200.00       | $21192019.23       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-11-15      | 5.4900%  | N/A     | $8532200.00        | $9059626.26        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-09-15      | 5.7200%  | N/A     | $3050000.00        | $3268464.18        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-11-15      | 5.1000%  | N/A     | $9281600.00        | $9577823.48        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-11-15      | 5.6000%  | N/A     | $2999900.00        | $3185448.79        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2067-06-15      | 5.8000%  | N/A     | $5297600.00        | $5644184.30        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-08-15      | 5.9500%  | N/A     | $2985000.00        | $3244042.21        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-10-15      | 5.0400%  | N/A     | $7000000.00        | $7197435.59        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-10-15      | 5.6400%  | N/A     | $6360000.00        | $6806312.54        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2061-02-15      | 4.9300%  | N/A     | $18290300.00       | $18834245.40       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2067-03-15      | 5.8100%  | N/A     | $7429900.00        | $7449902.12        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 6.5000%  | N/A     | $441700.00         | $434546.34         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-10-20      | 7.0000%  | N/A     | $497000.00         | $509096.39         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-03-20      | 7.5000%  | N/A     | $178800.00         | $184561.52         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-11-20      | 4.5000%  | N/A     | $18400.00          | $16453.11          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 3.0000%  | N/A     | $69600.00          | $62920.27          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-03-20      | 4.0000%  | N/A     | $62100.00          | $47367.20          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-01-20      | 5.5000%  | N/A     | $84500.00          | $86000.07          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-09-20      | 1.5000%  | N/A     | $183400.00         | $138181.82         | Agency Mortgage-Backed Securities |

### Security 169: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300HXQQQCCUBS2Z23, C.5 - Other ID: BYJ0454V7
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-03-31      | 2.5000%  | N/A     | $95982600.00       | $95934819.65       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 0.3750%  | N/A     | $2459400.00        | $2356197.91        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 1.5000%  | N/A     | $3774700.00        | $3709042.06        | U.S. Treasuries (including strips) |

### Security 170: Societe Generale SA

- **C.1 - Title:** Societe Generale SA
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: BYJ0132R6
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-05
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2054-02-01      | 5.0000%  | N/A     | $12067799.00       | $9349639.03        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-03-01      | 7.0000%  | N/A     | $237031.00         | $150469.10         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-03-01      | 6.5000%  | N/A     | $43625600.00       | $38940764.80       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2054-04-01      | 6.0000%  | N/A     | $100000.00         | $83569.01          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2053-05-01      | 4.5000%  | N/A     | $10991.00          | $8342.34           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2053-09-01      | 6.5000%  | N/A     | $13874201.00       | $10751933.05       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2056-02-01      | 5.5000%  | N/A     | $1056.00           | $1080.42           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2053-05-01      | 5.5000%  | N/A     | $9995000.00        | $6937583.20        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2052-02-01      | 2.0000%  | N/A     | $8470568.00        | $5574776.16        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2053-06-01      | 5.0000%  | N/A     | $42500.00          | $34941.20          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2054-01-01      | 6.5000%  | N/A     | $1796362.00        | $1598078.85        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2053-04-01      | 5.5000%  | N/A     | $20701688.00       | $14865401.92       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2052-08-01      | 5.0000%  | N/A     | $3204048.00        | $2388553.11        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2056-03-01      | 5.5000%  | N/A     | $5435020.00        | $5566516.08        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-08-01      | 6.0000%  | N/A     | $1000.00           | $1013.73           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2054-11-01      | 5.5000%  | N/A     | $30212064.00       | $25885064.34       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2052-05-01      | 3.5000%  | N/A     | $21801870.00       | $15098050.91       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-10-01      | 6.5000%  | N/A     | $15172864.00       | $14162416.71       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2052-07-01      | 5.0000%  | N/A     | $2895031.00        | $2200418.90        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2053-01-01      | 6.0000%  | N/A     | $5606384.00        | $4462412.17        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2053-09-01      | 6.5000%  | N/A     | $7452736.00        | $5104828.98        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2054-07-01      | 5.5000%  | N/A     | $8176000.00        | $6685553.62        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2052-04-01      | 3.5000%  | N/A     | $9000.00           | $7735.57           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2050-04-01      | 4.0000%  | N/A     | $61000.00          | $10390.03          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2054-06-01      | 6.0000%  | N/A     | $10212128.00       | $8408860.12        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2052-08-01      | 5.0000%  | N/A     | $5150874.00        | $3807102.52        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2053-06-01      | 6.0000%  | N/A     | $2079048.00        | $1827574.36        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-10-01      | 5.5000%  | N/A     | $2622546.00        | $2691400.64        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-01-01      | 5.0000%  | N/A     | $100000.00         | $92772.46          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2052-07-01      | 4.5000%  | N/A     | $10000.00          | $7933.70           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2054-07-01      | 5.5000%  | N/A     | $24749920.00       | $23412799.66       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2054-03-01      | 5.5000%  | N/A     | $4752299.00        | $3712114.86        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2053-01-01      | 5.0000%  | N/A     | $6048.00           | $5395.77           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-02-01      | 6.0000%  | N/A     | $14531136.00       | $15297759.99       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-04-01      | 6.0000%  | N/A     | $9285306.00        | $7768946.63        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2054-05-01      | 6.0000%  | N/A     | $17950048.00       | $12070489.63       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-03-01      | 6.5000%  | N/A     | $99154.00          | $92422.94          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2054-06-01      | 5.5000%  | N/A     | $245992.00         | $193698.16         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2052-07-01      | 5.0000%  | N/A     | $5724305.00        | $4562126.21        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-08-01      | 4.5000%  | N/A     | $6816128.00        | $6684264.49        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2052-01-01      | 2.0000%  | N/A     | $1000.00           | $646.23            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2040-11-01      | 3.5000%  | N/A     | $27812.00          | $26770.33          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2052-12-01      | 5.0000%  | N/A     | $27406618.00       | $22330697.40       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2053-11-01      | 6.5000%  | N/A     | $5434468.00        | $3927745.40        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2056-02-01      | 5.5000%  | N/A     | $21221152.00       | $21852906.12       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2048-06-01      | 4.0000%  | N/A     | $85600.00          | $16330.76          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2054-02-01      | 6.0000%  | N/A     | $15680086.00       | $13140319.58       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2052-09-01      | 5.0000%  | N/A     | $20766944.00       | $14353516.45       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-09-01      | 5.5000%  | N/A     | $1138860.00        | $1173535.26        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2051-07-01      | 2.0000%  | N/A     | $15234264.00       | $9325211.03        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2052-01-01      | 2.5000%  | N/A     | $20960773.00       | $13964612.56       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2053-03-01      | 5.5000%  | N/A     | $100000.00         | $85665.33          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2054-04-01      | 7.0000%  | N/A     | $15066272.00       | $9494316.42        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2052-12-01      | 6.0000%  | N/A     | $10772703.00       | $7536616.61        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2054-01-01      | 6.0000%  | N/A     | $10992525.00       | $9701830.11        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2054-03-01      | 5.5000%  | N/A     | $13499760.00       | $13148866.58       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-06-01      | 6.0000%  | N/A     | $9894288.00        | $8708133.87        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2053-06-01      | 5.0000%  | N/A     | $9000.00           | $7204.70           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2054-09-01      | 5.5000%  | N/A     | $2039156.00        | $1688959.11        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2053-07-01      | 5.0000%  | N/A     | $39539456.00       | $35163912.22       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2053-08-01      | 6.0000%  | N/A     | $3280568.00        | $2716420.01        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2035-07-01      | 3.9470%  | N/A     | $1296.00           | $1295.12           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2053-08-01      | 6.0000%  | N/A     | $2395000.00        | $1690386.28        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2054-05-01      | 6.0000%  | N/A     | $3765266.00        | $3394349.20        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2037-03-01      | 2.0000%  | N/A     | $7257688.00        | $6590194.30        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2052-04-01      | 3.5000%  | N/A     | $188803.00         | $143573.86         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-02-01      | 5.0000%  | N/A     | $3507240.00        | $3209732.22        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-11-01      | 5.5000%  | N/A     | $1164720.00        | $1183495.97        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2040-09-01      | 5.0000%  | N/A     | $6775131.00        | $6119090.75        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2056-03-01      | 5.5000%  | N/A     | $3731790.00        | $3823652.57        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2053-06-01      | 5.0000%  | N/A     | $83845.00          | $71468.47          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2056-02-01      | 3.5000%  | N/A     | $32269.00          | $30411.53          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2053-08-01      | 5.0000%  | N/A     | $97000.00          | $86904.10          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2052-08-01      | 3.0000%  | N/A     | $24341928.00       | $16625480.40       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-05-01      | 6.5000%  | N/A     | $5120832.00        | $5085531.67        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2053-08-01      | 5.5000%  | N/A     | $1873698.00        | $1386948.06        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2030-12-01      | 3.9500%  | N/A     | $3000.00           | $2947.87           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2054-08-01      | 5.0000%  | N/A     | $41000.00          | $36855.33          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2054-04-01      | 5.0000%  | N/A     | $1527546.00        | $1351412.90        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2052-02-01      | 3.0000%  | N/A     | $12837645.00       | $7824083.97        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2054-02-01      | 6.0000%  | N/A     | $9627800.00        | $8719700.63        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-02-01      | 6.5000%  | N/A     | $3113716.00        | $2472249.29        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2054-04-01      | 6.0000%  | N/A     | $48068721.00       | $41693292.51       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2036-07-01      | 2.0000%  | N/A     | $40885248.00       | $20860489.69       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2053-09-01      | 6.0000%  | N/A     | $7306424.00        | $5621204.81        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2040-08-01      | 5.5000%  | N/A     | $83392.00          | $72059.86          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2050-04-01      | 2.5000%  | N/A     | $12611168.00       | $4285339.42        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2053-10-01      | 6.5000%  | N/A     | $3232572.00        | $2470646.45        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2052-05-01      | 4.0000%  | N/A     | $15344039.00       | $10360263.80       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2053-05-01      | 4.5000%  | N/A     | $8000.00           | $6561.47           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2053-02-01      | 4.0000%  | N/A     | $7999.00           | $6549.19           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2053-09-01      | 6.5000%  | N/A     | $5985080.00        | $4628698.06        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2053-11-01      | 6.5000%  | N/A     | $2876691.00        | $2400749.47        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2052-09-01      | 3.5000%  | N/A     | $41334912.00       | $31708210.45       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2052-09-01      | 5.0000%  | N/A     | $2647261.00        | $2071212.74        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2054-02-01      | 5.5000%  | N/A     | $1074154.00        | $994532.34         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2053-08-01      | 5.0000%  | N/A     | $1000.00           | $836.22            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2053-08-01      | 5.5000%  | N/A     | $397000.00         | $305969.35         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2054-01-01      | 4.0000%  | N/A     | $2242312.00        | $1926625.55        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2035-02-01      | 4.6500%  | N/A     | $2023.00           | $2076.02           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2052-07-01      | 3.5000%  | N/A     | $1606002.00        | $1201632.91        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2050-09-01      | 3.5000%  | N/A     | $45568031.00       | $18285066.87       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2053-11-01      | 6.0000%  | N/A     | $2024712.00        | $1679194.61        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2052-08-01      | 3.0000%  | N/A     | $9000.00           | $6575.12           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2053-09-01      | 6.0000%  | N/A     | $3013644.00        | $2931250.04        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2052-08-01      | 3.5000%  | N/A     | $1015784.00        | $801755.38         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2054-09-01      | 6.5000%  | N/A     | $1070286.00        | $995388.61         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2044-02-01      | 3.5000%  | N/A     | $64278480.00       | $10390461.19       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2054-02-01      | 6.0000%  | N/A     | $1462884.00        | $1135937.72        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2047-05-01      | 3.5000%  | N/A     | $235553792.00      | $24504541.07       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2052-08-01      | 5.0000%  | N/A     | $2969878.00        | $2599713.91        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-01-01      | 6.5000%  | N/A     | $30537.00          | $30435.30          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2052-08-01      | 4.0000%  | N/A     | $8194900.00        | $6388675.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2054-05-01      | 5.0000%  | N/A     | $15730940.00       | $14195845.39       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2053-12-01      | 6.0000%  | N/A     | $6863400.00        | $6555783.47        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2053-09-01      | 5.5000%  | N/A     | $15328203.00       | $14083596.82       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2053-08-01      | 5.5000%  | N/A     | $284085.00         | $231542.74         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2056-01-01      | 5.5000%  | N/A     | $4023440.00        | $4132092.93        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2045-09-01      | 3.5000%  | N/A     | $4556833.00        | $1025690.09        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2053-04-01      | 5.5000%  | N/A     | $1016228.00        | $764754.28         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2053-04-01      | 5.0000%  | N/A     | $197000.00         | $155549.27         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2055-01-01      | 6.5000%  | N/A     | $4530336.00        | $3083883.72        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2052-04-01      | 4.0000%  | N/A     | $2226520.00        | $2035078.27        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2052-08-01      | 5.0000%  | N/A     | $7170736.00        | $5271838.90        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2053-06-01      | 5.5000%  | N/A     | $2214696.00        | $1587045.69        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2052-01-01      | 2.5000%  | N/A     | $1455294.00        | $972130.18         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2051-10-01      | 3.0000%  | N/A     | $9451744.00        | $5977120.09        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2054-09-01      | 6.5000%  | N/A     | $7237129.00        | $5556473.09        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2053-08-01      | 6.5000%  | N/A     | $2535740.00        | $1787865.24        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2052-02-01      | 2.0000%  | N/A     | $54037760.00       | $35941446.95       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2054-03-01      | 5.5000%  | N/A     | $6144.00           | $5473.92           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2043-06-01      | 3.5000%  | N/A     | $219529472.00      | $17017959.25       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2054-06-01      | 4.5000%  | N/A     | $2630008.00        | $2368704.63        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2042-10-01      | 3.5000%  | N/A     | $11346192.00       | $1805865.38        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2056-01-01      | 6.0000%  | N/A     | $1169600.00        | $1220198.22        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2052-08-01      | 4.5000%  | N/A     | $79025.00          | $64370.68          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2051-03-01      | 2.0000%  | N/A     | $3100000.00        | $1790638.91        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2050-10-01      | 2.5000%  | N/A     | $136000.00         | $66022.57          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2049-10-01      | 3.0000%  | N/A     | $244918528.00      | $44978897.92       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2053-08-01      | 6.0000%  | N/A     | $7328954.00        | $6711515.12        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2054-08-01      | 6.5000%  | N/A     | $14991968.00       | $13753943.79       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2052-04-01      | 3.0000%  | N/A     | $1077790.00        | $783907.33         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2042-11-01      | 3.5000%  | N/A     | $32293400.00       | $3693436.98        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2052-12-01      | 5.0000%  | N/A     | $2006920.00        | $1415302.34        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2038-06-01      | 4.5000%  | N/A     | $13154026.00       | $4061573.01        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2052-04-01      | 3.0000%  | N/A     | $95055.00          | $69284.21          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2055-11-01      | 6.5000%  | N/A     | $2527746.00        | $2692936.91        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2053-10-01      | 5.5000%  | N/A     | $6014.00           | $5299.87           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2053-12-01      | 6.0000%  | N/A     | $9110512.00        | $6914136.50        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2050-06-01      | 3.0000%  | N/A     | $213000.00         | $92239.30          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2056-02-01      | 5.0000%  | N/A     | $10408240.00       | $10513166.62       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2039-12-01      | 4.0000%  | N/A     | $15160000.00       | $561668.24         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2051-07-01      | 3.5000%  | N/A     | $12156.00          | $5245.47           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2053-09-01      | 5.5000%  | N/A     | $57809.00          | $56512.89          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2051-01-01      | 3.0000%  | N/A     | $536698.00         | $262600.55         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2055-01-01      | 5.0000%  | N/A     | $2696236.00        | $2432993.32        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2053-06-01      | 5.5000%  | N/A     | $7136.00           | $5908.57           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2053-06-01      | 6.0000%  | N/A     | $1029772.00        | $835794.93         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2047-09-01      | 3.5000%  | N/A     | $199913984.00      | $40156750.31       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2054-06-01      | 6.0000%  | N/A     | $45000.00          | $30950.04          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2053-08-01      | 5.5000%  | N/A     | $19212160.00       | $16404904.60       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2053-02-01      | 5.0000%  | N/A     | $5155129.00        | $4286112.09        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2054-09-01      | 5.0000%  | N/A     | $13886577.00       | $13196204.98       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2049-06-01      | 4.5000%  | N/A     | $4221768.00        | $963483.95         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2055-06-01      | 6.0000%  | N/A     | $4311840.00        | $4481985.46        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2053-09-01      | 4.0000%  | N/A     | $324004.00         | $271191.60         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2051-06-01      | 3.0000%  | N/A     | $938661.00         | $683074.22         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2054-07-01      | 6.0000%  | N/A     | $8053.00           | $6991.72           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2054-01-01      | 6.0000%  | N/A     | $13000.00          | $5388.83           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2053-07-01      | 5.5000%  | N/A     | $19975264.00       | $15732783.30       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2051-10-01      | 2.0000%  | N/A     | $1172636.00        | $877251.75         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2054-10-01      | 5.5000%  | N/A     | $2554392.00        | $2285021.98        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2052-11-01      | 5.5000%  | N/A     | $125000.00         | $101877.62         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2054-04-01      | 5.0000%  | N/A     | $255209.00         | $226006.90         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2051-07-01      | 2.0000%  | N/A     | $199001.00         | $81525.31          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2043-07-01      | 3.0000%  | N/A     | $65705472.00       | $12161079.52       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2048-09-01      | 4.0000%  | N/A     | $1000.00           | $71.26             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2053-10-01      | 5.5000%  | N/A     | $7475.00           | $6434.72           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2056-01-01      | 4.5000%  | N/A     | $4061288.00        | $4045436.80        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2052-08-01      | 5.0000%  | N/A     | $1992774.00        | $1916778.80        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2048-06-01      | 4.0000%  | N/A     | $55091584.00       | $5312205.72        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2050-06-01      | 2.5000%  | N/A     | $200000.00         | $95549.36          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2055-10-01      | 6.0000%  | N/A     | $3099060.00        | $2196432.02        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2055-01-01      | 6.5000%  | N/A     | $5000.00           | $5309.71           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2050-08-01      | 2.5000%  | N/A     | $6230000.00        | $2999904.52        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2052-04-01      | 3.5000%  | N/A     | $984740.00         | $681512.48         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2046-08-01      | 4.0000%  | N/A     | $139000.00         | $25950.52          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2045-04-01      | 3.0000%  | N/A     | $63149440.00       | $9989763.69        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2052-02-01      | 3.5000%  | N/A     | $939000.00         | $315101.03         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2051-05-01      | 3.0000%  | N/A     | $2441142.00        | $1406011.70        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2053-04-01      | 5.5000%  | N/A     | $336435.00         | $292031.35         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2053-05-01      | 5.0000%  | N/A     | $1755110.00        | $1281430.33        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2054-08-01      | 5.5000%  | N/A     | $143774.00         | $122598.07         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2035-10-01      | 3.0000%  | N/A     | $757115.00         | $304899.75         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2046-10-01      | 3.0000%  | N/A     | $249994496.00      | $38493971.65       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2052-07-01      | 4.5000%  | N/A     | $198203.00         | $163769.53         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2052-09-01      | 3.5000%  | N/A     | $75000.00          | $57780.33          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2031-01-01      | 4.0200%  | N/A     | $42587.00          | $42921.87          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2045-10-01      | 3.5000%  | N/A     | $59076208.00       | $11037237.15       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2052-12-01      | 5.5000%  | N/A     | $337000.00         | $265759.85         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2048-03-01      | 4.0000%  | N/A     | $102110080.00      | $14654887.40       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2054-11-01      | 6.5000%  | N/A     | $410617.00         | $358429.18         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2054-08-01      | 6.5000%  | N/A     | $16930368.00       | $13928529.77       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2050-02-01      | 3.0000%  | N/A     | $328000.00         | $112724.80         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2040-09-01      | 5.0000%  | N/A     | $5355723.00        | $4896788.36        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2047-10-01      | 4.0000%  | N/A     | $1147000.00        | $81909.20          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2045-09-01      | 3.5000%  | N/A     | $61229056.00       | $6898939.63        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2047-03-01      | 4.0000%  | N/A     | $765696.00         | $317910.99         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2031-06-01      | 6.5000%  | N/A     | $37996244.00       | $62103.85          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2047-05-01      | 4.0000%  | N/A     | $1350180.00        | $238126.07         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2055-08-01      | 6.0000%  | N/A     | $10318431.00       | $9304537.35        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2054-03-01      | 5.0000%  | N/A     | $100162.00         | $44218.38          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2053-07-01      | 6.5000%  | N/A     | $11864594.00       | $8786429.77        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2055-05-01      | 6.5000%  | N/A     | $1143763.00        | $887421.75         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2047-08-01      | 4.0000%  | N/A     | $125033920.00      | $28591852.74       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2053-10-01      | 6.0000%  | N/A     | $8891.00           | $7483.39           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2044-12-01      | 3.5000%  | N/A     | $3822596.00        | $379557.01         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2053-05-01      | 6.0000%  | N/A     | $11429456.00       | $7309783.34        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2053-07-01      | 5.5000%  | N/A     | $2605652.00        | $2294775.47        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2052-08-01      | 4.5000%  | N/A     | $41310.00          | $30092.15          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2045-08-01      | 3.5000%  | N/A     | $82479872.00       | $15015072.89       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2053-11-01      | 6.5000%  | N/A     | $3609924.00        | $1992168.80        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2042-10-01      | 3.5000%  | N/A     | $45988480.00       | $6539676.87        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2054-12-01      | 4.0000%  | N/A     | $2516248.00        | $2103087.72        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2052-01-01      | 2.5000%  | N/A     | $1910038.00        | $1205299.08        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2036-04-01      | 2.0000%  | N/A     | $2173480.00        | $1085985.14        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2048-01-01      | 3.5000%  | N/A     | $484000.00         | $213618.17         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2054-11-01      | 4.5000%  | N/A     | $1161000.00        | $1132629.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2043-03-01      | 3.0000%  | N/A     | $224000.00         | $50910.34          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2054-12-01      | 6.0000%  | N/A     | $1738998.00        | $1180793.57        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2054-02-01      | 5.5000%  | N/A     | $1746884.00        | $1679512.31        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2055-12-01      | 5.5000%  | N/A     | $463524.00         | $461343.39         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2054-08-01      | 6.0000%  | N/A     | $20962496.00       | $18275682.22       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2031-11-01      | 3.0000%  | N/A     | $3748000.00        | $478152.55         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2047-12-01      | 3.5000%  | N/A     | $417178.00         | $360855.23         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2053-08-01      | 5.0000%  | N/A     | $2510820.00        | $2455152.46        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2054-05-01      | 6.0000%  | N/A     | $2196750.00        | $2223528.87        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2036-05-01      | 1.5000%  | N/A     | $149676.00         | $71542.63          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2055-04-01      | 5.5000%  | N/A     | $2006384.00        | $1200925.18        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2055-03-01      | 5.5000%  | N/A     | $35557.00          | $31366.89          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2063-06-01      | 3.5000%  | N/A     | $6569792.00        | $4963112.85        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2052-10-01      | 5.0000%  | N/A     | $15785904.00       | $12062841.58       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2053-06-01      | 6.0000%  | N/A     | $2412223.00        | $2159522.77        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2027-07-01      | 3.0000%  | N/A     | $23747000.00       | $365588.46         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2052-09-01      | 3.5000%  | N/A     | $741000.00         | $608169.55         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2053-01-01      | 6.0000%  | N/A     | $9367506.00        | $8170037.47        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2053-07-01      | 4.5000%  | N/A     | $1231040.00        | $936701.94         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2053-06-01      | 5.0000%  | N/A     | $6000.00           | $5227.63           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2053-08-01      | 6.0000%  | N/A     | $6157280.00        | $4683222.74        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2035-08-01      | 2.5000%  | N/A     | $378006.00         | $143526.43         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2038-07-01      | 4.5000%  | N/A     | $5752488.00        | $1843578.80        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2053-12-01      | 6.5000%  | N/A     | $5341032.00        | $4930678.29        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2047-10-01      | 3.5000%  | N/A     | $5271862.00        | $1938430.22        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2045-03-01      | 3.5000%  | N/A     | $4797000.00        | $357388.06         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2052-10-01      | 5.0000%  | N/A     | $3404548.00        | $2761245.09        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2042-10-01      | 4.5000%  | N/A     | $515000.00         | $91989.12          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2043-10-01      | 5.0000%  | N/A     | $6698160.00        | $1197345.81        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2042-01-01      | 4.0000%  | N/A     | $17411424.00       | $3463066.50        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2054-02-01      | 5.5000%  | N/A     | $1204201.00        | $801083.70         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2055-12-01      | 6.5000%  | N/A     | $820560.00         | $869060.32         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2050-10-01      | 2.5000%  | N/A     | $304000.00         | $134096.89         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2052-06-01      | 4.0000%  | N/A     | $906032.00         | $674022.13         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2053-03-01      | 6.5000%  | N/A     | $124204.00         | $54394.46          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2037-08-01      | 1.5000%  | N/A     | $4220673.00        | $2918636.21        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2050-12-01      | 2.5000%  | N/A     | $737000.00         | $361266.67         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2051-10-01      | 2.5000%  | N/A     | $458569.00         | $358186.22         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2047-04-01      | 4.0000%  | N/A     | $11498000.00       | $2144743.14        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2053-05-01      | 5.5000%  | N/A     | $3796441.00        | $1815137.42        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2053-11-01      | 5.5000%  | N/A     | $506461.00         | $413196.70         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2052-10-01      | 5.0000%  | N/A     | $11598496.00       | $9335742.30        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2054-07-01      | 5.0000%  | N/A     | $1017872.00        | $703593.20         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2054-01-01      | 6.5000%  | N/A     | $2733236.00        | $982278.38         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2038-09-01      | 6.0000%  | N/A     | $15392944.00       | $224438.22         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2053-08-01      | 5.5000%  | N/A     | $159000.00         | $129263.24         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2055-09-01      | 6.5000%  | N/A     | $134602.00         | $141109.71         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2048-06-01      | 4.0000%  | N/A     | $327270912.00      | $33788766.98       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2055-08-01      | 5.0000%  | N/A     | $2274388.00        | $2061571.39        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2050-12-01      | 2.5000%  | N/A     | $297999.00         | $125405.28         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2053-06-01      | 5.0000%  | N/A     | $3924382.00        | $3276165.03        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2055-10-01      | 6.0000%  | N/A     | $1248624.00        | $1132296.16        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2053-01-01      | 5.5000%  | N/A     | $9047280.00        | $5548205.40        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2047-10-01      | 3.5000%  | N/A     | $5886976.00        | $1813813.17        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2052-10-01      | 4.0000%  | N/A     | $10000.00          | $8083.06           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2053-07-01      | 5.0000%  | N/A     | $93000.00          | $75463.23          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2045-06-01      | 3.5000%  | N/A     | $29616050.00       | $5846412.37        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2054-04-01      | 6.0000%  | N/A     | $12671417.00       | $10508996.08       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2052-02-01      | 2.5000%  | N/A     | $998999.00         | $657142.50         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2052-11-01      | 4.5000%  | N/A     | $90000.00          | $77043.93          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2048-01-01      | 4.0000%  | N/A     | $325286400.00      | $33032243.08       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2053-03-01      | 6.0000%  | N/A     | $8776128.00        | $5990502.13        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2054-08-01      | 5.5000%  | N/A     | $951116.00         | $886210.05         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2053-03-01      | 5.5000%  | N/A     | $1000.00           | $855.63            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2052-06-01      | 3.5000%  | N/A     | $8839000.00        | $6225014.86        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2038-07-01      | 5.0000%  | N/A     | $1973885.00        | $1321511.52        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2054-08-01      | 4.5000%  | N/A     | $1140168.00        | $1107315.74        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2053-11-01      | 5.5000%  | N/A     | $230176.00         | $198952.98         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2044-09-01      | 4.0000%  | N/A     | $59491205.00       | $6102249.20        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2048-09-01      | 4.5000%  | N/A     | $4187525.00        | $1341495.84        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD                           | 2036-11-01      | 6.0000%  | N/A     | $2965583.00        | $71434.49          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD                           | 2046-12-01      | 3.0000%  | N/A     | $233036.00         | $41494.00          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785535 C                      | 2051-06-20      | 0.0000%  | N/A     | $64804224.00       | $36818624.90       | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785738 C                      | 2051-11-20      | 0.0000%  | N/A     | $58486400.00       | $37649156.66       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2044-08-15      | 4.0000%  | N/A     | $424045.00         | $60824.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2040-03-15      | 4.5000%  | N/A     | $1000000.00        | $97386.79          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2067-04-15      | 5.8800%  | N/A     | $334305.00         | $353025.63         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2041-11-15      | 4.5000%  | N/A     | $6408000.00        | $267617.93         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-05-20      | 3.0000%  | N/A     | $1000.00           | $110.67            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-12-20      | 3.0000%  | N/A     | $53968128.00       | $24767870.54       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-02-20      | 5.0000%  | N/A     | $1477044.00        | $1497341.70        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-01-20      | 2.5000%  | N/A     | $137000.00         | $64195.55          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 5.0000%  | N/A     | $138282240.00      | $130669886.65      | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-07-20      | 3.0000%  | N/A     | $95973248.00       | $58374102.76       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-01-20      | 6.0000%  | N/A     | $6105910.00        | $6286704.85        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-02-20      | 6.0000%  | N/A     | $2233853.00        | $2313702.82        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-02-20      | 6.0000%  | N/A     | $113213851.00      | $72891670.37       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-02-20      | 5.5000%  | N/A     | $1999212.00        | $2037495.35        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-10-20      | 3.5000%  | N/A     | $27944800.00       | $5307140.33        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-05-20      | 2.5000%  | N/A     | $1814331.00        | $1250126.60        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-12-20      | 4.5000%  | N/A     | $5765432.00        | $5433824.58        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-11-20      | 4.5000%  | N/A     | $920108.00         | $852570.63         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2043-04-20      | 3.5000%  | N/A     | $362000.00         | $105083.08         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2041-05-20      | 6.0000%  | N/A     | $1494704.00        | $40257.33          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-02-20      | 6.0000%  | N/A     | $921611.00         | $967420.91         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-02-20      | 6.5000%  | N/A     | $5754864.00        | $6060156.34        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-07-20      | 5.5000%  | N/A     | $6000.00           | $6129.78           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-11-20      | 7.0000%  | N/A     | $94841.00          | $97626.50          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-02-20      | 4.0000%  | N/A     | $68168576.00       | $6676688.65        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-11-20      | 6.0000%  | N/A     | $1918656.00        | $1998849.70        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-11-20      | 5.5000%  | N/A     | $37298200.00       | $32051055.31       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 4.0000%  | N/A     | $2555676.00        | $2395886.16        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2041-05-20      | 5.5000%  | N/A     | $2780996.00        | $105052.15         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-11-20      | 6.0000%  | N/A     | $6001.00           | $6289.30           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-04-20      | 5.5000%  | N/A     | $969554.00         | $988469.77         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-10-20      | 4.0000%  | N/A     | $34442680.00       | $11195868.79       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-01-20      | 6.0000%  | N/A     | $6000.00           | $6208.44           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2036-08-20      | 2.5000%  | N/A     | $198989.00         | $89750.05          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-02-20      | 5.5000%  | N/A     | $1336306.00        | $1379183.01        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-05-20      | 3.5000%  | N/A     | $82466200.00       | $39511656.65       | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY                     | 2028-04-15      | 3.7500%  | N/A     | $100.00            | $101.99            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                     | 2051-11-15      | 1.8750%  | N/A     | $100.00            | $57.91             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                     | 2028-09-30      | 4.6250%  | N/A     | $69888100.00       | $73232110.42       | U.S. Treasuries (including strips) |

### Security 171: Societe Generale SA

- **C.1 - Title:** Societe Generale SA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: BYJ0454W5
- **C.18 - Value (incl. sponsor support):** $190000000.00
- **C.18.a - Value (excl. sponsor support):** $190000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2047-08-15      | 2.7500%  | N/A     | $52382800.00       | $38662204.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-11-15      | 4.7500%  | N/A     | $65366400.00       | $66942802.83       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-11-15      | 2.0000%  | N/A     | $121939300.00      | $88195019.99       | U.S. Treasuries (including strips) |

### Security 172: Societe Generale SA

- **C.1 - Title:** Societe Generale SA
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: BYJ0454X3
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| 04.000 FGPC G08618 G | 2044-12-01      | 4.0000%  | N/A     | $356022688.00      | $26558040.63       | Agency Mortgage-Backed Securities |
| FEPC 03.500 3VZT1100 | 2042-12-01      | 3.5000%  | N/A     | $149885172.00      | $18991742.25       | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSL3886 | 2049-10-01      | 3.5000%  | N/A     | $16359552.00       | $15484188.94       | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD1501 | 2052-08-01      | 4.0000%  | N/A     | $20447331.00       | $14814627.15       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD1575 | 2052-09-01      | 4.5000%  | N/A     | $24662559.00       | $18966776.91       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSL4105 | 2053-05-01      | 4.5000%  | N/A     | $16083104.00       | $16030606.59       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSL4166 | 2056-02-01      | 4.5000%  | N/A     | $26941001.00       | $26794226.43       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE8013 | 2052-08-01      | 5.0000%  | N/A     | $32386496.00       | $26868772.50       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ3014 | 2054-12-01      | 5.0000%  | N/A     | $21207960.00       | $19788066.95       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8366 | 2053-10-01      | 5.0000%  | N/A     | $39775872.00       | $33795045.78       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZT1859 | 2049-03-01      | 5.0000%  | N/A     | $76713838.00       | $14711493.59       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CTRB5378 | 2045-12-01      | 5.0000%  | N/A     | $16053056.00       | $16026413.79       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY2324 | 2055-05-01      | 5.5000%  | N/A     | $22088096.00       | $21931404.68       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY4192 | 2055-05-01      | 5.5000%  | N/A     | $20370214.00       | $17532884.55       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRA8716 | 2053-04-01      | 5.5000%  | N/A     | $28917799.00       | $25200858.88       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD4736 | 2053-04-01      | 5.5000%  | N/A     | $19147396.00       | $16999403.68       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD6965 | 2054-11-01      | 5.5000%  | N/A     | $34330112.00       | $29413627.86       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CTRB5337 | 2045-03-01      | 5.5000%  | N/A     | $21000000.00       | $16542097.85       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF6885 | 2053-02-01      | 6.0000%  | N/A     | $28246528.00       | $20676770.88       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQH7692 | 2054-01-01      | 6.0000%  | N/A     | $21368242.00       | $17336413.83       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQI6421 | 2054-05-01      | 6.0000%  | N/A     | $5276576.00        | $4634726.43        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY3925 | 2055-05-01      | 6.0000%  | N/A     | $21227616.00       | $21254638.65       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRA9671 | 2053-08-01      | 6.0000%  | N/A     | $19529248.00       | $17714533.16       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ1972 | 2054-07-01      | 6.0000%  | N/A     | $25750752.00       | $20250878.14       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ4799 | 2055-09-01      | 6.0000%  | N/A     | $15693701.00       | $15895381.13       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD7114 | 2054-09-01      | 6.0000%  | N/A     | $42928064.00       | $33700317.05       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ1536 | 2054-05-01      | 6.5000%  | N/A     | $24645480.00       | $14979114.01       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBU7203 | 2051-11-01      | 2.0000%  | N/A     | $24924343.00       | $16672953.64       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAL9034 | 2046-08-01      | 3.0000%  | N/A     | $58183616.00       | $15845598.29       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS7734 | 2046-08-01      | 3.0000%  | N/A     | $52837760.00       | $15996977.75       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS7862 | 2046-09-01      | 3.0000%  | N/A     | $49996880.00       | $15685233.01       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS8423 | 2046-12-01      | 3.0000%  | N/A     | $50073408.00       | $15608461.61       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS8488 | 2046-12-01      | 3.0000%  | N/A     | $48000000.00       | $13773087.31       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBC4714 | 2046-10-01      | 3.0000%  | N/A     | $150510806.00      | $34595757.75       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBD8064 | 2046-10-01      | 3.0000%  | N/A     | $186957056.00      | $37428443.27       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS6157 | 2052-09-01      | 3.0000%  | N/A     | $46058483.00       | $35120609.76       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAK6730 | 2042-03-01      | 3.5000%  | N/A     | $530848073.00      | $37707763.01       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL3313 | 2043-03-01      | 3.5000%  | N/A     | $114862080.00      | $20334569.73       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL8148 | 2046-02-01      | 3.5000%  | N/A     | $99245568.00       | $20103814.44       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAO8043 | 2042-07-01      | 3.5000%  | N/A     | $236996864.00      | $33114382.32       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAP2129 | 2042-08-01      | 3.5000%  | N/A     | $154603520.00      | $19624246.29       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS4791 | 2045-04-01      | 3.5000%  | N/A     | $81743256.00       | $14611586.66       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS5348 | 2045-07-01      | 3.5000%  | N/A     | $75182160.00       | $15543444.01       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS5451 | 2045-07-01      | 3.5000%  | N/A     | $64448128.00       | $13964805.14       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS5808 | 2045-09-01      | 3.5000%  | N/A     | $82659712.00       | $17588842.02       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS5934 | 2045-10-01      | 3.5000%  | N/A     | $144570880.00      | $22546775.45       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS7008 | 2046-04-01      | 3.5000%  | N/A     | $70945024.00       | $14372142.04       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS9946 | 2047-07-01      | 3.5000%  | N/A     | $73103488.00       | $15290922.13       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAY5570 | 2045-06-01      | 3.5000%  | N/A     | $205635584.00      | $20543929.67       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA4688 | 2049-06-01      | 3.5000%  | N/A     | $19310063.00       | $18439445.21       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS8356 | 2052-08-01      | 3.5000%  | N/A     | $16978000.00       | $14179408.03       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRAP4715 | 2042-08-01      | 3.5000%  | N/A     | $156581660.00      | $20900760.29       | Agency Mortgage-Backed Securities |
| FNMS 03.500 I4BF0179 | 2057-01-01      | 3.5000%  | N/A     | $66007924.00       | $22549787.34       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFA4267 | 2054-04-01      | 4.0000%  | N/A     | $18533429.00       | $18077628.53       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCC0843 | 2055-07-01      | 4.5000%  | N/A     | $19006464.00       | $18418175.06       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS4113 | 2053-03-01      | 4.5000%  | N/A     | $24360100.00       | $18374332.81       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCC1155 | 2055-10-01      | 5.0000%  | N/A     | $18720199.00       | $18916840.43       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCC1204 | 2055-10-01      | 5.0000%  | N/A     | $27088792.00       | $26721019.24       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF6316 | 2055-12-01      | 5.0000%  | N/A     | $16418414.00       | $16586165.36       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA4438 | 2056-02-01      | 5.0000%  | N/A     | $34379882.00       | $34671519.05       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA4841 | 2052-12-01      | 5.0000%  | N/A     | $23597040.00       | $18349851.35       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC0847 | 2055-08-01      | 5.5000%  | N/A     | $34984160.00       | $35066111.72       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC0862 | 2055-08-01      | 5.5000%  | N/A     | $25032096.00       | $25007262.86       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB1963 | 2054-10-01      | 5.5000%  | N/A     | $21942292.00       | $22064043.17       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE0590 | 2055-06-01      | 5.5000%  | N/A     | $20393271.00       | $19516057.60       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE3614 | 2055-07-01      | 5.5000%  | N/A     | $19962913.00       | $20113051.05       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF9733 | 2056-01-01      | 5.5000%  | N/A     | $17042208.00       | $17533790.24       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA3847 | 2055-10-01      | 5.5000%  | N/A     | $24989146.00       | $25645294.77       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS5660 | 2053-08-01      | 5.5000%  | N/A     | $19168320.00       | $16037320.42       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS9890 | 2054-02-01      | 5.5000%  | N/A     | $24287040.00       | $22073583.01       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB9666 | 2054-08-01      | 6.0000%  | N/A     | $21927072.00       | $21211530.51       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA3611 | 2055-09-01      | 6.0000%  | N/A     | $24717632.00       | $24562762.52       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC1175 | 2055-07-01      | 6.5000%  | N/A     | $24369200.00       | $20190816.83       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA1857 | 2055-06-01      | 6.5000%  | N/A     | $21276200.00       | $20826060.84       | Agency Mortgage-Backed Securities |

### Security 173: TD Securities USA LLC

- **C.1 - Title:** TD Securities USA LLC
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: BYJ0454Y1
- **C.18 - Value (incl. sponsor support):** $434500000.00
- **C.18.a - Value (excl. sponsor support):** $434500000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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:** Fitch: NR; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-09-01      | 2.5000%  | N/A     | $174183458.00      | $114607204.80      | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 5.5000%  | N/A     | $156547902.00      | $156946210.00      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 6.0000%  | N/A     | $188872422.00      | $175981585.31      | Agency Mortgage-Backed Securities |

### Security 174: TD Securities USA LLC

- **C.1 - Title:** TD Securities USA LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: BYJ0454Z8
- **C.18 - Value (incl. sponsor support):** $5000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch: NR; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 4 1/4 NOTE C 35 | 2035-05-15      | 4.2500%  | N/A     | $4935300.00        | $5100040.04        | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SZ1, C.4 - ISIN: US912797SZ10, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $226273698.80
- **C.18.a - Value (excl. sponsor support):** $226273698.80
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.0700%
- **C.11 - Maturity Date (WAM):** 2026-03-17
- **C.12 - Maturity Date (WAL):** 2026-03-17
- **C.13 - Final Legal Maturity Date:** 2026-03-17
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 176: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TX5, C.4 - ISIN: US912797TX52, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1740656919.78
- **C.18.a - Value (excl. sponsor support):** $1740656919.78
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-08-20
- **C.12 - Maturity Date (WAL):** 2026-08-20
- **C.13 - Final Legal Maturity Date:** 2026-08-20
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 177: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SW8, C.4 - ISIN: US912797SW88, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2968767242.53
- **C.18.a - Value (excl. sponsor support):** $2968767242.53
- **C.19 - Percentage of Net Assets:** 1.4600%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2026-05-28
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 178: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UA3, C.4 - ISIN: US912797UA31, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $33642227.86
- **C.18.a - Value (excl. sponsor support):** $33642227.86
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-06-16
- **C.12 - Maturity Date (WAL):** 2026-06-16
- **C.13 - Final Legal Maturity Date:** 2026-06-16
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 179: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RF6, C.4 - ISIN: US912797RF64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1004807141.79
- **C.18.a - Value (excl. sponsor support):** $1004807141.79
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-07-09
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 180: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QD2, C.4 - ISIN: US912797QD26, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2617601907.06
- **C.18.a - Value (excl. sponsor support):** $2617601907.06
- **C.19 - Percentage of Net Assets:** 1.2900%
- **C.17 - Yield as of Reporting Date:** 3.4600%
- **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:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 181: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SX6, C.4 - ISIN: US912797SX61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3885210901.89
- **C.18.a - Value (excl. sponsor support):** $3885210901.89
- **C.19 - Percentage of Net Assets:** 1.9100%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 182: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TE7, C.4 - ISIN: US912797TE71, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2811506419.33
- **C.18.a - Value (excl. sponsor support):** $2811506419.33
- **C.19 - Percentage of Net Assets:** 1.3900%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-06-25
- **C.12 - Maturity Date (WAL):** 2026-06-25
- **C.13 - Final Legal Maturity Date:** 2026-06-25
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 183: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TD9, C.4 - ISIN: US912797TD98, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $896570524.28
- **C.18.a - Value (excl. sponsor support):** $896570524.28
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-06-18
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 184: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TM9, C.4 - ISIN: US912797TM97, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2212547993.13
- **C.18.a - Value (excl. sponsor support):** $2212547993.13
- **C.19 - Percentage of Net Assets:** 1.0900%
- **C.17 - Yield as of Reporting Date:** 3.4500%
- **C.11 - Maturity Date (WAM):** 2027-01-21
- **C.12 - Maturity Date (WAL):** 2027-01-21
- **C.13 - Final Legal Maturity Date:** 2027-01-21
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QX8, C.4 - ISIN: US912797QX89, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1230422049.85
- **C.18.a - Value (excl. sponsor support):** $1230422049.85
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2026-06-11
- **C.12 - Maturity Date (WAL):** 2026-06-11
- **C.13 - Final Legal Maturity Date:** 2026-06-11
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SM0, C.4 - ISIN: US912797SM07, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1849162112.13
- **C.18.a - Value (excl. sponsor support):** $1849162112.13
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 3.4800%
- **C.11 - Maturity Date (WAM):** 2026-04-23
- **C.12 - Maturity Date (WAL):** 2026-04-23
- **C.13 - Final Legal Maturity Date:** 2026-04-23
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 187: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RG4, C.4 - ISIN: US912797RG48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $420388951.04
- **C.18.a - Value (excl. sponsor support):** $420388951.04
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **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:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 188: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SD0, C.4 - ISIN: US912797SD08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $720704255.55
- **C.18.a - Value (excl. sponsor support):** $720704255.55
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.3600%
- **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:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 189: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QN0, C.4 - ISIN: US912797QN08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $598115358.51
- **C.18.a - Value (excl. sponsor support):** $598115358.51
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 190: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SV0, C.4 - ISIN: US912797SV06, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2483668599.15
- **C.18.a - Value (excl. sponsor support):** $2483668599.15
- **C.19 - Percentage of Net Assets:** 1.2200%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2026-05-21
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 191: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PV3, C.4 - ISIN: US912797PV33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $607602464.26
- **C.18.a - Value (excl. sponsor support):** $607602464.26
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.1300%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 192: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TB3, C.4 - ISIN: US912797TB33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1966847758.81
- **C.18.a - Value (excl. sponsor support):** $1966847758.81
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 3.3400%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 193: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SC2, C.4 - ISIN: US912797SC25, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $175474146.10
- **C.18.a - Value (excl. sponsor support):** $175474146.10
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.2800%
- **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:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TZ0, C.4 - ISIN: US912797TZ01, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $58319623.55
- **C.18.a - Value (excl. sponsor support):** $58319623.55
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-06-09
- **C.12 - Maturity Date (WAL):** 2026-06-09
- **C.13 - Final Legal Maturity Date:** 2026-06-09
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 195: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TJ6, C.4 - ISIN: US912797TJ68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $869307228.61
- **C.18.a - Value (excl. sponsor support):** $869307228.61
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.4800%
- **C.11 - Maturity Date (WAM):** 2026-04-21
- **C.12 - Maturity Date (WAL):** 2026-04-21
- **C.13 - Final Legal Maturity Date:** 2026-04-21
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 196: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TG2, C.4 - ISIN: US912797TG20, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $38444984.68
- **C.18.a - Value (excl. sponsor support):** $38444984.68
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.4100%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 197: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TW7, C.4 - ISIN: US912797TW79, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2686946949.65
- **C.18.a - Value (excl. sponsor support):** $2686946949.65
- **C.19 - Percentage of Net Assets:** 1.3200%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-08-13
- **C.12 - Maturity Date (WAL):** 2026-08-13
- **C.13 - Final Legal Maturity Date:** 2026-08-13
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 198: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SL2, C.4 - ISIN: US912797SL24, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $819476499.13
- **C.18.a - Value (excl. sponsor support):** $819476499.13
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.4200%
- **C.11 - Maturity Date (WAM):** 2026-04-09
- **C.12 - Maturity Date (WAL):** 2026-04-09
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 199: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SY4, C.4 - ISIN: US912797SY45, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2239389752.91
- **C.18.a - Value (excl. sponsor support):** $2239389752.91
- **C.19 - Percentage of Net Assets:** 1.1000%
- **C.17 - Yield as of Reporting Date:** 2.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-10
- **C.12 - Maturity Date (WAL):** 2026-03-10
- **C.13 - Final Legal Maturity Date:** 2026-03-10
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 200: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797ST5, C.4 - ISIN: US912797ST59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $161683799.28
- **C.18.a - Value (excl. sponsor support):** $161683799.28
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 0.9100%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 201: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SN8, C.4 - ISIN: US912797SN89, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3356157264.25
- **C.18.a - Value (excl. sponsor support):** $3356157264.25
- **C.19 - Percentage of Net Assets:** 1.6500%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 202: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SB4, C.4 - ISIN: US912797SB42, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $586029328.19
- **C.18.a - Value (excl. sponsor support):** $586029328.19
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 2.8300%
- **C.11 - Maturity Date (WAM):** 2026-03-12
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RV1, C.4 - ISIN: US912797RV15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $249762006.78
- **C.18.a - Value (excl. sponsor support):** $249762006.78
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 1.8500%
- **C.11 - Maturity Date (WAM):** 2026-03-05
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 204: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TA5, C.4 - ISIN: US912797TA59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $556079955.93
- **C.18.a - Value (excl. sponsor support):** $556079955.93
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.2300%
- **C.11 - Maturity Date (WAM):** 2026-03-24
- **C.12 - Maturity Date (WAL):** 2026-03-24
- **C.13 - Final Legal Maturity Date:** 2026-03-24
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 205: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TC1, C.4 - ISIN: US912797TC16, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2846996903.73
- **C.18.a - Value (excl. sponsor support):** $2846996903.73
- **C.19 - Percentage of Net Assets:** 1.4000%
- **C.17 - Yield as of Reporting Date:** 3.4700%
- **C.11 - Maturity Date (WAM):** 2026-12-24
- **C.12 - Maturity Date (WAL):** 2026-12-24
- **C.13 - Final Legal Maturity Date:** 2026-12-24
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 206: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TF4, C.4 - ISIN: US912797TF47, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $173974423.60
- **C.18.a - Value (excl. sponsor support):** $173974423.60
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-07-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SA6, C.4 - ISIN: US912797SA68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $195909216.00
- **C.18.a - Value (excl. sponsor support):** $195909216.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2026-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-01
- **C.13 - Final Legal Maturity Date:** 2026-10-01
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 208: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TV9, C.4 - ISIN: US912797TV96, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $316831086.94
- **C.18.a - Value (excl. sponsor support):** $316831086.94
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.4600%
- **C.11 - Maturity Date (WAM):** 2027-02-18
- **C.12 - Maturity Date (WAL):** 2027-02-18
- **C.13 - Final Legal Maturity Date:** 2027-02-18
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 209: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TS6, C.4 - ISIN: US912797TS67, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $764773524.39
- **C.18.a - Value (excl. sponsor support):** $764773524.39
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2026-05-19
- **C.12 - Maturity Date (WAL):** 2026-05-19
- **C.13 - Final Legal Maturity Date:** 2026-05-19
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 210: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RS8, C.4 - ISIN: US912797RS85, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3103015724.85
- **C.18.a - Value (excl. sponsor support):** $3103015724.85
- **C.19 - Percentage of Net Assets:** 1.5300%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2026-09-03
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 211: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CPG0, C.4 - ISIN: US91282CPG05, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1862434327.49
- **C.18.a - Value (excl. sponsor support):** $1862434327.49
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-10-31
- **C.13 - Final Legal Maturity Date:** 2027-10-31
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 212: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMX6, C.4 - ISIN: US91282CMX64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $8009525.20
- **C.18.a - Value (excl. sponsor support):** $8009525.20
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 213: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CPX3, C.4 - ISIN: US91282CPX38, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $470995096.89
- **C.18.a - Value (excl. sponsor support):** $470995096.89
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2028-01-31
- **C.13 - Final Legal Maturity Date:** 2028-01-31
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 214: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CNQ0, C.4 - ISIN: US91282CNQ05, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2057295941.95
- **C.18.a - Value (excl. sponsor support):** $2057295941.95
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-07-31
- **C.13 - Final Legal Maturity Date:** 2027-07-31
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 215: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJT9, C.4 - ISIN: US91282CJT99, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $188425871.56
- **C.18.a - Value (excl. sponsor support):** $188425871.56
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2027-01-15
- **C.12 - Maturity Date (WAL):** 2027-01-15
- **C.13 - Final Legal Maturity Date:** 2027-01-15
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 216: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMH1, C.4 - ISIN: US91282CMH15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $268077254.80
- **C.18.a - Value (excl. sponsor support):** $268077254.80
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2027-01-31
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 217: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCJ8, C.4 - ISIN: US91282CCJ80, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1363489389.76
- **C.18.a - Value (excl. sponsor support):** $1363489389.76
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 218: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKE0, C.4 - ISIN: US91282CKE02, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $713690005.34
- **C.18.a - Value (excl. sponsor support):** $713690005.34
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **C.11 - Maturity Date (WAM):** 2027-02-27
- **C.12 - Maturity Date (WAL):** 2027-03-15
- **C.13 - Final Legal Maturity Date:** 2027-03-15
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 219: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLY5, C.4 - ISIN: US91282CLY56, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1471505670.99
- **C.18.a - Value (excl. sponsor support):** $1471505670.99
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 220: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKY6, C.4 - ISIN: US91282CKY65, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $825394281.16
- **C.18.a - Value (excl. sponsor support):** $825394281.16
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 221: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKH3, C.4 - ISIN: US91282CKH33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $300170625.00
- **C.18.a - Value (excl. sponsor support):** $300170625.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 222: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CME8, C.4 - ISIN: US91282CME83, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $616959578.81
- **C.18.a - Value (excl. sponsor support):** $616959578.81
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2026-12-31
- **C.12 - Maturity Date (WAL):** 2026-12-31
- **C.13 - Final Legal Maturity Date:** 2026-12-31
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 223: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLA7, C.4 - ISIN: US91282CLA70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1502175949.37
- **C.18.a - Value (excl. sponsor support):** $1502175949.37
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 224: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLT6, C.4 - ISIN: US91282CLT61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2672473878.49
- **C.18.a - Value (excl. sponsor support):** $2672473878.49
- **C.19 - Percentage of Net Assets:** 1.3200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 225: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDK4, C.4 - ISIN: US91282CDK45, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $131213812.50
- **C.18.a - Value (excl. sponsor support):** $131213812.50
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 226: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKM2, C.4 - ISIN: US91282CKM28, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2357441779.36
- **C.18.a - Value (excl. sponsor support):** $2357441779.36
- **C.19 - Percentage of Net Assets:** 1.1600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 227: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828R36, C.4 - ISIN: US912828R366, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $264797324.69
- **C.18.a - Value (excl. sponsor support):** $264797324.69
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-05-15
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 228: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CEC1, C.4 - ISIN: US91282CEC10, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $487627808.14
- **C.18.a - Value (excl. sponsor support):** $487627808.14
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2027-02-27
- **C.12 - Maturity Date (WAL):** 2027-02-28
- **C.13 - Final Legal Maturity Date:** 2027-02-28
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMJ7, C.4 - ISIN: US91282CMJ70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3116617885.92
- **C.18.a - Value (excl. sponsor support):** $3116617885.92
- **C.19 - Percentage of Net Assets:** 1.5300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 230: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMP3, C.4 - ISIN: US91282CMP31, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1365549203.13
- **C.18.a - Value (excl. sponsor support):** $1365549203.13
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2027-02-27
- **C.12 - Maturity Date (WAL):** 2027-02-28
- **C.13 - Final Legal Maturity Date:** 2027-02-28
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 231: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128287B0, C.4 - ISIN: US9128287B09, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $182125847.10
- **C.18.a - Value (excl. sponsor support):** $182125847.10
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128286S4, C.4 - ISIN: US9128286S43, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $100160575.34
- **C.18.a - Value (excl. sponsor support):** $100160575.34
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 233: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLS8, C.4 - ISIN: US91282CLS88, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $83884671.90
- **C.18.a - Value (excl. sponsor support):** $83884671.90
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-10-31
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 234: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BYDXTD3X4
- **C.18 - Value (incl. sponsor support):** $1250000000.00
- **C.18.a - Value (excl. sponsor support):** $1250000000.00
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **C.10 - Ratings:** Fitch: F1+; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2030-03-31      | 4.0000%  | N/A     | $251720500.00      | $260216952.05      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 2.7500%  | N/A     | $77615900.00       | $76646912.23       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 4.5000%  | N/A     | $592082300.00      | $606409020.09      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 4.3750%  | N/A     | $38247800.00       | $38424362.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.1250%  | N/A     | $819700.00         | $808980.13         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | N/A     | $101618500.00      | $103121168.13      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-31      | 4.0000%  | N/A     | $186066900.00      | $189372643.70      | U.S. Treasuries (including strips) |

### Security 235: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BYJ045504
- **C.18 - Value (incl. sponsor support):** $550000000.00
- **C.18.a - Value (excl. sponsor support):** $550000000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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:** Fitch: F1+; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2029-06-30      | 4.2500%  | N/A     | $544280048.00      | $561000000.73      | U.S. Treasuries (including strips) |

### Security 236: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BYJ045512
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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:** Fitch: F1+; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-11-15      | 4.6250%  | N/A     | $79751700.00       | $81350346.18       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-15      | 4.6250%  | N/A     | $2683000.00        | $2753130.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 2.3750%  | N/A     | $94775800.00       | $94123098.44       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 4.2500%  | N/A     | $171000.00         | $173573.80         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-29      | 4.1250%  | N/A     | $125171700.00      | $130589262.57      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 4.1250%  | N/A     | $19751100.00       | $19908647.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 2.7500%  | N/A     | $23523000.00       | $23525635.88       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 3.7500%  | N/A     | $34170200.00       | $34817944.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 4.6250%  | N/A     | $215942800.00      | $226275245.33      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 3.7500%  | N/A     | $161025800.00      | $163238018.70      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.5000%  | N/A     | $669998900.00      | $679527675.89      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 4.6250%  | N/A     | $36544600.00       | $36929788.16       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-04-30      | 4.0000%  | N/A     | $35762200.00       | $36787687.21       | U.S. Treasuries (including strips) |

### Security 237: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BYJ045520
- **C.18 - Value (incl. sponsor support):** $523000000.00
- **C.18.a - Value (excl. sponsor support):** $523000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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:** Fitch: F1+; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNII SF 002989 M | 2030-10-20      | 8.5000%  | N/A     | $114614468.00      | $34500.14          | Agency Mortgage-Backed Securities |
| GNII SF 003040 M | 2031-02-20      | 7.0000%  | N/A     | $28305134.00       | $22437.10          | Agency Mortgage-Backed Securities |
| GNII SF 003121 M | 2031-08-20      | 7.0000%  | N/A     | $692384.00         | $1216.24           | Agency Mortgage-Backed Securities |
| GNII SF 004373 M | 2039-02-20      | 7.0000%  | N/A     | $107500.00         | $2955.35           | Agency Mortgage-Backed Securities |
| GNII SF 004745 M | 2040-07-20      | 4.0000%  | N/A     | $50000.00          | $1998.37           | Agency Mortgage-Backed Securities |
| GNII SF 004832 M | 2040-10-20      | 3.5000%  | N/A     | $3000000.00        | $167201.69         | Agency Mortgage-Backed Securities |
| GNII SF 734270 C | 2041-03-20      | 4.5000%  | N/A     | $7153075.00        | $794699.48         | Agency Mortgage-Backed Securities |
| GNII SF 738755 C | 2041-09-20      | 4.5000%  | N/A     | $4493900.00        | $390292.64         | Agency Mortgage-Backed Securities |
| GNII SF 778108 C | 2026-12-20      | 3.5000%  | N/A     | $245000.00         | $1105.51           | Agency Mortgage-Backed Securities |
| GNII SF AQ0542 C | 2046-10-20      | 4.0000%  | N/A     | $250000.00         | $27940.36          | Agency Mortgage-Backed Securities |
| GNII SF BB6248 C | 2047-07-20      | 3.5000%  | N/A     | $5715142.00        | $1298169.29        | Agency Mortgage-Backed Securities |
| GNII SF BE3008 C | 2048-04-20      | 4.0000%  | N/A     | $300000.00         | $155187.51         | Agency Mortgage-Backed Securities |
| GNII SF BY4482 C | 2050-09-20      | 3.5000%  | N/A     | $1050093.00        | $679060.62         | Agency Mortgage-Backed Securities |
| GNII SF CV8160 C | 2053-10-20      | 7.0000%  | N/A     | $1880672.00        | $821622.74         | Agency Mortgage-Backed Securities |
| GNII SF CZ1151 C | 2054-01-20      | 7.5000%  | N/A     | $3330284.00        | $2535864.36        | Agency Mortgage-Backed Securities |
| GNII SF CZ1711 C | 2054-01-20      | 7.5000%  | N/A     | $4824993.00        | $3044592.63        | Agency Mortgage-Backed Securities |
| GNII SF CZ3602 C | 2053-12-20      | 7.5000%  | N/A     | $1000968.00        | $454759.96         | Agency Mortgage-Backed Securities |
| GNII SF DB1462 C | 2054-03-20      | 7.0000%  | N/A     | $1012379.00        | $774015.01         | Agency Mortgage-Backed Securities |
| GNII SF DB7671 C | 2054-07-20      | 7.0000%  | N/A     | $1095630.00        | $902644.14         | Agency Mortgage-Backed Securities |
| GNII SF DF4663 C | 2054-09-20      | 7.0000%  | N/A     | $1922193.00        | $560550.49         | Agency Mortgage-Backed Securities |
| GNII SF DF6499 C | 2055-02-20      | 6.5000%  | N/A     | $2282081.00        | $2389477.46        | Agency Mortgage-Backed Securities |
| GNII SF DF7250 C | 2055-02-20      | 6.5000%  | N/A     | $1638032.00        | $1363764.48        | Agency Mortgage-Backed Securities |
| GNII SF DF7555 C | 2054-10-20      | 6.5000%  | N/A     | $1626212.00        | $1708103.23        | Agency Mortgage-Backed Securities |
| GNII SF DG4171 C | 2055-01-20      | 6.5000%  | N/A     | $3395697.00        | $3247406.84        | Agency Mortgage-Backed Securities |
| GNII SF DG4176 C | 2055-01-20      | 7.0000%  | N/A     | $2789412.00        | $2898765.12        | Agency Mortgage-Backed Securities |
| GNII SF DG7410 C | 2055-01-20      | 7.5000%  | N/A     | $1465173.00        | $1576299.47        | Agency Mortgage-Backed Securities |
| GNII SF DH3088 C | 2055-02-20      | 5.5000%  | N/A     | $1787746.00        | $1665632.94        | Agency Mortgage-Backed Securities |
| GNII SF DJ1492 C | 2055-05-20      | 7.0000%  | N/A     | $1177193.00        | $865246.40         | Agency Mortgage-Backed Securities |
| GNII SF DJ2234 C | 2055-06-20      | 6.0000%  | N/A     | $3514103.00        | $3608864.94        | Agency Mortgage-Backed Securities |
| GNII SF DK3337 C | 2055-05-20      | 7.0000%  | N/A     | $8052235.00        | $6325217.58        | Agency Mortgage-Backed Securities |
| GNII SF DK9884 C | 2055-09-20      | 6.0000%  | N/A     | $1568874.00        | $1596357.98        | Agency Mortgage-Backed Securities |
| GNII SF DL4164 C | 2055-07-20      | 6.0000%  | N/A     | $4859167.00        | $4554875.24        | Agency Mortgage-Backed Securities |
| GNII SF DL4769 C | 2055-07-20      | 7.0000%  | N/A     | $1450214.00        | $1510627.50        | Agency Mortgage-Backed Securities |
| GNII SF DL7128 C | 2055-07-20      | 7.0000%  | N/A     | $1477151.00        | $1541588.77        | Agency Mortgage-Backed Securities |
| GNII SF DM6698 C | 2055-10-20      | 6.0000%  | N/A     | $2668417.00        | $2763420.72        | Agency Mortgage-Backed Securities |
| GNII SF DN5982 C | 2055-10-20      | 6.5000%  | N/A     | $7285234.00        | $7639057.93        | Agency Mortgage-Backed Securities |
| GNII SF DN6283 C | 2056-01-20      | 5.5000%  | N/A     | $4985764.00        | $5115242.37        | Agency Mortgage-Backed Securities |
| GNII SF DO4502 C | 2055-12-20      | 5.0000%  | N/A     | $3097116.00        | $3128435.25        | Agency Mortgage-Backed Securities |
| GNII SF DO5372 C | 2056-01-20      | 6.0000%  | N/A     | $1607841.00        | $1668545.09        | Agency Mortgage-Backed Securities |
| GNII SF DO7677 C | 2056-01-20      | 5.0000%  | N/A     | $4843625.00        | $4904634.04        | Agency Mortgage-Backed Securities |
| GNII SF DP3065 C | 2056-01-20      | 6.0000%  | N/A     | $5037797.00        | $5187145.53        | Agency Mortgage-Backed Securities |
| GNII SF MA1810 M | 2029-04-20      | 3.0000%  | N/A     | $2973556.00        | $84375.52          | Agency Mortgage-Backed Securities |
| GNII SF MA2000 M | 2044-05-20      | 6.0000%  | N/A     | $6501689.00        | $448541.17         | Agency Mortgage-Backed Securities |
| GNII SF MA2522 M | 2045-01-20      | 4.0000%  | N/A     | $42598589.00       | $3249852.05        | Agency Mortgage-Backed Securities |
| GNII SF MA3078 M | 2030-09-20      | 3.0000%  | N/A     | $160000.00         | $8081.28           | Agency Mortgage-Backed Securities |
| GNII SF MA4131 M | 2039-07-20      | 5.5000%  | N/A     | $512061.00         | $61424.48          | Agency Mortgage-Backed Securities |
| GNII SF MA4716 M | 2042-06-20      | 2.0000%  | N/A     | $152354.00         | $41165.56          | Agency Mortgage-Backed Securities |
| GNII SF MA4719 M | 2047-09-20      | 3.5000%  | N/A     | $65106662.00       | $7622058.14        | Agency Mortgage-Backed Securities |
| GNII SF MA4780 M | 2047-10-20      | 4.5000%  | N/A     | $2141556.00        | $183467.57         | Agency Mortgage-Backed Securities |
| GNII SF MA7056 M | 2050-11-20      | 4.5000%  | N/A     | $5162358.00        | $1302520.32        | Agency Mortgage-Backed Securities |
| GNII SF MA7769 M | 2051-12-20      | 3.5000%  | N/A     | $955000.00         | $614237.54         | Agency Mortgage-Backed Securities |
| GNII SF MA7885 M | 2045-05-20      | 4.5000%  | N/A     | $62354909.00       | $38344581.23       | Agency Mortgage-Backed Securities |
| GNII SF MA8643 M | 2053-02-20      | 3.0000%  | N/A     | $115859.00         | $78074.87          | Agency Mortgage-Backed Securities |
| GNII SF MA9238 M | 2053-09-20      | 4.0000%  | N/A     | $55822115.00       | $46475911.66       | Agency Mortgage-Backed Securities |
| GNII SF MA9542 M | 2054-03-20      | 6.0000%  | N/A     | $311241.00         | $171633.15         | Agency Mortgage-Backed Securities |
| GNII SF MA9854 M | 2054-08-20      | 7.0000%  | N/A     | $164189825.00      | $70059257.71       | Agency Mortgage-Backed Securities |
| GNII SF MB0208 M | 2055-02-20      | 7.0000%  | N/A     | $30110471.00       | $14501304.51       | Agency Mortgage-Backed Securities |
| GNII SF MB0256 M | 2050-10-20      | 4.0000%  | N/A     | $95972363.00       | $89971833.70       | Agency Mortgage-Backed Securities |
| GNII SF MB0365 M | 2055-05-20      | 5.0000%  | N/A     | $780518.00         | $755438.82         | Agency Mortgage-Backed Securities |
| GNII SF MB0421 M | 2055-06-20      | 4.0000%  | N/A     | $32309638.00       | $30680172.47       | Agency Mortgage-Backed Securities |
| GNII SF MB0870 M | 2055-12-20      | 4.5000%  | N/A     | $152578746.00      | $150876545.76      | Agency Mortgage-Backed Securities |

## N-MFP: Signatures

**Registrant:** BlackRock Liquidity Funds

**Date:** 2025-03-05

**By:** Chuck Pulsfort

**Name of Signing Officer:** Chuck Pulsfort

**Title of Signing Officer:** Assistant Treasurer