# EDGAR Filing Document

**Accession Number:** 0000205007
**File Stem:** 0001193125-26-007264
**Filing Date:** 2026-1
**Character Count:** 953613
**Document Hash:** b0f467f702858313eded3503d0b4b5a0
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-007264.hdr.sgml**: 20260108

**ACCESSION NUMBER**: 0001193125-26-007264

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260108

**DATE AS OF CHANGE**: 20260108

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** SHORT-TERM INVESTMENTS TRUST
- **CENTRAL INDEX KEY:** 0000205007

**ORGANIZATION NAME:**
- **EIN:** 741093914
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0831

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02729
- **FILM NUMBER:** 26518237

**BUSINESS ADDRESS:**
- **STREET 1:** 11 GREENWAY PLAZA
- **STREET 2:** SUITE 1000
- **CITY:** HOUSTON
- **STATE:** TX
- **ZIP:** 77046
- **BUSINESS PHONE:** 713-626-1919

**MAIL ADDRESS:**
- **STREET 1:** 11 GREENWAY PLAZA
- **STREET 2:** SUITE 1000
- **CITY:** HOUSTON
- **STATE:** TX
- **ZIP:** 77046

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** SHORT TERM INVESTMENTS TRUST
- **DATE OF NAME CHANGE:** 19930818

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** SHORT TERM INVESTMENTS CO
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AIM BOND SHARES INC
- **DATE OF NAME CHANGE:** 19800909

## Series and Classes Contracts Data

### Invesco Government & Agency Portfolio (Series ID: S000000220)

| Class ID   | Class Name                | Ticker Symbol   |
|:---|:---|:---|
| C000000495 | Cash Management Class     |  |
| C000000496 | Institutional Class       |  |
| C000000497 | Personal Investment Class |  |
| C000000498 | Private Investment Class  |  |
| C000000499 | Reserve Class             |  |
| C000000500 | Resource Class            |  |
| C000029703 | Corporate Class           |  |
| C000224183 | CAVU Securities Class     |  |
| C000250407 | Premier Class             |  |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information
**Submission Type:** N-MFP3
**CIK:** 0000205007

### General Information

**Report for (YYYY-MM-DD):** 2025-12-31

**Registrant Full Name:** SHORT TERM INVESTMENTS TRUST

**CIK Number of Registrant:** 0000205007

**LEI of Registrant:** 549300UJV6OHYATSFU27

**Name of Series:** Invesco Government & Agency Portfolio

**LEI of Series:** 5493007T1J7WZ5QI1A47

**EDGAR Series Identifier:** S000000220

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

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

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

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

### Service Providers
| Role                          | Details                                                   | File/CIK Number   |
|:---|:---|:---|
| Investment Adviser            | Invesco Advisers, Inc.                                    | 801-33949         |
| Independent Public Accountant | Pricewaterhouse Coopers LLP<br>City: Houston<br>State: TX |  |
| Administrator                 | None                                                      |  |
| Transfer Agent                | Invesco Investment Services, Inc.<br>CIK: 0000896852      | 084-05432         |

### Fund Characteristics & Assets

- **Securities Act File Number:** 002-58287

- **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:** 14 days

- **WAL:** 106 days

- **Total Value of Portfolio Securities:** $74151063459.87

- **Amortized Cost of Portfolio Securities:** $74135850480.43

- **Cash:** $1503067962.83

- **Total Other Assets:** $316247374.98

- **Total Liabilities:** $1311635925.92

- **Net Assets of Series:** $74643529892.32

- **Number of Shares Outstanding (Series):** 74660077114.1900

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2025-12-01 | $39696782356.45           | $62073098244.58            | 47.8500%                  | 74.8300%                   |
| 2025-12-02 | $44406131635.95           | $62681194379.73            | 52.7800%                  | 74.5000%                   |
| 2025-12-03 | $42477830998.23           | $66998080779.79            | 47.6300%                  | 75.1200%                   |
| 2025-12-04 | $42264686696.19           | $67691576945.35            | 47.4800%                  | 76.0400%                   |
| 2025-12-05 | $36543608652.55           | $62430290273.95            | 43.6300%                  | 74.5300%                   |
| 2025-12-08 | $35427106842.15           | $61296103152.02            | 42.9200%                  | 74.2600%                   |
| 2025-12-09 | $38143264905.13           | $60497384519.84            | 46.6600%                  | 74.0000%                   |
| 2025-12-10 | $41735737970.38           | $61854227021.52            | 50.2200%                  | 74.4300%                   |
| 2025-12-11 | $35210463317.83           | $61124738854.49            | 42.7500%                  | 74.2200%                   |
| 2025-12-12 | $33029050758.44           | $59070718231.34            | 41.6200%                  | 74.4300%                   |
| 2025-12-15 | $31928772504.02           | $57671857458.10            | 40.9500%                  | 73.9600%                   |
| 2025-12-16 | $30843314342.87           | $55967327046.13            | 40.3500%                  | 73.2100%                   |
| 2025-12-17 | $31493816554.13           | $54633681278.90            | 41.8300%                  | 72.5700%                   |
| 2025-12-18 | $31099001094.48           | $54294686328.84            | 41.6400%                  | 72.6900%                   |
| 2025-12-19 | $30310030525.75           | $54570832499.42            | 40.7400%                  | 73.3600%                   |
| 2025-12-22 | $32626328000.94           | $55685079743.38            | 43.2200%                  | 73.7600%                   |
| 2025-12-23 | $31929042503.50           | $54277481228.38            | 43.0900%                  | 73.2500%                   |
| 2025-12-24 | $30501075212.70           | $54022025807.81            | 41.3000%                  | 73.1600%                   |
| 2025-12-26 | $29345270349.74           | $52800241039.10            | 40.4200%                  | 72.7200%                   |
| 2025-12-29 | $32376522014.17           | $54631309934.74            | 43.4900%                  | 73.3900%                   |
| 2025-12-30 | $36110440581.82           | $58903128994.95            | 45.8000%                  | 74.7100%                   |
| 2025-12-31 | $33809439126.01           | $56903280702.71            | 44.5100%                  | 74.9200%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-12-01 | 4.0800%             |
| 2025-12-02 | 4.0900%             |
| 2025-12-03 | 4.0800%             |
| 2025-12-04 | 4.0700%             |
| 2025-12-05 | 4.0500%             |
| 2025-12-08 | 4.0000%             |
| 2025-12-09 | 3.9800%             |
| 2025-12-10 | 3.9800%             |
| 2025-12-11 | 3.9600%             |
| 2025-12-12 | 3.9400%             |
| 2025-12-15 | 3.8700%             |
| 2025-12-16 | 3.8400%             |
| 2025-12-17 | 3.8200%             |
| 2025-12-18 | 3.8100%             |
| 2025-12-19 | 3.8100%             |
| 2025-12-22 | 3.8100%             |
| 2025-12-23 | 3.8000%             |
| 2025-12-24 | 3.8000%             |
| 2025-12-26 | 3.8100%             |
| 2025-12-29 | 3.8300%             |
| 2025-12-30 | 3.8300%             |
| 2025-12-31 | 3.8400%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-12-01 | 1.0000                      |
|  |  |
| 2025-12-02 | 1.0000                      |
|  |  |
| 2025-12-03 | 1.0000                      |
|  |  |
| 2025-12-04 | 1.0000                      |
|  |  |
| 2025-12-05 | 1.0000                      |
|  |  |
| 2025-12-08 | 1.0000                      |
|  |  |
| 2025-12-09 | 1.0000                      |
|  |  |
| 2025-12-10 | 1.0000                      |
|  |  |
| 2025-12-11 | 1.0000                      |
|  |  |
| 2025-12-12 | 1.0000                      |
|  |  |
| 2025-12-15 | 1.0000                      |
|  |  |
| 2025-12-16 | 1.0000                      |
|  |  |
| 2025-12-17 | 1.0000                      |
|  |  |
| 2025-12-18 | 1.0000                      |
|  |  |
| 2025-12-19 | 1.0000                      |
|  |  |
| 2025-12-22 | 1.0000                      |
|  |  |
| 2025-12-23 | 1.0000                      |
|  |  |
| 2025-12-24 | 1.0000                      |
|  |  |
| 2025-12-26 | 1.0000                      |
|  |  |
| 2025-12-29 | 1.0000                      |
|  |  |
| 2025-12-30 | 1.0000                      |
|  |  |
| 2025-12-31 | 1.0000                      |
|  |  |

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

### Class: Cash Management

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $490996728.15

- **Number of Shares Outstanding:** 491112749.6700

- **Expense Reimbursement/Waiver:** 508.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-12-01 | 1.0000          |
|  |  |
| 2025-12-02 | 1.0000          |
|  |  |
| 2025-12-03 | 1.0000          |
|  |  |
| 2025-12-04 | 1.0000          |
|  |  |
| 2025-12-05 | 1.0000          |
|  |  |
| 2025-12-08 | 1.0000          |
|  |  |
| 2025-12-09 | 1.0000          |
|  |  |
| 2025-12-10 | 1.0000          |
|  |  |
| 2025-12-11 | 1.0000          |
|  |  |
| 2025-12-12 | 1.0000          |
|  |  |
| 2025-12-15 | 1.0000          |
|  |  |
| 2025-12-16 | 1.0000          |
|  |  |
| 2025-12-17 | 1.0000          |
|  |  |
| 2025-12-18 | 1.0000          |
|  |  |
| 2025-12-19 | 1.0000          |
|  |  |
| 2025-12-22 | 1.0000          |
|  |  |
| 2025-12-23 | 1.0000          |
|  |  |
| 2025-12-24 | 1.0000          |
|  |  |
| 2025-12-26 | 1.0000          |
|  |  |
| 2025-12-29 | 1.0000          |
|  |  |
| 2025-12-30 | 1.0000          |
|  |  |
| 2025-12-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-12-01 | $1283085.47               | $532327.67              |
| 2025-12-02 | $724000.00                | $52509.90               |
| 2025-12-03 | $0.00                     | $93000.00               |
| 2025-12-04 | $0.00                     | $50804.50               |
| 2025-12-05 | $0.00                     | $7190648.05             |
| 2025-12-08 | $0.00                     | $183112.00              |
| 2025-12-09 | $959.23                   | $3000.00                |
| 2025-12-10 | $0.00                     | $721200.00              |
| 2025-12-11 | $0.00                     | $3001410.64             |
| 2025-12-12 | $0.00                     | $0.00                   |
| 2025-12-15 | $40871.00                 | $410171.40              |
| 2025-12-16 | $418.48                   | $6163000.00             |
| 2025-12-17 | $0.00                     | $651000.00              |
| 2025-12-18 | $472000.00                | $21766.76               |
| 2025-12-19 | $530000.00                | $1709054.41             |
| 2025-12-22 | $0.00                     | $0.00                   |
| 2025-12-23 | $452960.00                | $30062490.00            |
| 2025-12-24 | $3097000.00               | $1000000.00             |
| 2025-12-26 | $1000000.00               | $566000.00              |
| 2025-12-29 | $1000000.00               | $124000.00              |
| 2025-12-30 | $1577007.60               | $1400000.00             |
| 2025-12-31 | $0.00                     | $3190166.63             |

**Total Gross Subscriptions (Month):** $10178301.78

**Total Gross Redemptions (Month):** $57125661.96

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-12-01 | 3.8500%           |
| 2025-12-02 | 3.8500%           |
| 2025-12-03 | 3.8400%           |
| 2025-12-04 | 3.8300%           |
| 2025-12-05 | 3.8100%           |
| 2025-12-08 | 3.7600%           |
| 2025-12-09 | 3.7500%           |
| 2025-12-10 | 3.7400%           |
| 2025-12-11 | 3.7300%           |
| 2025-12-12 | 3.7000%           |
| 2025-12-15 | 3.6300%           |
| 2025-12-16 | 3.6100%           |
| 2025-12-17 | 3.5900%           |
| 2025-12-18 | 3.5800%           |
| 2025-12-19 | 3.5800%           |
| 2025-12-22 | 3.5700%           |
| 2025-12-23 | 3.5700%           |
| 2025-12-24 | 3.5600%           |
| 2025-12-26 | 3.5700%           |
| 2025-12-29 | 3.5900%           |
| 2025-12-30 | 3.5900%           |
| 2025-12-31 | 3.6000%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 59.4800%         | 0.0000%              |
| Non-financial corporation                           |  | 24.0500%         | 0.0000%              |

### Class: Institutional

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $55284830476.11

- **Number of Shares Outstanding:** 55297306050.0840

- **Expense Reimbursement/Waiver:** 57296.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-12-01 | 1.0000          |
|  |  |
| 2025-12-02 | 1.0000          |
|  |  |
| 2025-12-03 | 1.0000          |
|  |  |
| 2025-12-04 | 1.0000          |
|  |  |
| 2025-12-05 | 1.0000          |
|  |  |
| 2025-12-08 | 1.0000          |
|  |  |
| 2025-12-09 | 1.0000          |
|  |  |
| 2025-12-10 | 1.0000          |
|  |  |
| 2025-12-11 | 1.0000          |
|  |  |
| 2025-12-12 | 1.0000          |
|  |  |
| 2025-12-15 | 1.0000          |
|  |  |
| 2025-12-16 | 1.0000          |
|  |  |
| 2025-12-17 | 1.0000          |
|  |  |
| 2025-12-18 | 1.0000          |
|  |  |
| 2025-12-19 | 1.0000          |
|  |  |
| 2025-12-22 | 1.0000          |
|  |  |
| 2025-12-23 | 1.0000          |
|  |  |
| 2025-12-24 | 1.0000          |
|  |  |
| 2025-12-26 | 1.0000          |
|  |  |
| 2025-12-29 | 1.0000          |
|  |  |
| 2025-12-30 | 1.0000          |
|  |  |
| 2025-12-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-12-01 | $5092696337.09            | $1932163916.09          |
| 2025-12-02 | $2206286629.63            | $2245374170.89          |
| 2025-12-03 | $2458353492.59            | $982651890.98           |
| 2025-12-04 | $1359477712.13            | $1510295595.36          |
| 2025-12-05 | $1678111910.77            | $2283459947.06          |
| 2025-12-08 | $1681291239.43            | $1289318175.67          |
| 2025-12-09 | $1277449590.04            | $1473298643.41          |
| 2025-12-10 | $2759813492.69            | $1582587389.71          |
| 2025-12-11 | $1375492368.48            | $1140345469.98          |
| 2025-12-12 | $2166369694.19            | $4871476885.85          |
| 2025-12-15 | $2076506975.89            | $3704204599.86          |
| 2025-12-16 | $1383177183.48            | $3182279185.19          |
| 2025-12-17 | $2236481077.43            | $2624308084.69          |
| 2025-12-18 | $939071524.77             | $1714766957.29          |
| 2025-12-19 | $1994497689.36            | $2338541326.94          |
| 2025-12-22 | $1997053280.55            | $1404106946.77          |
| 2025-12-23 | $1140377538.17            | $2573745799.67          |
| 2025-12-24 | $596586041.49             | $927195073.19           |
| 2025-12-26 | $1382964817.70            | $1669401425.14          |
| 2025-12-29 | $2047719818.42            | $1453116199.67          |
| 2025-12-30 | $3065402687.93            | $768919758.92           |
| 2025-12-31 | $564091952.30             | $2412465054.39          |

**Total Gross Subscriptions (Month):** $41479273054.53

**Total Gross Redemptions (Month):** $44084022496.72

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-12-01 | 3.9300%           |
| 2025-12-02 | 3.9300%           |
| 2025-12-03 | 3.9200%           |
| 2025-12-04 | 3.9100%           |
| 2025-12-05 | 3.8900%           |
| 2025-12-08 | 3.8400%           |
| 2025-12-09 | 3.8300%           |
| 2025-12-10 | 3.8200%           |
| 2025-12-11 | 3.8100%           |
| 2025-12-12 | 3.7800%           |
| 2025-12-15 | 3.7100%           |
| 2025-12-16 | 3.6900%           |
| 2025-12-17 | 3.6700%           |
| 2025-12-18 | 3.6600%           |
| 2025-12-19 | 3.6600%           |
| 2025-12-22 | 3.6500%           |
| 2025-12-23 | 3.6500%           |
| 2025-12-24 | 3.6400%           |
| 2025-12-26 | 3.6500%           |
| 2025-12-29 | 3.6700%           |
| 2025-12-30 | 3.6700%           |
| 2025-12-31 | 3.6800%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 6.0600%          | 0.0000%              |
| Depository institution or other banking institution |  | 5.8400%          | 0.0000%              |
| Non-financial corporation                           |  | 22.8900%         | 0.0000%              |

### Class: Personal

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $88601453.18

- **Number of Shares Outstanding:** 88625039.7600

- **Expense Reimbursement/Waiver:** 92.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-12-01 | 1.0000          |
|  |  |
| 2025-12-02 | 1.0000          |
|  |  |
| 2025-12-03 | 1.0000          |
|  |  |
| 2025-12-04 | 1.0000          |
|  |  |
| 2025-12-05 | 1.0000          |
|  |  |
| 2025-12-08 | 1.0000          |
|  |  |
| 2025-12-09 | 1.0000          |
|  |  |
| 2025-12-10 | 1.0000          |
|  |  |
| 2025-12-11 | 0.9999          |
|  |  |
| 2025-12-12 | 0.9999          |
|  |  |
| 2025-12-15 | 0.9999          |
|  |  |
| 2025-12-16 | 1.0000          |
|  |  |
| 2025-12-17 | 1.0000          |
|  |  |
| 2025-12-18 | 1.0000          |
|  |  |
| 2025-12-19 | 1.0000          |
|  |  |
| 2025-12-22 | 1.0000          |
|  |  |
| 2025-12-23 | 1.0000          |
|  |  |
| 2025-12-24 | 0.9999          |
|  |  |
| 2025-12-26 | 1.0000          |
|  |  |
| 2025-12-29 | 1.0000          |
|  |  |
| 2025-12-30 | 0.9999          |
|  |  |
| 2025-12-31 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-12-01 | $1391872.52               | $1679124.16             |
| 2025-12-02 | $4642356.56               | $2056961.05             |
| 2025-12-03 | $1297710.02               | $3659921.68             |
| 2025-12-04 | $1724624.97               | $4393286.32             |
| 2025-12-05 | $195857.33                | $1217244.51             |
| 2025-12-08 | $794557.19                | $4505685.83             |
| 2025-12-09 | $4100117.97               | $111336.54              |
| 2025-12-10 | $1611722.51               | $6329228.58             |
| 2025-12-11 | $235310.54                | $14741795.68            |
| 2025-12-12 | $443843.29                | $3991593.86             |
| 2025-12-15 | $6064704.41               | $2573300.95             |
| 2025-12-16 | $4693548.67               | $1455788.01             |
| 2025-12-17 | $850126.84                | $3752737.88             |
| 2025-12-18 | $7198077.49               | $1203873.76             |
| 2025-12-19 | $1588481.36               | $3184491.18             |
| 2025-12-22 | $1499620.35               | $646755.39              |
| 2025-12-23 | $1571796.46               | $4665311.72             |
| 2025-12-24 | $993335.80                | $4189321.44             |
| 2025-12-26 | $3863360.28               | $772034.30              |
| 2025-12-29 | $2147812.81               | $2174328.37             |
| 2025-12-30 | $4537171.40               | $1033947.34             |
| 2025-12-31 | $1321811.57               | $5292217.55             |

**Total Gross Subscriptions (Month):** $52767820.34

**Total Gross Redemptions (Month):** $73630286.10

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-12-01 | 3.3800%           |
| 2025-12-02 | 3.3800%           |
| 2025-12-03 | 3.3700%           |
| 2025-12-04 | 3.3600%           |
| 2025-12-05 | 3.3400%           |
| 2025-12-08 | 3.2900%           |
| 2025-12-09 | 3.2800%           |
| 2025-12-10 | 3.2700%           |
| 2025-12-11 | 3.2600%           |
| 2025-12-12 | 3.2300%           |
| 2025-12-15 | 3.1600%           |
| 2025-12-16 | 3.1400%           |
| 2025-12-17 | 3.1200%           |
| 2025-12-18 | 3.1100%           |
| 2025-12-19 | 3.1100%           |
| 2025-12-22 | 3.1000%           |
| 2025-12-23 | 3.1000%           |
| 2025-12-24 | 3.0900%           |
| 2025-12-26 | 3.1000%           |
| 2025-12-29 | 3.1200%           |
| 2025-12-30 | 3.1200%           |
| 2025-12-31 | 3.1300%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation |  | 46.4700%         | 0.0000%              |
| Retail investor           |  | 9.8600%          | 0.0000%              |

### Class: Private

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $1065976839.61

- **Number of Shares Outstanding:** 1066212411.5870

- **Expense Reimbursement/Waiver:** 1034.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-12-01 | 0.9999          |
|  |  |
| 2025-12-02 | 1.0000          |
|  |  |
| 2025-12-03 | 1.0000          |
|  |  |
| 2025-12-04 | 1.0000          |
|  |  |
| 2025-12-05 | 1.0000          |
|  |  |
| 2025-12-08 | 1.0000          |
|  |  |
| 2025-12-09 | 1.0000          |
|  |  |
| 2025-12-10 | 1.0000          |
|  |  |
| 2025-12-11 | 1.0000          |
|  |  |
| 2025-12-12 | 1.0000          |
|  |  |
| 2025-12-15 | 1.0000          |
|  |  |
| 2025-12-16 | 1.0000          |
|  |  |
| 2025-12-17 | 1.0000          |
|  |  |
| 2025-12-18 | 1.0000          |
|  |  |
| 2025-12-19 | 1.0000          |
|  |  |
| 2025-12-22 | 1.0000          |
|  |  |
| 2025-12-23 | 1.0000          |
|  |  |
| 2025-12-24 | 1.0000          |
|  |  |
| 2025-12-26 | 1.0000          |
|  |  |
| 2025-12-29 | 1.0000          |
|  |  |
| 2025-12-30 | 1.0000          |
|  |  |
| 2025-12-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-12-01 | $9845260.75               | $45848740.15            |
| 2025-12-02 | $8516720.11               | $7990138.69             |
| 2025-12-03 | $6371852.87               | $9160326.95             |
| 2025-12-04 | $5982477.14               | $19152267.17            |
| 2025-12-05 | $15144205.09              | $10207851.99            |
| 2025-12-08 | $8389077.34               | $3149047.05             |
| 2025-12-09 | $12440827.77              | $12419037.34            |
| 2025-12-10 | $14990007.38              | $8522929.05             |
| 2025-12-11 | $13535766.36              | $5704679.12             |
| 2025-12-12 | $6905170.33               | $10285126.62            |
| 2025-12-15 | $4945484.21               | $22120209.41            |
| 2025-12-16 | $6738813.38               | $6228800.04             |
| 2025-12-17 | $10528314.83              | $6736926.60             |
| 2025-12-18 | $14165391.65              | $12179290.08            |
| 2025-12-19 | $7609856.42               | $12175884.33            |
| 2025-12-22 | $10601209.29              | $6876933.19             |
| 2025-12-23 | $23343197.42              | $9207249.22             |
| 2025-12-24 | $8355377.51               | $12029181.54            |
| 2025-12-26 | $8524503.40               | $4691996.72             |
| 2025-12-29 | $9061436.16               | $13914180.07            |
| 2025-12-30 | $3184845.58               | $9928462.78             |
| 2025-12-31 | $24793469.52              | $11502890.45            |

**Total Gross Subscriptions (Month):** $233973264.51

**Total Gross Redemptions (Month):** $260032148.56

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-12-01 | 3.6300%           |
| 2025-12-02 | 3.6300%           |
| 2025-12-03 | 3.6200%           |
| 2025-12-04 | 3.6100%           |
| 2025-12-05 | 3.5900%           |
| 2025-12-08 | 3.5400%           |
| 2025-12-09 | 3.5300%           |
| 2025-12-10 | 3.5200%           |
| 2025-12-11 | 3.5100%           |
| 2025-12-12 | 3.4800%           |
| 2025-12-15 | 3.4100%           |
| 2025-12-16 | 3.3900%           |
| 2025-12-17 | 3.3700%           |
| 2025-12-18 | 3.3600%           |
| 2025-12-19 | 3.3600%           |
| 2025-12-22 | 3.3500%           |
| 2025-12-23 | 3.3500%           |
| 2025-12-24 | 3.3400%           |
| 2025-12-26 | 3.3500%           |
| 2025-12-29 | 3.3700%           |
| 2025-12-30 | 3.3700%           |
| 2025-12-31 | 3.3800%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 47.7600%         | 0.0000%              |
| Depository institution or other banking institution |  | 9.7700%          | 0.0000%              |

### Class: Reserve

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $499727656.21

- **Number of Shares Outstanding:** 499845929.3300

- **Expense Reimbursement/Waiver:** 494.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-12-01 | 1.0000          |
|  |  |
| 2025-12-02 | 1.0000          |
|  |  |
| 2025-12-03 | 1.0000          |
|  |  |
| 2025-12-04 | 1.0000          |
|  |  |
| 2025-12-05 | 1.0000          |
|  |  |
| 2025-12-08 | 1.0000          |
|  |  |
| 2025-12-09 | 0.9999          |
|  |  |
| 2025-12-10 | 1.0000          |
|  |  |
| 2025-12-11 | 1.0000          |
|  |  |
| 2025-12-12 | 1.0000          |
|  |  |
| 2025-12-15 | 1.0000          |
|  |  |
| 2025-12-16 | 1.0000          |
|  |  |
| 2025-12-17 | 1.0000          |
|  |  |
| 2025-12-18 | 1.0000          |
|  |  |
| 2025-12-19 | 1.0000          |
|  |  |
| 2025-12-22 | 1.0000          |
|  |  |
| 2025-12-23 | 1.0000          |
|  |  |
| 2025-12-24 | 1.0000          |
|  |  |
| 2025-12-26 | 1.0000          |
|  |  |
| 2025-12-29 | 1.0000          |
|  |  |
| 2025-12-30 | 1.0000          |
|  |  |
| 2025-12-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-12-01 | $11856676.10              | $4822486.62             |
| 2025-12-02 | $17588725.55              | $24716.50               |
| 2025-12-03 | $5348340.72               | $6729955.81             |
| 2025-12-04 | $3544276.91               | $16407608.54            |
| 2025-12-05 | $10731190.52              | $228119.53              |
| 2025-12-08 | $1630485.37               | $6727337.27             |
| 2025-12-09 | $506308.82                | $83447357.08            |
| 2025-12-10 | $18124687.76              | $2402043.43             |
| 2025-12-11 | $1743560.06               | $23156845.79            |
| 2025-12-12 | $3871094.16               | $7938035.88             |
| 2025-12-15 | $1737368.35               | $5470939.15             |
| 2025-12-16 | $6487622.82               | $4424287.23             |
| 2025-12-17 | $9874700.31               | $329163.80              |
| 2025-12-18 | $814525.48                | $1106201.01             |
| 2025-12-19 | $3770732.07               | $262777.04              |
| 2025-12-22 | $4498037.56               | $18040782.26            |
| 2025-12-23 | $9680758.13               | $233706.56              |
| 2025-12-24 | $16005602.60              | $261409.92              |
| 2025-12-26 | $4689063.77               | $1885596.65             |
| 2025-12-29 | $4970468.23               | $3472158.10             |
| 2025-12-30 | $2502823.03               | $4569586.78             |
| 2025-12-31 | $10224529.21              | $5430117.57             |

**Total Gross Subscriptions (Month):** $150201577.53

**Total Gross Redemptions (Month):** $197371232.52

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-12-01 | 3.0600%           |
| 2025-12-02 | 3.0600%           |
| 2025-12-03 | 3.0500%           |
| 2025-12-04 | 3.0400%           |
| 2025-12-05 | 3.0200%           |
| 2025-12-08 | 2.9700%           |
| 2025-12-09 | 2.9600%           |
| 2025-12-10 | 2.9500%           |
| 2025-12-11 | 2.9400%           |
| 2025-12-12 | 2.9100%           |
| 2025-12-15 | 2.8400%           |
| 2025-12-16 | 2.8200%           |
| 2025-12-17 | 2.8000%           |
| 2025-12-18 | 2.7900%           |
| 2025-12-19 | 2.7900%           |
| 2025-12-22 | 2.7800%           |
| 2025-12-23 | 2.7800%           |
| 2025-12-24 | 2.7700%           |
| 2025-12-26 | 2.7800%           |
| 2025-12-29 | 2.8000%           |
| 2025-12-30 | 2.8000%           |
| 2025-12-31 | 2.8100%           |

**Beneficial/Record Owner Categories**
| Category                                                                    | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                                               |  | 81.6300%         | 0.0000%              |
| State or municipal government entity (excluding governmental pension plans) |  | 7.5200%          | 0.0000%              |

### Class: Resource

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $216640163.07

- **Number of Shares Outstanding:** 216671589.5700

- **Expense Reimbursement/Waiver:** 177.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-12-01 | 0.9999          |
|  |  |
| 2025-12-02 | 1.0000          |
|  |  |
| 2025-12-03 | 1.0000          |
|  |  |
| 2025-12-04 | 0.9999          |
|  |  |
| 2025-12-05 | 1.0000          |
|  |  |
| 2025-12-08 | 1.0000          |
|  |  |
| 2025-12-09 | 1.0000          |
|  |  |
| 2025-12-10 | 1.0000          |
|  |  |
| 2025-12-11 | 1.0000          |
|  |  |
| 2025-12-12 | 1.0000          |
|  |  |
| 2025-12-15 | 1.0000          |
|  |  |
| 2025-12-16 | 1.0000          |
|  |  |
| 2025-12-17 | 1.0001          |
|  |  |
| 2025-12-18 | 1.0001          |
|  |  |
| 2025-12-19 | 1.0001          |
|  |  |
| 2025-12-22 | 1.0001          |
|  |  |
| 2025-12-23 | 1.0001          |
|  |  |
| 2025-12-24 | 1.0001          |
|  |  |
| 2025-12-26 | 1.0001          |
|  |  |
| 2025-12-29 | 1.0001          |
|  |  |
| 2025-12-30 | 1.0000          |
|  |  |
| 2025-12-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-12-01 | $2291277.58               | $6071597.93             |
| 2025-12-02 | $10303075.59              | $4285562.45             |
| 2025-12-03 | $40182.16                 | $13262389.97            |
| 2025-12-04 | $1702299.62               | $3779000.00             |
| 2025-12-05 | $4801000.00               | $1962151.31             |
| 2025-12-08 | $2093108.96               | $5647300.34             |
| 2025-12-09 | $11448552.02              | $345596.83              |
| 2025-12-10 | $1858588.49               | $7203500.00             |
| 2025-12-11 | $4954772.46               | $4720485.49             |
| 2025-12-12 | $18011420.05              | $251245.58              |
| 2025-12-15 | $2753173.94               | $14609952.29            |
| 2025-12-16 | $20022704.34              | $6598655.27             |
| 2025-12-17 | $92796690.03              | $10550703.64            |
| 2025-12-18 | $2434022.11               | $4538315.23             |
| 2025-12-19 | $24936647.80              | $1740187.19             |
| 2025-12-22 | $3539752.71               | $67379500.12            |
| 2025-12-23 | $1420493.14               | $685611.59              |
| 2025-12-24 | $14661000.00              | $1183984.17             |
| 2025-12-26 | $656374.57                | $15363722.01            |
| 2025-12-29 | $0.00                     | $3405540.68             |
| 2025-12-30 | $3872600.53               | $11109797.09            |
| 2025-12-31 | $30595451.29              | $810156.58              |

**Total Gross Subscriptions (Month):** $255193187.39

**Total Gross Redemptions (Month):** $185504955.76

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-12-01 | 3.7700%           |
| 2025-12-02 | 3.7700%           |
| 2025-12-03 | 3.7600%           |
| 2025-12-04 | 3.7500%           |
| 2025-12-05 | 3.7300%           |
| 2025-12-08 | 3.6800%           |
| 2025-12-09 | 3.6700%           |
| 2025-12-10 | 3.6600%           |
| 2025-12-11 | 3.6500%           |
| 2025-12-12 | 3.6200%           |
| 2025-12-15 | 3.5500%           |
| 2025-12-16 | 3.5300%           |
| 2025-12-17 | 3.5100%           |
| 2025-12-18 | 3.5000%           |
| 2025-12-19 | 3.5000%           |
| 2025-12-22 | 3.4900%           |
| 2025-12-23 | 3.4900%           |
| 2025-12-24 | 3.4800%           |
| 2025-12-26 | 3.4900%           |
| 2025-12-29 | 3.5100%           |
| 2025-12-30 | 3.5100%           |
| 2025-12-31 | 3.5200%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 32.6500%         | 0.0000%              |
| Depository institution or other banking institution |  | 52.5400%         | 0.0000%              |
| Non-financial corporation                           |  | 5.8600%          | 0.0000%              |

### Class: Corporate

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $182906395.50

- **Number of Shares Outstanding:** 182945407.8200

- **Expense Reimbursement/Waiver:** 181.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-12-01 | 1.0000          |
|  |  |
| 2025-12-02 | 1.0000          |
|  |  |
| 2025-12-03 | 1.0000          |
|  |  |
| 2025-12-04 | 1.0000          |
|  |  |
| 2025-12-05 | 1.0000          |
|  |  |
| 2025-12-08 | 1.0000          |
|  |  |
| 2025-12-09 | 1.0000          |
|  |  |
| 2025-12-10 | 1.0000          |
|  |  |
| 2025-12-11 | 1.0000          |
|  |  |
| 2025-12-12 | 1.0000          |
|  |  |
| 2025-12-15 | 1.0000          |
|  |  |
| 2025-12-16 | 1.0000          |
|  |  |
| 2025-12-17 | 1.0000          |
|  |  |
| 2025-12-18 | 1.0000          |
|  |  |
| 2025-12-19 | 1.0000          |
|  |  |
| 2025-12-22 | 1.0000          |
|  |  |
| 2025-12-23 | 1.0000          |
|  |  |
| 2025-12-24 | 1.0000          |
|  |  |
| 2025-12-26 | 1.0000          |
|  |  |
| 2025-12-29 | 1.0000          |
|  |  |
| 2025-12-30 | 1.0000          |
|  |  |
| 2025-12-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-12-01 | $7558174.71               | $12710.23               |
| 2025-12-02 | $8379000.00               | $251510.26              |
| 2025-12-03 | $5840000.00               | $79195.70               |
| 2025-12-04 | $2500.00                  | $14314000.00            |
| 2025-12-05 | $210000.00                | $4014389.36             |
| 2025-12-08 | $1945000.00               | $1167511.61             |
| 2025-12-09 | $5238000.00               | $230000.00              |
| 2025-12-10 | $2117000.00               | $527331.42              |
| 2025-12-11 | $0.00                     | $3446000.00             |
| 2025-12-12 | $1480000.00               | $112920.46              |
| 2025-12-15 | $920000.00                | $12691463.24            |
| 2025-12-16 | $4098000.00               | $530.76                 |
| 2025-12-17 | $2397000.00               | $102598.25              |
| 2025-12-18 | $0.00                     | $1571439.85             |
| 2025-12-19 | $30500.00                 | $9690000.00             |
| 2025-12-22 | $6180000.00               | $180485.00              |
| 2025-12-23 | $90000.00                 | $954000.00              |
| 2025-12-24 | $0.00                     | $0.00                   |
| 2025-12-26 | $3830000.00               | $15500.00               |
| 2025-12-29 | $2880360.00               | $67629.82               |
| 2025-12-30 | $3917000.00               | $0.00                   |
| 2025-12-31 | $0.00                     | $5883649.54             |

**Total Gross Subscriptions (Month):** $57112534.71

**Total Gross Redemptions (Month):** $55312865.50

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-12-01 | 3.9000%           |
| 2025-12-02 | 3.9000%           |
| 2025-12-03 | 3.8900%           |
| 2025-12-04 | 3.8800%           |
| 2025-12-05 | 3.8600%           |
| 2025-12-08 | 3.8100%           |
| 2025-12-09 | 3.8000%           |
| 2025-12-10 | 3.7900%           |
| 2025-12-11 | 3.7800%           |
| 2025-12-12 | 3.7500%           |
| 2025-12-15 | 3.6800%           |
| 2025-12-16 | 3.6600%           |
| 2025-12-17 | 3.6400%           |
| 2025-12-18 | 3.6300%           |
| 2025-12-19 | 3.6300%           |
| 2025-12-22 | 3.6200%           |
| 2025-12-23 | 3.6200%           |
| 2025-12-24 | 3.6100%           |
| 2025-12-26 | 3.6200%           |
| 2025-12-29 | 3.6400%           |
| 2025-12-30 | 3.6400%           |
| 2025-12-31 | 3.6500%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 66.6800%         | 0.0000%              |
| Non-financial corporation                           |  | 30.0700%         | 0.0000%              |

### Class: CAVU Securities

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $14615841286.67

- **Number of Shares Outstanding:** 14618922419.7200

- **Expense Reimbursement/Waiver:** 13380.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-12-01 | 1.0000          |
|  |  |
| 2025-12-02 | 1.0000          |
|  |  |
| 2025-12-03 | 1.0000          |
|  |  |
| 2025-12-04 | 1.0000          |
|  |  |
| 2025-12-05 | 1.0000          |
|  |  |
| 2025-12-08 | 1.0000          |
|  |  |
| 2025-12-09 | 1.0000          |
|  |  |
| 2025-12-10 | 1.0000          |
|  |  |
| 2025-12-11 | 1.0000          |
|  |  |
| 2025-12-12 | 1.0000          |
|  |  |
| 2025-12-15 | 1.0000          |
|  |  |
| 2025-12-16 | 1.0000          |
|  |  |
| 2025-12-17 | 1.0000          |
|  |  |
| 2025-12-18 | 1.0000          |
|  |  |
| 2025-12-19 | 1.0000          |
|  |  |
| 2025-12-22 | 1.0000          |
|  |  |
| 2025-12-23 | 1.0000          |
|  |  |
| 2025-12-24 | 1.0000          |
|  |  |
| 2025-12-26 | 1.0000          |
|  |  |
| 2025-12-29 | 1.0000          |
|  |  |
| 2025-12-30 | 1.0000          |
|  |  |
| 2025-12-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-12-01 | $1243318402.27            | $142056972.70           |
| 2025-12-02 | $696296662.31             | $525099435.60           |
| 2025-12-03 | $524925064.00             | $308730034.95           |
| 2025-12-04 | $150367716.54             | $235431513.11           |
| 2025-12-05 | $228500000.00             | $1292475956.81          |
| 2025-12-08 | $118381562.00             | $350851400.00           |
| 2025-12-09 | $199997305.67             | $257703046.34           |
| 2025-12-10 | $155070297.00             | $357702664.25           |
| 2025-12-11 | $136558695.92             | $688487561.31           |
| 2025-12-12 | $190057822.55             | $284022650.00           |
| 2025-12-15 | $645769129.00             | $538357991.58           |
| 2025-12-16 | $455905569.00             | $181566841.48           |
| 2025-12-17 | $316140032.39             | $1461694351.06          |
| 2025-12-18 | $491648510.00             | $977014888.37           |
| 2025-12-19 | $863827100.00             | $916701718.67           |
| 2025-12-22 | $794545000.00             | $218594660.95           |
| 2025-12-23 | $278910180.00             | $793131959.00           |
| 2025-12-24 | $876324939.00             | $87926000.00            |
| 2025-12-26 | $18919341.20              | $142090000.00           |
| 2025-12-29 | $583409111.00             | $942379000.00           |
| 2025-12-30 | $2271223000.00            | $336693963.00           |
| 2025-12-31 | $196486298.00             | $42969000.00            |

**Total Gross Subscriptions (Month):** $11436581737.85

**Total Gross Redemptions (Month):** $11081681609.18

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-12-01 | 3.9300%           |
| 2025-12-02 | 3.9300%           |
| 2025-12-03 | 3.9200%           |
| 2025-12-04 | 3.9100%           |
| 2025-12-05 | 3.8900%           |
| 2025-12-08 | 3.8400%           |
| 2025-12-09 | 3.8300%           |
| 2025-12-10 | 3.8200%           |
| 2025-12-11 | 3.8100%           |
| 2025-12-12 | 3.7800%           |
| 2025-12-15 | 3.7100%           |
| 2025-12-16 | 3.6900%           |
| 2025-12-17 | 3.6700%           |
| 2025-12-18 | 3.6600%           |
| 2025-12-19 | 3.6600%           |
| 2025-12-22 | 3.6500%           |
| 2025-12-23 | 3.6500%           |
| 2025-12-24 | 3.6400%           |
| 2025-12-26 | 3.6500%           |
| 2025-12-29 | 3.6700%           |
| 2025-12-30 | 3.6700%           |
| 2025-12-31 | 3.6800%           |

**Beneficial/Record Owner Categories**
| Category                                                                    | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution                         |  | 24.0100%         | 0.0000%              |
| Non-financial corporation                                                   |  | 31.0000%         | 0.0000%              |
| State or municipal government entity (excluding governmental pension plans) |  | 8.7200%          | 0.0000%              |

### Class: Premier

- **Minimum Initial Investment:** $100000000.00

- **Net Assets of Class:** $2198008893.80

- **Number of Shares Outstanding:** 2198435516.6500

- **Expense Reimbursement/Waiver:** 2332.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-12-01 | 1.0000          |
|  |  |
| 2025-12-02 | 1.0000          |
|  |  |
| 2025-12-03 | 1.0000          |
|  |  |
| 2025-12-04 | 1.0000          |
|  |  |
| 2025-12-05 | 1.0000          |
|  |  |
| 2025-12-08 | 1.0000          |
|  |  |
| 2025-12-09 | 1.0000          |
|  |  |
| 2025-12-10 | 1.0000          |
|  |  |
| 2025-12-11 | 1.0000          |
|  |  |
| 2025-12-12 | 1.0000          |
|  |  |
| 2025-12-15 | 1.0000          |
|  |  |
| 2025-12-16 | 1.0000          |
|  |  |
| 2025-12-17 | 1.0000          |
|  |  |
| 2025-12-18 | 1.0001          |
|  |  |
| 2025-12-19 | 1.0001          |
|  |  |
| 2025-12-22 | 1.0001          |
|  |  |
| 2025-12-23 | 1.0001          |
|  |  |
| 2025-12-24 | 1.0001          |
|  |  |
| 2025-12-26 | 1.0000          |
|  |  |
| 2025-12-29 | 1.0001          |
|  |  |
| 2025-12-30 | 1.0001          |
|  |  |
| 2025-12-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-12-01 | $960315440.45             | $600000000.00           |
| 2025-12-02 | $1020000000.00            | $922000000.00           |
| 2025-12-03 | $960000000.00             | $1030000000.00          |
| 2025-12-04 | $1526000000.00            | $993000000.00           |
| 2025-12-05 | $1076000000.00            | $1526000000.00          |
| 2025-12-08 | $1330000000.00            | $1416000000.00          |
| 2025-12-09 | $1006000000.00            | $1337000000.00          |
| 2025-12-10 | $1369000000.00            | $1006000000.00          |
| 2025-12-11 | $1021000000.00            | $1434000000.00          |
| 2025-12-12 | $854000000.00             | $1048000000.00          |
| 2025-12-15 | $995000000.00             | $854000000.00           |
| 2025-12-16 | $795000000.00             | $990000000.00           |
| 2025-12-17 | $935000000.00             | $778000000.00           |
| 2025-12-18 | $1450000000.00            | $900000000.00           |
| 2025-12-19 | $1880000000.00            | $1720000000.00          |
| 2025-12-22 | $1675000000.00            | $1580000000.00          |
| 2025-12-23 | $2359000000.00            | $1609000000.00          |
| 2025-12-24 | $1600000000.00            | $2344000000.00          |
| 2025-12-26 | $750000000.00             | $1600000000.00          |
| 2025-12-29 | $2281000000.00            | $720000000.00           |
| 2025-12-30 | $2297000000.00            | $2231000000.00          |
| 2025-12-31 | $1000000000.00            | $2287000000.00          |

**Total Gross Subscriptions (Month):** $29139315440.45

**Total Gross Redemptions (Month):** $28925000000.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-12-01 | 3.9600%           |
| 2025-12-02 | 3.9700%           |
| 2025-12-03 | 3.9600%           |
| 2025-12-04 | 3.9500%           |
| 2025-12-05 | 3.9300%           |
| 2025-12-08 | 3.8800%           |
| 2025-12-09 | 3.8600%           |
| 2025-12-10 | 3.8600%           |
| 2025-12-11 | 3.8400%           |
| 2025-12-12 | 3.8200%           |
| 2025-12-15 | 3.7500%           |
| 2025-12-16 | 3.7200%           |
| 2025-12-17 | 3.7000%           |
| 2025-12-18 | 3.6900%           |
| 2025-12-19 | 3.6900%           |
| 2025-12-22 | 3.6900%           |
| 2025-12-23 | 3.6800%           |
| 2025-12-24 | 3.6800%           |
| 2025-12-26 | 3.6900%           |
| 2025-12-29 | 3.7100%           |
| 2025-12-30 | 3.7100%           |
| 2025-12-31 | 3.7200%           |

**Beneficial/Record Owner Categories**
| Category                                                                    | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution                         |  | 45.8100%         | 0.0000%              |
| State or municipal government entity (excluding governmental pension plans) |  | 54.1300%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.960000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130ARK83, C.4 - ISIN: US3130ARK836, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $35019309.85
- **C.18.a - Value (excl. sponsor support):** $35019309.85
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-03-27
- **C.13 - Final Legal Maturity Date:** 2026-03-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 2: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.915000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AYCW4, C.4 - ISIN: US3130AYCW47, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $8000000.00
- **C.18.a - Value (excl. sponsor support):** $8000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 3: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AYP42, C.4 - ISIN: US3130AYP427, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $150011299.50
- **C.18.a - Value (excl. sponsor support):** $150011299.50
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-26
- **C.13 - Final Legal Maturity Date:** 2026-01-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2T39, C.4 - ISIN: US3130B2T399, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $193108674.40
- **C.18.a - Value (excl. sponsor support):** $193108674.40
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-09-24
- **C.13 - Final Legal Maturity Date:** 2026-09-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.785000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5T81, C.4 - ISIN: US3130B5T814, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $449960211.00
- **C.18.a - Value (excl. sponsor support):** $449960211.00
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-04-08
- **C.13 - Final Legal Maturity Date:** 2027-04-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6WY8, C.4 - ISIN: US3130B6WY86, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $299999964.00
- **C.18.a - Value (excl. sponsor support):** $299999964.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-08
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 7: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6XW1, C.4 - ISIN: US3130B6XW12, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $349998754.00
- **C.18.a - Value (excl. sponsor support):** $349998754.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-12
- **C.13 - Final Legal Maturity Date:** 2026-01-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B73B8, C.4 - ISIN: US3130B73B88, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $143984075.00
- **C.18.a - Value (excl. sponsor support):** $143984075.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-07-16
- **C.13 - Final Legal Maturity Date:** 2027-07-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B73S1, C.4 - ISIN: US3130B73S14, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $205151724.60
- **C.18.a - Value (excl. sponsor support):** $205151724.60
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-07-19
- **C.13 - Final Legal Maturity Date:** 2027-07-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.830000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7BA1, C.4 - ISIN: US3130B7BA13, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $123013894.10
- **C.18.a - Value (excl. sponsor support):** $123013894.10
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-07-29
- **C.13 - Final Legal Maturity Date:** 2027-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SP2, C.4 - ISIN: US313385SP29, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $171444225.00
- **C.18.a - Value (excl. sponsor support):** $171444225.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 12: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SS6, C.4 - ISIN: US313385SS67, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $66763825.00
- **C.18.a - Value (excl. sponsor support):** $66763825.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-02-05
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 13: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TX4, C.4 - ISIN: US313385TX44, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $471981109.00
- **C.18.a - Value (excl. sponsor support):** $471981109.00
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.130000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ENV49, C.4 - ISIN: US3133ENV499, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $12912199.65
- **C.18.a - Value (excl. sponsor support):** $12912199.65
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-10-25
- **C.13 - Final Legal Maturity Date:** 2027-10-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.835000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP4L6, C.4 - ISIN: US3133EP4L60, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $28005157.04
- **C.18.a - Value (excl. sponsor support):** $28005157.04
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPZ57, C.4 - ISIN: US3133EPZ578, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $170015322.10
- **C.18.a - Value (excl. sponsor support):** $170015322.10
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-30
- **C.13 - Final Legal Maturity Date:** 2026-01-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6F3, C.4 - ISIN: US3133ER6F39, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $55060822.30
- **C.18.a - Value (excl. sponsor support):** $55060822.30
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-12-07
- **C.13 - Final Legal Maturity Date:** 2026-12-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERG39, C.4 - ISIN: US3133ERG392, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $186113463.70
- **C.18.a - Value (excl. sponsor support):** $186113463.70
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-12-02
- **C.13 - Final Legal Maturity Date:** 2026-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.845000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERH53, C.4 - ISIN: US3133ERH531, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $204229002.20
- **C.18.a - Value (excl. sponsor support):** $204229002.20
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-12-09
- **C.13 - Final Legal Maturity Date:** 2026-12-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.845000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERN23, C.4 - ISIN: US3133ERN232, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $197107800.40
- **C.18.a - Value (excl. sponsor support):** $197107800.40
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-11-23
- **C.13 - Final Legal Maturity Date:** 2026-11-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.850000%
- **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):** $19011038.24
- **C.18.a - Value (excl. sponsor support):** $19011038.24
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-12-30
- **C.13 - Final Legal Maturity Date:** 2026-12-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.840000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQ95, C.4 - ISIN: US3133ERQ953, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $19007524.76
- **C.18.a - Value (excl. sponsor support):** $19007524.76
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-11-02
- **C.13 - Final Legal Maturity Date:** 2026-11-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQW4, C.4 - ISIN: US3133ERQW43, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $107059797.00
- **C.18.a - Value (excl. sponsor support):** $107059797.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-08-26
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.835000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERR86, C.4 - ISIN: US3133ERR860, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $47016535.54
- **C.18.a - Value (excl. sponsor support):** $47016535.54
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-10-06
- **C.13 - Final Legal Maturity Date:** 2026-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERRZ6, C.4 - ISIN: US3133ERRZ64, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $175081004.00
- **C.18.a - Value (excl. sponsor support):** $175081004.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERSN2, C.4 - ISIN: US3133ERSN26, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $192100625.30
- **C.18.a - Value (excl. sponsor support):** $192100625.30
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-09-09
- **C.13 - Final Legal Maturity Date:** 2026-09-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERUR0, C.4 - ISIN: US3133ERUR02, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $456347075.30
- **C.18.a - Value (excl. sponsor support):** $456347075.30
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-09-25
- **C.13 - Final Legal Maturity Date:** 2026-09-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.910000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERVT5, C.4 - ISIN: US3133ERVT58, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $465269467.50
- **C.18.a - Value (excl. sponsor support):** $465269467.50
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-10-01
- **C.13 - Final Legal Maturity Date:** 2026-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.960000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERZU8, C.4 - ISIN: US3133ERZU85, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $382904597.10
- **C.18.a - Value (excl. sponsor support):** $382904597.10
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-11-12
- **C.13 - Final Legal Maturity Date:** 2027-11-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.860000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERZX2, C.4 - ISIN: US3133ERZX25, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $147555533.80
- **C.18.a - Value (excl. sponsor support):** $147555533.80
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.4800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-11-13
- **C.13 - Final Legal Maturity Date:** 2026-11-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET2B2, C.4 - ISIN: US3133ET2B25, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $38997674.43
- **C.18.a - Value (excl. sponsor support):** $38997674.43
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-09-28
- **C.13 - Final Legal Maturity Date:** 2027-09-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.805000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET2N6, C.4 - ISIN: US3133ET2N62, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $469976664.50
- **C.18.a - Value (excl. sponsor support):** $469976664.50
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-12-01
- **C.13 - Final Legal Maturity Date:** 2027-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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

- **C.1 - Title:** Federal Farm Credit Bank 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET3D7, C.4 - ISIN: US3133ET3D71, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $4000028.80
- **C.18.a - Value (excl. sponsor support):** $4000028.80
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-10-08
- **C.13 - Final Legal Maturity Date:** 2027-10-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.720000%
- **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):** $114997550.50
- **C.18.a - Value (excl. sponsor support):** $114997550.50
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET3H8, C.4 - ISIN: US3133ET3H85, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $179998012.80
- **C.18.a - Value (excl. sponsor support):** $179998012.80
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.775000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET3V7, C.4 - ISIN: US3133ET3V79, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $159972590.40
- **C.18.a - Value (excl. sponsor support):** $159972590.40
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-07-09
- **C.13 - Final Legal Maturity Date:** 2027-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.755000%
- **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):** $89999371.80
- **C.18.a - Value (excl. sponsor support):** $89999371.80
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-04-19
- **C.13 - Final Legal Maturity Date:** 2027-04-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.790000%
- **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):** $84999118.55
- **C.18.a - Value (excl. sponsor support):** $84999118.55
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-11-23
- **C.13 - Final Legal Maturity Date:** 2027-11-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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

- **C.1 - Title:** Federal Farm Credit Bank 3.765000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET5H6, C.4 - ISIN: US3133ET5H67, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $109999019.90
- **C.18.a - Value (excl. sponsor support):** $109999019.90
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-06-23
- **C.13 - Final Legal Maturity Date:** 2027-06-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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

- **C.1 - Title:** Federal Farm Credit Bank 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET6G7, C.4 - ISIN: US3133ET6G75, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $125000000.00
- **C.18.a - Value (excl. sponsor support):** $125000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-06
- **C.12 - Maturity Date (WAL):** 2027-11-05
- **C.13 - Final Legal Maturity Date:** 2027-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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

- **C.1 - Title:** Federal Farm Credit Bank 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAL1, C.4 - ISIN: US3133ETAL18, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100080595.00
- **C.18.a - Value (excl. sponsor support):** $100080595.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-03-24
- **C.13 - Final Legal Maturity Date:** 2027-03-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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

- **C.1 - Title:** Federal Farm Credit Bank 3.775000%
- **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):** $687510605.90
- **C.18.a - Value (excl. sponsor support):** $687510605.90
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-03-26
- **C.13 - Final Legal Maturity Date:** 2027-03-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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

- **C.1 - Title:** Federal Farm Credit Bank 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAV9, C.4 - ISIN: US3133ETAV99, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $139002414.40
- **C.18.a - Value (excl. sponsor support):** $139002414.40
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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

- **C.1 - Title:** Federal Farm Credit Bank 3.905000%
- **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):** $84099509.76
- **C.18.a - Value (excl. sponsor support):** $84099509.76
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-10-01
- **C.13 - Final Legal Maturity Date:** 2027-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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

- **C.1 - Title:** Federal Farm Credit Bank 3.840000%
- **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):** $35990622.00
- **C.18.a - Value (excl. sponsor support):** $35990622.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-09-24
- **C.13 - Final Legal Maturity Date:** 2027-09-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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

- **C.1 - Title:** Federal Farm Credit Bank 3.845000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETBZ9, C.4 - ISIN: US3133ETBZ94, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $65056824.30
- **C.18.a - Value (excl. sponsor support):** $65056824.30
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-04-02
- **C.13 - Final Legal Maturity Date:** 2027-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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

- **C.1 - Title:** Federal Farm Credit Bank 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETCN5, C.4 - ISIN: US3133ETCN55, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $65005187.65
- **C.18.a - Value (excl. sponsor support):** $65005187.65
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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

- **C.1 - Title:** Federal Farm Credit Bank 3.840000%
- **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):** $150078369.00
- **C.18.a - Value (excl. sponsor support):** $150078369.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-10-22
- **C.13 - Final Legal Maturity Date:** 2027-10-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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

- **C.1 - Title:** Federal Farm Credit Bank 3.825000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETN45, C.4 - ISIN: US3133ETN451, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $434957291.70
- **C.18.a - Value (excl. sponsor support):** $434957291.70
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-08-27
- **C.13 - Final Legal Maturity Date:** 2027-08-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETNS2, C.4 - ISIN: US3133ETNS24, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $55031625.55
- **C.18.a - Value (excl. sponsor support):** $55031625.55
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-06-29
- **C.13 - Final Legal Maturity Date:** 2027-06-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.835000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETP76, C.4 - ISIN: US3133ETP761, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $209976318.30
- **C.18.a - Value (excl. sponsor support):** $209976318.30
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-11-03
- **C.13 - Final Legal Maturity Date:** 2027-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETQ59, C.4 - ISIN: US3133ETQ595, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $104990411.40
- **C.18.a - Value (excl. sponsor support):** $104990411.40
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-08-05
- **C.13 - Final Legal Maturity Date:** 2027-08-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETQK6, C.4 - ISIN: US3133ETQK60, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $429878838.90
- **C.18.a - Value (excl. sponsor support):** $429878838.90
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-07-21
- **C.13 - Final Legal Maturity Date:** 2027-07-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.825000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETRQ2, C.4 - ISIN: US3133ETRQ22, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $520387374.00
- **C.18.a - Value (excl. sponsor support):** $520387374.00
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-07-30
- **C.13 - Final Legal Maturity Date:** 2027-07-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETT80, C.4 - ISIN: US3133ETT805, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $79996215.20
- **C.18.a - Value (excl. sponsor support):** $79996215.20
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-05-12
- **C.13 - Final Legal Maturity Date:** 2027-05-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.830000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETTA5, C.4 - ISIN: US3133ETTA51, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $123984327.60
- **C.18.a - Value (excl. sponsor support):** $123984327.60
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-08-11
- **C.13 - Final Legal Maturity Date:** 2027-08-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.830000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETVH7, C.4 - ISIN: US3133ETVH76, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $429953676.10
- **C.18.a - Value (excl. sponsor support):** $429953676.10
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-07-27
- **C.13 - Final Legal Maturity Date:** 2027-07-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.835000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETVS3, C.4 - ISIN: US3133ETVS32, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100030055.00
- **C.18.a - Value (excl. sponsor support):** $100030055.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-09-02
- **C.13 - Final Legal Maturity Date:** 2027-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.840000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETXJ1, C.4 - ISIN: US3133ETXJ15, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $110470794.90
- **C.18.a - Value (excl. sponsor support):** $110470794.90
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-09-10
- **C.13 - Final Legal Maturity Date:** 2027-09-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.840000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETYV3, C.4 - ISIN: US3133ETYV34, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $549936717.00
- **C.18.a - Value (excl. sponsor support):** $549936717.00
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-09-22
- **C.13 - Final Legal Maturity Date:** 2027-09-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAJN4, C.4 - ISIN: US3134HAJN48, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $296151720.70
- **C.18.a - Value (excl. sponsor support):** $296151720.70
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.850000%
- **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):** $263772047.40
- **C.18.a - Value (excl. sponsor support):** $263772047.40
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-09-23
- **C.13 - Final Legal Maturity Date:** 2026-09-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.850000%
- **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):** $7003332.49
- **C.18.a - Value (excl. sponsor support):** $7003332.49
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAWA7, C.4 - ISIN: US3134HAWA79, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $82051760.86
- **C.18.a - Value (excl. sponsor support):** $82051760.86
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.830000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBF55, C.4 - ISIN: US3134HBF555, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $249968402.50
- **C.18.a - Value (excl. sponsor support):** $249968402.50
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-08-11
- **C.13 - Final Legal Maturity Date:** 2027-08-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.835000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBJ44, C.4 - ISIN: US3134HBJ441, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $185070498.00
- **C.18.a - Value (excl. sponsor support):** $185070498.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-08-25
- **C.13 - Final Legal Maturity Date:** 2027-08-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.835000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBMJ7, C.4 - ISIN: US3134HBMJ71, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $587095245.70
- **C.18.a - Value (excl. sponsor support):** $587095245.70
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-04-23
- **C.13 - Final Legal Maturity Date:** 2027-04-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBQ61, C.4 - ISIN: US3134HBQ610, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $250450910.00
- **C.18.a - Value (excl. sponsor support):** $250450910.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-09-22
- **C.13 - Final Legal Maturity Date:** 2027-09-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBU66, C.4 - ISIN: US3134HBU661, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $300500475.00
- **C.18.a - Value (excl. sponsor support):** $300500475.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-10-06
- **C.13 - Final Legal Maturity Date:** 2027-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.805000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBVX6, C.4 - ISIN: US3134HBVX64, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $264888448.30
- **C.18.a - Value (excl. sponsor support):** $264888448.30
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-06-16
- **C.13 - Final Legal Maturity Date:** 2027-06-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBX55, C.4 - ISIN: US3134HBX558, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $299973174.00
- **C.18.a - Value (excl. sponsor support):** $299973174.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-10-14
- **C.13 - Final Legal Maturity Date:** 2027-10-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07G2, C.4 - ISIN: US3135G07G27, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $170072790.60
- **C.18.a - Value (excl. sponsor support):** $170072790.60
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.845000%
- **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):** $403323129.40
- **C.18.a - Value (excl. sponsor support):** $403323129.40
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07K3, C.4 - ISIN: US3135G07K39, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $143075617.00
- **C.18.a - Value (excl. sponsor support):** $143075617.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-09-11
- **C.13 - Final Legal Maturity Date:** 2026-09-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.850000%
- **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):** $103054091.50
- **C.18.a - Value (excl. sponsor support):** $103054091.50
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.970000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07M9, C.4 - ISIN: US3135G07M94, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $336580026.00
- **C.18.a - Value (excl. sponsor support):** $336580026.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-11-05
- **C.13 - Final Legal Maturity Date:** 2027-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 77: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.850000%
- **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):** $105075175.80
- **C.18.a - Value (excl. sponsor support):** $105075175.80
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 78: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.850000%
- **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):** $832882708.00
- **C.18.a - Value (excl. sponsor support):** $832882708.00
- **C.19 - Percentage of Net Assets:** 1.1200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 79: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AC5, C.4 - ISIN: US3135G1AC57, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $94998893.25
- **C.18.a - Value (excl. sponsor support):** $94998893.25
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-12-22
- **C.13 - Final Legal Maturity Date:** 2027-12-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Notes 3.602000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903533N5, C.4 - ISIN: US6903533N55, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $19125000.00
- **C.18.a - Value (excl. sponsor support):** $19125000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2030-03-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 81: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 4.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903534U8, C.4 - ISIN: US6903534U89, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $750000.00
- **C.18.a - Value (excl. sponsor support):** $750000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-09-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 82: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 4.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903534Y0, C.4 - ISIN: US6903534Y02, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $4444444.48
- **C.18.a - Value (excl. sponsor support):** $4444444.48
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2030-10-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 83: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 4.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903538B6, C.4 - ISIN: US6903538B62, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $1250000.10
- **C.18.a - Value (excl. sponsor support):** $1250000.10
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-09-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 84: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 4.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353D38, C.4 - ISIN: US690353D389, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $27272727.78
- **C.18.a - Value (excl. sponsor support):** $27272727.78
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2028-11-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 85: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 3.950000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353VV6, C.4 - ISIN: US690353VV66, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $3825000.00
- **C.18.a - Value (excl. sponsor support):** $3825000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 86: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 3.960000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353XS1, C.4 - ISIN: US690353XS10, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $4472000.00
- **C.18.a - Value (excl. sponsor support):** $4472000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2030-05-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 87: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PM3, C.4 - ISIN: US912797PM34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $432933215.00
- **C.18.a - Value (excl. sponsor support):** $432933215.00
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-02-19
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 88: U.S. Treasury

- **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):** $367245305.60
- **C.18.a - Value (excl. sponsor support):** $367245305.60
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 89: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RA7, C.4 - ISIN: US912797RA77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $900000000.00
- **C.18.a - Value (excl. sponsor support):** $900000000.00
- **C.19 - Percentage of Net Assets:** 1.2100%
- **C.17 - Yield as of Reporting Date:** 3.4700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 90: U.S. Treasury

- **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):** $1311297903.00
- **C.18.a - Value (excl. sponsor support):** $1311297903.00
- **C.19 - Percentage of Net Assets:** 1.7600%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 91: U.S. Treasury

- **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):** $484885759.10
- **C.18.a - Value (excl. sponsor support):** $484885759.10
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 92: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RH2, C.4 - ISIN: US912797RH21, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $824522432.30
- **C.18.a - Value (excl. sponsor support):** $824522432.30
- **C.19 - Percentage of Net Assets:** 1.1000%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2026-01-08
- **C.12 - Maturity Date (WAL):** 2026-01-08
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 93: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RJ8, C.4 - ISIN: US912797RJ86, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $249680482.50
- **C.18.a - Value (excl. sponsor support):** $249680482.50
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-01-15
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 94: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RL3, C.4 - ISIN: US912797RL33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1644481443.00
- **C.18.a - Value (excl. sponsor support):** $1644481443.00
- **C.19 - Percentage of Net Assets:** 2.2000%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-02-05
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 95: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RT6, C.4 - ISIN: US912797RT68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1269787940.00
- **C.18.a - Value (excl. sponsor support):** $1269787940.00
- **C.19 - Percentage of Net Assets:** 1.7000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-12
- **C.12 - Maturity Date (WAL):** 2026-02-12
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 96: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SG3, C.4 - ISIN: US912797SG39, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $798586280.00
- **C.18.a - Value (excl. sponsor support):** $798586280.00
- **C.19 - Percentage of Net Assets:** 1.0700%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-01-20
- **C.12 - Maturity Date (WAL):** 2026-01-20
- **C.13 - Final Legal Maturity Date:** 2026-01-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 97: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SH1, C.4 - ISIN: US912797SH12, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $299264715.00
- **C.18.a - Value (excl. sponsor support):** $299264715.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-01-27
- **C.12 - Maturity Date (WAL):** 2026-01-27
- **C.13 - Final Legal Maturity Date:** 2026-01-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 98: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Notes 4.625000%
- **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):** $351816017.00
- **C.18.a - Value (excl. sponsor support):** $351816017.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 99: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Floating Rate Notes 3.762000%
- **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):** $150050563.50
- **C.18.a - Value (excl. sponsor support):** $150050563.50
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 100: J.P. Morgan Securities LLC

- **C.1 - Title:** J.P. Morgan Securities LLC 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV7XMRY3, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BIV7XMRY3
- **C.18 - Value (incl. sponsor support):** $885000000.00
- **C.18.a - Value (excl. sponsor support):** $885000000.00
- **C.19 - Percentage of Net Assets:** 1.1900%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2033-07-01      | 5.0000%  | 0.0000% | $1375000.00        | $3528.04           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2026-11-01      | 8.5000%  | 0.0000% | $4881781.00        | $160.38            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-01-01      | 8.0000%  | 0.0000% | $884138.00         | $374.69            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2028-02-01      | 2.5000%  | 0.0000% | $100000.00         | $4267.80           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2028-12-01      | 3.5000%  | 0.0000% | $10000.00          | $185.11            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-09-01      | 6.0000%  | 0.0000% | $249976.00         | $165.77            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-01-01      | 5.0000%  | 0.0000% | $187854.00         | $764.79            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-05-01      | 5.0000%  | 0.0000% | $25000.00          | $1.78              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-07-01      | 6.6860%  | 0.0000% | $2863.00           | $0.37              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-02-01      | 6.5800%  | 0.0000% | $1000000.00        | $1147.28           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-10-01      | 6.4730%  | 0.0000% | $5411.00           | $1.84              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-01-01      | 6.3880%  | 0.0000% | $110000.00         | $653.77            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-05-01      | 5.5000%  | 0.0000% | $135000.00         | $1498.04           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2042-01-01      | 6.8700%  | 0.0000% | $101025.00         | $737.18            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-10-01      | 6.0000%  | 0.0000% | $7000.00           | $134.34            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-11-01      | 6.0000%  | 0.0000% | $230000.00         | $3080.31           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-08-01      | 5.5000%  | 0.0000% | $3000.00           | $134.33            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-03-01      | 3.5000%  | 0.0000% | $12000.00          | $1524.06           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-08-01      | 4.0000%  | 0.0000% | $1000.00           | $110.86            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-02-01      | 3.0000%  | 0.0000% | $2000.00           | $276.51            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-04-01      | 3.0000%  | 0.0000% | $1000.00           | $151.24            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-10-01      | 4.5000%  | 0.0000% | $8000.00           | $722.85            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-11-01      | 4.0000%  | 0.0000% | $2000.00           | $141.99            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-12-01      | 4.5000%  | 0.0000% | $4000.00           | $279.91            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-01-01      | 4.0000%  | 0.0000% | $1000.00           | $64.39             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-01-01      | 4.5000%  | 0.0000% | $3000.00           | $180.71            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-04-01      | 4.0000%  | 0.0000% | $3000.00           | $219.43            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-05-01      | 3.0000%  | 0.0000% | $1000.00           | $90.94             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2043-08-01      | 4.0000%  | 0.0000% | $26000.00          | $1720.26           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2044-08-01      | 4.5000%  | 0.0000% | $4000.00           | $232.54            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2044-08-01      | 4.0000%  | 0.0000% | $5000.00           | $348.17            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2044-05-01      | 4.0000%  | 0.0000% | $1000.00           | $58.26             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-04-01      | 3.0000%  | 0.0000% | $4000.00           | $532.56            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2044-10-01      | 4.0000%  | 0.0000% | $17000.00          | $1228.30           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-01-01      | 4.0000%  | 0.0000% | $8000.00           | $613.62            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-09-01      | 4.0000%  | 0.0000% | $4000.00           | $326.13            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-08-01      | 4.0000%  | 0.0000% | $5000.00           | $436.68            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-03-01      | 4.5000%  | 0.0000% | $2000.00           | $177.01            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-04-01      | 3.0000%  | 0.0000% | $2000.00           | $258.03            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-10-01      | 4.5000%  | 0.0000% | $1000.00           | $137.16            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-12-01      | 4.0000%  | 0.0000% | $4000.00           | $402.06            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-05-01      | 4.5000%  | 0.0000% | $2000.00           | $221.99            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-10-01      | 3.0000%  | 0.0000% | $15000.00          | $2347.98           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-05-01      | 4.0000%  | 0.0000% | $1000.00           | $102.96            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-04-01      | 3.0000%  | 0.0000% | $15000.00          | $3198.37           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-07-01      | 3.5000%  | 0.0000% | $11000.00          | $900.66            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-10-01      | 2.0000%  | 0.0000% | $18962.00          | $2876.31           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-04-01      | 3.0000%  | 0.0000% | $37000.00          | $4060.85           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-06-01      | 3.5000%  | 0.0000% | $8000.00           | $700.32            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-04-01      | 3.5000%  | 0.0000% | $1000.00           | $79.81             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-10-01      | 3.5000%  | 0.0000% | $11000.00          | $838.44            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-11-01      | 3.5000%  | 0.0000% | $7000.00           | $610.40            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-03-01      | 7.3700%  | 0.0000% | $175000.00         | $215.87            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-11-01      | 4.0000%  | 0.0000% | $10000.00          | $869.32            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2028-02-01      | 6.5000%  | 0.0000% | $1083071.00        | $3122.99           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-02-01      | 3.0000%  | 0.0000% | $13000.00          | $1899.69           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2027-02-01      | 3.5000%  | 0.0000% | $2000.00           | $7.03              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-05-01      | 6.3000%  | 0.0000% | $5312.00           | $2.09              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-04-01      | 6.5340%  | 0.0000% | $100000.00         | $2787.54           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-11-01      | 6.5130%  | 0.0000% | $1094000.00        | $2126.14           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-11-01      | 6.2710%  | 0.0000% | $125000.00         | $580.16            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-08-01      | 6.5000%  | 0.0000% | $1250000.00        | $2028.14           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-02-01      | 8.0000%  | 0.0000% | $750000.00         | $184.71            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-05-01      | 6.5000%  | 0.0000% | $499951.00         | $793.00            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-12-01      | 6.0000%  | 0.0000% | $602705.00         | $1449.62           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-02-01      | 4.0000%  | 0.0000% | $10000.00          | $441.91            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2039-05-01      | 4.0000%  | 0.0000% | $87000.00          | $805.27            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-06-01      | 5.5000%  | 0.0000% | $175000.00         | $3156.95           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-01-01      | 4.5000%  | 0.0000% | $8000.00           | $469.61            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-02-01      | 4.5000%  | 0.0000% | $24000.00          | $827.90            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2027-11-01      | 6.4000%  | 0.0000% | $76086274.00       | $2384.88           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-11-01      | 6.2830%  | 0.0000% | $1350000.00        | $864.21            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-04-01      | 6.4790%  | 0.0000% | $2000000.00        | $3287.15           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-11-01      | 9.0000%  | 0.0000% | $1793.00           | $0.23              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-12-01      | 6.2450%  | 0.0000% | $104847.00         | $1385.21           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-09-01      | 6.5130%  | 0.0000% | $124000.00         | $4131.72           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-11-01      | 3.5000%  | 0.0000% | $6000.00           | $1390.30           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-03-01      | 3.5000%  | 0.0000% | $2000.00           | $179.80            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-04-01      | 3.5000%  | 0.0000% | $13000.00          | $1624.57           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-10-01      | 6.5000%  | 0.0000% | $42315.00          | $427.33            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-10-01      | 5.5000%  | 0.0000% | $269213.00         | $1471.67           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-02-01      | 6.5000%  | 0.0000% | $25000.00          | $541.59            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-05-01      | 6.0000%  | 0.0000% | $25000.00          | $321.73            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-07-01      | 6.5000%  | 0.0000% | $88193.00          | $625.54            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-08-01      | 6.5000%  | 0.0000% | $517000.00         | $971.57            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-01-01      | 6.0000%  | 0.0000% | $100259.00         | $737.47            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-11-01      | 6.5000%  | 0.0000% | $70002.00          | $149.57            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-12-01      | 5.5000%  | 0.0000% | $85000.00          | $3917.44           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-12-01      | 6.5000%  | 0.0000% | $52933.00          | $312.57            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-08-01      | 6.5000%  | 0.0000% | $1010000.00        | $2197.00           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-05-01      | 5.5000%  | 0.0000% | $126624.00         | $1950.03           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-08-01      | 6.5000%  | 0.0000% | $54859.00          | $329.72            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2039-09-01      | 5.5000%  | 0.0000% | $4000.00           | $109.15            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-02-01      | 4.5000%  | 0.0000% | $10000.00          | $344.56            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-02-01      | 4.5000%  | 0.0000% | $9000.00           | $259.24            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-05-01      | 6.5000%  | 0.0000% | $109000.00         | $16.72             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-07-01      | 6.5000%  | 0.0000% | $389629.00         | $329.01            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-08-01      | 6.5000%  | 0.0000% | $750547.00         | $174.24            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-10-01      | 7.5000%  | 0.0000% | $506572.00         | $356.29            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-06-01      | 7.0000%  | 0.0000% | $606999.00         | $3089.73           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-02-01      | 7.0000%  | 0.0000% | $395188.00         | $186.83            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-05-01      | 6.5000%  | 0.0000% | $1004142.00        | $4535.09           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-05-01      | 6.5000%  | 0.0000% | $587703.00         | $213.18            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-01-01      | 6.5000%  | 0.0000% | $58460.00          | $257.95            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-05-01      | 7.0000%  | 0.0000% | $900720.00         | $1072.52           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-11-01      | 6.5000%  | 0.0000% | $132234.00         | $123.51            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-08-01      | 6.5000%  | 0.0000% | $55832.00          | $440.26            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-02-01      | 6.0000%  | 0.0000% | $250025.00         | $469.97            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-03-01      | 5.5000%  | 0.0000% | $1330447.00        | $2301.51           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2028-02-01      | 7.0000%  | 0.0000% | $3259879.00        | $3986.49           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2026-03-01      | 4.0000%  | 0.0000% | $1000000.00        | $542.55            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2042-12-01      | 2.5000%  | 0.0000% | $2225.00           | $483.49            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2044-03-01      | 4.5000%  | 0.0000% | $2000.00           | $134.43            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-11-01      | 3.5000%  | 0.0000% | $13000.00          | $1800.52           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-04-01      | 4.0000%  | 0.0000% | $17067.00          | $3771.46           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-05-01      | 5.0000%  | 0.0000% | $1514.00           | $57.31             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-07-01      | 4.5000%  | 0.0000% | $3000.00           | $243.03            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-11-01      | 4.0000%  | 0.0000% | $8000.00           | $1264.00           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-11-01      | 4.5000%  | 0.0000% | $27000.00          | $953.35            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-01-01      | 3.0000%  | 0.0000% | $2000.00           | $200.35            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-02-01      | 3.5000%  | 0.0000% | $5000.00           | $406.51            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-12-01      | 3.5000%  | 0.0000% | $17000.00          | $1938.77           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2042-12-01      | 6.5250%  | 0.0000% | $25000.00          | $744.39            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2043-08-01      | 6.3700%  | 0.0000% | $14000.00          | $559.26            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-09-01      | 6.5000%  | 0.0000% | $1035127.00        | $658.81            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-11-01      | 6.5000%  | 0.0000% | $2145.00           | $1.80              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-01-01      | 6.5000%  | 0.0000% | $67586.00          | $79.04             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-05-01      | 7.5000%  | 0.0000% | $2500100.00        | $3217.34           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2027-01-01      | 7.0000%  | 0.0000% | $33000.00          | $1.75              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2027-10-01      | 7.0000%  | 0.0000% | $1510000.00        | $263.83            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-01-01      | 6.5000%  | 0.0000% | $457210.00         | $319.15            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2028-12-01      | 6.5000%  | 0.0000% | $30000.00          | $17.03             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-06-01      | 6.5000%  | 0.0000% | $27500.00          | $15.18             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-04-01      | 6.5000%  | 0.0000% | $4317805.00        | $2132.32           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-05-01      | 6.5000%  | 0.0000% | $519144.00         | $363.42            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-12-01      | 7.0000%  | 0.0000% | $2200000.00        | $943.38            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-02-01      | 7.0000%  | 0.0000% | $11000000.00       | $2221.64           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-03-01      | 7.5000%  | 0.0000% | $3977488.00        | $1069.40           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-12-01      | 7.0000%  | 0.0000% | $7443079.00        | $2983.43           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-04-01      | 7.5000%  | 0.0000% | $2291.00           | $1.29              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-06-01      | 6.5000%  | 0.0000% | $176311.00         | $88.91             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-05-01      | 7.5000%  | 0.0000% | $500000.00         | $189.28            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-07-01      | 6.5000%  | 0.0000% | $1000000.00        | $546.82            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-05-01      | 5.5000%  | 0.0000% | $176500.00         | $2459.06           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2026-04-01      | 6.5000%  | 0.0000% | $838500.00         | $10.82             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2026-05-01      | 7.5000%  | 0.0000% | $3000000.00        | $38.76             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2026-06-01      | 4.0000%  | 0.0000% | $700000.00         | $1172.01           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2027-06-01      | 5.0000%  | 0.0000% | $1555275.00        | $2225.20           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-11-01      | 4.0000%  | 0.0000% | $1193.00           | $47.25             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-03-01      | 4.0000%  | 0.0000% | $1828.00           | $94.39             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-05-01      | 4.5000%  | 0.0000% | $29000.00          | $3146.90           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2026-12-01      | 6.5000%  | 0.0000% | $26214.00          | $1.26              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2028-01-01      | 6.5000%  | 0.0000% | $19440000.00       | $1450.75           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2028-04-01      | 7.5000%  | 0.0000% | $1636794.00        | $150.43            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2028-04-01      | 7.5000%  | 0.0000% | $10930.00          | $1.07              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-12-01      | 7.0000%  | 0.0000% | $1608816.00        | $515.96            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-07-01      | 6.5000%  | 0.0000% | $8983725.00        | $2937.96           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-03-01      | 7.5000%  | 0.0000% | $10966265.00       | $1740.32           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-01-01      | 7.5000%  | 0.0000% | $7607968.00        | $2870.13           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-06-01      | 7.0000%  | 0.0000% | $2444.00           | $2.03              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-05-01      | 6.5000%  | 0.0000% | $1042346.00        | $510.52            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-04-01      | 7.0000%  | 0.0000% | $3835.00           | $2.92              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-11-01      | 5.5000%  | 0.0000% | $167130.00         | $928.66            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-09-01      | 6.0000%  | 0.0000% | $261785.00         | $1017.99           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-10-01      | 5.5000%  | 0.0000% | $10000.00          | $74.47             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-04-01      | 5.5000%  | 0.0000% | $825000.00         | $4899.85           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-12-01      | 5.5000%  | 0.0000% | $3000.00           | $20.10             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-04-01      | 6.5000%  | 0.0000% | $49000.00          | $412.70            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-03-01      | 6.5000%  | 0.0000% | $734667.00         | $2986.14           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-07-01      | 5.5000%  | 0.0000% | $90000.00          | $1872.19           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-06-01      | 5.5000%  | 0.0000% | $21000.00          | $101.73            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-06-01      | 6.0000%  | 0.0000% | $89469.00          | $1646.44           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-02-01      | 5.5000%  | 0.0000% | $250000.00         | $4974.39           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-07-01      | 5.5000%  | 0.0000% | $316560.00         | $3898.56           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-08-01      | 5.5000%  | 0.0000% | $30742.00          | $659.34            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2042-08-01      | 3.5000%  | 0.0000% | $1000.00           | $116.74            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-12-01      | 6.5000%  | 0.0000% | $100000.00         | $3393.48           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2039-03-01      | 5.5000%  | 0.0000% | $72516.00          | $740.63            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-03-01      | 5.5000%  | 0.0000% | $10000.00          | $134.89            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-09-01      | 4.0000%  | 0.0000% | $117000.00         | $4900.09           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-06-01      | 5.5000%  | 0.0000% | $2000.00           | $128.99            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-03-01      | 3.5000%  | 0.0000% | $36000.00          | $4566.91           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-02-01      | 6.5000%  | 0.0000% | $50000.00          | $553.39            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-11-01      | 6.5000%  | 0.0000% | $253235.00         | $2326.79           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-10-01      | 7.0000%  | 0.0000% | $41467.00          | $427.54            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2044-12-01      | 3.5000%  | 0.0000% | $6000.00           | $492.68            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2044-08-01      | 4.5000%  | 0.0000% | $27000.00          | $1567.83           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2044-08-01      | 4.0000%  | 0.0000% | $14000.00          | $973.73            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2044-09-01      | 4.0000%  | 0.0000% | $1000.00           | $65.02             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-08-01      | 3.5000%  | 0.0000% | $7000.00           | $680.81            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-01-01      | 3.5000%  | 0.0000% | $5000.00           | $427.26            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-01-01      | 4.0000%  | 0.0000% | $27000.00          | $2068.52           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-03-01      | 4.0000%  | 0.0000% | $3000.00           | $317.50            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-02-01      | 3.0000%  | 0.0000% | $3000.00           | $423.62            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-02-01      | 4.0000%  | 0.0000% | $1000.00           | $95.15             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-09-01      | 3.0000%  | 0.0000% | $8000.00           | $1230.88           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-03-01      | 3.0000%  | 0.0000% | $20000.00          | $4212.17           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-01-01      | 3.5000%  | 0.0000% | $4000.00           | $504.94            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-02-01      | 3.0000%  | 0.0000% | $25000.00          | $3452.25           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-04-01      | 3.0000%  | 0.0000% | $11000.00          | $1661.70           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-09-01      | 4.5000%  | 0.0000% | $26000.00          | $2160.39           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2026-04-01      | 4.0000%  | 0.0000% | $1340688.00        | $699.40            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2026-06-01      | 4.5000%  | 0.0000% | $680000.00         | $791.46            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2026-09-01      | 4.0000%  | 0.0000% | $1150000.00        | $1101.57           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2026-09-01      | 4.5000%  | 0.0000% | $155000.00         | $267.30            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2026-07-01      | 4.0000%  | 0.0000% | $950000.00         | $1431.51           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2026-07-01      | 4.5000%  | 0.0000% | $205000.00         | $0.32              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2026-09-01      | 4.5000%  | 0.0000% | $47000.00          | $2.20              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2028-10-01      | 4.5000%  | 0.0000% | $440000.00         | $1265.76           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2026-09-01      | 4.5000%  | 0.0000% | $3000.00           | $2.69              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-01-01      | 4.0000%  | 0.0000% | $1115244.00        | $2648.67           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-01-01      | 4.0000%  | 0.0000% | $189143.00         | $108.34            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-01-01      | 4.0000%  | 0.0000% | $10000000.00       | $1667.66           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-03-01      | 3.0000%  | 0.0000% | $20000.00          | $1855.45           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-02-01      | 3.0000%  | 0.0000% | $12000.00          | $1337.56           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-09-01      | 3.0000%  | 0.0000% | $5000.00           | $567.78            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-09-01      | 3.5000%  | 0.0000% | $9000.00           | $1093.61           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-07-01      | 3.5000%  | 0.0000% | $34055.00          | $2785.56           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-09-01      | 3.5000%  | 0.0000% | $1000.00           | $80.05             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2026-02-01      | 5.0000%  | 0.0000% | $675000.00         | $5.45              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2027-01-01      | 6.5000%  | 0.0000% | $1514114.00        | $2087.36           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-09-01      | 5.0000%  | 0.0000% | $2467362.00        | $1633.69           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-10-01      | 4.5000%  | 0.0000% | $19000.00          | $1714.73           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-03-01      | 3.5000%  | 0.0000% | $2000.00           | $164.12            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-12-01      | 4.5000%  | 0.0000% | $25000.00          | $1747.36           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-01-01      | 4.5000%  | 0.0000% | $15000.00          | $902.49            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-04-01      | 4.0000%  | 0.0000% | $28000.00          | $2045.58           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-05-01      | 4.5000%  | 0.0000% | $16000.00          | $1521.49           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-05-01      | 4.0000%  | 0.0000% | $8000.00           | $662.11            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-06-01      | 4.0000%  | 0.0000% | $31000.00          | $2982.39           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-05-01      | 3.5000%  | 0.0000% | $21000.00          | $2670.75           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-06-01      | 3.5000%  | 0.0000% | $14000.00          | $2830.49           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-01-01      | 3.0000%  | 0.0000% | $5000.00           | $807.82            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-03-01      | 3.5000%  | 0.0000% | $3000.00           | $623.37            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-07-01      | 3.5000%  | 0.0000% | $4000.00           | $2360.49           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-05-01      | 3.0000%  | 0.0000% | $1067.00           | $649.09            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-12-01      | 3.5000%  | 0.0000% | $1000.00           | $606.69            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-04-01      | 3.5000%  | 0.0000% | $6000.00           | $2883.98           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-08-01      | 2.0000%  | 0.0000% | $12000.00          | $4795.29           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-10-01      | 5.0000%  | 0.0000% | $42289.00          | $4566.88           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 3.0000%  | 0.0000% | $3000.00           | $2116.11           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $753.03            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-03-01      | 3.5000%  | 0.0000% | $3000.00           | $2336.90           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-09-01      | 3.0000%  | 0.0000% | $5000.00           | $3861.25           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-12-01      | 5.5000%  | 0.0000% | $4297.00           | $3422.49           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-10-01      | 4.0000%  | 0.0000% | $4000.00           | $3495.63           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 3.5000%  | 0.0000% | $1000.00           | $864.41            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-01-01      | 4.5000%  | 0.0000% | $5000.00           | $4538.89           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-07-01      | 4.0000%  | 0.0000% | $11000.00          | $1116.95           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-10-01      | 4.5000%  | 0.0000% | $30000.00          | $3922.19           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-11-01      | 3.5000%  | 0.0000% | $15993.00          | $2046.59           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-12-01      | 4.0000%  | 0.0000% | $29000.00          | $4271.76           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-04-01      | 4.0000%  | 0.0000% | $4000.00           | $684.67            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-08-01      | 4.0000%  | 0.0000% | $13000.00          | $2690.48           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-02-01      | 2.5000%  | 0.0000% | $1000.00           | $469.94            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-06-01      | 2.5000%  | 0.0000% | $2000.00           | $1151.80           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-09-01      | 3.0000%  | 0.0000% | $7000.00           | $3909.32           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $641.25            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-03-01      | 2.5000%  | 0.0000% | $6000.00           | $3966.01           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-04-01      | 2.5000%  | 0.0000% | $4000.00           | $2697.26           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-05-01      | 3.0000%  | 0.0000% | $4148.00           | $2954.96           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 2.5000%  | 0.0000% | $1000.00           | $697.94            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 3.0000%  | 0.0000% | $1000.00           | $729.09            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 3.0000%  | 0.0000% | $6000.00           | $4553.91           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-03-01      | 3.5000%  | 0.0000% | $6000.00           | $4860.27           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 3.5000%  | 0.0000% | $6000.00           | $4790.45           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-03-01      | 4.0000%  | 0.0000% | $4000.00           | $3593.61           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-06-01      | 4.0000%  | 0.0000% | $2000.00           | $1771.51           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-10-01      | 6.0000%  | 0.0000% | $2000.00           | $1577.61           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 4.0000%  | 0.0000% | $2000.00           | $1816.20           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 2.5000%  | 0.0000% | $1000.00           | $745.81            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-05-01      | 4.5000%  | 0.0000% | $1000.00           | $810.29            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-10-01      | 6.5000%  | 0.0000% | $5000.00           | $3465.25           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2027-08-01      | 3.0000%  | 0.0000% | $200000.00         | $3776.94           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2027-05-01      | 3.0000%  | 0.0000% | $150000.00         | $1949.44           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2027-03-01      | 3.0000%  | 0.0000% | $280000.00         | $3349.05           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-12-01      | 3.0000%  | 0.0000% | $25000.00          | $4976.05           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-06-01      | 5.0000%  | 0.0000% | $475121.00         | $3356.89           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2043-10-01      | 4.5000%  | 0.0000% | $1000.00           | $155.93            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-05-01      | 4.0000%  | 0.0000% | $21000.00          | $2303.36           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2044-03-01      | 4.5000%  | 0.0000% | $7000.00           | $471.07            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-08-01      | 3.5000%  | 0.0000% | $4000.00           | $640.16            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-11-01      | 5.0000%  | 0.0000% | $75000.00          | $4627.06           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-01-01      | 3.0000%  | 0.0000% | $1000.00           | $100.29            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-04-01      | 4.0000%  | 0.0000% | $2000.00           | $332.26            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $81.11             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-10-01      | 4.0000%  | 0.0000% | $2000.00           | $139.48            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-12-01      | 4.5000%  | 0.0000% | $11000.00          | $1621.75           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2044-02-01      | 4.0000%  | 0.0000% | $2000.00           | $307.52            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-10-01      | 4.0000%  | 0.0000% | $1000.00           | $147.27            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-06-01      | 2.5000%  | 0.0000% | $7581.00           | $2732.25           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-08-01      | 3.5000%  | 0.0000% | $2110.00           | $1860.14           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-05-01      | 4.0000%  | 0.0000% | $3000.00           | $2444.38           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 4.0000%  | 0.0000% | $1000.00           | $777.02            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 4.5000%  | 0.0000% | $5056.00           | $3808.41           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 3.0000%  | 0.0000% | $1000.00           | $741.66            | Agency Mortgage-Backed Securities         |
| Federal Farm Credit Bank                 | 2030-06-03      | 1.7400%  | 0.0000% | $4000.00           | $3681.06           | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2051-05-01      | 2.5000%  | 0.0000% | $1000.00           | $581.05            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 3.0000%  | 0.0000% | $3000.00           | $2114.02           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-03-01      | 3.5000%  | 0.0000% | $5000.00           | $3548.66           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 4.0000%  | 0.0000% | $3000.00           | $2318.09           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 3.5000%  | 0.0000% | $2000.00           | $1441.97           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 5.5000%  | 0.0000% | $5000.00           | $3683.54           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 4.0000%  | 0.0000% | $2000.00           | $1580.54           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-02-01      | 5.0000%  | 0.0000% | $2965.00           | $2630.16           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-12-01      | 4.5000%  | 0.0000% | $1021.00           | $1013.71           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-05-01      | 2.0000%  | 0.0000% | $2000.00           | $1163.68           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-09-01      | 6.3600%  | 0.0000% | $440000.00         | $1813.89           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-01-01      | 6.4730%  | 0.0000% | $1000000.00        | $2125.97           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-06-01      | 4.6650%  | 0.0000% | $10000000.00       | $2772.70           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2028-08-01      | 4.5530%  | 0.0000% | $3317.00           | $1.54              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-07-01      | 6.2500%  | 0.0000% | $675000.00         | $4683.46           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-05-01      | 6.4650%  | 0.0000% | $100000.00         | $515.53            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-06-01      | 6.2500%  | 0.0000% | $1100000.00        | $4962.10           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-10-01      | 6.1060%  | 0.0000% | $140000.00         | $1376.66           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-11-01      | 5.8920%  | 0.0000% | $220000.00         | $2185.06           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-02-01      | 6.5000%  | 0.0000% | $220000.00         | $1713.67           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-10-01      | 4.2100%  | 0.0000% | $225000.00         | $12.71             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-07-01      | 4.3280%  | 0.0000% | $19660000.00       | $2714.26           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-06-01      | 4.2100%  | 0.0000% | $900000.00         | $21.96             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-11-01      | 5.0000%  | 0.0000% | $2000000.00        | $113.71            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-11-01      | 4.2270%  | 0.0000% | $3840.00           | $0.53              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-05-01      | 4.8220%  | 0.0000% | $29901.00          | $3.29              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-05-01      | 4.8500%  | 0.0000% | $534325.00         | $59.73             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-01-01      | 4.6660%  | 0.0000% | $3904.00           | $1.54              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-02-01      | 4.6700%  | 0.0000% | $4000000.00        | $1589.45           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-09-01      | 6.0000%  | 0.0000% | $14000.00          | $79.00             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-03-01      | 6.5000%  | 0.0000% | $1548.00           | $1143.37           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-04-25      | 1.2500%  | 0.0000% | $125000.00         | $1157.08           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-01-25      | 3.0000%  | 0.0000% | $850000.00         | $2090.92           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-11-01      | 4.0000%  | 0.0000% | $300000.00         | $2834.49           | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2042-04-01      | 4.0000%  | 0.0000% | $400000.00         | $4231.54           | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2028-11-01      | 6.5000%  | 0.0000% | $2000000.00        | $775.98            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-12-01      | 7.0000%  | 0.0000% | $206655.00         | $45.63             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-11-01      | 6.0000%  | 0.0000% | $50000.00          | $133.04            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-02-01      | 6.5000%  | 0.0000% | $488044.00         | $834.97            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-03-01      | 7.0000%  | 0.0000% | $500000.00         | $335.62            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-06-01      | 6.5000%  | 0.0000% | $5918000.00        | $2868.24           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-08-01      | 7.5000%  | 0.0000% | $2461000.00        | $929.22            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-07-01      | 7.5000%  | 0.0000% | $5488788.00        | $1703.62           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-10-01      | 7.5000%  | 0.0000% | $5062579.00        | $1447.68           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-11-01      | 7.5000%  | 0.0000% | $2946581.00        | $786.87            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-12-01      | 8.5000%  | 0.0000% | $1560581.00        | $2332.21           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-12-01      | 6.5000%  | 0.0000% | $275000.00         | $351.20            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-03-01      | 5.5000%  | 0.0000% | $70000.00          | $484.72            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-11-01      | 5.5000%  | 0.0000% | $60000.00          | $1843.11           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-09-01      | 7.0000%  | 0.0000% | $170852.00         | $362.32            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-01-01      | 5.5000%  | 0.0000% | $2000000.00        | $3057.95           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-01-01      | 5.5000%  | 0.0000% | $1250000.00        | $3071.23           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-02-01      | 5.5000%  | 0.0000% | $1680000.00        | $61.58             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-04-01      | 5.0000%  | 0.0000% | $4644646.00        | $455.82            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-02-01      | 6.0000%  | 0.0000% | $300000.00         | $1764.27           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-04-01      | 5.5000%  | 0.0000% | $235000.00         | $216.30            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-06-01      | 6.0000%  | 0.0000% | $463451.00         | $105.16            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-09-01      | 5.0000%  | 0.0000% | $50000.00          | $161.40            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-03-01      | 5.5000%  | 0.0000% | $89635.00          | $107.13            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-03-01      | 7.0000%  | 0.0000% | $1791713.00        | $4912.30           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-03-01      | 7.5000%  | 0.0000% | $141983.00         | $368.89            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-05-01      | 5.5000%  | 0.0000% | $1000000.00        | $1328.85           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-05-01      | 6.0000%  | 0.0000% | $1000000.00        | $2199.60           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-06-01      | 5.5000%  | 0.0000% | $300000.00         | $684.66            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-07-01      | 6.0000%  | 0.0000% | $1300000.00        | $2916.12           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-08-01      | 6.0000%  | 0.0000% | $700000.00         | $1737.78           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-08-01      | 6.5000%  | 0.0000% | $135000.00         | $1086.26           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-07-01      | 7.0000%  | 0.0000% | $791116.00         | $846.82            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-08-01      | 7.0000%  | 0.0000% | $522292.00         | $1593.69           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-10-01      | 6.0000%  | 0.0000% | $282424.00         | $593.27            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-10-01      | 7.0000%  | 0.0000% | $182674.00         | $1504.73           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-01-01      | 6.0000%  | 0.0000% | $1300736.00        | $1798.16           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-04-01      | 5.0000%  | 0.0000% | $555000.00         | $1054.07           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-07-01      | 5.5000%  | 0.0000% | $500000.00         | $1171.85           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-01-01      | 5.0000%  | 0.0000% | $118137.00         | $612.10            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-01-01      | 5.0000%  | 0.0000% | $1550000.00        | $3795.05           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-02-01      | 4.5000%  | 0.0000% | $198000.00         | $2575.87           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-09-01      | 5.5000%  | 0.0000% | $38000.00          | $3570.88           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-07-01      | 7.5000%  | 0.0000% | $11000000.00       | $3788.42           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-12-01      | 7.5000%  | 0.0000% | $3512712.00        | $618.24            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-12-01      | 7.7500%  | 0.0000% | $3995252.00        | $2282.16           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-10-15      | 4.5000%  | 0.0000% | $4790.00           | $379.07            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2050-10-25      | 1.0000%  | 0.0000% | $2654.00           | $1241.00           | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2046-07-25      | 2.0000%  | 0.0000% | $1242.00           | $1008.23           | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-07-25      | 5.3742%  | 0.0000% | $2438.00           | $1635.16           | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2028-11-01      | 6.5000%  | 0.0000% | $2515.00           | $1.90              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-03-01      | 6.5000%  | 0.0000% | $4796842.00        | $2531.14           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-07-01      | 7.0000%  | 0.0000% | $1500000.00        | $2301.06           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-10-01      | 5.4770%  | 0.0000% | $3250.00           | $2.00              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-02-01      | 7.0000%  | 0.0000% | $1480000.00        | $624.43            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-05-01      | 8.0000%  | 0.0000% | $7712357.00        | $3019.66           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-05-01      | 7.0000%  | 0.0000% | $500000.00         | $251.99            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-08-01      | 7.5000%  | 0.0000% | $23145311.00       | $2243.17           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-05-01      | 8.0000%  | 0.0000% | $3818000.00        | $1232.97           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-02-01      | 6.5000%  | 0.0000% | $2000000.00        | $1518.62           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-06-01      | 7.5000%  | 0.0000% | $9635798.00        | $4029.48           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-01-01      | 6.5010%  | 0.0000% | $6208.00           | $3.64              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-08-01      | 4.6160%  | 0.0000% | $51225970.00       | $673.76            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-12-01      | 4.8550%  | 0.0000% | $2100000.00        | $1229.74           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-12-01      | 4.5050%  | 0.0000% | $119147253.00      | $4202.70           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-06-01      | 7.5000%  | 0.0000% | $6535.00           | $2.72              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-09-01      | 7.0000%  | 0.0000% | $485000.00         | $332.13            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-03-01      | 7.5000%  | 0.0000% | $2675199.00        | $3247.84           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-09-01      | 7.0000%  | 0.0000% | $4500000.00        | $118.90            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-08-01      | 7.0000%  | 0.0000% | $1451000.00        | $4839.55           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-11-01      | 6.0000%  | 0.0000% | $191761.00         | $406.12            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-04-01      | 6.0000%  | 0.0000% | $150000.00         | $373.47            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-07-01      | 6.1970%  | 0.0000% | $130000.00         | $285.45            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-12-01      | 7.5000%  | 0.0000% | $6000000.00        | $959.90            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-07-01      | 6.5000%  | 0.0000% | $6158392.00        | $4069.66           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-06-01      | 4.6500%  | 0.0000% | $4539.00           | $1.63              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-06-01      | 5.1500%  | 0.0000% | $9050012.00        | $3038.63           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-12-01      | 3.1500%  | 0.0000% | $1738.00           | $1.10              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-04-01      | 5.5000%  | 0.0000% | $500000.00         | $2015.57           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-06-01      | 6.5000%  | 0.0000% | $2750000.00        | $4718.34           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-06-01      | 7.5000%  | 0.0000% | $1000000.00        | $2948.69           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-08-01      | 6.5000%  | 0.0000% | $309000.00         | $434.34            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-07-01      | 6.5000%  | 0.0000% | $750000.00         | $1989.71           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-11-01      | 7.0000%  | 0.0000% | $775000.00         | $2793.86           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-01-01      | 7.0000%  | 0.0000% | $242395.00         | $323.96            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-03-01      | 6.5000%  | 0.0000% | $400413.00         | $314.14            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-01-01      | 7.0000%  | 0.0000% | $1885000.00        | $4631.19           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-02-01      | 4.5000%  | 0.0000% | $34000.00          | $1307.06           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-01-01      | 6.6900%  | 0.0000% | $125000.00         | $1060.35           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-01-25      | 3.5000%  | 0.0000% | $19000.00          | $0.47              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-02-01      | 4.5000%  | 0.0000% | $5000.00           | $157.95            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-02-01      | 3.5000%  | 0.0000% | $9000.00           | $3.40              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-02-01      | 4.0000%  | 0.0000% | $200000.00         | $52.48             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-03-01      | 4.0000%  | 0.0000% | $7081342.00        | $3272.80           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-02-01      | 4.0000%  | 0.0000% | $400000.00         | $138.00            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-04-01      | 4.5000%  | 0.0000% | $600000.00         | $409.65            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-03-01      | 4.0000%  | 0.0000% | $1245000.00        | $214.80            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-05-01      | 4.5000%  | 0.0000% | $39000.00          | $1358.88           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-04-01      | 4.0000%  | 0.0000% | $937815.00         | $1087.68           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-05-01      | 4.0000%  | 0.0000% | $1170000.00        | $1335.27           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-06-01      | 6.5650%  | 0.0000% | $100000.00         | $2402.38           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-06-01      | 4.5000%  | 0.0000% | $40000.00          | $2522.16           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-08-01      | 4.5000%  | 0.0000% | $63000.00          | $1892.26           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-08-01      | 4.0000%  | 0.0000% | $1060000.00        | $3040.14           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-09-01      | 4.0000%  | 0.0000% | $245000.00         | $1043.11           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-12-01      | 4.5000%  | 0.0000% | $11000.00          | $451.85            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-12-01      | 3.0000%  | 0.0000% | $24000.00          | $162.58            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-09-01      | 4.5000%  | 0.0000% | $1150000.00        | $3419.19           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-09-01      | 4.0000%  | 0.0000% | $1135000.00        | $1426.86           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-02-01      | 6.0000%  | 0.0000% | $150000.00         | $4365.78           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-04-01      | 4.5000%  | 0.0000% | $11000.00          | $524.53            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-05-01      | 4.5000%  | 0.0000% | $72000.00          | $2763.04           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-01-25      | 4.0000%  | 0.0000% | $300000.00         | $5.48              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-07-01      | 4.5000%  | 0.0000% | $655000.00         | $1815.29           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-09-01      | 4.5000%  | 0.0000% | $68000.00          | $29.11             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-12-01      | 4.5000%  | 0.0000% | $125000.00         | $152.62            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-10-01      | 6.0000%  | 0.0000% | $200000.00         | $689.01            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-10-01      | 4.5000%  | 0.0000% | $110000.00         | $163.69            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-09-01      | 4.0000%  | 0.0000% | $100000.00         | $200.70            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-02-01      | 4.0000%  | 0.0000% | $8000.00           | $8.84              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-08-01      | 4.5000%  | 0.0000% | $1168000.00        | $854.98            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-01-01      | 4.5000%  | 0.0000% | $765000.00         | $79.14             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-10-01      | 4.5000%  | 0.0000% | $175000.00         | $377.77            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-06-01      | 5.0000%  | 0.0000% | $400000.00         | $3.65              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-01-01      | 4.5000%  | 0.0000% | $135000.00         | $29.34             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-01-01      | 4.5000%  | 0.0000% | $7000.00           | $2.69              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-04-01      | 4.5000%  | 0.0000% | $19000.00          | $1174.86           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-06-01      | 3.5000%  | 0.0000% | $14000.00          | $109.00            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-02-01      | 5.5000%  | 0.0000% | $1000.00           | $97.33             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-03-01      | 5.0000%  | 0.0000% | $691450.00         | $0.83              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-11-01      | 4.0000%  | 0.0000% | $19000.00          | $33.85             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-10-01      | 3.0000%  | 0.0000% | $75000.00          | $4534.28           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-01-01      | 4.0000%  | 0.0000% | $44026.00          | $2988.60           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-01-01      | 4.5000%  | 0.0000% | $8000.00           | $613.04            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-02-01      | 4.5000%  | 0.0000% | $3000.00           | $192.05            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-07-01      | 5.0000%  | 0.0000% | $140000.00         | $1.28              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-02-01      | 4.0000%  | 0.0000% | $1000.00           | $71.56             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-02-01      | 4.0000%  | 0.0000% | $12000.00          | $18.70             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-08-01      | 4.0000%  | 0.0000% | $48000.00          | $4472.88           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-07-01      | 4.0000%  | 0.0000% | $500000.00         | $1036.46           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-03-01      | 4.0000%  | 0.0000% | $7000.00           | $139.95            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-10-01      | 3.0000%  | 0.0000% | $12000.00          | $2980.69           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-02-01      | 5.5000%  | 0.0000% | $4000.00           | $538.38            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-06-01      | 5.0000%  | 0.0000% | $70000.00          | $1.75              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-08-01      | 3.5000%  | 0.0000% | $4000.00           | $248.25            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-03-01      | 4.0000%  | 0.0000% | $3250000.00        | $3438.01           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-05-01      | 4.5000%  | 0.0000% | $1000.00           | $84.13             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-05-01      | 3.5000%  | 0.0000% | $8840.00           | $1063.51           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-06-01      | 6.3530%  | 0.0000% | $1851.00           | $6.45              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-06-01      | 3.0000%  | 0.0000% | $19000.00          | $299.85            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-09-01      | 3.5000%  | 0.0000% | $200000.00         | $3796.71           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-01-01      | 3.0000%  | 0.0000% | $100000.00         | $4479.60           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-07-01      | 3.5000%  | 0.0000% | $1000.00           | $30.86             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-08-01      | 2.0000%  | 0.0000% | $39669.00          | $2298.64           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-10-01      | 4.5000%  | 0.0000% | $1000.00           | $30.00             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-11-01      | 3.5000%  | 0.0000% | $22000.00          | $735.73            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-11-01      | 4.5000%  | 0.0000% | $12000.00          | $838.76            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-01-01      | 3.5000%  | 0.0000% | $31018.00          | $3006.01           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-07-01      | 2.0000%  | 0.0000% | $47321.00          | $1975.85           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-02-01      | 4.5000%  | 0.0000% | $31000.00          | $2010.26           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-05-01      | 2.0000%  | 0.0000% | $25000.00          | $1065.84           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-09-01      | 2.0000%  | 0.0000% | $42291.00          | $2736.66           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-02-01      | 3.5000%  | 0.0000% | $1000.00           | $156.35            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-12-01      | 4.0000%  | 0.0000% | $30000.00          | $3538.11           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-12-01      | 4.0000%  | 0.0000% | $1000.00           | $91.19             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-04-01      | 3.5000%  | 0.0000% | $13000.00          | $2503.14           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-04-01      | 2.0000%  | 0.0000% | $50000.00          | $4111.32           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-06-01      | 2.5000%  | 0.0000% | $25000.00          | $2361.65           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-12-01      | 4.0000%  | 0.0000% | $2000.00           | $167.00            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-01-01      | 3.5000%  | 0.0000% | $1000.00           | $117.32            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-02-01      | 4.5000%  | 0.0000% | $9000.00           | $757.40            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-02-01      | 4.0000%  | 0.0000% | $2000.00           | $186.51            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-08-01      | 3.0000%  | 0.0000% | $20000.00          | $2042.62           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-11-01      | 2.0000%  | 0.0000% | $11000.00          | $1692.46           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-01-01      | 4.5000%  | 0.0000% | $3000.00           | $309.02            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-04-01      | 4.5000%  | 0.0000% | $6000.00           | $660.32            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-05-01      | 3.5000%  | 0.0000% | $29000.00          | $3349.36           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-04-01      | 4.5000%  | 0.0000% | $2000.00           | $254.48            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-12-01      | 3.5000%  | 0.0000% | $5000.00           | $179.69            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-01-01      | 3.5000%  | 0.0000% | $12000.00          | $238.17            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-03-01      | 3.5000%  | 0.0000% | $10000.00          | $370.04            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-03-01      | 4.5000%  | 0.0000% | $1000.00           | $12.65             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-07-01      | 4.5000%  | 0.0000% | $20000.00          | $2403.93           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-11-01      | 3.5000%  | 0.0000% | $2000.00           | $163.73            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-10-01      | 4.0000%  | 0.0000% | $1000.00           | $85.50             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-09-01      | 4.0000%  | 0.0000% | $7000.00           | $350.45            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-01-01      | 4.0000%  | 0.0000% | $16000.00          | $17.04             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-12-01      | 4.0000%  | 0.0000% | $5000.00           | $615.91            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-01-01      | 6.5180%  | 0.0000% | $126000.00         | $1569.99           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-12-01      | 4.5000%  | 0.0000% | $3000.00           | $415.42            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-04-01      | 2.0000%  | 0.0000% | $50000.00          | $3832.70           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-03-01      | 3.5000%  | 0.0000% | $1000.00           | $114.36            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-05-01      | 7.5000%  | 0.0000% | $378000.00         | $851.12            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-04-01      | 6.5000%  | 0.0000% | $402847.00         | $2165.07           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-05-01      | 6.5000%  | 0.0000% | $1500000.00        | $983.99            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-03-01      | 6.7570%  | 0.0000% | $325000.00         | $444.98            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-09-25      | 4.5363%  | 0.0000% | $100000.00         | $1562.43           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-02-01      | 5.8100%  | 0.0000% | $4600000.00        | $4717.63           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-05-01      | 6.0750%  | 0.0000% | $2000000.00        | $4976.19           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-02-01      | 6.2400%  | 0.0000% | $170000.00         | $1250.77           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-01-01      | 6.4520%  | 0.0000% | $90000.00          | $415.58            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-12-01      | 5.5000%  | 0.0000% | $110000.00         | $1069.33           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-08-01      | 7.5000%  | 0.0000% | $1300000.00        | $46.86             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-05-01      | 5.0000%  | 0.0000% | $2000000.00        | $2046.11           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-05-01      | 6.4340%  | 0.0000% | $75000.00          | $697.90            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-04-01      | 8.0000%  | 0.0000% | $1100000.00        | $1529.47           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-09-01      | 6.3750%  | 0.0000% | $2000000.00        | $1813.04           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-04-01      | 5.0000%  | 0.0000% | $249291.00         | $3847.90           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-08-01      | 6.1180%  | 0.0000% | $600000.00         | $3861.13           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-05-01      | 5.9080%  | 0.0000% | $300000.00         | $3734.27           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-07-01      | 5.2770%  | 0.0000% | $1000000.00        | $4799.37           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-08-01      | 6.2470%  | 0.0000% | $300000.00         | $2564.57           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-10-01      | 6.0000%  | 0.0000% | $169983.00         | $1013.63           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-11-01      | 6.2100%  | 0.0000% | $260000.00         | $1911.19           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-02-01      | 6.7600%  | 0.0000% | $115000.00         | $148.23            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-02-01      | 7.5000%  | 0.0000% | $815244.00         | $2064.66           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-01-01      | 6.1800%  | 0.0000% | $350000.00         | $3266.09           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-02-01      | 6.3130%  | 0.0000% | $100000.00         | $2040.10           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-07-01      | 6.1230%  | 0.0000% | $160000.00         | $931.86            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-09-01      | 6.1630%  | 0.0000% | $50000.00          | $646.16            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-03-01      | 6.2620%  | 0.0000% | $183493.00         | $3673.42           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-06-01      | 5.5000%  | 0.0000% | $208871.00         | $1196.03           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-02-01      | 6.1530%  | 0.0000% | $10000.00          | $191.19            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-03-01      | 6.4550%  | 0.0000% | $2000000.00        | $1281.72           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-11-01      | 5.9080%  | 0.0000% | $200000.00         | $1556.33           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-11-01      | 5.9270%  | 0.0000% | $368000.00         | $2905.29           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-12-01      | 6.0030%  | 0.0000% | $175000.00         | $1051.48           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-12-01      | 6.0000%  | 0.0000% | $50000.00          | $148.45            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-04-01      | 3.5000%  | 0.0000% | $6000.00           | $4.13              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-11-01      | 4.0000%  | 0.0000% | $10000.00          | $559.33            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-10-01      | 3.0000%  | 0.0000% | $5000.00           | $1147.06           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-12-01      | 6.2250%  | 0.0000% | $20000.00          | $1643.28           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-01-01      | 3.5000%  | 0.0000% | $1000.00           | $171.48            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-09-01      | 3.5000%  | 0.0000% | $9000.00           | $1127.03           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-07-01      | 6.3100%  | 0.0000% | $10000.00          | $703.69            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-08-01      | 6.3500%  | 0.0000% | $30000.00          | $2612.16           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-08-01      | 4.5000%  | 0.0000% | $56568.00          | $608.45            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-01-01      | 3.5000%  | 0.0000% | $2000.00           | $305.53            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-03-01      | 3.5000%  | 0.0000% | $1000.00           | $142.54            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 4.5000%  | 0.0000% | $6000.00           | $325.83            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 4.0000%  | 0.0000% | $2000.00           | $132.38            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-02-01      | 4.0000%  | 0.0000% | $12000.00          | $1543.54           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-01-01      | 3.5000%  | 0.0000% | $7000.00           | $1036.53           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-02-01      | 4.0000%  | 0.0000% | $7940.00           | $5.22              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 5.5000%  | 0.0000% | $6000.00           | $566.75            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-06-01      | 6.0000%  | 0.0000% | $218232.00         | $39.71             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-07-01      | 7.0000%  | 0.0000% | $120335.00         | $4875.98           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-05-01      | 5.5000%  | 0.0000% | $1000.00           | $261.45            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-02-01      | 3.5000%  | 0.0000% | $19000.00          | $1626.77           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-09-01      | 6.0000%  | 0.0000% | $81360.00          | $1215.71           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-04-01      | 6.4650%  | 0.0000% | $1000.00           | $157.06            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-10-01      | 6.6190%  | 0.0000% | $1000.00           | $394.39            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-12-01      | 4.5000%  | 0.0000% | $4000.00           | $315.74            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-11-01      | 4.0000%  | 0.0000% | $1000.00           | $104.99            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-02-01      | 5.0000%  | 0.0000% | $28000.00          | $2700.92           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-05-01      | 4.0000%  | 0.0000% | $11000.00          | $1489.76           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-07-01      | 3.5000%  | 0.0000% | $3000.00           | $387.50            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-01-01      | 4.0000%  | 0.0000% | $16000.00          | $3018.45           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-06-01      | 3.0000%  | 0.0000% | $8000.00           | $2409.18           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-09-01      | 2.5000%  | 0.0000% | $4000.00           | $1846.18           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-04-01      | 2.0000%  | 0.0000% | $1208.00           | $789.62            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-05-01      | 2.0000%  | 0.0000% | $11000.00          | $4680.52           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 3.5000%  | 0.0000% | $1000.00           | $766.67            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $3000.00           | $1993.43           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $674.71            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.5000%  | 0.0000% | $7884.00           | $4451.41           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 3.5000%  | 0.0000% | $2000.00           | $1742.56           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 3.0000%  | 0.0000% | $4000.00           | $3000.03           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 4.0000%  | 0.0000% | $2000.00           | $1532.65           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-12-01      | 4.0000%  | 0.0000% | $3000.00           | $2162.67           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-12-01      | 3.0000%  | 0.0000% | $2000.00           | $1687.06           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-07-01      | 4.5000%  | 0.0000% | $5000.00           | $435.18            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-07-01      | 4.5000%  | 0.0000% | $7000.00           | $576.76            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-09-01      | 4.0000%  | 0.0000% | $4000.00           | $280.06            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-05-01      | 4.0000%  | 0.0000% | $19000.00          | $1798.79           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-02-01      | 4.5000%  | 0.0000% | $5000.00           | $527.93            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-07-01      | 4.0000%  | 0.0000% | $12000.00          | $1368.25           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-08-01      | 3.5000%  | 0.0000% | $5000.00           | $696.26            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-12-01      | 3.0000%  | 0.0000% | $10000.00          | $4785.82           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-12-01      | 2.5000%  | 0.0000% | $5000.00           | $2453.44           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-10-01      | 2.0000%  | 0.0000% | $2500.00           | $1327.43           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-04-01      | 3.0000%  | 0.0000% | $6000.00           | $3732.78           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $4000.00           | $2945.07           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $727.99            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-03-01      | 2.5000%  | 0.0000% | $2000.00           | $1374.72           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 4.0000%  | 0.0000% | $1000.00           | $730.28            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 3.0000%  | 0.0000% | $1000.00           | $737.60            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-07-01      | 3.5000%  | 0.0000% | $5000.00           | $3111.51           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-11-01      | 4.0000%  | 0.0000% | $2133.00           | $1453.89           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $924.52            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $858.09            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 7.0000%  | 0.0000% | $2037.00           | $1482.51           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 6.0000%  | 0.0000% | $1127.00           | $1147.27           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-08-01      | 5.0000%  | 0.0000% | $3000.00           | $659.17            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-08-01      | 3.5000%  | 0.0000% | $9000.00           | $814.69            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-12-01      | 4.5000%  | 0.0000% | $25000.00          | $45.06             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-02-01      | 4.0000%  | 0.0000% | $12000.00          | $1022.37           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-12-01      | 4.5000%  | 0.0000% | $50000.00          | $214.68            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-12-01      | 4.5000%  | 0.0000% | $10000.00          | $16.43             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-03-01      | 5.0000%  | 0.0000% | $160000.00         | $32.55             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-09-01      | 4.5000%  | 0.0000% | $15000.00          | $99.42             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-10-01      | 3.0000%  | 0.0000% | $10000.00          | $2157.07           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-08-01      | 3.5000%  | 0.0000% | $9000.00           | $29.60             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-03-01      | 3.0000%  | 0.0000% | $13000.00          | $4063.74           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-11-01      | 3.5000%  | 0.0000% | $1000.00           | $185.16            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-05-01      | 3.5000%  | 0.0000% | $25000.00          | $2840.26           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-03-01      | 4.0000%  | 0.0000% | $25000.00          | $410.94            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-05-01      | 3.0000%  | 0.0000% | $6000.00           | $1878.14           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-12-01      | 3.5000%  | 0.0000% | $9000.00           | $2402.79           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-03-01      | 5.0000%  | 0.0000% | $95000.00          | $8.12              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-09-01      | 5.5000%  | 0.0000% | $26401.00          | $3570.98           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-12-01      | 3.5000%  | 0.0000% | $28000.00          | $4188.17           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-09-01      | 3.5000%  | 0.0000% | $5000.00           | $1157.09           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-06-01      | 3.5000%  | 0.0000% | $10000.00          | $2766.10           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-11-01      | 4.0000%  | 0.0000% | $10000.00          | $3070.41           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-12-01      | 4.5000%  | 0.0000% | $6000.00           | $1789.48           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $332.86            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-03-01      | 3.5000%  | 0.0000% | $7000.00           | $2351.61           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-11-01      | 5.0000%  | 0.0000% | $4000.00           | $2012.64           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-06-01      | 3.0000%  | 0.0000% | $5000.00           | $2138.69           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-11-01      | 3.0000%  | 0.0000% | $1000.00           | $649.40            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-08-01      | 4.0000%  | 0.0000% | $11000.00          | $4871.90           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-01-01      | 4.0000%  | 0.0000% | $2000.00           | $1060.51           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-08-01      | 3.0000%  | 0.0000% | $4000.00           | $1709.57           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 3.0000%  | 0.0000% | $2000.00           | $1337.09           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 4.5000%  | 0.0000% | $4000.00           | $3037.98           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 3.5000%  | 0.0000% | $6000.00           | $4530.89           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-06-01      | 3.5000%  | 0.0000% | $1000.00           | $681.74            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-08-01      | 3.0000%  | 0.0000% | $2000.00           | $1233.29           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 5.0000%  | 0.0000% | $5000.00           | $3818.44           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-01-01      | 6.0000%  | 0.0000% | $2000.00           | $1422.55           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-06-01      | 3.5000%  | 0.0000% | $1000.00           | $758.96            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 2.0000%  | 0.0000% | $5000.00           | $3596.75           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 3.0000%  | 0.0000% | $3000.00           | $2378.73           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-06-01      | 2.0000%  | 0.0000% | $1000.00           | $728.56            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-07-01      | 5.0000%  | 0.0000% | $5000.00           | $4189.94           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-07-01      | 6.0000%  | 0.0000% | $115219.00         | $946.74            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-11-01      | 5.9250%  | 0.0000% | $1076000.00        | $2460.42           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-04-01      | 6.4170%  | 0.0000% | $20000.00          | $179.20            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-06-01      | 5.9510%  | 0.0000% | $66000.00          | $806.78            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-02-01      | 6.2500%  | 0.0000% | $251000.00         | $2621.14           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-11-01      | 6.0000%  | 0.0000% | $59000.00          | $711.91            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-05-01      | 6.0000%  | 0.0000% | $342000.00         | $2085.28           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-03-01      | 6.0000%  | 0.0000% | $123000.00         | $1520.16           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-06-01      | 5.5000%  | 0.0000% | $9000.00           | $57.13             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-08-01      | 5.0000%  | 0.0000% | $165000.00         | $349.16            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-05-01      | 4.0000%  | 0.0000% | $13000.00          | $1855.08           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-04-01      | 6.5950%  | 0.0000% | $33610.00          | $549.21            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-01-01      | 5.8940%  | 0.0000% | $1055000.00        | $4429.81           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-12-01      | 5.5000%  | 0.0000% | $44141.00          | $435.37            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-09-01      | 6.5000%  | 0.0000% | $15024.00          | $177.10            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-12-01      | 7.0000%  | 0.0000% | $200000.00         | $1778.77           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-02-01      | 7.0000%  | 0.0000% | $130501.00         | $321.43            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-05-01      | 5.5000%  | 0.0000% | $92000.00          | $2376.76           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-04-01      | 5.7340%  | 0.0000% | $250000.00         | $1189.51           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-09-01      | 6.0000%  | 0.0000% | $110384.00         | $425.47            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-09-01      | 6.0000%  | 0.0000% | $661612.00         | $3058.87           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-09-01      | 6.0000%  | 0.0000% | $226146.00         | $773.60            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-11-01      | 6.0000%  | 0.0000% | $370000.00         | $1495.35           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-04-01      | 5.5000%  | 0.0000% | $38000.00          | $295.68            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-02-01      | 7.0000%  | 0.0000% | $100000.00         | $1011.82           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-02-01      | 6.0000%  | 0.0000% | $158837.00         | $829.48            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-04-01      | 6.5000%  | 0.0000% | $11176.00          | $192.00            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-08-01      | 6.5000%  | 0.0000% | $175000.00         | $3450.02           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-11-01      | 5.5000%  | 0.0000% | $1046282.00        | $4232.88           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-05-01      | 6.0000%  | 0.0000% | $70000.00          | $1115.66           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-11-01      | 7.0000%  | 0.0000% | $100000.00         | $2441.82           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-11-01      | 7.5000%  | 0.0000% | $95750.00          | $173.27            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-10-01      | 6.0000%  | 0.0000% | $22000.00          | $269.75            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-10-01      | 6.5000%  | 0.0000% | $230000.00         | $2036.44           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-04-01      | 4.5000%  | 0.0000% | $122000.00         | $1583.31           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-05-01      | 6.0000%  | 0.0000% | $61364.00          | $266.43            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-11-01      | 6.0000%  | 0.0000% | $24000.00          | $245.78            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-06-01      | 4.5000%  | 0.0000% | $5000.00           | $58.55             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-08-01      | 4.5000%  | 0.0000% | $40000.00          | $931.46            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-05-01      | 3.0000%  | 0.0000% | $30873.00          | $4722.57           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-01-01      | 4.5000%  | 0.0000% | $129000.00         | $2499.71           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-09-01      | 4.0000%  | 0.0000% | $453000.00         | $2094.63           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-02-01      | 4.0000%  | 0.0000% | $229500.00         | $3703.16           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-04-01      | 5.5000%  | 0.0000% | $512800.00         | $2360.31           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-12-01      | 4.0000%  | 0.0000% | $3000.00           | $69.05             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-04-01      | 4.0000%  | 0.0000% | $25000.00          | $34.57             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-01-01      | 4.5000%  | 0.0000% | $1000.00           | $96.61             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-07-01      | 3.0000%  | 0.0000% | $24000.00          | $2649.39           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-07-01      | 3.0000%  | 0.0000% | $107000.00         | $3833.47           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-10-01      | 3.5000%  | 0.0000% | $1000.00           | $39.02             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-07-01      | 3.5000%  | 0.0000% | $2000.00           | $245.20            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-07-01      | 3.5000%  | 0.0000% | $175000.00         | $2083.01           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-08-01      | 3.5000%  | 0.0000% | $55000.00          | $4198.96           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-12-01      | 3.5000%  | 0.0000% | $5000.00           | $392.85            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-08-01      | 4.0000%  | 0.0000% | $1000.00           | $105.42            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-02-01      | 4.0000%  | 0.0000% | $2000.00           | $211.54            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-09-01      | 4.5000%  | 0.0000% | $2000.00           | $151.37            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-10-01      | 3.5000%  | 0.0000% | $9000.00           | $633.44            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-10-01      | 3.5000%  | 0.0000% | $1000.00           | $84.83             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-10-01      | 4.0000%  | 0.0000% | $10000.00          | $743.11            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-11-01      | 3.5000%  | 0.0000% | $28000.00          | $1961.46           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-12-01      | 4.5000%  | 0.0000% | $2000.00           | $145.56            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-01-01      | 4.0000%  | 0.0000% | $1000.00           | $66.07             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-02-01      | 3.5000%  | 0.0000% | $9000.00           | $605.72            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-02-01      | 4.0000%  | 0.0000% | $15000.00          | $849.50            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-10-01      | 3.0000%  | 0.0000% | $27000.00          | $4401.83           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-10-01      | 2.0000%  | 0.0000% | $30000.00          | $467.05            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-01-01      | 3.0000%  | 0.0000% | $22000.00          | $3900.87           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-03-01      | 3.0000%  | 0.0000% | $10000.00          | $2207.86           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-03-01      | 4.5000%  | 0.0000% | $3000.00           | $322.90            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-04-01      | 4.0000%  | 0.0000% | $1000.00           | $95.88             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-06-01      | 3.5000%  | 0.0000% | $16000.00          | $1691.57           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-07-01      | 3.0000%  | 0.0000% | $41000.00          | $4312.58           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-07-01      | 4.5000%  | 0.0000% | $8000.00           | $755.10            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-08-01      | 3.5000%  | 0.0000% | $1000.00           | $111.62            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-08-01      | 3.0000%  | 0.0000% | $1000.00           | $170.84            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-10-01      | 3.5000%  | 0.0000% | $1000.00           | $118.76            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-10-01      | 4.0000%  | 0.0000% | $2000.00           | $237.12            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-10-01      | 3.0000%  | 0.0000% | $5000.00           | $656.83            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-01-01      | 4.0000%  | 0.0000% | $2000.00           | $253.02            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-03-01      | 4.0000%  | 0.0000% | $1000.00           | $116.77            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-04-01      | 3.0000%  | 0.0000% | $3000.00           | $441.60            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-04-01      | 3.5000%  | 0.0000% | $1000.00           | $102.96            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-05-01      | 4.5000%  | 0.0000% | $4000.00           | $363.06            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-06-01      | 3.5000%  | 0.0000% | $2000.00           | $172.39            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-07-01      | 4.0000%  | 0.0000% | $43000.00          | $3550.54           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-09-01      | 3.5000%  | 0.0000% | $5000.00           | $473.54            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-08-01      | 3.5000%  | 0.0000% | $7000.00           | $503.40            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-08-01      | 4.0000%  | 0.0000% | $12000.00          | $862.91            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 4.0000%  | 0.0000% | $58000.00          | $4283.49           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 5.0000%  | 0.0000% | $40000.00          | $3515.29           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 2.0000%  | 0.0000% | $1000.00           | $607.30            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-08-01      | 2.0000%  | 0.0000% | $1000.00           | $611.36            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 3.0000%  | 0.0000% | $4000.00           | $2396.63           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-03-01      | 3.5000%  | 0.0000% | $2000.00           | $147.50            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-03-01      | 3.5000%  | 0.0000% | $1000.00           | $74.37             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-05-01      | 3.5000%  | 0.0000% | $8000.00           | $591.93            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-04-01      | 3.5000%  | 0.0000% | $2000.00           | $144.75            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-04-01      | 3.5000%  | 0.0000% | $40000.00          | $3029.27           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-06-01      | 3.0000%  | 0.0000% | $25000.00          | $2053.99           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-06-01      | 3.0000%  | 0.0000% | $10000.00          | $977.66            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-06-01      | 3.5000%  | 0.0000% | $43000.00          | $3694.34           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-07-01      | 3.5000%  | 0.0000% | $4801.00           | $171.40            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-07-01      | 4.0000%  | 0.0000% | $30000.00          | $2476.34           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-08-01      | 3.0000%  | 0.0000% | $7000.00           | $664.90            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-08-01      | 3.5000%  | 0.0000% | $46000.00          | $4619.56           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-08-01      | 4.0000%  | 0.0000% | $5000.00           | $528.78            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-08-01      | 4.5000%  | 0.0000% | $1000.00           | $95.45             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-09-01      | 3.0000%  | 0.0000% | $6000.00           | $767.51            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-09-01      | 3.5000%  | 0.0000% | $23000.00          | $2599.30           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-11-01      | 3.0000%  | 0.0000% | $1000.00           | $153.81            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-12-01      | 3.5000%  | 0.0000% | $1000.00           | $123.41            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-12-01      | 3.0000%  | 0.0000% | $18000.00          | $3030.38           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-01-01      | 3.0000%  | 0.0000% | $2000.00           | $330.46            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-02-01      | 3.0000%  | 0.0000% | $17000.00          | $3108.76           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-02-01      | 2.5000%  | 0.0000% | $4000.00           | $893.38            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-03-01      | 3.0000%  | 0.0000% | $1000.00           | $181.14            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-05-01      | 3.0000%  | 0.0000% | $9000.00           | $1917.57           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-04-01      | 3.0000%  | 0.0000% | $9000.00           | $1737.54           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-04-01      | 4.0000%  | 0.0000% | $2000.00           | $324.15            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-05-01      | 3.0000%  | 0.0000% | $3000.00           | $742.86            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-05-01      | 4.0000%  | 0.0000% | $23000.00          | $4526.99           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-07-01      | 4.0000%  | 0.0000% | $8000.00           | $1933.61           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-08-01      | 2.5000%  | 0.0000% | $7000.00           | $2601.82           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-09-01      | 3.0000%  | 0.0000% | $1000.00           | $307.15            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-11-01      | 2.5000%  | 0.0000% | $11000.00          | $4790.52           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-01-01      | 2.0000%  | 0.0000% | $1000.00           | $544.19            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-01-01      | 2.5000%  | 0.0000% | $1000.00           | $468.60            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-12-01      | 2.5000%  | 0.0000% | $1000.00           | $451.74            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-02-01      | 2.0000%  | 0.0000% | $3000.00           | $1619.46           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-04-01      | 3.0000%  | 0.0000% | $3000.00           | $1375.34           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-06-01      | 2.0000%  | 0.0000% | $1000.00           | $602.47            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-03-01      | 5.0000%  | 0.0000% | $5000.00           | $4447.41           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-04-01      | 4.0000%  | 0.0000% | $5000.00           | $4362.39           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 4.0000%  | 0.0000% | $6000.00           | $2571.30           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.5000%  | 0.0000% | $7100.00           | $4659.05           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 2.0000%  | 0.0000% | $1000.00           | $669.70            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-06-01      | 2.0000%  | 0.0000% | $3000.00           | $1929.10           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 3.0000%  | 0.0000% | $1000.00           | $735.14            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-06-01      | 3.5000%  | 0.0000% | $2000.00           | $1134.50           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 4.5000%  | 0.0000% | $1000.00           | $724.62            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-07-01      | 3.5000%  | 0.0000% | $6000.00           | $3546.07           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-12-01      | 3.5000%  | 0.0000% | $5000.00           | $3125.57           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-01-01      | 3.5000%  | 0.0000% | $4000.00           | $2575.55           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 3.0000%  | 0.0000% | $2000.00           | $1449.47           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 4.0000%  | 0.0000% | $2000.00           | $1672.33           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 5.0000%  | 0.0000% | $2000.00           | $1726.63           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 4.0000%  | 0.0000% | $4000.00           | $3660.37           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 4.0000%  | 0.0000% | $1000.00           | $910.39            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 4.0000%  | 0.0000% | $4000.00           | $3547.73           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 4.0000%  | 0.0000% | $1000.00           | $910.52            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-06-01      | 6.0000%  | 0.0000% | $2000.00           | $1729.54           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-10-01      | 6.5000%  | 0.0000% | $237813.00         | $10.67             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-08-01      | 6.5000%  | 0.0000% | $83598.00          | $898.07            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-10-01      | 6.0000%  | 0.0000% | $11000.00          | $194.39            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-04-01      | 6.8100%  | 0.0000% | $832000.00         | $3622.03           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-08-01      | 4.5000%  | 0.0000% | $90000.00          | $2207.58           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-01-01      | 4.5000%  | 0.0000% | $14000.00          | $474.69            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-08-01      | 4.5000%  | 0.0000% | $64000.00          | $1566.50           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-01-01      | 6.5000%  | 0.0000% | $199933.00         | $3526.91           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-10-01      | 6.5000%  | 0.0000% | $10720.00          | $165.10            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-10-01      | 6.5650%  | 0.0000% | $129000.00         | $638.49            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-12-01      | 6.4140%  | 0.0000% | $257000.00         | $3185.38           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-02-01      | 4.0000%  | 0.0000% | $68000.00          | $3324.35           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-09-01      | 4.5000%  | 0.0000% | $1000.00           | $45.34             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 3.5000%  | 0.0000% | $4000.00           | $3541.50           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.0000%  | 0.0000% | $1988.00           | $2025.97           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.0000%  | 0.0000% | $3967.00           | $3808.00           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.0000%  | 0.0000% | $1189.00           | $1154.67           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-12-01      | 5.5000%  | 0.0000% | $1657.00           | $1680.03           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-12-01      | 5.5000%  | 0.0000% | $2327.00           | $2383.77           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-12-01      | 5.0000%  | 0.0000% | $1100.00           | $1114.81           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-01-01      | 5.0000%  | 0.0000% | $3908.00           | $3941.72           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-12-15      | 3.5000%  | 0.0000% | $50000.00          | $2997.59           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-02-15      | 5.0000%  | 0.0000% | $65290.00          | $2439.79           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2027-02-15      | 3.0000%  | 0.0000% | $213000.00         | $1430.67           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-04-15      | 3.5000%  | 0.0000% | $25000.00          | $4145.29           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-03-15      | 3.5000%  | 0.0000% | $2219.00           | $97.63             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2027-05-20      | 3.0000%  | 0.0000% | $165000.00         | $1596.17           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-04-15      | 3.5000%  | 0.0000% | $25000.00          | $1889.42           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-05-15      | 3.0000%  | 0.0000% | $32235.00          | $3199.40           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-04-15      | 3.0000%  | 0.0000% | $21000.00          | $2513.63           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-11-20      | 3.5000%  | 0.0000% | $5804.00           | $764.52            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-11-15      | 3.0000%  | 0.0000% | $10000.00          | $1004.97           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2026-11-20      | 3.0000%  | 0.0000% | $250000.00         | $1912.18           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2027-08-20      | 3.0000%  | 0.0000% | $30000.00          | $471.91            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2027-12-20      | 3.0000%  | 0.0000% | $237868.00         | $4436.73           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2044-02-20      | 4.5000%  | 0.0000% | $26500.00          | $1815.85           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-06-20      | 3.0000%  | 0.0000% | $10000.00          | $1092.21           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-06-20      | 6.2500%  | 0.0000% | $182000.00         | $1999.32           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-07-20      | 3.0000%  | 0.0000% | $25000.00          | $2862.10           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-09-20      | 3.5000%  | 0.0000% | $26665.00          | $2533.07           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-08-20      | 2.5000%  | 0.0000% | $18434.00          | $4173.35           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2044-03-20      | 3.0000%  | 0.0000% | $771.00            | $109.76            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2044-07-20      | 3.0000%  | 0.0000% | $40000.00          | $3709.81           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2029-11-20      | 3.0000%  | 0.0000% | $125000.00         | $4815.27           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-03-20      | 4.5000%  | 0.0000% | $31785.00          | $2349.87           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-04-20      | 2.5000%  | 0.0000% | $1000.00           | $158.86            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-09-20      | 3.5000%  | 0.0000% | $27710.00          | $2516.18           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-11-20      | 2.5000%  | 0.0000% | $25000.00          | $4642.58           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-12-20      | 4.6250%  | 0.0000% | $58000.00          | $1230.51           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-07-20      | 3.5000%  | 0.0000% | $16000.00          | $1703.62           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-02-20      | 5.0000%  | 0.0000% | $30000.00          | $2703.40           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2027-05-20      | 1.5000%  | 0.0000% | $26427.00          | $3413.71           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-07-20      | 6.0000%  | 0.0000% | $35000.00          | $4553.06           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-08-20      | 4.5000%  | 0.0000% | $39492.00          | $3124.11           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-11-20      | 3.5000%  | 0.0000% | $9000.00           | $1108.13           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-05-20      | 4.5000%  | 0.0000% | $48146.00          | $4575.21           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2031-09-20      | 7.0000%  | 0.0000% | $126722.00         | $640.45            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-01-20      | 4.5000%  | 0.0000% | $112100.00         | $1955.76           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-02-20      | 4.5000%  | 0.0000% | $9701.00           | $702.68            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2031-08-20      | 7.5000%  | 0.0000% | $31209.00          | $1740.68           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-07-20      | 3.5000%  | 0.0000% | $120000.00         | $3950.66           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-08-20      | 3.5000%  | 0.0000% | $6000.00           | $280.23            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-09-20      | 2.5000%  | 0.0000% | $25000.00          | $4152.66           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-02-20      | 2.0000%  | 0.0000% | $8137.00           | $4053.27           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-07-20      | 5.0000%  | 0.0000% | $26034.00          | $3648.19           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2035-01-20      | 3.0000%  | 0.0000% | $26333.00          | $3625.34           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-04-20      | 5.0000%  | 0.0000% | $25000.00          | $4862.59           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-04-20      | 3.0000%  | 0.0000% | $3508.00           | $2332.50           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-09-20      | 6.5000%  | 0.0000% | $87599.00          | $2800.54           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2031-10-20      | 7.0000%  | 0.0000% | $28746.00          | $1417.46           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-04-20      | 2.0000%  | 0.0000% | $1152.00           | $598.28            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-05-20      | 3.5000%  | 0.0000% | $10000.00          | $4599.69           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2030-02-20      | 8.0000%  | 0.0000% | $53407.00          | $3919.67           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2029-04-20      | 8.0000%  | 0.0000% | $40172.00          | $3467.68           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-11-20      | 2.5000%  | 0.0000% | $1002.00           | $607.73            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-03-20      | 2.5000%  | 0.0000% | $1813.00           | $1141.40           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-07-20      | 4.0000%  | 0.0000% | $1000.00           | $731.22            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-11-20      | 4.0000%  | 0.0000% | $5200.00           | $3942.90           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-11-20      | 3.5000%  | 0.0000% | $2000.00           | $1477.30           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-07-20      | 6.0000%  | 0.0000% | $7049.00           | $4773.77           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $1528.00           | $963.61            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-06-15      | 4.0000%  | 0.0000% | $28000.00          | $4537.79           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-08-15      | 4.0000%  | 0.0000% | $47740.00          | $4836.45           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-09-20      | 3.0000%  | 0.0000% | $13254.00          | $4874.23           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-03-15      | 2.5000%  | 0.0000% | $60000.00          | $1856.48           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-06-15      | 2.5000%  | 0.0000% | $31456.00          | $4928.64           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-01-15      | 3.5000%  | 0.0000% | $37794.00          | $2370.68           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-02-15      | 3.5000%  | 0.0000% | $25000.00          | $1462.25           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-05-15      | 3.5000%  | 0.0000% | $25000.00          | $1687.20           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-05-15      | 3.5000%  | 0.0000% | $25000.00          | $1746.71           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-04-15      | 3.5000%  | 0.0000% | $25000.00          | $4068.16           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-04-15      | 3.5000%  | 0.0000% | $25000.00          | $1764.26           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-04-15      | 3.5000%  | 0.0000% | $25000.00          | $2719.33           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-07-15      | 3.5000%  | 0.0000% | $25000.00          | $1509.30           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-07-15      | 3.5000%  | 0.0000% | $25000.00          | $3867.28           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-04-20      | 3.5000%  | 0.0000% | $6000.00           | $840.44            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-12-20      | 8.0000%  | 0.0000% | $3010.00           | $578.40            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $3259.00           | $3221.79           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $3456.00           | $3441.26           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2060-10-15      | 5.6700%  | 0.0000% | $2730.00           | $2862.26           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $3936.00           | $4002.13           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-01-20      | 6.0000%  | 0.0000% | $1100.00           | $779.90            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $1986.00           | $2019.56           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $1411.00           | $1438.38           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1000.00           | $1035.31           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 5.0000%  | 0.0000% | $2726.00           | $2752.78           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-01-15      | 5.5000%  | 0.0000% | $860663.00         | $1804.69           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-12-15      | 5.5000%  | 0.0000% | $195625.00         | $1174.75           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-05-15      | 5.0000%  | 0.0000% | $91000.00          | $1688.56           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-06-15      | 6.5000%  | 0.0000% | $2071729.00        | $2310.71           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-07-15      | 6.5000%  | 0.0000% | $729120.00         | $1946.09           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-06-15      | 6.5000%  | 0.0000% | $185053.00         | $1929.98           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-06-15      | 6.5000%  | 0.0000% | $284777.00         | $611.69            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-04-15      | 6.5000%  | 0.0000% | $227725.00         | $545.09            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-06-15      | 6.5000%  | 0.0000% | $951838.00         | $3781.91           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-08-15      | 6.5000%  | 0.0000% | $250000.00         | $702.55            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-07-15      | 6.5000%  | 0.0000% | $96495.00          | $306.50            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-08-15      | 6.5000%  | 0.0000% | $995843.00         | $2564.45           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-09-15      | 6.5000%  | 0.0000% | $595960.00         | $2965.71           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-06-15      | 6.5000%  | 0.0000% | $884966.00         | $3833.41           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-08-15      | 5.0000%  | 0.0000% | $92000.00          | $3677.13           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2036-05-15      | 5.0000%  | 0.0000% | $344376.00         | $1985.47           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2028-06-20      | 6.5000%  | 0.0000% | $5000000.00        | $2790.97           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2028-09-20      | 6.0000%  | 0.0000% | $191000.00         | $241.34            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2028-09-20      | 6.5000%  | 0.0000% | $2990000.00        | $1797.56           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2028-10-20      | 6.0000%  | 0.0000% | $545000.00         | $414.81            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2028-10-20      | 6.5000%  | 0.0000% | $2146450.00        | $1530.19           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2028-11-20      | 6.0000%  | 0.0000% | $33000.00          | $36.07             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2028-12-20      | 6.5000%  | 0.0000% | $4117122.00        | $3707.46           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2029-01-20      | 6.0000%  | 0.0000% | $698000.00         | $836.01            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2026-02-20      | 6.5000%  | 0.0000% | $676392.00         | $6.84              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2027-05-20      | 6.5000%  | 0.0000% | $400000.00         | $124.00            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2027-10-20      | 6.5000%  | 0.0000% | $4565385.00        | $633.37            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2028-02-20      | 7.0000%  | 0.0000% | $3000151.00        | $1224.48           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2028-02-20      | 8.0000%  | 0.0000% | $100000.00         | $7.01              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2034-03-20      | 5.5000%  | 0.0000% | $75000.00          | $966.50            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2029-04-20      | 6.5000%  | 0.0000% | $2000000.00        | $1728.39           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2029-06-20      | 6.5000%  | 0.0000% | $795481.00         | $783.63            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2030-09-20      | 9.0000%  | 0.0000% | $200000.00         | $54.28             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2030-12-20      | 6.5000%  | 0.0000% | $50000.00          | $92.54             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2031-01-20      | 6.5000%  | 0.0000% | $2000000.00        | $2324.78           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2031-02-20      | 6.5000%  | 0.0000% | $1500000.00        | $942.38            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2031-05-20      | 6.5000%  | 0.0000% | $1500000.00        | $2459.83           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2031-09-20      | 6.0000%  | 0.0000% | $50000.00          | $96.20             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2031-09-20      | 6.5000%  | 0.0000% | $125345.00         | $167.98            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2031-10-20      | 6.5000%  | 0.0000% | $500000.00         | $738.51            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2031-12-20      | 6.0000%  | 0.0000% | $150000.00         | $435.31            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-05-20      | 5.5000%  | 0.0000% | $25000.00          | $113.78            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-03-20      | 6.0000%  | 0.0000% | $548000.00         | $1756.38           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-04-20      | 6.5000%  | 0.0000% | $100000.00         | $184.86            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-06-20      | 5.5000%  | 0.0000% | $70000.00          | $381.56            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-09-20      | 5.5000%  | 0.0000% | $75000.00          | $264.82            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-10-20      | 5.5000%  | 0.0000% | $200000.00         | $978.65            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-10-20      | 6.0000%  | 0.0000% | $118000.00         | $462.02            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-12-20      | 5.5000%  | 0.0000% | $55000.00          | $344.67            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-02-20      | 5.0000%  | 0.0000% | $90000.00          | $638.05            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-04-20      | 6.0000%  | 0.0000% | $468000.00         | $3378.62           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-04-20      | 6.5000%  | 0.0000% | $992353.00         | $4955.78           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-08-20      | 5.5000%  | 0.0000% | $25000.00          | $287.63            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-07-20      | 6.0000%  | 0.0000% | $452000.00         | $3758.27           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-02-20      | 6.0000%  | 0.0000% | $125000.00         | $2106.69           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-07-20      | 4.0000%  | 0.0000% | $50000.00          | $2042.71           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2034-09-20      | 5.5000%  | 0.0000% | $50000.00          | $564.74            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2034-09-20      | 6.5000%  | 0.0000% | $40000.00          | $428.90            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2034-12-20      | 5.5000%  | 0.0000% | $50000.00          | $755.96            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2035-02-20      | 5.5000%  | 0.0000% | $75000.00          | $1218.09           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2035-04-20      | 5.5000%  | 0.0000% | $40000.00          | $701.28            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2035-04-20      | 6.5000%  | 0.0000% | $37000.00          | $473.65            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2035-07-20      | 6.0000%  | 0.0000% | $295000.00         | $4772.24           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2035-12-20      | 6.5000%  | 0.0000% | $56000.00          | $1081.70           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2036-04-20      | 5.0000%  | 0.0000% | $25000.00          | $314.20            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2036-12-20      | 6.0000%  | 0.0000% | $400000.00         | $4737.56           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2037-01-20      | 6.0000%  | 0.0000% | $200570.00         | $2145.34           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2037-07-20      | 6.0000%  | 0.0000% | $180000.00         | $1840.86           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-01-20      | 6.0000%  | 0.0000% | $200000.00         | $1914.92           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2037-12-20      | 6.0000%  | 0.0000% | $125000.00         | $1315.21           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-04-20      | 6.0000%  | 0.0000% | $315000.00         | $4045.97           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-06-20      | 5.5000%  | 0.0000% | $87113.00          | $47.96             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-08-20      | 6.0000%  | 0.0000% | $500000.00         | $4329.04           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-12-20      | 5.0000%  | 0.0000% | $100000.00         | $504.33            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2027-02-20      | 3.0000%  | 0.0000% | $650000.00         | $3997.94           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-11-20      | 3.5000%  | 0.0000% | $38305.00          | $2124.58           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2026-01-20      | 3.5000%  | 0.0000% | $1500000.00        | $55.66             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-12-20      | 6.0000%  | 0.0000% | $115929.00         | $1928.85           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2026-02-20      | 3.0000%  | 0.0000% | $1033321.00        | $429.56            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2036-10-20      | 6.0000%  | 0.0000% | $109470.00         | $3435.26           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-08-20      | 3.5000%  | 0.0000% | $75000.00          | $3754.80           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-10-20      | 3.0000%  | 0.0000% | $30000.00          | $2205.19           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2026-05-20      | 5.6250%  | 0.0000% | $37691793.00       | $1631.65           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2026-06-20      | 5.6250%  | 0.0000% | $41087422.00       | $1774.51           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2026-07-20      | 5.3750%  | 0.0000% | $5835382.00        | $359.64            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2026-07-20      | 5.3750%  | 0.0000% | $100143892.00      | $4171.82           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2026-07-20      | 5.3750%  | 0.0000% | $8906461.00        | $767.47            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2026-08-20      | 5.3750%  | 0.0000% | $23858049.00       | $2657.89           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2026-08-20      | 5.3750%  | 0.0000% | $25100000.00       | $2122.35           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2026-09-20      | 5.3750%  | 0.0000% | $1456149.00        | $58.70             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2026-10-20      | 4.7500%  | 0.0000% | $30763233.00       | $3557.36           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2026-02-20      | 5.6250%  | 0.0000% | $50161008.00       | $323.64            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2026-04-20      | 5.6250%  | 0.0000% | $50500000.00       | $2117.33           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2026-04-20      | 5.6250%  | 0.0000% | $20991201.00       | $624.01            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-03-15      | 5.0000%  | 0.0000% | $41837.00          | $1176.28           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2031-03-15      | 6.5000%  | 0.0000% | $936870.00         | $4951.08           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-11-15      | 6.5000%  | 0.0000% | $55000.00          | $374.73            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2029-03-15      | 6.5000%  | 0.0000% | $503405.00         | $3818.37           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2026-09-15      | 8.0000%  | 0.0000% | $78011.00          | $2.29              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2029-01-15      | 6.5000%  | 0.0000% | $204197.00         | $167.12            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2028-06-15      | 7.0000%  | 0.0000% | $316237.00         | $177.53            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2031-04-15      | 6.5000%  | 0.0000% | $55958.00          | $37.42             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2028-11-15      | 6.5000%  | 0.0000% | $460000.00         | $1663.72           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2027-11-15      | 7.5000%  | 0.0000% | $1253407.00        | $757.90            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2028-05-15      | 6.5000%  | 0.0000% | $1100000.00        | $2056.57           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2028-08-15      | 6.5000%  | 0.0000% | $510393.00         | $1046.20           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2029-02-15      | 6.5000%  | 0.0000% | $580808.00         | $609.83            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2028-05-15      | 6.5000%  | 0.0000% | $1404925.00        | $1153.82           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-04-15      | 5.0000%  | 0.0000% | $141439.00         | $2298.86           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-11-15      | 5.5000%  | 0.0000% | $25000.00          | $306.51            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-11-15      | 5.5000%  | 0.0000% | $25000.00          | $518.83            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-01-15      | 5.5000%  | 0.0000% | $25000.00          | $1941.57           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-10-15      | 5.5000%  | 0.0000% | $25000.00          | $1707.10           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-11-15      | 5.5000%  | 0.0000% | $45582.00          | $1881.45           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-12-15      | 5.0000%  | 0.0000% | $55790.00          | $1272.00           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-09-15      | 5.0000%  | 0.0000% | $138267.00         | $1707.26           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-11-15      | 5.5000%  | 0.0000% | $100000.00         | $1781.32           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-10-15      | 5.0000%  | 0.0000% | $257497.00         | $1168.11           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-01-15      | 5.0000%  | 0.0000% | $100000.00         | $3853.62           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-06-15      | 5.0000%  | 0.0000% | $247017.00         | $2715.48           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-03-15      | 5.0000%  | 0.0000% | $54832.00          | $1696.79           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-10-15      | 4.5000%  | 0.0000% | $50000.00          | $1364.41           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-11-15      | 5.0000%  | 0.0000% | $266714.00         | $2141.63           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-09-15      | 6.0000%  | 0.0000% | $26572.00          | $1502.37           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2028-08-15      | 6.5000%  | 0.0000% | $1540000.00        | $553.59            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2028-09-15      | 6.5000%  | 0.0000% | $2000000.00        | $739.36            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2028-10-15      | 7.0000%  | 0.0000% | $500000.00         | $100.99            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2029-06-15      | 7.0000%  | 0.0000% | $935874.00         | $1140.86           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2029-03-15      | 6.5000%  | 0.0000% | $27681.00          | $45.07             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2035-04-15      | 5.0000%  | 0.0000% | $150564.00         | $4658.39           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2035-05-15      | 5.0000%  | 0.0000% | $58000.00          | $832.26            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2030-08-15      | 8.5000%  | 0.0000% | $983809.00         | $4589.37           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2030-08-15      | 8.0000%  | 0.0000% | $255220.00         | $133.36            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2030-09-20      | 3.5000%  | 0.0000% | $74613.00          | $2216.38           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2031-02-15      | 6.5000%  | 0.0000% | $380928.00         | $2165.78           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2031-03-15      | 6.5000%  | 0.0000% | $44900.00          | $142.63            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2031-05-15      | 6.5000%  | 0.0000% | $71024.00          | $433.06            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-09-15      | 6.5000%  | 0.0000% | $700478.00         | $3525.37           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2031-12-15      | 6.5000%  | 0.0000% | $40340.00          | $1010.84           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2031-03-15      | 6.5000%  | 0.0000% | $39494.00          | $318.82            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-02-15      | 6.5000%  | 0.0000% | $72840.00          | $40.93             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2031-07-15      | 6.5000%  | 0.0000% | $87563.00          | $104.05            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2031-09-15      | 6.5000%  | 0.0000% | $420870.00         | $531.58            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2031-07-15      | 6.5000%  | 0.0000% | $403078.00         | $1296.64           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2031-06-15      | 6.5000%  | 0.0000% | $30935.00          | $74.01             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2031-09-15      | 6.5000%  | 0.0000% | $568392.00         | $535.52            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-04-15      | 6.5000%  | 0.0000% | $55003.00          | $123.36            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-08-15      | 6.5000%  | 0.0000% | $2765753.00        | $4910.39           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2028-06-15      | 6.5000%  | 0.0000% | $2311.00           | $2.08              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2029-03-15      | 7.5000%  | 0.0000% | $400000.00         | $292.21            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2029-09-15      | 6.5000%  | 0.0000% | $281418.00         | $321.66            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2029-09-15      | 6.5000%  | 0.0000% | $3015.00           | $2.78              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2031-06-15      | 6.5000%  | 0.0000% | $1016726.00        | $1010.96           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2026-11-20      | 4.7500%  | 0.0000% | $3000000.00        | $390.42            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2026-12-20      | 4.7500%  | 0.0000% | $19035907.00       | $3518.02           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2027-04-20      | 5.6250%  | 0.0000% | $5020000.00        | $994.49            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2027-05-20      | 5.6250%  | 0.0000% | $24796998.00       | $4580.12           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2027-10-20      | 4.7500%  | 0.0000% | $17717110.00       | $4856.82           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2027-09-20      | 5.3750%  | 0.0000% | $11890721.00       | $2710.20           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2029-08-20      | 5.3750%  | 0.0000% | $5476665.00        | $4563.21           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2030-04-20      | 5.6250%  | 0.0000% | $1916904.00        | $1900.99           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2026-05-15      | 4.0000%  | 0.0000% | $1193150.00        | $321.67            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2028-04-20      | 3.0000%  | 0.0000% | $150000.00         | $3798.69           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-08-15      | 2.5000%  | 0.0000% | $15936.00          | $2489.15           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2027-04-20      | 4.0000%  | 0.0000% | $2000000.00        | $1937.07           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-12-20      | 3.5000%  | 0.0000% | $12605.00          | $3153.47           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-02-20      | 2.5000%  | 0.0000% | $1137.00           | $574.07            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $1000.00           | $1006.02           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-09-15      | 3.0000%  | 0.0000% | $58810.00          | $4935.15           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-01-15      | 3.5000%  | 0.0000% | $39947.00          | $3595.26           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-03-15      | 5.0000%  | 0.0000% | $53723.00          | $4265.11           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2034-10-15      | 5.0000%  | 0.0000% | $225000.00         | $3202.54           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-05-15      | 5.0000%  | 0.0000% | $125000.00         | $3266.72           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2035-01-15      | 5.0000%  | 0.0000% | $150000.00         | $86.63             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2034-05-15      | 5.0000%  | 0.0000% | $67.00             | $0.73              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2035-12-15      | 5.0000%  | 0.0000% | $234889.00         | $1851.53           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2027-04-15      | 6.0000%  | 0.0000% | $25000.00          | $184.68            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-03-15      | 5.0000%  | 0.0000% | $51346.00          | $739.29            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2035-11-15      | 5.0000%  | 0.0000% | $350000.00         | $4633.95           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2036-05-15      | 5.0000%  | 0.0000% | $268949.00         | $4054.74           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2036-03-15      | 5.0000%  | 0.0000% | $306583.00         | $1546.91           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2036-05-15      | 5.5000%  | 0.0000% | $92166.00          | $1874.96           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2037-01-15      | 6.0000%  | 0.0000% | $660359.00         | $2716.97           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2037-06-15      | 5.5000%  | 0.0000% | $226066.00         | $2470.28           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2037-08-15      | 6.5000%  | 0.0000% | $253128.00         | $1509.05           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2037-02-15      | 5.5000%  | 0.0000% | $454000.00         | $1160.40           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2037-03-15      | 5.0000%  | 0.0000% | $1.00              | $0.03              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2037-05-15      | 5.5000%  | 0.0000% | $200000.00         | $3342.09           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-06-15      | 5.0000%  | 0.0000% | $74280.00          | $782.54            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-07-15      | 5.5000%  | 0.0000% | $1000000.00        | $4319.86           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-07-15      | 5.5000%  | 0.0000% | $756137.00         | $3666.64           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-03-15      | 5.0000%  | 0.0000% | $375237.00         | $3557.30           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-03-15      | 5.0000%  | 0.0000% | $449201.00         | $3541.61           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-11-15      | 5.5000%  | 0.0000% | $50000.00          | $280.62            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-04-15      | 5.0000%  | 0.0000% | $33820.00          | $297.26            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-01-15      | 5.0000%  | 0.0000% | $150000.00         | $4025.45           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-07-15      | 5.5000%  | 0.0000% | $88463.00          | $1294.06           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2036-04-20      | 3.9484%  | 0.0000% | $127040.00         | $3.02              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-04-20      | 1.2500%  | 0.0000% | $50000000.00       | $3612.55           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-06-20      | 3.0000%  | 0.0000% | $500000.00         | $4041.03           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-01-16      | 2.5000%  | 0.0000% | $1000.00           | $820.81            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-16      | 2.0500%  | 0.0000% | $62000.00          | $3035.83           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 5.4177%  | 0.0000% | $915309568.00      | $900938587.52      | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 4.9676%  | 0.0000% | $1269.00           | $1176.71           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 5.7176%  | 0.0000% | $1540.00           | $1506.66           | Agency Collateralized Mortgage Obligation |

### Security 101: BNP Paribas Securities Corp.

- **C.1 - Title:** BNP Paribas Securities Corp. 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8RDWN6, C.3 - LEI: RCNB6OTYUAMMP879YW96, C.5 - Other ID: BIV8RDWN6
- **C.18 - Value (incl. sponsor support):** $1400000000.00
- **C.18.a - Value (excl. sponsor support):** $1400000000.00
- **C.19 - Percentage of Net Assets:** 1.8800%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2047-02-01      | 6.4520%  | 0.0000% | $2473188.00        | $1493783.01        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-09-01      | 4.7530%  | 0.0000% | $34317.00          | $29853.24          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2026-10-01      | 6.3550%  | 0.0000% | $8762.00           | $1.22              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-06-01      | 5.8900%  | 0.0000% | $195376.00         | $29.84             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-09-01      | 6.4880%  | 0.0000% | $93895.00          | $641.27            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-01-01      | 6.7500%  | 0.0000% | $1165.00           | $0.62              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-06-01      | 6.6200%  | 0.0000% | $2032.00           | $42.37             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-10-01      | 5.5000%  | 0.0000% | $2392.00           | $84.05             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2026-09-01      | 4.5000%  | 0.0000% | $1954.00           | $0.10              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-09-01      | 3.5000%  | 0.0000% | $35167.00          | $4131.51           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-06-01      | 3.0000%  | 0.0000% | $1040.00           | $83.08             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-06-01      | 6.2500%  | 0.0000% | $1542.00           | $7.96              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-10-01      | 6.3870%  | 0.0000% | $4512067.00        | $30368.47          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-11-01      | 6.4290%  | 0.0000% | $17200000.00       | $299608.66         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-12-01      | 6.3590%  | 0.0000% | $5528.00           | $73.61             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-05-01      | 6.5980%  | 0.0000% | $9368.00           | $450.29            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-06-01      | 4.5000%  | 0.0000% | $6722.00           | $391.82            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-12-01      | 6.1500%  | 0.0000% | $1009.00           | $0.07              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-06-01      | 6.5150%  | 0.0000% | $19603584.00       | $1236914.33        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-12-01      | 6.2260%  | 0.0000% | $26873.00          | $37.98             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-11-01      | 6.0000%  | 0.0000% | $1160.00           | $14.37             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-09-01      | 5.0000%  | 0.0000% | $4989428.00        | $109786.29         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-06-01      | 6.0000%  | 0.0000% | $6976.00           | $15.89             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2039-12-01      | 4.5000%  | 0.0000% | $2707748.00        | $105622.73         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-12-01      | 4.5000%  | 0.0000% | $209000.00         | $17007.59          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-09-01      | 6.5000%  | 0.0000% | $5783.00           | $0.59              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-02-01      | 7.5000%  | 0.0000% | $1007.00           | $1.25              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-04-01      | 4.5000%  | 0.0000% | $1013.00           | $91.16             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2042-12-01      | 3.5000%  | 0.0000% | $1000.00           | $133.81            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2042-09-01      | 3.5000%  | 0.0000% | $1015.00           | $99.98             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2044-08-01      | 3.5000%  | 0.0000% | $2224.00           | $334.84            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-07-01      | 4.5000%  | 0.0000% | $1000.00           | $55.26             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-01-01      | 3.0000%  | 0.0000% | $179981.00         | $50385.85          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-03-01      | 4.5000%  | 0.0000% | $2006.00           | $547.38            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-05-01      | 4.5000%  | 0.0000% | $100621.00         | $10878.15          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-11-01      | 4.5000%  | 0.0000% | $1003.00           | $152.77            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-07-01      | 5.0000%  | 0.0000% | $1205046.00        | $320558.31         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-10-01      | 5.5000%  | 0.0000% | $1083.00           | $6.49              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2027-03-01      | 2.5000%  | 0.0000% | $1004.00           | $9.89              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-10-01      | 3.5000%  | 0.0000% | $1008.00           | $122.85            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-02-01      | 3.0000%  | 0.0000% | $1000.00           | $145.97            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-10-01      | 2.5000%  | 0.0000% | $585000.00         | $87725.91          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-05-01      | 5.0000%  | 0.0000% | $1000.00           | $192.63            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-08-01      | 4.5000%  | 0.0000% | $1000.00           | $87.17             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-07-01      | 5.0000%  | 0.0000% | $654154.00         | $5791.85           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-06-01      | 5.5000%  | 0.0000% | $1012.00           | $1.37              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2039-01-01      | 5.5000%  | 0.0000% | $13344780.00       | $89640.06          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2042-06-01      | 4.0000%  | 0.0000% | $1007.00           | $110.69            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2044-09-01      | 4.5000%  | 0.0000% | $1009.00           | $79.60             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-12-01      | 3.0000%  | 0.0000% | $1000.00           | $147.08            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-09-01      | 3.5000%  | 0.0000% | $136690.00         | $26893.66          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-08-01      | 4.5000%  | 0.0000% | $1000.00           | $74.35             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $117.18            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-01-01      | 4.0000%  | 0.0000% | $1000.00           | $197.16            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-10-01      | 4.0000%  | 0.0000% | $234119.00         | $16569.23          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-10-01      | 5.0000%  | 0.0000% | $1000.00           | $93.36             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-12-01      | 4.0000%  | 0.0000% | $1980886.00        | $287169.83         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-11-01      | 4.0000%  | 0.0000% | $1002.00           | $71.06             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-11-01      | 3.5000%  | 0.0000% | $1000.00           | $269.44            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-05-01      | 3.5000%  | 0.0000% | $37989.00          | $4831.40           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-11-01      | 4.0000%  | 0.0000% | $23000.00          | $13358.54          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2042-05-01      | 2.0000%  | 0.0000% | $1000.00           | $689.81            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-01-01      | 3.0000%  | 0.0000% | $251514.00         | $136511.14         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-09-01      | 2.0000%  | 0.0000% | $1007.00           | $631.21            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-11-01      | 2.0000%  | 0.0000% | $500000.00         | $298022.11         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $780.64            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $779.35            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 4.5000%  | 0.0000% | $40000.00          | $29945.03          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 4.5000%  | 0.0000% | $956561.00         | $693173.14         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-03-01      | 3.0000%  | 0.0000% | $24633.00          | $17337.28          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 5.5000%  | 0.0000% | $2000.00           | $1560.68           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $752.70            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 5.5000%  | 0.0000% | $1162.00           | $911.93            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-08-01      | 2.0000%  | 0.0000% | $796942.00         | $524921.62         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-02-01      | 5.5000%  | 0.0000% | $1012.00           | $749.38            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 2.0000%  | 0.0000% | $9900270.00        | $6821902.83        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-05-01      | 6.5000%  | 0.0000% | $1008.00           | $837.39            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-04-01      | 4.0000%  | 0.0000% | $46070.00          | $34199.14          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 5.5000%  | 0.0000% | $30891.00          | $25802.14          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $699.73            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-01-01      | 6.0000%  | 0.0000% | $1000.00           | $816.55            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-02-01      | 2.0000%  | 0.0000% | $104000.00         | $75540.30          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 5.5000%  | 0.0000% | $1004.00           | $853.91            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-08-01      | 6.0000%  | 0.0000% | $39000.00          | $30446.59          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-04-01      | 3.0000%  | 0.0000% | $1000.00           | $813.99            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $894.02            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-02-01      | 6.0000%  | 0.0000% | $43999.00          | $36073.47          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-10-01      | 3.0000%  | 0.0000% | $357003.00         | $52932.96          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-02-01      | 2.5000%  | 0.0000% | $54999.00          | $13360.47          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-11-01      | 3.0000%  | 0.0000% | $1065.00           | $361.14            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-11-01      | 2.5000%  | 0.0000% | $1027.00           | $632.16            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-08-01      | 2.5000%  | 0.0000% | $1056.00           | $497.91            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-05-01      | 6.5000%  | 0.0000% | $34000.00          | $26374.16          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-03-01      | 2.0000%  | 0.0000% | $822536.00         | $462476.17         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-04-01      | 3.0000%  | 0.0000% | $1001.00           | $462.27            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-06-01      | 2.5000%  | 0.0000% | $68377.00          | $39378.46          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-09-01      | 2.5000%  | 0.0000% | $1001.00           | $607.52            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-11-01      | 2.5000%  | 0.0000% | $2001.00           | $1259.76           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $634.93            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $641.25            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-04-01      | 2.5000%  | 0.0000% | $3000.00           | $2022.94           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-10-01      | 4.5000%  | 0.0000% | $789000.00         | $614447.84         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-10-01      | 5.0000%  | 0.0000% | $2606872.00        | $2016250.83        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-05-01      | 4.5000%  | 0.0000% | $94809.00          | $66101.63          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 3.0000%  | 0.0000% | $2572.00           | $1880.87           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $766.62            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 5.5000%  | 0.0000% | $57000.00          | $43011.54          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 3.5000%  | 0.0000% | $43006.00          | $34044.55          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-12-01      | 4.0000%  | 0.0000% | $2001.00           | $1608.36           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-12-01      | 5.0000%  | 0.0000% | $1436827.00        | $1150286.70        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-12-01      | 5.5000%  | 0.0000% | $6168762.00        | $4758773.94        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-05-01      | 4.5000%  | 0.0000% | $134781.00         | $111180.17         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-05-01      | 5.0000%  | 0.0000% | $84616.00          | $70192.12          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-02-01      | 5.0000%  | 0.0000% | $558864.00         | $453803.31         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-03-01      | 5.0000%  | 0.0000% | $441894.00         | $363364.73         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $807.97            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-09-01      | 6.0000%  | 0.0000% | $1003.00           | $727.68            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-11-01      | 4.0000%  | 0.0000% | $219000.00         | $188852.85         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-01-01      | 6.0000%  | 0.0000% | $1005.00           | $667.06            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-08-01      | 5.0000%  | 0.0000% | $1000.00           | $904.85            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-10-01      | 5.0000%  | 0.0000% | $1012.00           | $926.29            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $922.96            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $838.78            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 3.5000%  | 0.0000% | $1024.00           | $889.08            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 5.5000%  | 0.0000% | $9034018.00        | $7790007.72        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-03-01      | 3.5000%  | 0.0000% | $1111.00           | $840.15            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-03-01      | 2.7700%  | 0.0000% | $28002.00          | $22122.37          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-11-01      | 1.2200%  | 0.0000% | $1000.00           | $806.78            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-01-01      | 4.5000%  | 0.0000% | $1000.00           | $145.07            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-09-01      | 3.7900%  | 0.0000% | $24170.00          | $23045.10          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-06-01      | 3.5000%  | 0.0000% | $2565721.00        | $417362.41         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-01-01      | 3.0000%  | 0.0000% | $1028.00           | $258.59            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $172.76            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-10-01      | 2.0000%  | 0.0000% | $2064492.00        | $1098663.19        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-12-01      | 2.0000%  | 0.0000% | $1000.00           | $610.64            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $564.63            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-03-01      | 2.0000%  | 0.0000% | $2000.00           | $866.14            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-09-01      | 2.5000%  | 0.0000% | $2438000.00        | $1530059.42        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-10-01      | 2.0000%  | 0.0000% | $482186.00         | $303390.95         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-11-01      | 3.0000%  | 0.0000% | $1000.00           | $618.82            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-01-01      | 2.0000%  | 0.0000% | $1024.00           | $691.76            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $676.03            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 3.0000%  | 0.0000% | $892721.00         | $624861.41         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 2.5000%  | 0.0000% | $2000.00           | $1280.92           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 2.0000%  | 0.0000% | $2000.00           | $1296.89           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 2.5000%  | 0.0000% | $1279720.00        | $861584.23         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-03-01      | 2.0000%  | 0.0000% | $8000.00           | $5935.23           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 5.0000%  | 0.0000% | $1118231.00        | $776897.35         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $672.70            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 5.0000%  | 0.0000% | $13105.00          | $7893.31           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-10-01      | 3.0000%  | 0.0000% | $1003.00           | $780.12            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $811.99            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $773.27            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-02-01      | 5.5000%  | 0.0000% | $3882166.00        | $2847055.40        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-03-01      | 3.0000%  | 0.0000% | $1000.00           | $789.75            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 4.5000%  | 0.0000% | $162000.00         | $142008.05         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $809.30            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-07-01      | 3.0000%  | 0.0000% | $1000.00           | $778.75            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 5.0000%  | 0.0000% | $1000.00           | $881.99            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 5.5000%  | 0.0000% | $1624333.00        | $1338380.83        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-01-01      | 6.5000%  | 0.0000% | $1709276.00        | $1231588.71        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 5.5000%  | 0.0000% | $274347.00         | $276445.36         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 5.5000%  | 0.0000% | $2000.00           | $1904.13           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 7.0000%  | 0.0000% | $122252.00         | $90804.57          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 5.0000%  | 0.0000% | $1000.00           | $994.11            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1007.93           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 5.5000%  | 0.0000% | $2000.00           | $1988.55           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 6.0000%  | 0.0000% | $1301284.00        | $1333169.37        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 6.0000%  | 0.0000% | $413998.00         | $220513.17         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-11-01      | 5.0000%  | 0.0000% | $4259149.00        | $982229.56         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-07-01      | 3.0000%  | 0.0000% | $1027.00           | $328.15            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-03-01      | 3.0000%  | 0.0000% | $1000.00           | $446.69            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-05-01      | 2.0000%  | 0.0000% | $79000.00          | $44633.22          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-11-01      | 2.5000%  | 0.0000% | $216573.00         | $129565.15         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 5.0000%  | 0.0000% | $5156661.00        | $3766806.41        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-12-01      | 6.0000%  | 0.0000% | $1002.00           | $527.51            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 4.5000%  | 0.0000% | $4271065.00        | $3389597.89        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $785.16            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 5.0000%  | 0.0000% | $6112220.00        | $4912157.68        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-03-01      | 5.0000%  | 0.0000% | $1001.00           | $834.38            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 5.5000%  | 0.0000% | $1009.00           | $820.01            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-08-01      | 2.0000%  | 0.0000% | $56092.00          | $33617.42          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $928.99            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-03-01      | 5.5000%  | 0.0000% | $1853384.00        | $1537101.66        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-06-01      | 6.5000%  | 0.0000% | $1001.00           | $827.49            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-06-01      | 4.6650%  | 0.0000% | $1068.00           | $0.30              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-11-01      | 5.4500%  | 0.0000% | $11899.00          | $1.54              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-01-01      | 4.3840%  | 0.0000% | $3092.00           | $0.57              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-09-01      | 5.6250%  | 0.0000% | $4545.00           | $0.52              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-01-25      | 1.5000%  | 0.0000% | $21917572.00       | $924969.22         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2034-01-25      | 2.3360%  | 0.0000% | $247386.00         | $174146.04         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-07-25      | 4.4500%  | 0.0000% | $10020.00          | $9476.32           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-07-25      | 4.1810%  | 0.0000% | $1000.00           | $964.59            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-03-25      | 5.5000%  | 0.0000% | $1028.00           | $599.69            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-10-25      | 4.7150%  | 0.0000% | $12356199.00       | $12474711.98       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-04-25      | 4.6200%  | 0.0000% | $3570539.00        | $3655574.96        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-25      | 5.5000%  | 0.0000% | $26088455.00       | $23524059.05       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-07-25      | 5.5000%  | 0.0000% | $1010.00           | $1015.59           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-11-25      | 5.5000%  | 0.0000% | $17804960.00       | $15962049.29       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2041-10-15      | 3.5000%  | 0.0000% | $2000000.00        | $682098.03         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2046-02-15      | 3.5000%  | 0.0000% | $1000000.00        | $824636.67         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2031-01-25      | 3.0800%  | 0.0000% | $2433.00           | $2337.62           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2026-07-25      | 2.3400%  | 0.0000% | $33186.00          | $4915.79           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2047-02-15      | 3.5000%  | 0.0000% | $1976124.00        | $1461643.58        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2026-04-25      | 2.8960%  | 0.0000% | $65631.00          | $716.77            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2026-10-25      | 2.8910%  | 0.0000% | $4998735.00        | $554662.96         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2028-01-25      | 3.6000%  | 0.0000% | $170000.00         | $169612.87         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2028-02-25      | 3.6500%  | 0.0000% | $1664.00           | $1662.83           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2027-11-25      | 3.3030%  | 0.0000% | $1000.00           | $993.89            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2028-04-25      | 3.9000%  | 0.0000% | $1000.00           | $1004.97           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2028-04-25      | 3.9000%  | 0.0000% | $1000.00           | $1004.39           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2033-04-25      | 3.7500%  | 0.0000% | $115000.00         | $111466.85         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2028-05-25      | 3.8500%  | 0.0000% | $1001.00           | $1004.27           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2028-06-25      | 3.9200%  | 0.0000% | $1000.00           | $1005.62           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2028-07-25      | 3.9860%  | 0.0000% | $1021.00           | $1026.98           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2028-09-25      | 3.9200%  | 0.0000% | $1000.00           | $1005.52           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2028-09-25      | 4.0500%  | 0.0000% | $1603.00           | $1617.23           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2028-10-25      | 4.0300%  | 0.0000% | $96603.00          | $97342.43          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2030-12-25      | 3.9000%  | 0.0000% | $178562.00         | $177993.99         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2028-10-25      | 3.8800%  | 0.0000% | $1000.00           | $1003.16           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2029-12-25      | 3.9500%  | 0.0000% | $1155553.00        | $253860.27         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2034-01-25      | 3.7940%  | 0.0000% | $31103.00          | $29963.90          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2029-01-25      | 3.6000%  | 0.0000% | $275489.00         | $274555.92         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2034-03-25      | 3.5420%  | 0.0000% | $1280.00           | $1215.68           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2034-04-25      | 3.0590%  | 0.0000% | $5708.00           | $5199.75           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2029-06-25      | 2.9030%  | 0.0000% | $1147.00           | $1114.73           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2035-10-25      | 1.8600%  | 0.0000% | $1000.00           | $797.56            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2029-11-25      | 1.1320%  | 0.0000% | $27000.00          | $13786.78          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2036-10-25      | 2.3610%  | 0.0000% | $2037.00           | $1656.19           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2032-01-25      | 2.4760%  | 0.0000% | $40000.00          | $36560.89          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2032-02-25      | 2.2500%  | 0.0000% | $6368.00           | $5738.26           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2031-02-25      | 3.4650%  | 0.0000% | $459654.00         | $448640.46         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2031-10-25      | 4.7960%  | 0.0000% | $1000.00           | $1028.42           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2053-08-25      | 6.0000%  | 0.0000% | $717050.00         | $744439.88         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2028-09-25      | 4.8000%  | 0.0000% | $1000.00           | $1025.95           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2028-10-25      | 5.0690%  | 0.0000% | $176949.00         | $182857.71         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2031-10-25      | 5.0280%  | 0.0000% | $3249.00           | $3366.17           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2028-11-25      | 5.0000%  | 0.0000% | $66028.00          | $68154.34          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2051-12-25      | 5.5000%  | 0.0000% | $14288434.00       | $12869879.20       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2036-07-25      | 5.0000%  | 0.0000% | $7569584.00        | $7492219.32        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2036-08-25      | 5.0000%  | 0.0000% | $5806917.00        | $5783784.89        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2036-10-25      | 5.5000%  | 0.0000% | $5433680.00        | $5597483.44        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-12-25      | 4.5000%  | 0.0000% | $668760.00         | $630892.80         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-12-25      | 4.5000%  | 0.0000% | $3894255.00        | $3737071.19        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2036-12-25      | 4.5000%  | 0.0000% | $1008.00           | $997.57            | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2040-04-01      | 5.8400%  | 0.0000% | $750000.00         | $617612.99         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-08-01      | 4.2100%  | 0.0000% | $9365.00           | $0.44              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-07-01      | 4.5000%  | 0.0000% | $3013.00           | $342.69            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-06-01      | 4.0000%  | 0.0000% | $4057608.00        | $1337602.15        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-12-01      | 6.3510%  | 0.0000% | $31248432.00       | $628998.23         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-01-01      | 6.3630%  | 0.0000% | $12720000.00       | $630828.87         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-01-01      | 4.0000%  | 0.0000% | $1062000.00        | $119372.04         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-09-01      | 3.5000%  | 0.0000% | $1017.00           | $84.20             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-01-01      | 4.0000%  | 0.0000% | $1211000.00        | $239663.85         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-10-01      | 5.6000%  | 0.0000% | $2799.00           | $470.80            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-07-01      | 6.0940%  | 0.0000% | $2854958.00        | $211898.53         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-10-01      | 4.0000%  | 0.0000% | $2999776.00        | $682097.99         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-01-01      | 4.5000%  | 0.0000% | $1000.00           | $156.04            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-05-01      | 2.5000%  | 0.0000% | $94439.00          | $15879.73          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-09-01      | 3.5000%  | 0.0000% | $1000000.00        | $234930.56         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-06-01      | 4.0000%  | 0.0000% | $1000.00           | $218.11            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-02-01      | 4.5000%  | 0.0000% | $1000.00           | $206.80            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-04-01      | 6.3950%  | 0.0000% | $1446.00           | $6.75              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-07-25      | 3.5000%  | 0.0000% | $1284.00           | $0.39              | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-12-25      | 6.0000%  | 0.0000% | $1006.00           | $205.58            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2035-11-01      | 5.2110%  | 0.0000% | $7036667.00        | $32716.93          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-10-01      | 5.5000%  | 0.0000% | $76995000.00       | $544686.51         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-06-01      | 6.3250%  | 0.0000% | $2679855.00        | $6239.68           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-02-01      | 6.0000%  | 0.0000% | $1002263.00        | $15491.16          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-07-01      | 5.8410%  | 0.0000% | $1700000.00        | $5929.95           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-02-01      | 7.5000%  | 0.0000% | $155134.00         | $166379.19         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $816.29            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-04-01      | 6.0000%  | 0.0000% | $1000.00           | $847.34            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 5.5000%  | 0.0000% | $1001.00           | $813.39            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 6.0000%  | 0.0000% | $207479.00         | $212227.19         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 6.0000%  | 0.0000% | $4671832.00        | $4406805.33        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1017.03           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 6.5000%  | 0.0000% | $739288.00         | $627861.78         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 4.5000%  | 0.0000% | $1000.00           | $965.56            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $2797619.00        | $2105229.95        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $5053010.00        | $5209055.95        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $627441.00         | $553454.45         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $479789.00         | $386686.72         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $2696112.00        | $2736583.91        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $1033746.00        | $978211.95         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 5.5000%  | 0.0000% | $2452736.00        | $2410497.03        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $20368.00          | $21139.19          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $6523216.00        | $6498045.88        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 7.0000%  | 0.0000% | $481283.00         | $510470.39         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 7.0000%  | 0.0000% | $1909615.00        | $2014316.03        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $55085.00          | $56152.64          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1030.46           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $5022.00           | $5214.22           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 5.5000%  | 0.0000% | $5328840.00        | $5457739.56        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 6.0000%  | 0.0000% | $2360862.00        | $2463612.92        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 7.0000%  | 0.0000% | $309214.00         | $327672.46         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-12-01      | 5.5000%  | 0.0000% | $4961900.00        | $4883866.31        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-11-01      | 3.0000%  | 0.0000% | $68598.00          | $5259.86           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-06-01      | 3.0000%  | 0.0000% | $50000.00          | $10746.04          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-09-01      | 3.0000%  | 0.0000% | $198920.00         | $45698.21          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-08-01      | 3.0000%  | 0.0000% | $19051.00          | $5472.57           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-04-01      | 4.0000%  | 0.0000% | $130000.00         | $36280.44          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-06-01      | 4.0000%  | 0.0000% | $1000.00           | $255.30            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-01-01      | 3.5000%  | 0.0000% | $1000.00           | $332.52            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-04-01      | 3.5000%  | 0.0000% | $2200000.00        | $648262.85         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-10-01      | 4.5000%  | 0.0000% | $2614960.00        | $648792.50         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-06-01      | 5.0000%  | 0.0000% | $905000.00         | $163659.54         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 1.9640%  | 0.0000% | $21388999.00       | $16751341.10       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-04-01      | 6.5270%  | 0.0000% | $2876253.00        | $2655286.91        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-11-01      | 4.5000%  | 0.0000% | $790000.00         | $92825.50          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-06-01      | 4.5000%  | 0.0000% | $1000.00           | $294.35            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-01-01      | 3.5000%  | 0.0000% | $3999000.00        | $727597.86         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-04-01      | 4.5000%  | 0.0000% | $97000.00          | $27110.44          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-05-01      | 2.5000%  | 0.0000% | $160000.00         | $57400.76          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-06-01      | 2.6250%  | 0.0000% | $5188.00           | $3616.90           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.5000%  | 0.0000% | $13000.00          | $8638.26           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 4.0520%  | 0.0000% | $1867718.00        | $1336058.46        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $4108.00           | $2728.26           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 6.5000%  | 0.0000% | $26848.00          | $27693.48          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 4.0000%  | 0.0000% | $1000.00           | $853.70            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $2000.00           | $2025.73           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 6.5000%  | 0.0000% | $4314913.00        | $3117498.41        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 6.5000%  | 0.0000% | $2685364.00        | $2556326.05        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-12-01      | 5.7770%  | 0.0000% | $6511771.00        | $3527636.97        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-02-01      | 5.5000%  | 0.0000% | $56549.00          | $40365.75          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-03-01      | 7.0000%  | 0.0000% | $1515620.00        | $1250725.62        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 6.0000%  | 0.0000% | $2030350.00        | $2087575.65        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-11-01      | 7.5000%  | 0.0000% | $1014525.00        | $1086001.97        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-12-01      | 5.2500%  | 0.0000% | $402791.00         | $424035.41         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-09-01      | 4.4200%  | 0.0000% | $27493573.00       | $27444203.70       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-04-01      | 4.8000%  | 0.0000% | $5570.00           | $5695.17           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-09-01      | 5.2800%  | 0.0000% | $2934000.00        | $3067855.74        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-11-01      | 4.6400%  | 0.0000% | $147296.00         | $148221.26         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-12-01      | 4.3000%  | 0.0000% | $193209.00         | $193725.13         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-12-01      | 4.2500%  | 0.0000% | $1650.00           | $1666.90           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-12-01      | 4.6000%  | 0.0000% | $1642.00           | $1651.96           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-12-01      | 4.4700%  | 0.0000% | $1000.00           | $1012.59           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-01-01      | 3.5000%  | 0.0000% | $59000.00          | $17053.81          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-11-01      | 5.0000%  | 0.0000% | $2983000.00        | $341890.62         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 4.5000%  | 0.0000% | $399000.00         | $72030.03          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-12-01      | 5.0000%  | 0.0000% | $1183950.00        | $259349.44         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-05-01      | 2.5000%  | 0.0000% | $502967.00         | $89515.19          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-08-01      | 3.0000%  | 0.0000% | $1841198.00        | $695086.99         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-11-01      | 2.5000%  | 0.0000% | $1511000.00        | $684234.86         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-12-01      | 3.0000%  | 0.0000% | $11458629.00       | $6097461.30        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-04-01      | 2.0000%  | 0.0000% | $1196000.00        | $727378.15         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-08-01      | 2.5000%  | 0.0000% | $3886236.00        | $2310104.54        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 2.0000%  | 0.0000% | $3772613.00        | $2328559.83        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 2.0000%  | 0.0000% | $40000.00          | $25378.00          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 2.0000%  | 0.0000% | $1000.00           | $662.79            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 3.5000%  | 0.0000% | $94000.00          | $66983.11          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $5485659.00        | $4028093.13        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $785.84            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 4.0000%  | 0.0000% | $27445960.00       | $20380470.98       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 4.5000%  | 0.0000% | $12000.00          | $8960.35           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 5.5000%  | 0.0000% | $14274.00          | $10706.82          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $742.24            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 4.5000%  | 0.0000% | $9683664.00        | $7705213.30        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 5.5000%  | 0.0000% | $63554.00          | $49381.10          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 5.0000%  | 0.0000% | $35480960.00       | $28843494.93       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 4.5000%  | 0.0000% | $125000.00         | $97902.93          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 6.5000%  | 0.0000% | $2230480.00        | $1652723.17        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 4.5000%  | 0.0000% | $5925582.00        | $5004655.36        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 6.0000%  | 0.0000% | $7080224.00        | $5625862.00        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 6.0000%  | 0.0000% | $1000.00           | $803.56            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-08-01      | 5.0000%  | 0.0000% | $1000.00           | $847.46            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-03-01      | 5.5000%  | 0.0000% | $1370810.00        | $1176030.12        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 6.0000%  | 0.0000% | $6817.00           | $6185.72           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $985.57            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 5.0000%  | 0.0000% | $9694.00           | $9150.90           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $11638160.00       | $10333122.60       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.5000%  | 0.0000% | $1008.00           | $954.78            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $1023.00           | $1037.32           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-02-01      | 3.0000%  | 0.0000% | $6462656.00        | $5704341.57        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $12171.00          | $12273.06          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1043.55           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-06-01      | 5.5000%  | 0.0000% | $1000.00           | $246.42            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-01-01      | 3.0000%  | 0.0000% | $1000.00           | $212.47            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-10-01      | 2.0000%  | 0.0000% | $847000.00         | $458097.39         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-01-01      | 4.5000%  | 0.0000% | $11662144.00       | $1510431.30        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-04-01      | 2.0000%  | 0.0000% | $1000.00           | $567.52            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-05-01      | 3.0000%  | 0.0000% | $100000.00         | $59374.04          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-09-01      | 2.0000%  | 0.0000% | $300000.00         | $151736.69         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-11-01      | 3.0000%  | 0.0000% | $39000.00          | $25326.76          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.5000%  | 0.0000% | $10029.00          | $6661.67           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $67358.00          | $40167.23          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $289153.00         | $184654.38         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-09-01      | 2.5000%  | 0.0000% | $102000.00         | $61842.76          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 3.5000%  | 0.0000% | $2000.00           | $1362.30           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-03-01      | 3.5000%  | 0.0000% | $300000.00         | $168050.96         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-09-01      | 2.5000%  | 0.0000% | $9048.00           | $6329.57           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $3335212.00        | $2660099.17        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 4.5000%  | 0.0000% | $20000.00          | $14063.75          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 3.0000%  | 0.0000% | $495000.00         | $340599.23         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 2.0000%  | 0.0000% | $2360.00           | $1628.72           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 5.0000%  | 0.0000% | $13144832.00       | $10267472.77       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-12-01      | 4.0000%  | 0.0000% | $100000.00         | $72639.70          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-03-01      | 2.5000%  | 0.0000% | $8899367.00        | $6507739.27        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $100000.00         | $80808.89          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $771.44            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 6.0000%  | 0.0000% | $877531.00         | $675836.17         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 5.0000%  | 0.0000% | $36498.00          | $28764.15          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $26999.00          | $23270.97          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 5.0000%  | 0.0000% | $1482164.00        | $1297818.32        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-11-01      | 3.0000%  | 0.0000% | $82720.00          | $61700.68          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 5.0000%  | 0.0000% | $1000.00           | $831.72            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 4.0000%  | 0.0000% | $1000.00           | $788.22            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-01-01      | 6.5000%  | 0.0000% | $5109000.00        | $3283474.98        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 3.0000%  | 0.0000% | $40000.00          | $31716.39          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-12-01      | 4.5000%  | 0.0000% | $770000.00         | $641338.98         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 6.0000%  | 0.0000% | $49867.00          | $44844.54          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $813.67            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $122997.00         | $92775.36          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-12-01      | 6.0000%  | 0.0000% | $1006.00           | $1062.79           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $1024.00           | $1037.78           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1055.27           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-04-01      | 6.5000%  | 0.0000% | $11430955.00       | $63288.26          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-11-01      | 6.5000%  | 0.0000% | $2515276.00        | $21496.55          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-10-01      | 6.5000%  | 0.0000% | $1041.00           | $7.35              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-08-01      | 3.0000%  | 0.0000% | $35000.00          | $5240.89           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-08-01      | 6.5000%  | 0.0000% | $1495000.00        | $41618.51          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-07-01      | 4.5000%  | 0.0000% | $1489.00           | $108.77            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-11-01      | 6.3300%  | 0.0000% | $3266.00           | $44.33             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-07-01      | 6.2450%  | 0.0000% | $615000.00         | $19903.62          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-08-01      | 5.5000%  | 0.0000% | $1450.00           | $20.13             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-04-01      | 6.0000%  | 0.0000% | $1210614.00        | $31246.48          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-07-01      | 4.5000%  | 0.0000% | $1065.00           | $18.85             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-06-01      | 4.5000%  | 0.0000% | $1000.00           | $84.52             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-02-01      | 2.5000%  | 0.0000% | $294483.00         | $58992.22          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-10-01      | 4.0000%  | 0.0000% | $1013.00           | $42.86             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-10-01      | 3.0000%  | 0.0000% | $1000.00           | $163.03            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-10-01      | 2.5000%  | 0.0000% | $1000.00           | $192.79            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-07-01      | 4.5000%  | 0.0000% | $2552.00           | $199.84            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $1000.00           | $580.46            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-09-01      | 2.5000%  | 0.0000% | $12221.00          | $7358.10           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-10-01      | 2.0000%  | 0.0000% | $16161856.00       | $10113320.98       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-11-01      | 2.0000%  | 0.0000% | $4261151.00        | $2701105.80        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 2.0000%  | 0.0000% | $1000.00           | $637.95            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-05-01      | 4.5000%  | 0.0000% | $132746.00         | $15017.80          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-11-01      | 3.0000%  | 0.0000% | $88019.00          | $13538.07          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $136.53            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-09-01      | 2.0000%  | 0.0000% | $152115.00         | $73504.15          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-01-01      | 1.5000%  | 0.0000% | $16000.00          | $8994.71           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-03-01      | 1.5000%  | 0.0000% | $1008.00           | $579.96            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-05-01      | 2.5000%  | 0.0000% | $2249495.00        | $1243681.07        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-03-01      | 6.0000%  | 0.0000% | $36542908.00       | $26187352.73       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 4.0000%  | 0.0000% | $32001.00          | $13714.02          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 5.0000%  | 0.0000% | $60000.00          | $43713.48          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-12-01      | 3.5000%  | 0.0000% | $88690.00          | $69383.95          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $792.94            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-02-01      | 4.0000%  | 0.0000% | $268501.00         | $215741.07         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-02-01      | 4.5000%  | 0.0000% | $1040.00           | $843.16            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 4.5000%  | 0.0000% | $65000.00          | $53416.08          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $826.36            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 3.5000%  | 0.0000% | $14994.00          | $11862.20          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 4.0000%  | 0.0000% | $44000.00          | $36791.18          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 5.5000%  | 0.0000% | $1759.00           | $1395.22           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 6.0000%  | 0.0000% | $4500000.00        | $3121610.47        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 5.0000%  | 0.0000% | $1000.00           | $914.99            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $873.61            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 5.0000%  | 0.0000% | $1000.00           | $940.02            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 5.5000%  | 0.0000% | $31736.00          | $28509.05          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $822673.00         | $754274.50         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 4.0000%  | 0.0000% | $2184354.00        | $2060887.50        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $985.71            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 4.5000%  | 0.0000% | $287675.00         | $280577.69         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-12-01      | 4.0000%  | 0.0000% | $1000.00           | $954.25            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-12-01      | 5.0000%  | 0.0000% | $108416.00         | $108784.80         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-10-01      | 4.5000%  | 0.0000% | $19046.00          | $867.49            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-11-01      | 2.0000%  | 0.0000% | $100014.00         | $10037.22          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 6.5000%  | 0.0000% | $1002.00           | $638.84            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 6.0000%  | 0.0000% | $849769.00         | $752857.19         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 6.0000%  | 0.0000% | $2000.00           | $2043.52           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 6.0000%  | 0.0000% | $1277.00           | $1108.22           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 4.5000%  | 0.0000% | $1000.00           | $864.14            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $829.79            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 4.5000%  | 0.0000% | $1000.00           | $925.62            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 6.0000%  | 0.0000% | $3000.00           | $2871.18           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1024.04           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 6.0000%  | 0.0000% | $244626.00         | $250690.64         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 5.5000%  | 0.0000% | $1000.00           | $968.38            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 5.5000%  | 0.0000% | $1014160.00        | $980708.98         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 6.5000%  | 0.0000% | $2075228.00        | $1973593.12        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 5.5000%  | 0.0000% | $1000.00           | $1011.96           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 6.5000%  | 0.0000% | $1000.00           | $909.92            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.0000%  | 0.0000% | $15962.00          | $12977.14          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 5.5000%  | 0.0000% | $1571975.00        | $1592828.45        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 6.0000%  | 0.0000% | $1000.00           | $966.29            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.0000%  | 0.0000% | $92343.00          | $92080.62          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1020.40           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.5000%  | 0.0000% | $4377777.00        | $4437559.83        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $883.25            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $998.40            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 6.0000%  | 0.0000% | $4880706.00        | $5005711.00        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1027.89           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.5000%  | 0.0000% | $1332.00           | $1355.70           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $964.66            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $62756.00          | $63833.24          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $1400400.00        | $1424652.45        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.5000%  | 0.0000% | $2000.00           | $2025.60           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.0000%  | 0.0000% | $13839899.00       | $13234895.33       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.5000%  | 0.0000% | $1282848.00        | $1271483.76        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.0000%  | 0.0000% | $3749011.00        | $3474206.83        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $17713.00          | $17898.10          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.0000%  | 0.0000% | $13186728.00       | $12698477.29       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 5.5000%  | 0.0000% | $1005169.00        | $998773.60         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.5000%  | 0.0000% | $7999.00           | $8370.58           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.5000%  | 0.0000% | $9000.00           | $9419.75           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $707.19            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1006.42           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1034.47           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.0000%  | 0.0000% | $11312.00          | $11644.74          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1051.84           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $832.97            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $836.87            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1035.58           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 6.5000%  | 0.0000% | $1656.00           | $1720.95           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.0000%  | 0.0000% | $1007.00           | $970.23            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 5.5000%  | 0.0000% | $5109888.00        | $5210094.15        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 5.5000%  | 0.0000% | $1003.00           | $1023.96           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.5000%  | 0.0000% | $2382875.00        | $2493267.32        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 5.5000%  | 0.0000% | $9279.00           | $9485.29           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.0000%  | 0.0000% | $11362.00          | $11805.99          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.0000%  | 0.0000% | $3244148.00        | $3064524.78        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 7.0000%  | 0.0000% | $2080700.00        | $2200532.45        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.0000%  | 0.0000% | $7063.00           | $7273.22           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.5000%  | 0.0000% | $10775552.00       | $11035559.10       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 7.0000%  | 0.0000% | $1000.00           | $1027.39           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.0000%  | 0.0000% | $4000.00           | $4122.43           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 7.0000%  | 0.0000% | $1000.00           | $1058.89           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.0000%  | 0.0000% | $81463.00          | $80074.28          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $938.85            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 5.5000%  | 0.0000% | $27977.00          | $28602.62          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.5000%  | 0.0000% | $270233.00         | $284633.56         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.5000%  | 0.0000% | $1001.00           | $956.54            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1044.04           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 5.5000%  | 0.0000% | $17998.00          | $18387.01          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.0000%  | 0.0000% | $2001.00           | $2087.08           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 5.0000%  | 0.0000% | $7564502.00        | $7604215.95        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 6.5000%  | 0.0000% | $8446184.00        | $8845810.51        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1047.00           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $1009.54           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $1002.57           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 5.5000%  | 0.0000% | $1008.00           | $1034.55           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 4.5000%  | 0.0000% | $2000.00           | $1960.18           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.0000%  | 0.0000% | $2000.00           | $2021.39           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $998.96            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.0000%  | 0.0000% | $1013.00           | $1016.55           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 4.0000%  | 0.0000% | $238368.00         | $227118.11         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1003.69           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 4.5000%  | 0.0000% | $7490.00           | $7348.19           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.0000%  | 0.0000% | $2334836.00        | $2359534.40        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-12-01      | 5.0000%  | 0.0000% | $184711.00         | $186007.09         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-10-01      | 3.0000%  | 0.0000% | $74178.00          | $62040.96          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $768.40            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 6.0000%  | 0.0000% | $5763580.00        | $5201642.17        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 3.0000%  | 0.0000% | $1000.00           | $854.62            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-10-01      | 5.5000%  | 0.0000% | $7078.00           | $7011.52           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $3058229.00        | $2930990.63        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 5.0000%  | 0.0000% | $6301.00           | $6199.69           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-03-01      | 6.5000%  | 0.0000% | $2009.00           | $1620.60           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $866.43            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 6.5000%  | 0.0000% | $6711.00           | $7025.88           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 5.5000%  | 0.0000% | $2103450.00        | $2118514.32        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-01-01      | 6.0000%  | 0.0000% | $45747.00          | $47700.35          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.1730%  | 0.0000% | $1000.00           | $1017.45           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-10-01      | 6.0000%  | 0.0000% | $526052.00         | $389962.72         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-10-01      | 6.0000%  | 0.0000% | $1000.00           | $859.42            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 4.5000%  | 0.0000% | $1000.00           | $913.55            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 4.5000%  | 0.0000% | $185705.00         | $173820.03         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 6.0000%  | 0.0000% | $12623234.00       | $12468402.80       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 6.0000%  | 0.0000% | $1268355.00        | $1070705.87        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-02      | 6.0000%  | 0.0000% | $1416.00           | $1230.21           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 6.0000%  | 0.0000% | $20242.00          | $20468.38          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 6.5000%  | 0.0000% | $548019.00         | $495574.31         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 5.0000%  | 0.0000% | $934514.00         | $909460.99         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 6.5000%  | 0.0000% | $1008.00           | $1062.42           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 4.5000%  | 0.0000% | $2001.00           | $1954.11           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 7.0000%  | 0.0000% | $3603.00           | $3487.57           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 6.0000%  | 0.0000% | $1024.00           | $1050.10           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-12-01      | 6.0000%  | 0.0000% | $420468.00         | $439218.45         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-12-01      | 6.0000%  | 0.0000% | $1986.00           | $2070.80           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 4.0000%  | 0.0000% | $457682.00         | $425632.27         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.5000%  | 0.0000% | $4811948.00        | $4828050.41        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-01-01      | 6.5000%  | 0.0000% | $105153.00         | $111188.22         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-03-20      | 4.5000%  | 0.0000% | $1000.00           | $73.12             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-06-15      | 4.7500%  | 0.0000% | $1020.00           | $32.99             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $1000.00           | $1032.86           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-07-15      | 3.5000%  | 0.0000% | $85142.00          | $12353.47          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-07-15      | 3.5000%  | 0.0000% | $1002.00           | $56.13             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-10-15      | 3.5000%  | 0.0000% | $1060982.00        | $54737.31          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-12-15      | 2.5000%  | 0.0000% | $1464363.00        | $192831.47         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-03-20      | 6.3750%  | 0.0000% | $16338.00          | $130.77            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-06-20      | 6.2500%  | 0.0000% | $1396.00           | $10.45             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-03-20      | 5.0000%  | 0.0000% | $1000.00           | $58.09             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2044-11-20      | 6.0000%  | 0.0000% | $1066.00           | $89.18             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-04-20      | 3.0000%  | 0.0000% | $1005.00           | $102.11            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-10-20      | 4.0000%  | 0.0000% | $1028.00           | $77.04             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-11-20      | 3.0000%  | 0.0000% | $1000.00           | $115.77            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-12-20      | 3.5000%  | 0.0000% | $246901.00         | $25055.20          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-11-20      | 6.2500%  | 0.0000% | $1732.00           | $351.18            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-02-20      | 4.0000%  | 0.0000% | $1002.00           | $84.16             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-04-20      | 4.0000%  | 0.0000% | $108850.00         | $9660.99           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-06-20      | 3.0000%  | 0.0000% | $1000.00           | $114.15            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-10-20      | 3.0000%  | 0.0000% | $550357.00         | $72860.13          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-01-20      | 3.0000%  | 0.0000% | $1002.00           | $95.59             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-02-20      | 4.5000%  | 0.0000% | $1299584.00        | $123087.49         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-11-20      | 6.0000%  | 0.0000% | $1000.00           | $157.19            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-04-20      | 3.0000%  | 0.0000% | $1003.00           | $91.60             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-03-20      | 3.5000%  | 0.0000% | $17849.00          | $2074.35           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-06-20      | 5.5000%  | 0.0000% | $1007.00           | $87.76             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-08-20      | 3.5000%  | 0.0000% | $1013.00           | $115.03            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-08-20      | 3.5000%  | 0.0000% | $5207.00           | $643.20            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-10-20      | 5.7500%  | 0.0000% | $2745.00           | $151.08            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-11-20      | 6.5000%  | 0.0000% | $45000.00          | $5140.51           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-03-20      | 4.0000%  | 0.0000% | $1000.00           | $89.91             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-09-20      | 4.5000%  | 0.0000% | $1202.00           | $91.59             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-11-20      | 4.0000%  | 0.0000% | $166929.00         | $15213.05          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2037-09-20      | 6.0000%  | 0.0000% | $35214.00          | $5689.85           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-03-20      | 6.5000%  | 0.0000% | $349000.00         | $41162.62          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-07-20      | 6.0000%  | 0.0000% | $1000.00           | $118.66            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-02-20      | 3.0000%  | 0.0000% | $34000.00          | $12512.87          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-07-20      | 5.0000%  | 0.0000% | $160000.00         | $58066.72          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-12-20      | 3.5000%  | 0.0000% | $1000.00           | $126.44            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-01-20      | 3.0000%  | 0.0000% | $520507.00         | $91912.93          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-02-20      | 3.0000%  | 0.0000% | $1024.00           | $161.08            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-05-20      | 3.0000%  | 0.0000% | $360806.00         | $87047.00          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-06-20      | 3.0000%  | 0.0000% | $2047.00           | $511.76            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-08-20      | 3.0000%  | 0.0000% | $1000.00           | $328.70            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-12-20      | 2.0000%  | 0.0000% | $1119.00           | $539.59            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-04-20      | 4.5000%  | 0.0000% | $1025.00           | $208.36            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-04-20      | 4.5000%  | 0.0000% | $28734.00          | $26029.88          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-09-20      | 3.0000%  | 0.0000% | $1032.00           | $582.51            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-12-20      | 3.0000%  | 0.0000% | $1009.00           | $622.07            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-05-20      | 5.5000%  | 0.0000% | $77445.00          | $57657.33          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-06-20      | 5.5000%  | 0.0000% | $1040.00           | $780.31            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-06-20      | 6.0000%  | 0.0000% | $4548.00           | $2689.94           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-09-20      | 4.0000%  | 0.0000% | $1008.00           | $752.72            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-10-20      | 4.5000%  | 0.0000% | $8718.00           | $6670.35           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-10-20      | 5.0000%  | 0.0000% | $1000.00           | $742.59            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-11-20      | 4.0000%  | 0.0000% | $1720.00           | $1304.19           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-10-20      | 5.5000%  | 0.0000% | $1000.00           | $698.84            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-11-20      | 3.5000%  | 0.0000% | $7000.00           | $5170.54           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-01-20      | 6.0000%  | 0.0000% | $4500.00           | $2396.79           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-03-20      | 5.5000%  | 0.0000% | $6981339.00        | $4834892.72        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-03-20      | 6.0000%  | 0.0000% | $1024.00           | $537.21            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-04-20      | 5.0000%  | 0.0000% | $1029800.00        | $810947.86         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-07-20      | 6.0000%  | 0.0000% | $2784.00           | $1657.49           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-06-20      | 5.5000%  | 0.0000% | $1000.00           | $755.21            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-08-20      | 6.0000%  | 0.0000% | $1008.00           | $605.18            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-11-20      | 6.0000%  | 0.0000% | $1000.00           | $576.49            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $371774.00         | $292000.51         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-04-20      | 5.5000%  | 0.0000% | $86687.00          | $70672.61          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $1107.00           | $698.11            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-04-20      | 6.5000%  | 0.0000% | $2000.00           | $953.20            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-05-20      | 6.0000%  | 0.0000% | $2056.00           | $1483.50           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-06-20      | 6.5000%  | 0.0000% | $1268.00           | $636.17            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-02-20      | 4.0000%  | 0.0000% | $2096.00           | $644.94            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $1000.00           | $301.70            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-05-20      | 5.0000%  | 0.0000% | $1000.00           | $893.93            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-03-20      | 2.5000%  | 0.0000% | $2038.00           | $1240.46           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-07-20      | 5.0000%  | 0.0000% | $582487.00         | $208547.84         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-02-20      | 5.5000%  | 0.0000% | $2000.00           | $765.87            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-02-20      | 5.0000%  | 0.0000% | $412263.00         | $20773.47          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-12-20      | 5.5000%  | 0.0000% | $937159.00         | $484647.29         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-12-20      | 6.5000%  | 0.0000% | $100708.00         | $32479.87          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-12-20      | 4.0000%  | 0.0000% | $68038.00          | $41553.05          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-11-20      | 6.5000%  | 0.0000% | $1000.00           | $775.81            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-02-20      | 7.5000%  | 0.0000% | $2000.00           | $2133.78           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-01-20      | 8.0000%  | 0.0000% | $1000.00           | $973.79            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-09-20      | 7.5000%  | 0.0000% | $1000.00           | $1008.43           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-07-15      | 6.5000%  | 0.0000% | $1000.00           | $1009.40           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-06-15      | 7.0000%  | 0.0000% | $294555.00         | $303319.58         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-07-20      | 6.0000%  | 0.0000% | $2000.00           | $1995.84           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-09-15      | 6.5000%  | 0.0000% | $5141354.00        | $5224973.44        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-09-15      | 7.0000%  | 0.0000% | $2327840.00        | $2303284.19        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-05-15      | 7.0000%  | 0.0000% | $2008.00           | $1858.38           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-10-20      | 7.5000%  | 0.0000% | $2000.00           | $2117.44           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-10-20      | 7.5000%  | 0.0000% | $1020.00           | $106.55            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-03-20      | 5.0000%  | 0.0000% | $1008.00           | $963.70            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-02-20      | 7.5000%  | 0.0000% | $2000.00           | $2149.02           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $1001.00           | $920.79            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-03-20      | 5.5000%  | 0.0000% | $1000.00           | $1003.57           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-01-20      | 7.5000%  | 0.0000% | $1000.00           | $667.73            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-03-20      | 5.5000%  | 0.0000% | $1000.00           | $860.06            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-03-20      | 5.0000%  | 0.0000% | $1001.00           | $981.06            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-03-20      | 5.0000%  | 0.0000% | $1000.00           | $979.13            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-03-20      | 5.0000%  | 0.0000% | $1000.00           | $982.32            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-03-20      | 5.0000%  | 0.0000% | $1000.00           | $981.93            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-04-20      | 7.5000%  | 0.0000% | $1003.00           | $884.77            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-04-20      | 7.5000%  | 0.0000% | $1000.00           | $779.87            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-04-20      | 7.0000%  | 0.0000% | $295890.00         | $308455.99         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2060-10-15      | 5.9600%  | 0.0000% | $4485005.00        | $4783275.31        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-01-20      | 6.5000%  | 0.0000% | $45969.00          | $48477.64          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $1108.00           | $1172.51           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-03-20      | 6.5000%  | 0.0000% | $3000.00           | $2632.03           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 6.0000%  | 0.0000% | $1008.00           | $965.52            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 6.0000%  | 0.0000% | $27805.00          | $28479.50          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $3000.00           | $3058.10           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 6.0000%  | 0.0000% | $1000.00           | $1028.14           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $1001.00           | $1043.59           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-01-20      | 6.0000%  | 0.0000% | $1000.00           | $1046.02           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $1000.00           | $1020.40           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $1000.00           | $1043.08           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1000.00           | $1050.70           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 7.0000%  | 0.0000% | $1000.00           | $1059.43           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $1000.00           | $1058.92           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-04-20      | 6.5000%  | 0.0000% | $14701.00          | $12317.15          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $1002.00           | $824.80            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-04-20      | 7.0000%  | 0.0000% | $39934.00          | $36586.90          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $9467.00           | $9651.63           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-04-20      | 7.0000%  | 0.0000% | $50450.00          | $39370.90          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $3963.00           | $4043.33           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $2000.00           | $2040.90           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1000.00           | $1053.09           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-08-20      | 7.0000%  | 0.0000% | $2024.00           | $2067.83           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $1711.00           | $1774.07           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $50774.00          | $53142.34          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-10-20      | 5.0000%  | 0.0000% | $536113.00         | $531130.73         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $1024.00           | $1048.39           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $1000.00           | $1004.12           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $6004.00           | $6296.87           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 7.0000%  | 0.0000% | $1000.00           | $1062.71           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 7.0000%  | 0.0000% | $1000.00           | $1063.63           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 7.0000%  | 0.0000% | $3000.00           | $3193.44           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 7.0000%  | 0.0000% | $1000.00           | $1064.43           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 7.0000%  | 0.0000% | $101858.00         | $108422.89         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $1000.00           | $1021.17           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $9117.00           | $9415.16           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $1000.00           | $1033.02           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $5108.00           | $5291.64           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $2000.00           | $2088.14           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $1000.00           | $1023.31           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $2008.00           | $2054.89           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1000.00           | $1048.93           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $341846.00         | $359819.90         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-10-20      | 6.5000%  | 0.0000% | $47430.00          | $49832.01          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1000.00           | $1053.71           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $1001.00           | $1045.10           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $1000.00           | $1044.03           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $3000.00           | $3132.21           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $4000.00           | $4172.03           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $1000.00           | $1043.67           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $9167.00           | $9568.66           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $36778.00          | $38381.92          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $31523.00          | $32912.33          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $2011.00           | $2099.68           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $2000.00           | $2087.68           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $1000.00           | $1044.08           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $2000.00           | $2102.73           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $2000.00           | $2092.13           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1000.00           | $1049.91           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1000.00           | $1045.31           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $53148.00          | $54162.64          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $2000.00           | $2041.81           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $15365.00          | $15760.53          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $66026.00          | $67713.52          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $1000.00           | $1027.52           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $107545.00         | $110305.55         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-10-20      | 6.5000%  | 0.0000% | $6000.00           | $6295.30           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $12646.00          | $13270.56          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $70166.00          | $73255.67          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $46626.00          | $48894.46          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $98033.00          | $102924.67         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $2000.00           | $2097.59           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $45352.00          | $47675.07          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-12-20      | 4.0000%  | 0.0000% | $3943.00           | $3744.72           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-12-20      | 4.5000%  | 0.0000% | $1024.00           | $1003.63           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-11-20      | 5.0000%  | 0.0000% | $1024.00           | $965.07            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-11-20      | 5.5000%  | 0.0000% | $1187915.00        | $1062362.79        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-12-20      | 5.0000%  | 0.0000% | $15700.00          | $14863.72          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $650818.00         | $560827.21         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $29659.00          | $25597.09          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $2000.00           | $1943.90           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $1000.00           | $993.20            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $1068.00           | $1074.18           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $102489.00         | $102800.40         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 4.5000%  | 0.0000% | $4249.00           | $4149.29           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 4.5000%  | 0.0000% | $11642.00          | $11691.85          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 4.0000%  | 0.0000% | $62497.00          | $59252.42          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 4.5000%  | 0.0000% | $1000.00           | $978.43            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 5.0000%  | 0.0000% | $1000.00           | $1002.04           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-04-20      | 7.0000%  | 0.0000% | $1375360.00        | $1153381.81        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $1000.00           | $1060.81           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $1184675.00        | $1137832.27        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-02-20      | 7.0000%  | 0.0000% | $32260.00          | $33478.56          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2063-05-20      | 6.5000%  | 0.0000% | $38310.00          | $39789.63          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $31383.00          | $32261.61          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $566208.00         | $584873.24         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-08-20      | 4.5000%  | 0.0000% | $179945.00         | $6457.66           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-10-20      | 4.5000%  | 0.0000% | $766396.00         | $7934.62           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-05-20      | 4.5000%  | 0.0000% | $1000.00           | $34.45             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-08-20      | 4.5000%  | 0.0000% | $1000.00           | $7.30              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-09-20      | 4.5000%  | 0.0000% | $445218.00         | $2943.69           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-11-15      | 5.0000%  | 0.0000% | $26149.00          | $1293.53           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-09-15      | 5.0000%  | 0.0000% | $103948.00         | $3990.45           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-07-15      | 5.0000%  | 0.0000% | $8693.00           | $317.11            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2034-03-15      | 6.5000%  | 0.0000% | $1221.00           | $7.35              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-11-15      | 6.5000%  | 0.0000% | $1001.00           | $3.15              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-08-20      | 5.3750%  | 0.0000% | $5523824.00        | $21785.94          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-11-20      | 5.8750%  | 0.0000% | $1392.00           | $50.02             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-09-20      | 5.3750%  | 0.0000% | $2633.00           | $22.72             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-10-20      | 5.8750%  | 0.0000% | $6920.00           | $109.16            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-12-20      | 6.5000%  | 0.0000% | $1582.00           | $41.09             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-02-20      | 4.0000%  | 0.0000% | $812223.00         | $40566.40          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-06-20      | 4.0000%  | 0.0000% | $2115664.00        | $113423.41         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-10-15      | 4.0000%  | 0.0000% | $793162.00         | $34672.26          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-08-15      | 5.0000%  | 0.0000% | $195182.00         | $13681.43          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-05-20      | 4.0000%  | 0.0000% | $4139304.00        | $233581.02         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-03-20      | 7.0000%  | 0.0000% | $1000.00           | $126.91            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2029-11-20      | 6.5000%  | 0.0000% | $1010.00           | $95.23             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-10-15      | 4.5000%  | 0.0000% | $767406.00         | $209893.11         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-12-20      | 5.2290%  | 0.0000% | $1010.00           | $247.77            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-03-20      | 2.0000%  | 0.0000% | $2008.00           | $1178.17           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-08-20      | 5.4010%  | 0.0000% | $18359.00          | $12627.19          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-12-20      | 5.0000%  | 0.0000% | $2000.00           | $1974.48           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-05-20      | 3.0000%  | 0.0000% | $1000.00           | $890.18            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-01-15      | 4.0000%  | 0.0000% | $8147.00           | $421.69            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-01-20      | 6.4500%  | 0.0000% | $1000.00           | $78.23             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-12-15      | 6.5000%  | 0.0000% | $1000.00           | $25.35             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 5.4676%  | 0.0000% | $78760611.00       | $77919766.50       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 5.5000%  | 0.0000% | $46575732.00       | $46245706.65       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 4.9877%  | 0.0000% | $8834771.00        | $8722444.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 5.3177%  | 0.0000% | $11200928.00       | $9959190.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 4.9977%  | 0.0000% | $26444233.00       | $26447924.78       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 4.9177%  | 0.0000% | $9740194.00        | $6246891.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 5.0677%  | 0.0000% | $83488.00          | $83589.09          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-11-20      | 4.2984%  | 0.0000% | $24459601.00       | $3951321.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 3.0000%  | 0.0000% | $23257.00          | $12490.49          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 4.7271%  | 0.0000% | $3516488.00        | $1996507.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 2.0000%  | 0.0000% | $2984093.00        | $1367339.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 2.5000%  | 0.0000% | $166385946.00      | $96461415.20       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $16940700.00       | $10452976.42       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $6325101.00        | $3942666.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 4.9477%  | 0.0000% | $8591726.00        | $5182744.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-12-20      | 4.8177%  | 0.0000% | $633401.00         | $408403.19         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-05-20      | 4.5000%  | 0.0000% | $1237818.00        | $855226.11         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-10-20      | 5.2176%  | 0.0000% | $1844974.00        | $1365342.49        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 4.8677%  | 0.0000% | $11447780.00       | $8684945.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 4.7176%  | 0.0000% | $12332604.00       | $4608518.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 4.7976%  | 0.0000% | $2249221.00        | $1510148.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 4.9177%  | 0.0000% | $49787676.00       | $27292690.65       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 4.8177%  | 0.0000% | $1208.00           | $641.60            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 4.8177%  | 0.0000% | $32781857.00       | $13484058.29       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 4.8677%  | 0.0000% | $7495014.00        | $5705639.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 4.9177%  | 0.0000% | $24162207.00       | $17538798.15       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 5.5000%  | 0.0000% | $8701742.00        | $4321111.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 4.8677%  | 0.0000% | $7718200.00        | $6791991.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 5.0677%  | 0.0000% | $67611340.00       | $48358397.47       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 4.9177%  | 0.0000% | $12471424.00       | $5216804.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 5.3177%  | 0.0000% | $1611558.00        | $512888.31         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 5.2176%  | 0.0000% | $47348195.00       | $15388190.29       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 5.1677%  | 0.0000% | $328193.00         | $149066.45         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $28750400.00       | $29221398.63       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 5.7500%  | 0.0000% | $5593550.00        | $5750693.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 5.5000%  | 0.0000% | $9039904.00        | $9293042.40        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 5.1177%  | 0.0000% | $31128396.00       | $15164095.35       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 5.2176%  | 0.0000% | $463822.00         | $248796.17         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 5.1677%  | 0.0000% | $6201998.00        | $3323537.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 5.0176%  | 0.0000% | $16102.00          | $12454.75          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 4.9776%  | 0.0000% | $49023989.00       | $36404559.54       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 5.0176%  | 0.0000% | $11190644.00       | $7967890.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 5.0176%  | 0.0000% | $6160204.00        | $3952314.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 5.0176%  | 0.0000% | $2285985.00        | $1570939.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 4.8677%  | 0.0000% | $2026579.00        | $1736594.48        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 5.0277%  | 0.0000% | $5276708.00        | $3383069.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 4.9177%  | 0.0000% | $657315.00         | $563606.65         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 5.2176%  | 0.0000% | $153231.00         | $105276.84         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 5.2377%  | 0.0000% | $891185.00         | $854678.16         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 5.2676%  | 0.0000% | $18998702.00       | $14592299.07       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 5.2176%  | 0.0000% | $2498790.00        | $2273537.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 4.7176%  | 0.0000% | $1000.00           | $909.48            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 5.6677%  | 0.0000% | $63207882.00       | $61784080.95       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 4.7500%  | 0.0000% | $4993980.00        | $4988119.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 4.9676%  | 0.0000% | $7955115.00        | $7898051.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 5.0176%  | 0.0000% | $1002.00           | $1003.21           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 4.9925%  | 0.0000% | $150548459.00      | $149313735.10      | Agency Collateralized Mortgage Obligation |

### Security 102: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc. 3.810000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8TAAT1, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BIV8TAAT1
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 1.3400%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2032-12-31      | 3.8750%  | 0.0000% | $1021276600.00     | $1020000004.25     | U.S. Treasuries (including strips) |

### Security 103: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc. 3.810000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8TAAY0, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BIV8TAAY0
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2053-02-15      | 3.6250%  | 0.0000% | $69215100.00       | $57375424.55       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-08-15      | 4.2500%  | 0.0000% | $14767800.00       | $13681000.68       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-08-15      | 4.1250%  | 0.0000% | $109690600.00      | $102923978.84      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-08-15      | 2.8750%  | 0.0000% | $82814800.00       | $82429814.70       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-01-15      | 0.8750%  | 0.0000% | $31840900.00       | $40624760.72       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-03-31      | 1.2500%  | 0.0000% | $208374000.00      | $199086633.43      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-31      | 1.2500%  | 0.0000% | $64022600.00       | $60801914.97       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-03-31      | 2.3750%  | 0.0000% | $182994400.00      | $177587418.21      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-04-30      | 3.5000%  | 0.0000% | $30470700.00       | $30489067.43       | U.S. Treasuries (including strips) |

### Security 104: BNP Paribas Securities Corp.

- **C.1 - Title:** BNP Paribas Securities Corp. 3.800000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8TAG24, C.3 - LEI: RCNB6OTYUAMMP879YW96, C.5 - Other ID: BIV8TAG24
- **C.18 - Value (incl. sponsor support):** $945000000.00
- **C.18.a - Value (excl. sponsor support):** $945000000.00
- **C.19 - Percentage of Net Assets:** 1.2700%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-07-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2026-03-31      | 0.0000%  | 0.0000% | $391200.00         | $387753.53         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-02-29      | 1.1250%  | 0.0000% | $147000.00         | $140418.58         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-31      | 2.6250%  | 0.0000% | $6862200.00        | $6796841.50        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-10-15      | 1.6250%  | 0.0000% | $12327200.00       | $13702025.83       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-09-15      | 3.3750%  | 0.0000% | $168409000.00      | $169833037.66      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-10-15      | 1.6250%  | 0.0000% | $5768600.00        | $6056623.84        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-01-31      | 4.1250%  | 0.0000% | $150000000.00      | $153516020.38      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-30      | 3.7500%  | 0.0000% | $357239600.00      | $360711633.38      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-31      | 3.8750%  | 0.0000% | $108564700.00      | $109512484.74      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-10-31      | 3.5000%  | 0.0000% | $142319900.00      | $143243241.63      | U.S. Treasuries (including strips) |

### Security 105: BNP Paribas Securities Corp.

- **C.1 - Title:** BNP Paribas Securities Corp. 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8TAGB4, C.3 - LEI: RCNB6OTYUAMMP879YW96, C.5 - Other ID: BIV8TAGB4
- **C.18 - Value (incl. sponsor support):** $1195000000.00
- **C.18.a - Value (excl. sponsor support):** $1195000000.00
- **C.19 - Percentage of Net Assets:** 1.6000%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-07-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2053-09-01      | 4.7530%  | 0.0000% | $2772.00           | $2411.43           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-03-01      | 6.3310%  | 0.0000% | $51039.00          | $42181.71          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-01-01      | 6.7500%  | 0.0000% | $9631025.00        | $5133.91           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-01-01      | 6.4870%  | 0.0000% | $48066.00          | $72.08             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-11-01      | 6.3800%  | 0.0000% | $21212464.00       | $323919.91         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-07-01      | 6.4790%  | 0.0000% | $35407866.00       | $191732.08         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-04-01      | 6.9010%  | 0.0000% | $11894.00          | $119.30            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-04-01      | 6.2450%  | 0.0000% | $3138.00           | $40.35             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-06-01      | 6.1850%  | 0.0000% | $3257993.00        | $6562.06           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-03-01      | 6.3650%  | 0.0000% | $3005848.00        | $41047.75          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-01-01      | 7.0750%  | 0.0000% | $5737642.00        | $70149.14          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-12-01      | 6.1650%  | 0.0000% | $7072048.00        | $252184.11         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-02-01      | 6.4030%  | 0.0000% | $1288.00           | $40.96             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-02-01      | 6.5370%  | 0.0000% | $330394.00         | $16055.31          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-03-01      | 4.2550%  | 0.0000% | $43024.00          | $973.10            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-04-01      | 6.0000%  | 0.0000% | $89413.00          | $6994.58           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-11-01      | 6.0000%  | 0.0000% | $1000.00           | $19.16             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-04-01      | 7.0000%  | 0.0000% | $1000.00           | $3.94              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-08-01      | 6.5000%  | 0.0000% | $7516184.00        | $32911.28          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2028-11-01      | 2.5000%  | 0.0000% | $1000.00           | $52.21             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-07-01      | 4.5000%  | 0.0000% | $1000.00           | $35.55             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2042-01-01      | 3.5000%  | 0.0000% | $1000.00           | $169.01            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2042-10-01      | 3.0000%  | 0.0000% | $1000.00           | $302.87            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2042-12-01      | 3.0000%  | 0.0000% | $1000.00           | $159.18            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2043-06-01      | 4.0000%  | 0.0000% | $1000.00           | $137.69            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2043-06-01      | 3.5000%  | 0.0000% | $1000.00           | $120.89            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2044-09-01      | 3.5000%  | 0.0000% | $1000.00           | $152.12            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-11-01      | 3.0000%  | 0.0000% | $1000.00           | $184.75            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $182.41            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-08-01      | 4.5000%  | 0.0000% | $1000.00           | $247.64            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-10-01      | 4.0000%  | 0.0000% | $1000.00           | $163.75            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-02-01      | 4.5000%  | 0.0000% | $1008.00           | $201.49            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-05-01      | 3.0000%  | 0.0000% | $49000.00          | $5628.17           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-10-01      | 3.5000%  | 0.0000% | $1000.00           | $121.87            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-05-01      | 5.0000%  | 0.0000% | $27788803.00       | $5352914.97        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-12-01      | 4.5000%  | 0.0000% | $163672.00         | $7532.86           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-12-01      | 4.0000%  | 0.0000% | $1021.00           | $106.75            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-05-01      | 4.0000%  | 0.0000% | $12000.00          | $984.23            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-05-01      | 4.5000%  | 0.0000% | $13000.00          | $1410.68           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-08-01      | 6.5000%  | 0.0000% | $710144.00         | $2315.05           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2028-01-01      | 6.5000%  | 0.0000% | $889921.00         | $66.41             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-03-01      | 7.0000%  | 0.0000% | $813089.00         | $460.57            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-06-01      | 6.5000%  | 0.0000% | $4301072.00        | $3251.22           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-06-01      | 7.0000%  | 0.0000% | $115000.00         | $95.43             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-04-01      | 7.0000%  | 0.0000% | $125000.00         | $35.74             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-09-01      | 7.0000%  | 0.0000% | $443000.00         | $221.32            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-09-01      | 7.0000%  | 0.0000% | $112057.00         | $56.40             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-08-01      | 6.5000%  | 0.0000% | $2052728.00        | $2122.20           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-07-01      | 7.0000%  | 0.0000% | $528312.00         | $418.41            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-11-01      | 6.5000%  | 0.0000% | $80038.00          | $636.75            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-12-01      | 5.0000%  | 0.0000% | $2503.00           | $41.15             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-11-01      | 7.0000%  | 0.0000% | $125000.00         | $1576.55           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-12-01      | 6.5000%  | 0.0000% | $22000.00          | $175.72            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2028-12-01      | 7.0000%  | 0.0000% | $260000.00         | $1098.17           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-10-01      | 6.5000%  | 0.0000% | $134290.00         | $1366.56           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-11-01      | 6.5000%  | 0.0000% | $233921.00         | $1485.60           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-09-01      | 6.5000%  | 0.0000% | $700000.00         | $11809.65          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-10-01      | 6.5000%  | 0.0000% | $550000.00         | $3170.97           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-05-01      | 6.5000%  | 0.0000% | $32000.00          | $192.72            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-05-01      | 6.0000%  | 0.0000% | $50000.00          | $215.65            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-06-01      | 6.5000%  | 0.0000% | $100717.00         | $590.26            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-04-01      | 6.5000%  | 0.0000% | $2493988.00        | $17942.39          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-12-01      | 5.0000%  | 0.0000% | $53000.00          | $692.58            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-12-01      | 5.0000%  | 0.0000% | $1000.00           | $35.92             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-11-01      | 5.5000%  | 0.0000% | $307000.00         | $1868.10           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-01-01      | 6.5000%  | 0.0000% | $7500.00           | $62.09             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-04-01      | 5.5000%  | 0.0000% | $550000.00         | $3726.77           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-06-01      | 6.0000%  | 0.0000% | $1113993.00        | $22453.78          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-12-01      | 6.5000%  | 0.0000% | $264352.00         | $2637.32           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-03-01      | 5.0000%  | 0.0000% | $132000.00         | $1338.27           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-11-01      | 5.0000%  | 0.0000% | $27000.00          | $223.86            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2042-04-01      | 3.5000%  | 0.0000% | $26497.00          | $4080.02           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2042-06-01      | 4.0000%  | 0.0000% | $1029.00           | $113.11            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2039-02-01      | 5.0000%  | 0.0000% | $84000.00          | $710.10            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2039-10-01      | 5.5000%  | 0.0000% | $42000.00          | $1645.44           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-09-01      | 6.5000%  | 0.0000% | $278000.00         | $3759.74           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2039-03-01      | 7.0000%  | 0.0000% | $100370.00         | $3909.89           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-08-01      | 5.5000%  | 0.0000% | $4000.00           | $178.91            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2039-09-01      | 6.5000%  | 0.0000% | $1021.00           | $58.32             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2039-04-01      | 6.5000%  | 0.0000% | $28000.00          | $1802.84           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-08-01      | 5.5000%  | 0.0000% | $22000.00          | $1372.59           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2044-08-01      | 4.0000%  | 0.0000% | $2224.00           | $280.92            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-06-01      | 5.5000%  | 0.0000% | $227595.00         | $17503.19          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2044-05-01      | 3.5000%  | 0.0000% | $11000.00          | $2038.71           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-01-01      | 4.0000%  | 0.0000% | $4070000.00        | $620074.83         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-03-01      | 3.5000%  | 0.0000% | $511000.00         | $64824.72          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-07-01      | 6.5000%  | 0.0000% | $28000.00          | $198.78            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-10-01      | 6.0000%  | 0.0000% | $165000.00         | $2146.03           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-12-01      | 6.5000%  | 0.0000% | $100000.00         | $1584.25           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-08-01      | 6.5000%  | 0.0000% | $14000.00          | $111.64            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-05-01      | 5.5000%  | 0.0000% | $1000.00           | $8.64              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2044-08-01      | 4.5000%  | 0.0000% | $19000.00          | $1103.29           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2044-09-01      | 4.5000%  | 0.0000% | $6000.00           | $580.26            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-03-01      | 3.0000%  | 0.0000% | $1000.00           | $116.40            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-05-01      | 3.0000%  | 0.0000% | $4581.00           | $619.04            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-03-01      | 4.5000%  | 0.0000% | $5000.00           | $442.00            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-10-01      | 4.5000%  | 0.0000% | $3000.00           | $410.98            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-11-01      | 2.5000%  | 0.0000% | $2002.00           | $498.84            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-12-01      | 2.5000%  | 0.0000% | $1000.00           | $250.42            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-06-01      | 3.0000%  | 0.0000% | $70000.00          | $10210.81          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-06-01      | 4.5000%  | 0.0000% | $2000.00           | $154.37            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-10-01      | 3.0000%  | 0.0000% | $15006.00          | $2346.15           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-05-01      | 4.0000%  | 0.0000% | $12000.00          | $1234.04           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-06-01      | 4.0000%  | 0.0000% | $10024.00          | $1012.71           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-12-01      | 3.0000%  | 0.0000% | $5113057.00        | $905794.36         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-01-01      | 2.5000%  | 0.0000% | $105000.00         | $29288.56          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-04-01      | 4.5000%  | 0.0000% | $9000.00           | $778.91            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-02-01      | 3.0000%  | 0.0000% | $20000.00          | $2761.80           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-07-01      | 4.5000%  | 0.0000% | $1000.00           | $114.65            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-12-01      | 3.0000%  | 0.0000% | $20045.00          | $2948.15           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-02-01      | 4.5000%  | 0.0000% | $1000.00           | $112.59            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-04-01      | 4.5000%  | 0.0000% | $1000.00           | $97.31             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-06-01      | 4.5000%  | 0.0000% | $1146.00           | $95.73             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-05-01      | 5.0000%  | 0.0000% | $26000.00          | $2143.22           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-09-01      | 4.5000%  | 0.0000% | $7000.00           | $581.64            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-07-01      | 4.0000%  | 0.0000% | $2994.00           | $490.15            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-02-01      | 3.0000%  | 0.0000% | $25000.00          | $1487.59           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-04-01      | 2.5000%  | 0.0000% | $3890.00           | $312.76            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-12-01      | 3.0000%  | 0.0000% | $1000.00           | $91.53             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-09-01      | 3.5000%  | 0.0000% | $7001.00           | $850.70            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-06-01      | 3.5000%  | 0.0000% | $1000.00           | $87.45             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-07-01      | 3.5000%  | 0.0000% | $130000.00         | $10633.45          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-09-01      | 3.5000%  | 0.0000% | $23000.00          | $1841.12           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-09-01      | 3.5000%  | 0.0000% | $17000.00          | $2780.38           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-08-01      | 3.5000%  | 0.0000% | $14960.00          | $2296.51           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-06-01      | 5.5000%  | 0.0000% | $20000.00          | $2265.04           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2044-02-01      | 4.0000%  | 0.0000% | $3000.00           | $460.75            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2044-12-01      | 4.5000%  | 0.0000% | $11000.00          | $849.29            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-03-01      | 3.5000%  | 0.0000% | $14000.00          | $2667.99           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-10-01      | 4.0000%  | 0.0000% | $1085.00           | $125.22            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-05-01      | 3.0000%  | 0.0000% | $1000.00           | $276.33            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-12-01      | 3.0000%  | 0.0000% | $20000.00          | $4638.35           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-04-01      | 4.5000%  | 0.0000% | $8000.00           | $2037.04           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-01-01      | 3.5000%  | 0.0000% | $1071.00           | $187.52            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-05-01      | 5.5000%  | 0.0000% | $23003.00          | $4153.94           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-06-01      | 5.5000%  | 0.0000% | $5000.00           | $1301.85           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-03-01      | 3.5000%  | 0.0000% | $1000.00           | $263.58            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-08-01      | 4.5000%  | 0.0000% | $2000.00           | $422.80            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-09-01      | 4.5000%  | 0.0000% | $3000.00           | $707.57            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-10-01      | 3.0000%  | 0.0000% | $1001.00           | $247.81            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-01-01      | 3.5000%  | 0.0000% | $322000.00         | $92432.31          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-10-01      | 4.0000%  | 0.0000% | $1000.00           | $70.77             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-10-01      | 4.5000%  | 0.0000% | $8000.00           | $721.99            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-10-01      | 3.5000%  | 0.0000% | $1002.00           | $76.30             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-01-01      | 4.5000%  | 0.0000% | $1000.00           | $204.96            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-02-01      | 5.5000%  | 0.0000% | $1000.00           | $103.06            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-03-01      | 3.5000%  | 0.0000% | $5000.00           | $410.29            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-10-01      | 6.5000%  | 0.0000% | $150000.00         | $2685.89           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-11-01      | 3.5000%  | 0.0000% | $6000.00           | $522.67            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-11-01      | 5.0000%  | 0.0000% | $12000.00          | $984.76            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-09-01      | 3.0000%  | 0.0000% | $1000.00           | $265.60            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-09-01      | 3.0000%  | 0.0000% | $98000.00          | $27137.73          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-03-01      | 4.0000%  | 0.0000% | $1010.00           | $248.42            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-12-01      | 4.5000%  | 0.0000% | $507000.00         | $35436.38          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-01-01      | 4.0000%  | 0.0000% | $1000.00           | $64.32             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-01-01      | 4.5000%  | 0.0000% | $15142532.00       | $911062.52         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-11-01      | 4.5000%  | 0.0000% | $5000.00           | $635.69            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-04-01      | 4.0000%  | 0.0000% | $67939.00          | $4963.39           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-04-01      | 3.5000%  | 0.0000% | $3000.00           | $239.19            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-05-01      | 4.5000%  | 0.0000% | $8000.00           | $760.74            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-06-01      | 4.0000%  | 0.0000% | $5000.00           | $481.03            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-06-01      | 3.0000%  | 0.0000% | $12000.00          | $1233.79           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-12-15      | 4.5000%  | 0.0000% | $4008.00           | $3539.81           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-05-01      | 3.5000%  | 0.0000% | $9010.00           | $1145.88           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-04-01      | 3.5000%  | 0.0000% | $2000.00           | $415.64            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-06-01      | 3.5000%  | 0.0000% | $12004.00          | $2426.94           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-04-01      | 3.5000%  | 0.0000% | $7000.00           | $2061.29           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-03-01      | 3.5000%  | 0.0000% | $104000.00         | $21610.05          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-12-01      | 2.5000%  | 0.0000% | $11000.00          | $3521.00           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-08-01      | 3.5000%  | 0.0000% | $20000.00          | $11974.11          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-08-01      | 4.0000%  | 0.0000% | $5000.00           | $2877.21           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-02-01      | 5.0000%  | 0.0000% | $1014.00           | $782.69            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-12-01      | 2.0000%  | 0.0000% | $200000.00         | $137970.38         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $631.63            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-12-01      | 2.5000%  | 0.0000% | $25868.00          | $16712.42          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-11-01      | 3.0000%  | 0.0000% | $1001.00           | $578.01            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-01-01      | 3.0000%  | 0.0000% | $11396.00          | $6185.27           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $617.99            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-01-01      | 2.0000%  | 0.0000% | $2016.00           | $1265.56           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-10-01      | 3.0000%  | 0.0000% | $1000.00           | $173.41            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-10-01      | 2.5000%  | 0.0000% | $1988778.00        | $946131.70         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-09-01      | 4.0000%  | 0.0000% | $3001.00           | $1292.40           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-02-01      | 3.0000%  | 0.0000% | $19854.00          | $8959.14           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-02-01      | 3.5000%  | 0.0000% | $100000.00         | $39337.04          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-11-01      | 2.5000%  | 0.0000% | $7001.00           | $3628.84           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-09-01      | 2.0000%  | 0.0000% | $8049672.00        | $5045724.37        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-06-01      | 2.5000%  | 0.0000% | $290000.00         | $165959.92         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-12-01      | 4.0000%  | 0.0000% | $1000.00           | $529.22            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-07-01      | 2.0000%  | 0.0000% | $1000.00           | $570.45            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-10-01      | 2.5000%  | 0.0000% | $2000.00           | $1231.52           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 4.5000%  | 0.0000% | $1000.00           | $814.76            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-04-01      | 3.5000%  | 0.0000% | $1137.00           | $750.98            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-05-01      | 2.5000%  | 0.0000% | $1000.00           | $675.83            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 3.0000%  | 0.0000% | $2000.00           | $1410.74           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-04-01      | 3.5000%  | 0.0000% | $2022.00           | $1399.42           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $748.63            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $707.02            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $823.72            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 5.0000%  | 0.0000% | $2057.00           | $1458.33           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 3.0000%  | 0.0000% | $2000.00           | $1386.77           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 5.5000%  | 0.0000% | $2001.00           | $1561.46           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-11-01      | 3.5000%  | 0.0000% | $2000.00           | $1374.21           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-12-01      | 4.5000%  | 0.0000% | $4004.00           | $3169.53           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 6.0000%  | 0.0000% | $2001.00           | $1360.96           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-12-01      | 3.5000%  | 0.0000% | $13000.00          | $10019.02          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 3.5000%  | 0.0000% | $1001.00           | $765.30            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-02-01      | 5.5000%  | 0.0000% | $2000.00           | $1535.28           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-12-01      | 4.5000%  | 0.0000% | $3000.00           | $2206.74           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 5.0000%  | 0.0000% | $6800000.00        | $5321332.70        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-10-01      | 4.5000%  | 0.0000% | $2000.00           | $1622.13           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $798.27            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $689.06            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 6.0000%  | 0.0000% | $1010.00           | $748.90            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-05-01      | 5.0000%  | 0.0000% | $10110.00          | $8146.97           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $716.60            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-05-01      | 3.5000%  | 0.0000% | $3000.00           | $2279.19           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 3.0000%  | 0.0000% | $19775.00          | $13805.62          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 5.0000%  | 0.0000% | $1194855.00        | $1020892.50        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-04-01      | 5.5000%  | 0.0000% | $2000.00           | $1701.68           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-09-01      | 3.0000%  | 0.0000% | $33000.00          | $25484.25          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-10-01      | 6.0000%  | 0.0000% | $2000.00           | $1527.62           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $794.81            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-07-01      | 6.0000%  | 0.0000% | $300000.00         | $238446.96         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $870.57            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 2.0000%  | 0.0000% | $1186000.00        | $879130.16         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-04-01      | 3.0000%  | 0.0000% | $1024.00           | $833.53            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 6.0000%  | 0.0000% | $1082.00           | $981.31            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-01-01      | 4.5000%  | 0.0000% | $13535.00          | $12286.78          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $918.25            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-07-01      | 3.5000%  | 0.0000% | $3001.00           | $269.65            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-07-01      | 4.5000%  | 0.0000% | $1001.00           | $105.62            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-07-01      | 4.0000%  | 0.0000% | $2000.00           | $203.08            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-08-01      | 4.0000%  | 0.0000% | $7781.00           | $780.17            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-10-01      | 4.5000%  | 0.0000% | $5000.00           | $653.70            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-09-01      | 2.5000%  | 0.0000% | $1200000.00        | $222660.43         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-11-01      | 3.0000%  | 0.0000% | $7000.00           | $1118.95           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-12-01      | 3.0000%  | 0.0000% | $3000.00           | $519.50            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-02-01      | 3.5000%  | 0.0000% | $1000.00           | $144.28            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-04-01      | 3.5000%  | 0.0000% | $97000.00          | $19540.95          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-05-01      | 3.0000%  | 0.0000% | $1000.00           | $247.05            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-05-01      | 4.5000%  | 0.0000% | $3000.00           | $677.53            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-07-01      | 3.0000%  | 0.0000% | $3047.00           | $825.97            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-03-01      | 2.0000%  | 0.0000% | $2000.00           | $1534.25           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 6.0000%  | 0.0000% | $1024.00           | $992.60            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-11-01      | 3.0000%  | 0.0000% | $4000.00           | $1446.95           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-07-01      | 2.5000%  | 0.0000% | $1000.00           | $464.76            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 5.5000%  | 0.0000% | $30456.00          | $23967.05          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-02-01      | 2.5000%  | 0.0000% | $6000.00           | $2819.61           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-11-01      | 3.0000%  | 0.0000% | $223990.00         | $79646.81          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-12-01      | 2.0000%  | 0.0000% | $5000.00           | $2681.69           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-08-01      | 2.0000%  | 0.0000% | $1000.00           | $614.55            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-08-01      | 2.5000%  | 0.0000% | $21001.00          | $12518.16          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-06-01      | 2.5000%  | 0.0000% | $62000.00          | $35705.93          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-01-01      | 3.0000%  | 0.0000% | $3000.00           | $1864.46           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-09-01      | 3.5000%  | 0.0000% | $7000.00           | $3339.59           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-10-01      | 2.0000%  | 0.0000% | $9000.00           | $5633.23           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-10-01      | 2.5000%  | 0.0000% | $1403044.00        | $863129.26         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-10-01      | 3.5000%  | 0.0000% | $2000.00           | $1043.26           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $632.25            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-11-01      | 2.5000%  | 0.0000% | $2000.00           | $1259.13           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-12-01      | 3.5000%  | 0.0000% | $2000.00           | $1219.56           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 4.0000%  | 0.0000% | $16000.00          | $12260.34          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-04-01      | 3.0000%  | 0.0000% | $110002.00         | $76587.92          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 2.5000%  | 0.0000% | $96973.00          | $67680.93          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $773.44            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 5.0000%  | 0.0000% | $17001.00          | $12243.32          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 2.5000%  | 0.0000% | $170733.00         | $122215.44         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 3.0000%  | 0.0000% | $1000.00           | $729.09            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 3.5000%  | 0.0000% | $101000.00         | $77579.57          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $766.62            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 5.5000%  | 0.0000% | $4000.00           | $2847.63           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 3.5000%  | 0.0000% | $1000.00           | $770.51            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $805.27            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 3.5000%  | 0.0000% | $74829.00          | $57381.15          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 3.0000%  | 0.0000% | $552097.00         | $419032.97         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-05-01      | 4.5000%  | 0.0000% | $414504.00         | $341922.26         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-03-01      | 3.5000%  | 0.0000% | $2000.00           | $1620.09           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 3.5000%  | 0.0000% | $1000.00           | $768.53            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 4.5000%  | 0.0000% | $3001.00           | $2493.42           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-07-01      | 5.0000%  | 0.0000% | $2000.00           | $1679.61           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 5.0000%  | 0.0000% | $1026000.00        | $868043.09         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-09-01      | 4.5000%  | 0.0000% | $2000.00           | $1726.80           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-10-01      | 4.0000%  | 0.0000% | $8000.00           | $6640.16           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-03-01      | 6.0000%  | 0.0000% | $1259978.00        | $900245.43         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-04-01      | 6.0000%  | 0.0000% | $4594000.00        | $3371414.63        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $759.38            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-10-01      | 5.0000%  | 0.0000% | $4000.00           | $3661.24           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 6.0000%  | 0.0000% | $22559.00          | $18241.24          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 3.5000%  | 0.0000% | $32000.00          | $28080.55          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-04-01      | 3.0000%  | 0.0000% | $5000.00           | $3749.58           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $838.26            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 6.0000%  | 0.0000% | $58000.00          | $44868.45          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-09-01      | 6.0000%  | 0.0000% | $122001.00         | $96925.14          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $832.51            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-10-01      | 3.0000%  | 0.0000% | $2001.00           | $1585.67           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-11-01      | 1.2200%  | 0.0000% | $1560.00           | $1258.58           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-04-01      | 4.9800%  | 0.0000% | $5352756.00        | $5441006.89        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-02-01      | 5.1300%  | 0.0000% | $800000.00         | $823555.20         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-06-01      | 4.0000%  | 0.0000% | $1001.00           | $117.96            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-07-01      | 3.0000%  | 0.0000% | $4000.00           | $553.06            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-09-01      | 3.5000%  | 0.0000% | $1003.00           | $164.23            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-01-01      | 3.0000%  | 0.0000% | $1003.00           | $322.87            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-01-01      | 3.0000%  | 0.0000% | $1000.00           | $292.49            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-07-01      | 2.5000%  | 0.0000% | $279750.00         | $110292.40         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-06-01      | 3.0000%  | 0.0000% | $1000.00           | $360.84            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-08-01      | 2.5000%  | 0.0000% | $148000.00         | $74271.68          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-09-01      | 5.0000%  | 0.0000% | $1000.00           | $551.67            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-09-01      | 2.0000%  | 0.0000% | $49000.00          | $24893.09          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-11-01      | 2.0000%  | 0.0000% | $45999.00          | $23594.07          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-11-01      | 2.0000%  | 0.0000% | $96000.00          | $47257.17          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $574.38            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-04-01      | 3.0000%  | 0.0000% | $3000.00           | $1678.77           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-08-01      | 2.5000%  | 0.0000% | $2001.00           | $1261.53           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-08-01      | 3.5000%  | 0.0000% | $1000.00           | $469.50            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-10-01      | 3.0000%  | 0.0000% | $590527.00         | $370923.21         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-10-01      | 2.5000%  | 0.0000% | $2000.00           | $1230.85           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-01-01      | 3.5000%  | 0.0000% | $1085960.00        | $801105.97         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 3.0000%  | 0.0000% | $198000.00         | $120329.36         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $640.46            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 3.0000%  | 0.0000% | $1072.00           | $779.18            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $648.44            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 3.5000%  | 0.0000% | $163841.00         | $99873.47          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-04-01      | 3.5000%  | 0.0000% | $8000.00           | $4822.05           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-05-01      | 4.0000%  | 0.0000% | $1001.00           | $815.61            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $729.35            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-05-01      | 3.0000%  | 0.0000% | $1000.00           | $778.01            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 3.0000%  | 0.0000% | $2000.00           | $1447.14           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $687.58            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 4.0000%  | 0.0000% | $2000.00           | $1554.04           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 4.5000%  | 0.0000% | $1353780.00        | $967818.03         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 4.5000%  | 0.0000% | $180000.00         | $138222.86         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $748.43            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 5.0000%  | 0.0000% | $474308.00         | $313247.13         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 4.5000%  | 0.0000% | $5000.00           | $4375.49           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 4.0000%  | 0.0000% | $1000.00           | $772.71            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 5.0000%  | 0.0000% | $667530.00         | $402061.90         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-10-01      | 4.0000%  | 0.0000% | $1000.00           | $787.04            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-10-01      | 3.0000%  | 0.0000% | $2000.00           | $1555.58           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 5.0000%  | 0.0000% | $13629401.00       | $10571911.02       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 6.5000%  | 0.0000% | $1000.00           | $704.67            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 6.5000%  | 0.0000% | $92845.00          | $57018.11          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-03-01      | 5.5000%  | 0.0000% | $1788564.00        | $1535701.89        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-02-01      | 6.0000%  | 0.0000% | $1124946.00        | $1134675.43        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-03-01      | 3.0000%  | 0.0000% | $2000.00           | $1579.49           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $726.62            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 6.5000%  | 0.0000% | $1000.00           | $808.73            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $803.05            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 7.0000%  | 0.0000% | $1000.00           | $882.43            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 3.0000%  | 0.0000% | $3000.00           | $2224.98           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $818.48            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-07-01      | 5.0000%  | 0.0000% | $1001.00           | $703.31            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $949.67            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-07-01      | 3.0000%  | 0.0000% | $1000.00           | $778.75            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-07-01      | 4.5000%  | 0.0000% | $61000.00          | $49171.09          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 5.5000%  | 0.0000% | $2048.00           | $1687.46           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 6.5000%  | 0.0000% | $5000.00           | $3668.31           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $855.62            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-11-01      | 6.0000%  | 0.0000% | $46767.00          | $35721.38          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1020.51           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $864.58            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-11-01      | 6.5000%  | 0.0000% | $753941.00         | $504718.29         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-01-01      | 6.5000%  | 0.0000% | $1000.00           | $720.53            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $852.94            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-08-01      | 5.0000%  | 0.0000% | $1344651.00        | $1328711.98        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-08-01      | 6.0000%  | 0.0000% | $6387034.00        | $5813110.12        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-08-01      | 5.5000%  | 0.0000% | $2001.00           | $2005.31           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 6.5000%  | 0.0000% | $1006.00           | $807.86            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 5.5000%  | 0.0000% | $19256.00          | $19403.28          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-10-01      | 5.5000%  | 0.0000% | $3004.00           | $3044.37           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $733.60            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $994.27            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 5.5000%  | 0.0000% | $14106026.00       | $13659301.53       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2042-02-01      | 2.0000%  | 0.0000% | $1000.00           | $647.59            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-07-01      | 4.0000%  | 0.0000% | $1000.00           | $871.66            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 6.0000%  | 0.0000% | $2000.00           | $1065.29           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-06-01      | 2.5000%  | 0.0000% | $1000.00           | $374.09            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-11-01      | 5.0000%  | 0.0000% | $8797.00           | $2028.73           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-04-01      | 3.0000%  | 0.0000% | $206998.00         | $74868.02          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-06-01      | 2.5000%  | 0.0000% | $1000.00           | $429.89            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-07-01      | 3.0000%  | 0.0000% | $1000.00           | $456.36            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-07-01      | 3.0000%  | 0.0000% | $1024.00           | $327.19            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-08-01      | 2.0000%  | 0.0000% | $1000.00           | $492.86            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-01-01      | 2.5000%  | 0.0000% | $525850.00         | $279233.81         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-11-01      | 2.0000%  | 0.0000% | $6000.00           | $3238.05           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-11-01      | 2.5000%  | 0.0000% | $3999.00           | $2039.16           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-12-01      | 2.5000%  | 0.0000% | $1002.00           | $516.19            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-12-01      | 2.5000%  | 0.0000% | $418926.00         | $219920.14         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-03-01      | 3.0000%  | 0.0000% | $1000.00           | $446.69            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-04-01      | 2.0000%  | 0.0000% | $2000.00           | $1099.57           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-04-01      | 2.0000%  | 0.0000% | $1000.00           | $581.25            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-05-01      | 2.5000%  | 0.0000% | $2220334.00        | $1291121.16        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-11-01      | 2.0000%  | 0.0000% | $6004.00           | $3512.60           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-07-01      | 3.0000%  | 0.0000% | $2391072.00        | $1447090.45        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-07-01      | 2.5000%  | 0.0000% | $1205.00           | $724.18            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-08-01      | 3.0000%  | 0.0000% | $1000.00           | $571.48            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-09-01      | 2.5000%  | 0.0000% | $2000.00           | $1239.65           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-04-01      | 2.0000%  | 0.0000% | $683648.00         | $419969.57         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-04-01      | 4.0000%  | 0.0000% | $3054.00           | $2141.89           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-04-01      | 3.5000%  | 0.0000% | $5530000.00        | $3800303.41        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $616.52            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-11-01      | 2.0000%  | 0.0000% | $684000.00         | $426520.78         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-12-01      | 2.5000%  | 0.0000% | $7001.00           | $4282.06           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-12-01      | 2.0000%  | 0.0000% | $24787.00          | $15279.97          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-12-01      | 2.0000%  | 0.0000% | $814309.00         | $512910.98         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 3.0000%  | 0.0000% | $3008.00           | $2015.13           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 3.0000%  | 0.0000% | $2000.00           | $1409.35           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 2.5000%  | 0.0000% | $7001.00           | $4440.70           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 5.0000%  | 0.0000% | $2000.00           | $1560.84           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-05-01      | 3.5000%  | 0.0000% | $2142.00           | $1456.23           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 5.0000%  | 0.0000% | $9350632.00        | $6830392.88        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 3.5000%  | 0.0000% | $2000.00           | $1404.19           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 4.5000%  | 0.0000% | $15800.00          | $11513.65          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 6.0000%  | 0.0000% | $1160120.00        | $1046897.52        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-12-01      | 6.0000%  | 0.0000% | $2775520.00        | $1461199.70        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 5.0000%  | 0.0000% | $100000.00         | $80366.18          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 5.5000%  | 0.0000% | $1086174.00        | $857542.98         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 5.5000%  | 0.0000% | $29164.00          | $23701.36          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $880.81            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 5.5000%  | 0.0000% | $1024.00           | $856.39            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 5.0000%  | 0.0000% | $1024.00           | $946.62            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-09-01      | 2.0000%  | 0.0000% | $1000.00           | $444.43            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-01-25      | 2.0000%  | 0.0000% | $82912018.00       | $7476187.66        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $928.99            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-03-01      | 5.0000%  | 0.0000% | $2001.00           | $1969.27           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-03-01      | 5.5000%  | 0.0000% | $3999.00           | $3316.57           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-03-01      | 5.5000%  | 0.0000% | $2002.00           | $1817.68           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-05-01      | 5.5000%  | 0.0000% | $1517198.00        | $1530265.44        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-05-01      | 5.0000%  | 0.0000% | $1420206.00        | $1399841.16        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-10-01      | 6.3440%  | 0.0000% | $3601958.00        | $29711.49          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-06-01      | 4.2500%  | 0.0000% | $13025252.00       | $5025.67           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-04-01      | 4.2150%  | 0.0000% | $252366656.00      | $147757.83         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-03-01      | 3.4520%  | 0.0000% | $1519.00           | $195.46            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-01-25      | 2.0000%  | 0.0000% | $2000000.00        | $118916.97         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-01-25      | 3.3800%  | 0.0000% | $1248999.00        | $81997.87          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2026-08-25      | 3.2630%  | 0.0000% | $565000.00         | $358703.07         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2026-04-25      | 2.4690%  | 0.0000% | $168821.00         | $98593.14          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-03-25      | 3.0000%  | 0.0000% | $1067969.00        | $910441.44         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-07-25      | 6.4622%  | 0.0000% | $1100000.00        | $96344.23          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-11-25      | 4.7230%  | 0.0000% | $1831.00           | $167.51            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2026-06-25      | 2.2920%  | 0.0000% | $1000.00           | $774.94            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2031-02-25      | 3.6100%  | 0.0000% | $49000.00          | $40652.10          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-07-25      | 2.5000%  | 0.0000% | $5050000.00        | $240526.84         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-02-25      | 3.5000%  | 0.0000% | $123359.00         | $86978.05          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2032-01-25      | 1.9280%  | 0.0000% | $510000.00         | $452804.86         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-11-25      | 5.2742%  | 0.0000% | $974842.00         | $435993.17         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-03-25      | 5.5000%  | 0.0000% | $246772.00         | $143955.91         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-25      | 5.1242%  | 0.0000% | $1448027.00        | $1186636.10        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-10-25      | 4.7150%  | 0.0000% | $4155698.00        | $4195556.87        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-04-25      | 4.6200%  | 0.0000% | $37664.00          | $38561.01          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-11-25      | 5.5000%  | 0.0000% | $203360.00         | $182311.13         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-08-25      | 5.5000%  | 0.0000% | $3111114.00        | $3154489.45        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2032-10-01      | 4.6530%  | 0.0000% | $15220000.00       | $18128.45          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-04-01      | 6.6250%  | 0.0000% | $9921983.00        | $8064.19           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-08-01      | 3.6500%  | 0.0000% | $489252.00         | $487784.57         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-08-15      | 3.5000%  | 0.0000% | $4713216.00        | $2281268.63        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2045-05-15      | 3.0000%  | 0.0000% | $109039.00         | $90978.72          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2031-01-25      | 3.0800%  | 0.0000% | $2177.00           | $2091.66           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2026-07-25      | 2.3400%  | 0.0000% | $9446.00           | $1399.22           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2027-12-25      | 3.3640%  | 0.0000% | $90952.00          | $90376.94          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2029-12-25      | 3.9500%  | 0.0000% | $104830.00         | $23029.82          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2034-04-25      | 3.0590%  | 0.0000% | $128776.00         | $117309.68         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2029-10-25      | 2.5370%  | 0.0000% | $40000.00          | $38217.37          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2031-01-25      | 1.8140%  | 0.0000% | $446691.00         | $393824.89         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2031-10-25      | 5.0280%  | 0.0000% | $217937.00         | $225796.46         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-08-01      | 5.3500%  | 0.0000% | $1798664.00        | $1439176.93        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-04-01      | 6.0000%  | 0.0000% | $398666.00         | $458.18            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-08-01      | 4.6170%  | 0.0000% | $50771445.00       | $40374.27          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-02-01      | 4.8230%  | 0.0000% | $37338596.00       | $245599.76         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-09-01      | 6.6080%  | 0.0000% | $5867.00           | $44.02             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-06-01      | 6.2370%  | 0.0000% | $16058254.00       | $454891.33         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-05-01      | 6.3840%  | 0.0000% | $2865.00           | $87.06             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-06-01      | 6.3800%  | 0.0000% | $302146.00         | $14379.29          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-04-01      | 6.5900%  | 0.0000% | $17208.00          | $849.09            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-04-01      | 6.5670%  | 0.0000% | $173000.00         | $8820.72           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-03-01      | 6.2670%  | 0.0000% | $7694000.00        | $402484.56         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-04-01      | 3.8560%  | 0.0000% | $56697.00          | $4985.76           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-04-01      | 4.5000%  | 0.0000% | $55427904.00       | $5368705.92        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-12-01      | 5.9000%  | 0.0000% | $3500000.00        | $16491.67          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-10-01      | 2.1113%  | 0.0000% | $100788.00         | $975.83            | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2033-08-01      | 6.0390%  | 0.0000% | $27698.00          | $270.95            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-08-01      | 6.2340%  | 0.0000% | $20034530.00       | $453558.93         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-07-01      | 6.3920%  | 0.0000% | $9999000.00        | $75801.01          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-11-01      | 6.0510%  | 0.0000% | $8766.00           | $74.77             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-01-01      | 6.6250%  | 0.0000% | $1993998.00        | $6823.02           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-03-01      | 6.3850%  | 0.0000% | $13957.00          | $43.68             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-12-01      | 6.0200%  | 0.0000% | $5000000.00        | $73802.06          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-07-01      | 5.9590%  | 0.0000% | $3401.00           | $44.58             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-12-01      | 5.9820%  | 0.0000% | $9999000.00        | $132413.46         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-07-01      | 5.7430%  | 0.0000% | $100001008.00      | $447884.55         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-08-01      | 6.4700%  | 0.0000% | $5212743.00        | $25515.22          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-10-01      | 5.9310%  | 0.0000% | $850000.00         | $13679.99          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-11-01      | 6.3460%  | 0.0000% | $62453621.00       | $517800.24         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-09-01      | 6.1750%  | 0.0000% | $533332.00         | $4210.00           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-12-01      | 6.6650%  | 0.0000% | $14924941.00       | $270329.59         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-04-01      | 6.5300%  | 0.0000% | $3454000.00        | $50135.97          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-05-01      | 6.7990%  | 0.0000% | $19668.00          | $142.41            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $4406288.00        | $3966996.35        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $766404.00         | $763731.39         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $8010.00           | $8175.25           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-09-01      | 2.8900%  | 0.0000% | $9857.00           | $8875.82           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-11-01      | 2.8000%  | 0.0000% | $1277.00           | $1039.31           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-12-01      | 6.3050%  | 0.0000% | $5833788.00        | $1542630.24        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-01-01      | 4.1850%  | 0.0000% | $10037.00          | $9324.28           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-04-01      | 6.5270%  | 0.0000% | $59594.00          | $55015.73          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 5.1110%  | 0.0000% | $22585735.00       | $22806299.78       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-12-01      | 4.9400%  | 0.0000% | $176688.00         | $174869.80         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-01-01      | 4.6900%  | 0.0000% | $290243.00         | $284310.98         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 3.5000%  | 0.0000% | $1208000.00        | $659996.04         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 5.5000%  | 0.0000% | $149858.00         | $126618.25         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-06-01      | 4.7600%  | 0.0000% | $570682.00         | $586174.11         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-04-01      | 5.1300%  | 0.0000% | $1049.00           | $1054.00           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-11-01      | 4.3400%  | 0.0000% | $2188680.00        | $2215403.05        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-02-01      | 4.9300%  | 0.0000% | $121890.00         | $126296.73         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-12-01      | 3.8500%  | 0.0000% | $1995605.00        | $1983356.64        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-05-01      | 2.5000%  | 0.0000% | $1072958.00        | $634263.49         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-10-01      | 2.5000%  | 0.0000% | $16586976.00       | $10726793.00       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 6.5000%  | 0.0000% | $8506560.00        | $6303122.54        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $8737471.00        | $8859736.90        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-01-01      | 6.5000%  | 0.0000% | $390208.00         | $372796.15         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.5000%  | 0.0000% | $17039708.00       | $10592932.15       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $5813459.00        | $3954172.33        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $43642.00          | $27869.97          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 5.0000%  | 0.0000% | $1872400.00        | $1676366.39        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-05-01      | 5.9500%  | 0.0000% | $28010241.00       | $59852.88          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-06-01      | 6.3790%  | 0.0000% | $4992000.00        | $29302.53          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-11-01      | 6.0000%  | 0.0000% | $2820.00           | $8.36              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-09-01      | 6.2950%  | 0.0000% | $10500000.00       | $168981.25         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-10-01      | 6.3250%  | 0.0000% | $24977685.00       | $282452.25         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-09-01      | 4.5000%  | 0.0000% | $9986000.00        | $755790.77         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $602.09            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-10-01      | 2.5000%  | 0.0000% | $10000.00          | $6129.52           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 4.0000%  | 0.0000% | $5134480.00        | $3921006.18        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 4.5000%  | 0.0000% | $989604.00         | $820038.29         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-04-01      | 6.2720%  | 0.0000% | $6210673.00        | $267043.31         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-11-01      | 2.0000%  | 0.0000% | $100000.00         | $10035.81          | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2051-09-01      | 2.0000%  | 0.0000% | $100013.00         | $11119.87          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 6.0000%  | 0.0000% | $9000.00           | $8391.61           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $978.07            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 6.0000%  | 0.0000% | $286328.00         | $292559.16         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 4.5000%  | 0.0000% | $6008.00           | $5795.78           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 4.5000%  | 0.0000% | $1057.00           | $913.40            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 4.5000%  | 0.0000% | $2008.00           | $1612.50           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 6.5000%  | 0.0000% | $84116.00          | $69798.94          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 6.5000%  | 0.0000% | $2001.00           | $1026.88           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 6.0000%  | 0.0000% | $25795.00          | $24161.93          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 6.0000%  | 0.0000% | $2645294.00        | $1955714.19        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 5.5000%  | 0.0000% | $24533.00          | $23944.73          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1023.88           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1016.32           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 6.0000%  | 0.0000% | $17687.00          | $16498.35          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1014.65           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 6.0000%  | 0.0000% | $3007832.00        | $2747935.42        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 4.5000%  | 0.0000% | $1013.00           | $989.90            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 6.0000%  | 0.0000% | $18862.00          | $19329.62          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 6.0000%  | 0.0000% | $1014.00           | $867.78            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $1036.63           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 5.5000%  | 0.0000% | $1000.00           | $968.38            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $855.05            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $1007.33           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.5000%  | 0.0000% | $5985408.00        | $6090604.39        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.0000%  | 0.0000% | $1000.00           | $813.00            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 6.5000%  | 0.0000% | $6550796.00        | $5174590.15        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 6.5000%  | 0.0000% | $2364500.00        | $2463769.93        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $966.55            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.5000%  | 0.0000% | $71962.00          | $73109.51          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $826.90            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1010.94           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.5000%  | 0.0000% | $43816.00          | $42806.97          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $484210.00         | $449605.80         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $5000.00           | $4992.02           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $1001.13           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1017.79           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $1002.41           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $12694.00          | $12723.56          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1017.47           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $107906.00         | $109758.27         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1018.01           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1012.80           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 6.5000%  | 0.0000% | $13003.00          | $13331.52          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.5000%  | 0.0000% | $5002.00           | $5243.54           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 5.0000%  | 0.0000% | $1416944.00        | $1194298.90        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 4.5000%  | 0.0000% | $2128252.00        | $2072936.16        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.0000%  | 0.0000% | $3008.00           | $2896.63           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.5000%  | 0.0000% | $1009521.00        | $1056416.88        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.5000%  | 0.0000% | $5000.00           | $5233.20           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1016.64           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.0000%  | 0.0000% | $3899577.00        | $3924616.49        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 6.0000%  | 0.0000% | $1016.00           | $1051.02           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 6.0000%  | 0.0000% | $51164.00          | $52994.30          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1031.02           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.5000%  | 0.0000% | $5000.00           | $5222.59           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.0000%  | 0.0000% | $1024.00           | $968.99            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.0000%  | 0.0000% | $1008.00           | $971.19            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.0000%  | 0.0000% | $3065060.00        | $3158559.26        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1019.61           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.0000%  | 0.0000% | $1024.00           | $1047.03           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.5000%  | 0.0000% | $6050.00           | $6330.28           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.0000%  | 0.0000% | $3469048.00        | $3604608.50        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 5.5000%  | 0.0000% | $1008.00           | $1028.65           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.0000%  | 0.0000% | $2011032.00        | $2072586.41        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.5000%  | 0.0000% | $717112.00         | $715271.48         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $1005.25           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 4.0000%  | 0.0000% | $1000.00           | $953.09            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1003.01           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1026.34           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 4.5000%  | 0.0000% | $2000.00           | $1960.18           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1010.69           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.0000%  | 0.0000% | $2000.00           | $2014.17           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 6.0000%  | 0.0000% | $1000.00           | $893.75            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 6.0000%  | 0.0000% | $9567.00           | $8634.24           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 5.0000%  | 0.0000% | $2364.00           | $2325.99           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 6.0000%  | 0.0000% | $1012.00           | $956.23            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 5.2500%  | 0.0000% | $19958.00          | $19424.02          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-10-01      | 6.0000%  | 0.0000% | $2049.00           | $1540.42           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-02-01      | 6.5000%  | 0.0000% | $1000.00           | $720.20            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-04-01      | 5.5000%  | 0.0000% | $2000.00           | $1811.98           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-04-01      | 6.5000%  | 0.0000% | $1000.00           | $867.41            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 4.5000%  | 0.0000% | $1000.00           | $913.55            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 4.5000%  | 0.0000% | $248484.00         | $233105.16         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 5.5000%  | 0.0000% | $12477672.00       | $12352978.25       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 6.5000%  | 0.0000% | $103863.00         | $109470.47         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 5.5000%  | 0.0000% | $516610.00         | $509802.65         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-12-01      | 6.0000%  | 0.0000% | $231609.00         | $241961.99         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-12-01      | 5.5000%  | 0.0000% | $3060479.00        | $3125065.31        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-01-01      | 7.0000%  | 0.0000% | $202980.00         | $215934.05         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-01-01      | 6.5000%  | 0.0000% | $175600.00         | $185678.50         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2044-08-20      | 5.3750%  | 0.0000% | $4661.00           | $61.12             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-11-20      | 4.6250%  | 0.0000% | $1090.00           | $40.42             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-10-20      | 4.7500%  | 0.0000% | $25677.00          | $83.88             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-12-20      | 6.5000%  | 0.0000% | $632576.00         | $16428.51          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-12-16      | 2.5000%  | 0.0000% | $33400000.00       | $2462407.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 4.9977%  | 0.0000% | $14289119.00       | $14291113.85       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 4.9177%  | 0.0000% | $1965670.00        | $1260686.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-04-20      | 4.3872%  | 0.0000% | $1550000.00        | $418556.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 3.0000%  | 0.0000% | $493950.00         | $273656.35         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 2.0000%  | 0.0000% | $223770.00         | $102533.52         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 5.0476%  | 0.0000% | $55953272.00       | $36799817.06       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-12-20      | 4.8177%  | 0.0000% | $1137.00           | $733.11            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 4.0000%  | 0.0000% | $6865416.00        | $3876024.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-05-20      | 4.5000%  | 0.0000% | $1206.00           | $833.24            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-06-20      | 4.5000%  | 0.0000% | $7366336.00        | $5228986.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 4.8177%  | 0.0000% | $1006.00           | $730.84            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 4.8277%  | 0.0000% | $7855997.00        | $5730571.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 4.9177%  | 0.0000% | $368129.00         | $150197.84         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 4.9177%  | 0.0000% | $273337.00         | $149838.33         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 4.8677%  | 0.0000% | $4666434.00        | $3552360.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 4.9177%  | 0.0000% | $13208213.00       | $9587542.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 4.9177%  | 0.0000% | $120463000.00      | $46811502.71       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 4.9177%  | 0.0000% | $4057095.00        | $1676504.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 4.8677%  | 0.0000% | $1464424.00        | $1288688.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 4.9776%  | 0.0000% | $24211751.00       | $10017115.14       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 4.9376%  | 0.0000% | $9393169.00        | $7512109.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 4.9177%  | 0.0000% | $1480041.00        | $856584.02         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 5.2176%  | 0.0000% | $1000.00           | $341.23            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 5.3177%  | 0.0000% | $3117448.00        | $992147.12         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 5.4177%  | 0.0000% | $1461900.00        | $488974.05         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 5.0176%  | 0.0000% | $82225664.00       | $34203335.76       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 5.2176%  | 0.0000% | $743401.00         | $241605.75         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 5.1177%  | 0.0000% | $973287.00         | $406330.02         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 5.5000%  | 0.0000% | $55000000.00       | $55705888.37       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 5.7500%  | 0.0000% | $32538714.00       | $33551242.83       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 5.5000%  | 0.0000% | $78689718.00       | $80603320.77       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 5.5000%  | 0.0000% | $74344140.00       | $76331383.62       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 5.5000%  | 0.0000% | $50000000.00       | $51321566.65       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 5.7500%  | 0.0000% | $69129316.00       | $71071411.98       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 5.5000%  | 0.0000% | $32229644.00       | $33132149.22       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 5.7500%  | 0.0000% | $50000000.00       | $51671733.30       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 5.7500%  | 0.0000% | $50000000.00       | $51514533.35       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 5.1177%  | 0.0000% | $7021371.00        | $3420437.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 5.2176%  | 0.0000% | $6562991.00        | $3520417.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 5.0176%  | 0.0000% | $29237093.00       | $22614619.51       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 5.0277%  | 0.0000% | $45835.00          | $29938.70          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 4.9776%  | 0.0000% | $14783.00          | $10977.66          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 5.0176%  | 0.0000% | $8593950.00        | $5513776.81        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 4.9177%  | 0.0000% | $11081415.00       | $9377613.49        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 5.0176%  | 0.0000% | $5488204.00        | $3771518.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 5.5176%  | 0.0000% | $88419.00          | $60819.12          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 5.0277%  | 0.0000% | $19625292.00       | $12582414.73       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 5.5677%  | 0.0000% | $46018066.00       | $31445584.78       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 4.8177%  | 0.0000% | $1000.00           | $826.77            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 5.2176%  | 0.0000% | $38933055.00       | $35423441.97       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 4.7176%  | 0.0000% | $11986800.00       | $10901806.29       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 5.0677%  | 0.0000% | $114792.00         | $110462.62         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 5.7176%  | 0.0000% | $99503789.00       | $98703609.13       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 4.7500%  | 0.0000% | $17290591.00       | $17270298.96       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 4.7500%  | 0.0000% | $905511.00         | $783624.09         | Agency Collateralized Mortgage Obligation |

### Security 106: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc. 3.830000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8TNH82, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BIV8TNH82
- **C.18 - Value (incl. sponsor support):** $680000000.00
- **C.18.a - Value (excl. sponsor support):** $680000000.00
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-07-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2047-09-25      | 3.0000%  | 0.0000% | $7950000.00        | $1332117.73        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-12-25      | 2.0000%  | 0.0000% | $7000000.00        | $1806065.75        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2032-01-25      | 2.3990%  | 0.0000% | $43240000.00       | $39603609.66       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-09-25      | 5.0000%  | 0.0000% | $1415000.00        | $1421321.75        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-11-25      | 3.0000%  | 0.0000% | $21592128.00       | $18612083.39       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2051-03-25      | 1.5000%  | 0.0000% | $25000000.00       | $12445297.13       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-02-25      | 5.3242%  | 0.0000% | $15000000.00       | $10529242.60       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2052-06-25      | 5.0000%  | 0.0000% | $160632000.00      | $147759189.72      | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2036-08-25      | 5.0000%  | 0.0000% | $4537120.00        | $4518198.22        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2051-08-25      | 5.5000%  | 0.0000% | $54466111.00       | $54969014.76       | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2036-01-25      | 5.5000%  | 0.0000% | $3092000.00        | $828825.81         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2036-07-15      | 6.0000%  | 0.0000% | $12000000.00       | $2455024.10        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-04-25      | 3.0000%  | 0.0000% | $15999891.00       | $18148.22          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-12-25      | 4.0000%  | 0.0000% | $3044250.00        | $866332.06         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2032-08-20      | 6.0000%  | 0.0000% | $11000.00          | $1875.29           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-01-20      | 4.6141%  | 0.0000% | $1572649.00        | $101.46            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-10-20      | 4.8641%  | 0.0000% | $499998.00         | $71230.15          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-07-20      | 4.9641%  | 0.0000% | $12000000.00       | $1712569.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-03-20      | 3.0000%  | 0.0000% | $2000000.00        | $39827.82          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-05-20      | 6.3225%  | 0.0000% | $12000000.00       | $3156490.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-07-20      | 3.8169%  | 0.0000% | $4400000.00        | $246419.24         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-02-20      | 4.7976%  | 0.0000% | $300000.00         | $286454.97         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-16      | 4.7500%  | 0.0000% | $5000000.00        | $5026036.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 3.5000%  | 0.0000% | $300000000.00      | $194474793.93      | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 5.0677%  | 0.0000% | $100000000.00      | $57685969.86       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 5.0000%  | 0.0000% | $49607600.00       | $49698365.39       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 5.0277%  | 0.0000% | $100000000.00      | $84035394.53       | Agency Collateralized Mortgage Obligation |

### Security 107: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.960000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8UV0J6, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BIV8UV0J6
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-08-10
- **C.12 - Maturity Date (WAL):** 2026-08-10
- **C.13 - Final Legal Maturity Date:** 2026-08-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp                        | 2036-06-25      | 11.9368% | 0.0000% | $7251555.00        | $1388227.77        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2036-09-25      | 2.5100%  | 0.0000% | $11000000.00       | $282060.24         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2038-07-25      | 3.7451%  | 0.0000% | $13966500.00       | $7022101.22        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2040-10-25      | 7.5000%  | 0.0000% | $45553000.00       | $610971.82         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2039-01-19      | 7.5000%  | 0.0000% | $8675000.00        | $53583.15          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2051-08-25      | 2.5000%  | 0.0000% | $500000.00         | $93488.18          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2057-09-25      | 4.6330%  | 0.0000% | $53580.00          | $6812.65           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2057-11-25      | 4.6230%  | 0.0000% | $2680154.00        | $347441.83         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2057-01-25      | 2.5000%  | 0.0000% | $1000.00           | $651.85            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2047-08-15      | 3.5000%  | 0.0000% | $43600000.00       | $3629389.84        | Agency Collateralized Mortgage Obligation |
| FHLMC WLST 2015-SC02           1-A    20450925 3.00000 | 2045-09-25      | 3.0000%  | 0.0000% | $9998818.00        | $564954.98         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2027-06-15      | 4.6357%  | 0.0000% | $53837332.00       | $53930474.17       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp                        | 2040-04-15      | 4.6357%  | 0.0000% | $40496429.00       | $40019439.56       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2032-06-25      | 4.1187%  | 0.0000% | $241873544.00      | $183386.84         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2032-11-25      | 4.1587%  | 0.0000% | $451597441.00      | $59341.42          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2033-02-25      | 4.5463%  | 0.0000% | $366869022.00      | $242471.85         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2033-11-25      | 4.1387%  | 0.0000% | $481437820.00      | $239019.09         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2061-11-25      | 3.2500%  | 0.0000% | $250000.00         | $164615.00         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2061-11-25      | 3.2500%  | 0.0000% | $811000.00         | $509908.43         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2056-01-25      | 3.0000%  | 0.0000% | $1329002.00        | $491518.37         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2056-01-25      | 3.0000%  | 0.0000% | $590000.00         | $280748.76         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2056-08-25      | 3.0000%  | 0.0000% | $531388.00         | $146901.07         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2057-06-25      | 3.2500%  | 0.0000% | $977663.00         | $303349.55         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2057-08-27      | 3.5000%  | 0.0000% | $11436199.00       | $2650427.68        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2058-03-25      | 3.5000%  | 0.0000% | $159646520.00      | $41583633.30       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2058-03-25      | 3.5000%  | 0.0000% | $2098636.00        | $1412126.76        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2058-03-25      | 4.0000%  | 0.0000% | $1940764.00        | $518500.12         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2058-07-25      | 3.5000%  | 0.0000% | $10923380.00       | $2938013.21        | Agency Collateralized Mortgage Obligation |
| FHLMC SCRTT SERIES 2019-1      MV     20580725 3.50000 | 2058-07-25      | 3.5000%  | 0.0000% | $15425000.00       | $10573346.98       | Agency Collateralized Mortgage Obligation |
| FHLMC SCRTT SERIES 2019-1      M55D   20580725 4.00000 | 2058-07-25      | 4.0000%  | 0.0000% | $1630000.00        | $566512.66         | Agency Collateralized Mortgage Obligation |
| FHLMC SCRTT SERIES 2019-2      HT     20580826 3.00000 | 2058-08-26      | 3.0000%  | 0.0000% | $300000.00         | $131361.44         | Agency Collateralized Mortgage Obligation |
| FHLMC SCRTT SERIES 2019-2      HA     20580826 3.00000 | 2058-08-26      | 3.0000%  | 0.0000% | $1000000.00        | $317392.93         | Agency Collateralized Mortgage Obligation |
| FHLMC SCRTT SERIES 2019-2      MA     20580826 3.50000 | 2058-08-26      | 3.5000%  | 0.0000% | $156346819.00      | $49921004.54       | Agency Collateralized Mortgage Obligation |
| FHLMC SCRTT SERIES 2019-2      M55D   20580826 4.00000 | 2058-08-26      | 4.0000%  | 0.0000% | $860226.00         | $302437.61         | Agency Collateralized Mortgage Obligation |
| FHLMC SCRTT SERIES 2019-3      MA     20581025 3.50000 | 2058-10-25      | 3.5000%  | 0.0000% | $675000.00         | $169229.11         | Agency Collateralized Mortgage Obligation |
| FHLMC SCRTT SERIES 2019-3      MV     20581025 3.50000 | 2058-10-25      | 3.5000%  | 0.0000% | $155000.00         | $108855.99         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2059-02-25      | 3.0000%  | 0.0000% | $400000.00         | $205138.46         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2059-02-25      | 3.0000%  | 0.0000% | $425000.00         | $191002.13         | Agency Collateralized Mortgage Obligation |
| FHLMC SCRTT SERIES 2020-2      HT     20591125 2.00000 | 2059-11-25      | 2.0000%  | 0.0000% | $700000.00         | $339255.21         | Agency Collateralized Mortgage Obligation |
| FHLMC SCRTT SERIES 2020-2      MA     20591125 2.00000 | 2059-11-25      | 2.0000%  | 0.0000% | $900000.00         | $296775.06         | Agency Collateralized Mortgage Obligation |
| FREDDIE SCRTT SERIES 2020-3    MA     20600525 2.00000 | 2060-05-25      | 2.0000%  | 0.0000% | $250000.00         | $89359.63          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2059-01-25      | 2.7500%  | 0.0000% | $209611.00         | $198897.08         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2060-09-25      | 1.7500%  | 0.0000% | $420000.00         | $162865.78         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2060-09-25      | 2.0000%  | 0.0000% | $523674.00         | $204667.94         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-06-20      | 4.8677%  | 0.0000% | $54742152.00       | $31548338.89       | Agency Collateralized Mortgage Obligation |

### Security 108: BNP Paribas Securities Corp.

- **C.1 - Title:** BNP Paribas Securities Corp. 3.880000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8W20L3, C.3 - LEI: RCNB6OTYUAMMP879YW96, C.5 - Other ID: BIV8W20L3
- **C.18 - Value (incl. sponsor support):** $2100000000.00
- **C.18.a - Value (excl. sponsor support):** $2100000000.00
- **C.19 - Percentage of Net Assets:** 2.8100%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-07-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2040-02-15      | 4.6250%  | 0.0000% | $32700.00          | $33765.13          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-02-15      | 1.0000%  | 0.0000% | $2240400.00        | $2103962.52        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-08-15      | 1.3750%  | 0.0000% | $431839200.00      | $216247473.91      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-11-15      | 4.0000%  | 0.0000% | $299997000.00      | $263554226.31      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-08-15      | 4.8750%  | 0.0000% | $11672100.00       | $12064180.43       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-11-15      | 4.6250%  | 0.0000% | $346829000.00      | $338598425.91      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-08-15      | 3.8750%  | 0.0000% | $219086000.00      | $221182926.88      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-11-15      | 4.5000%  | 0.0000% | $68244000.00       | $71081464.87       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-02-15      | 4.0000%  | 0.0000% | $106350500.00      | $107991488.22      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-04-15      | 2.1250%  | 0.0000% | $175865100.00      | $190073027.68      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-05-15      | 4.3750%  | 0.0000% | $210016800.00      | $216567096.36      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-11-15      | 4.2500%  | 0.0000% | $99255000.00       | $101202437.94      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-01-15      | 2.1250%  | 0.0000% | $199924500.00      | $212466265.82      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-05-15      | 4.2500%  | 0.0000% | $160224800.00      | $163017606.79      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-08-15      | 4.2500%  | 0.0000% | $25136300.00       | $25815671.35       | U.S. Treasuries (including strips) |

### Security 109: RBC Dominion Securities Inc.

- **C.1 - Title:** RBC Dominion Securities Inc. 3.870000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8WR5H2, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: BIV8WR5H2
- **C.18 - Value (incl. sponsor support):** $493000000.00
- **C.18.a - Value (excl. sponsor support):** $493000000.00
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-07-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2026-01-22      | 0.0000%  | 0.0000% | $600.00            | $598.82            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-02-19      | 0.0000%  | 0.0000% | $505300.00         | $502916.50         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-06-11      | 0.0000%  | 0.0000% | $100.00            | $98.46             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-01-15      | 2.3750%  | 0.0000% | $737700.00         | $1213631.23        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2037-05-15      | 5.0000%  | 0.0000% | $32600.00          | $35188.36          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-02-15      | 2.1250%  | 0.0000% | $2900.00           | $4368.96           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-02-15      | 2.1250%  | 0.0000% | $3900.00           | $5736.06           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-02-15      | 0.7500%  | 0.0000% | $1082600.00        | $1222475.10        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-08-15      | 2.7500%  | 0.0000% | $7611900.00        | $5982797.36        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-02-15      | 1.3750%  | 0.0000% | $10696100.00       | $12627680.67       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-02-15      | 2.5000%  | 0.0000% | $200.00            | $144.28            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-11-15      | 3.0000%  | 0.0000% | $100.00            | $77.19             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-08-15      | 2.2500%  | 0.0000% | $17104800.00       | $11465886.24       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-05-15      | 3.0000%  | 0.0000% | $100.00            | $75.88             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-11-15      | 2.7500%  | 0.0000% | $1000.00           | $719.75            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-02-15      | 3.0000%  | 0.0000% | $4230300.00        | $3213682.76        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-02-15      | 1.0000%  | 0.0000% | $887900.00         | $863752.38         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-05-15      | 3.1250%  | 0.0000% | $1000.00           | $767.86            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-08-15      | 3.0000%  | 0.0000% | $1000.00           | $756.14            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-05-15      | 1.2500%  | 0.0000% | $856300.00         | $414194.36         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-08-15      | 1.1250%  | 0.0000% | $90500.00          | $57466.12          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-08-15      | 1.7500%  | 0.0000% | $941900.00         | $645149.22         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-11-15      | 2.0000%  | 0.0000% | $5992500.00        | $4219327.86        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-05-15      | 2.8750%  | 0.0000% | $98300.00          | $69502.65          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-08-15      | 3.0000%  | 0.0000% | $100.00            | $73.21             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 1.5000%  | 0.0000% | $200.00            | $172.76            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-02-15      | 3.8750%  | 0.0000% | $15737800.00       | $14458840.14       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-05-15      | 3.8750%  | 0.0000% | $100.00            | $90.66             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-08-15      | 4.1250%  | 0.0000% | $200.00            | $181.23            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-02-15      | 4.2500%  | 0.0000% | $2200000.00        | $2036686.30        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-02-15      | 4.5000%  | 0.0000% | $13812500.00       | $13665700.75       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-05-15      | 4.6250%  | 0.0000% | $700.00            | $682.39            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-05-15      | 4.6250%  | 0.0000% | $5001700.00        | $4964952.87        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-11-15      | 4.6250%  | 0.0000% | $500.00            | $495.43            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-02-15      | 4.6250%  | 0.0000% | $344400.00         | $339827.32         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-05-15      | 5.0000%  | 0.0000% | $3900.00           | $4048.69           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-15      | 2.2500%  | 0.0000% | $5100.00           | $5044.57           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-15      | 2.2500%  | 0.0000% | $100.00            | $98.09             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-15      | 2.8750%  | 0.0000% | $19400.00          | $19203.95          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-07-15      | 0.1250%  | 0.0000% | $18002100.00       | $24325357.54       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-07-15      | 0.7500%  | 0.0000% | $447800.00         | $576157.05         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-02-15      | 1.5000%  | 0.0000% | $1000.00           | $925.34            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-05-15      | 0.6250%  | 0.0000% | $3418400.00        | $3006893.69        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-02-28      | 0.5000%  | 0.0000% | $5321200.00        | $5302735.88        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-31      | 1.2500%  | 0.0000% | $37000.00          | $35136.92          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-09-30      | 1.2500%  | 0.0000% | $163000.00         | $153937.74         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-10-31      | 1.3750%  | 0.0000% | $1586800.00        | $1499646.58        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-02-15      | 1.8750%  | 0.0000% | $8335200.00        | $7509125.42        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-04-30      | 2.8750%  | 0.0000% | $100.00            | $98.37             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-05-15      | 2.8750%  | 0.0000% | $1000.00           | $948.60            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-31      | 2.6250%  | 0.0000% | $12981400.00       | $12856474.50       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-01-15      | 1.1250%  | 0.0000% | $100.00            | $105.67            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-02-28      | 4.0000%  | 0.0000% | $302900.00         | $311279.63         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-03-31      | 3.6250%  | 0.0000% | $39939100.00       | $40431672.43       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-31      | 3.6250%  | 0.0000% | $400.00            | $402.46            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-05-31      | 3.7500%  | 0.0000% | $100.00            | $100.71            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-09-30      | 4.6250%  | 0.0000% | $6176000.00        | $6501015.46        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-11-30      | 4.3750%  | 0.0000% | $52581000.00       | $54007730.83       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-12-31      | 3.7500%  | 0.0000% | $33900.00          | $34121.91          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-01-31      | 4.0000%  | 0.0000% | $50193300.00       | $51697062.90       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-02-28      | 4.2500%  | 0.0000% | $5182200.00        | $5366252.07        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-04-15      | 2.1250%  | 0.0000% | $7596300.00        | $8208628.66        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-04-30      | 4.6250%  | 0.0000% | $387100.00         | $406680.10         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-05-15      | 4.3750%  | 0.0000% | $2013900.00        | $2075352.93        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-07-31      | 4.0000%  | 0.0000% | $9699600.00        | $9997236.44        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-07-15      | 1.8750%  | 0.0000% | $8700.00           | $9165.39           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-08-31      | 3.7500%  | 0.0000% | $100.00            | $101.14            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-10-15      | 1.6250%  | 0.0000% | $25000.00          | $26247.28          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-15      | 4.1250%  | 0.0000% | $100.00            | $101.70            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-12-31      | 4.5000%  | 0.0000% | $101712700.00      | $105468441.45      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-01-31      | 4.1250%  | 0.0000% | $4647800.00        | $4756805.48        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-02-29      | 4.1250%  | 0.0000% | $37464900.00       | $38598847.64       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-04-15      | 1.6250%  | 0.0000% | $7012000.00        | $7241906.16        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-06-30      | 4.0000%  | 0.0000% | $4100.00           | $4134.04           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-06-30      | 3.7500%  | 0.0000% | $30343700.00       | $30465620.99       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-07-15      | 3.8750%  | 0.0000% | $4774000.00        | $4902446.93        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-07-15      | 1.8750%  | 0.0000% | $3800.00           | $3886.38           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-08-31      | 3.8750%  | 0.0000% | $100.00            | $101.29            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-09-15      | 3.3750%  | 0.0000% | $1009000.00        | $1015662.25        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-09-30      | 3.5000%  | 0.0000% | $100.00            | $100.94            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-11-15      | 4.0000%  | 0.0000% | $400.00            | $397.58            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-11-30      | 3.7500%  | 0.0000% | $4965300.00        | $4937219.65        | U.S. Treasuries (including strips) |

### Security 110: RBC Dominion Securities Inc.

- **C.1 - Title:** RBC Dominion Securities Inc. 3.830000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8WR616, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: BIV8WR616
- **C.18 - Value (incl. sponsor support):** $496000000.00
- **C.18.a - Value (excl. sponsor support):** $496000000.00
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2026-01-22      | 0.0000%  | 0.0000% | $1700.00           | $1696.65           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-02-19      | 0.0000%  | 0.0000% | $100.00            | $99.53             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-01-15      | 0.0000%  | 0.0000% | $52041800.00       | $51975550.79       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2037-05-15      | 5.0000%  | 0.0000% | $43100.00          | $46522.04          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-01-15      | 2.5000%  | 0.0000% | $100.00            | $158.39            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2039-05-15      | 4.2500%  | 0.0000% | $4545900.00        | $4492592.74        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-02-15      | 4.6250%  | 0.0000% | $37362900.00       | $38559474.89       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-02-15      | 2.1250%  | 0.0000% | $100.00            | $147.08            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-08-15      | 2.7500%  | 0.0000% | $2627600.00        | $2065239.73        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-02-15      | 3.1250%  | 0.0000% | $100.00            | $82.48             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-02-15      | 1.3750%  | 0.0000% | $487800.00         | $575890.52         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-05-15      | 3.3750%  | 0.0000% | $2616000.00        | $2181337.67        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-02-15      | 2.5000%  | 0.0000% | $100.00            | $72.14             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-05-15      | 3.0000%  | 0.0000% | $10200.00          | $7739.88           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-08-15      | 1.1250%  | 0.0000% | $4518700.00        | $2869305.59        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-11-15      | 1.6250%  | 0.0000% | $200.00            | $106.16            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-08-15      | 1.7500%  | 0.0000% | $4440700.00        | $3041633.04        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-05-15      | 2.8750%  | 0.0000% | $1685100.00        | $1191443.75        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-08-15      | 3.3750%  | 0.0000% | $100.00            | $86.19             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 1.5000%  | 0.0000% | $2328700.00        | $2011527.51        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-02-15      | 3.8750%  | 0.0000% | $100.00            | $91.87             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-05-15      | 3.8750%  | 0.0000% | $100.00            | $90.66             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-08-15      | 4.1250%  | 0.0000% | $5284000.00        | $4787984.32        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-02-15      | 2.1250%  | 0.0000% | $138147000.00      | $133479006.37      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-02-15      | 4.5000%  | 0.0000% | $449900.00         | $445118.46         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-05-15      | 4.6250%  | 0.0000% | $11800.00          | $11503.18          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-05-15      | 4.6250%  | 0.0000% | $4699400.00        | $4664873.85        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-11-15      | 4.5000%  | 0.0000% | $385100.00         | $367698.19         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-11-15      | 4.6250%  | 0.0000% | $656000.00         | $639792.26         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-15      | 2.2500%  | 0.0000% | $100.00            | $98.09             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-15      | 0.5000%  | 0.0000% | $735300.00         | $955990.86         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-04-30      | 2.3750%  | 0.0000% | $141100.00         | $141122.30         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-15      | 2.2500%  | 0.0000% | $16740600.00       | $16651230.31       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-07-15      | 0.7500%  | 0.0000% | $3805700.00        | $4896562.96        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-01-31      | 1.5000%  | 0.0000% | $536800.00         | $528698.84         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-10-31      | 0.5000%  | 0.0000% | $900.00            | $853.80            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-31      | 0.7500%  | 0.0000% | $1423000.00        | $1350235.19        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-31      | 1.2500%  | 0.0000% | $23025900.00       | $21866466.74       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-06-30      | 1.2500%  | 0.0000% | $6487400.00        | $6143146.12        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-02-15      | 1.8750%  | 0.0000% | $17778300.00       | $16016350.47       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-28      | 1.8750%  | 0.0000% | $1079100.00        | $1066058.06        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-07-15      | 0.6250%  | 0.0000% | $17344500.00       | $18329823.67       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-08-15      | 2.7500%  | 0.0000% | $100.00            | $94.47             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-12-31      | 3.8750%  | 0.0000% | $7509700.00        | $7567997.80        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-31      | 3.5000%  | 0.0000% | $2499800.00        | $2537346.07        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-01-15      | 1.1250%  | 0.0000% | $13305900.00       | $14059954.38       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-02-28      | 4.0000%  | 0.0000% | $387000.00         | $397706.22         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-03-31      | 3.6250%  | 0.0000% | $5278000.00        | $5343094.04        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-05-31      | 3.7500%  | 0.0000% | $100.00            | $100.71            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-07-15      | 1.3750%  | 0.0000% | $100.00            | $105.41            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-10-15      | 2.3750%  | 0.0000% | $25736200.00       | $28329106.51       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-11-30      | 4.3750%  | 0.0000% | $2603000.00        | $2673629.70        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-01-31      | 4.0000%  | 0.0000% | $2293700.00        | $2362417.96        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-03-31      | 4.1250%  | 0.0000% | $3722000.00        | $3831027.89        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-05-15      | 4.3750%  | 0.0000% | $11527600.00       | $11879357.71       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-07-31      | 4.1250%  | 0.0000% | $11467200.00       | $11874298.63       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-10-31      | 4.1250%  | 0.0000% | $1492000.00        | $1529846.02        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-10-31      | 4.1250%  | 0.0000% | $61487500.00       | $62992466.01       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-15      | 4.1250%  | 0.0000% | $3381400.00        | $3438987.65        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-11-30      | 4.1250%  | 0.0000% | $2919000.00        | $2979607.34        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-28      | 4.1250%  | 0.0000% | $36900.00          | $37668.59          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-02-29      | 4.1250%  | 0.0000% | $100.00            | $103.03            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-05-31      | 4.0000%  | 0.0000% | $59000.00          | $60043.86          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-06-15      | 3.8750%  | 0.0000% | $9446700.00        | $9549917.45        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-07-31      | 3.8750%  | 0.0000% | $100.00            | $102.51            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-07-31      | 4.0000%  | 0.0000% | $1000.00           | $1024.36           | U.S. Treasuries (including strips) |

### Security 111: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc. 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8YRBR1, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BIV8YRBR1
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-07-07
- **C.12 - Maturity Date (WAL):** 2026-07-07
- **C.13 - Final Legal Maturity Date:** 2026-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2050-05-15      | 1.2500%  | 0.0000% | $13521500.00       | $6543153.88        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-11-15      | 4.0000%  | 0.0000% | $407742000.00      | $358210673.25      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-01-31      | 4.2500%  | 0.0000% | $41519800.00       | $43246186.51       | U.S. Treasuries (including strips) |

### Security 112: Wells Fargo Securities, LLC

- **C.1 - Title:** Wells Fargo Securities, LLC 3.870000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8YXK23, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BIV8YXK23
- **C.18 - Value (incl. sponsor support):** $675000000.00
- **C.18.a - Value (excl. sponsor support):** $675000000.00
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp | 2034-04-01      | 5.0000%  | 0.0000% | $120799.00         | $569.11            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2029-04-01      | 4.0000%  | 0.0000% | $1110312.00        | $5881.66           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2038-05-01      | 6.0000%  | 0.0000% | $200000.00         | $1405.61           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2028-06-01      | 2.5000%  | 0.0000% | $1500000.00        | $63798.32          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2038-01-01      | 2.5000%  | 0.0000% | $22079952.00       | $18905060.94       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2037-01-01      | 1.5000%  | 0.0000% | $355977.00         | $210224.74         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2040-02-01      | 5.5000%  | 0.0000% | $100547505.00      | $73741999.02       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2053-08-01      | 6.5000%  | 0.0000% | $89702459.00       | $58148940.59       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2053-04-01      | 6.5000%  | 0.0000% | $21508269.00       | $17618300.05       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2053-06-01      | 5.0000%  | 0.0000% | $103000.00         | $83062.70          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2054-07-01      | 6.0000%  | 0.0000% | $3800000.00        | $3471893.05        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2053-09-01      | 5.5000%  | 0.0000% | $11830846.00       | $10577048.52       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2049-08-01      | 4.0000%  | 0.0000% | $97000.00          | $9725.78           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2050-09-01      | 2.0000%  | 0.0000% | $15828000.00       | $7558216.05        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2051-11-01      | 1.5000%  | 0.0000% | $134625.00         | $82858.76          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2052-03-01      | 3.5000%  | 0.0000% | $6000.00           | $4043.10           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2053-02-01      | 3.0000%  | 0.0000% | $83000.00          | $64844.20          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2053-02-01      | 3.0000%  | 0.0000% | $69034.00          | $52734.50          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2054-08-01      | 5.0000%  | 0.0000% | $6647289.00        | $6014780.51        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2054-11-01      | 5.0000%  | 0.0000% | $106407187.00      | $97690337.54       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2055-05-01      | 6.5000%  | 0.0000% | $148756634.00      | $117745039.94      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2053-10-01      | 6.0000%  | 0.0000% | $100000.00         | $78094.50          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2050-11-01      | 2.0000%  | 0.0000% | $2138061.00        | $1176036.99        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2051-08-01      | 3.0000%  | 0.0000% | $3448962.00        | $1911117.89        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2051-11-01      | 3.0000%  | 0.0000% | $3342554.00        | $2476846.74        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2052-01-01      | 2.5000%  | 0.0000% | $462241.00         | $293336.84         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2052-04-01      | 3.5000%  | 0.0000% | $743346.00         | $398977.11         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2052-08-01      | 5.0000%  | 0.0000% | $28101402.00       | $21303210.32       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2052-12-01      | 6.5000%  | 0.0000% | $73000.00          | $25664.85          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2053-08-01      | 5.0000%  | 0.0000% | $233468.00         | $228182.99         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2044-04-01      | 7.5000%  | 0.0000% | $1260059.00        | $1297189.61        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2036-01-01      | 2.0000%  | 0.0000% | $1120000.00        | $453964.52         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2049-12-01      | 3.0000%  | 0.0000% | $1239584.00        | $281573.54         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2051-11-01      | 2.5000%  | 0.0000% | $19224490.00       | $12128489.62       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2047-09-01      | 3.5000%  | 0.0000% | $7000.00           | $4432.77           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2045-12-01      | 5.0000%  | 0.0000% | $20004846.00       | $20205828.03       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2035-06-01      | 2.5000%  | 0.0000% | $2000.00           | $569.55            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2036-03-01      | 2.0000%  | 0.0000% | $1750000.00        | $816600.32         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2040-01-01      | 6.5000%  | 0.0000% | $4728831.00        | $4238043.21        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2040-11-01      | 4.0000%  | 0.0000% | $531060.00         | $524358.08         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2055-09-01      | 6.0000%  | 0.0000% | $5049105.00        | $5216143.40        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2055-10-01      | 6.0000%  | 0.0000% | $1725540.00        | $1807056.95        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2055-11-01      | 6.0000%  | 0.0000% | $1311330.00        | $1373286.12        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2055-01-01      | 6.0000%  | 0.0000% | $550000.00         | $464007.46         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2055-09-01      | 6.5000%  | 0.0000% | $11108018.00       | $11318323.37       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2055-02-01      | 4.5000%  | 0.0000% | $10751443.00       | $10585763.59       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2053-10-01      | 3.0000%  | 0.0000% | $116633537.00      | $103740399.29      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2054-09-01      | 6.5000%  | 0.0000% | $5700000.00        | $4344934.93        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2054-12-01      | 6.0000%  | 0.0000% | $37396659.00       | $35898795.76       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2055-12-01      | 5.0000%  | 0.0000% | $2000.00           | $2001.07           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2040-11-01      | 5.0000%  | 0.0000% | $31854364.00       | $31374229.05       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2056-01-01      | 5.0000%  | 0.0000% | $1281200.00        | $1287168.68        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2055-12-01      | 4.5000%  | 0.0000% | $1208041.00        | $1194608.79        | Agency Mortgage-Backed Securities |

### Security 113: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV90WLD5, C.3 - LEI: 549300HXQQQCCUBS2Z23, C.5 - Other ID: BIV90WLD5
- **C.18 - Value (incl. sponsor support):** $1403000000.00
- **C.18.a - Value (excl. sponsor support):** $1403000000.00
- **C.19 - Percentage of Net Assets:** 1.8800%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-09-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2042-11-01      | 3.5000%  | 0.0000% | $112193772.00      | $17137876.82       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-03-01      | 4.0000%  | 0.0000% | $126174612.00      | $24061508.33       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 4.5000%  | 0.0000% | $42063000.00       | $33155121.50       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 5.5000%  | 0.0000% | $23178643.00       | $17031204.52       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 5.5000%  | 0.0000% | $20318413.00       | $17846736.31       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-02-01      | 5.5000%  | 0.0000% | $25868339.00       | $18997894.29       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-05-01      | 5.0000%  | 0.0000% | $1481000.00        | $1227316.80        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 6.0000%  | 0.0000% | $1024.00           | $820.34            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-11-01      | 6.5000%  | 0.0000% | $23440000.00       | $18751444.88       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 4.5000%  | 0.0000% | $1024.00           | $718.39            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 4.5000%  | 0.0000% | $36979055.00       | $25635433.31       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 5.0000%  | 0.0000% | $3464276.00        | $2689941.37        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-05-01      | 4.5000%  | 0.0000% | $469873.00         | $347618.52         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 6.0000%  | 0.0000% | $70018560.00       | $47527485.10       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-03-01      | 5.0000%  | 0.0000% | $328137.00         | $264794.21         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-09-01      | 5.5000%  | 0.0000% | $14088112.00       | $12029675.85       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 6.0000%  | 0.0000% | $8237216.00        | $6740207.80        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-01-01      | 6.0000%  | 0.0000% | $31314046.00       | $191586.77         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2039-01-01      | 6.0000%  | 0.0000% | $20796794.00       | $124770.00         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2039-01-01      | 6.0000%  | 0.0000% | $9483808.00        | $54713.93          | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2039-11-01      | 4.0000%  | 0.0000% | $91211734.00       | $468589.04         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2033-12-01      | 5.8000%  | 0.0000% | $390000.00         | $187025.86         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-03-01      | 4.0000%  | 0.0000% | $20787000.00       | $2021443.05        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-04-01      | 3.5000%  | 0.0000% | $20347920.00       | $2518798.99        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-03-01      | 4.0000%  | 0.0000% | $62918346.00       | $9263191.94        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-02-01      | 3.0000%  | 0.0000% | $1909000.00        | $248284.70         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-08-01      | 3.5000%  | 0.0000% | $1810318.00        | $166005.61         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-09-01      | 3.5000%  | 0.0000% | $4134356.00        | $575170.61         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-02-01      | 3.5000%  | 0.0000% | $10354575.00       | $1467276.54        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-01-01      | 4.0000%  | 0.0000% | $90492823.00       | $17009058.32       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-07-01      | 3.5000%  | 0.0000% | $241969351.00      | $30827885.17       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-10-01      | 3.5000%  | 0.0000% | $12068681.00       | $2498185.79        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-04-01      | 4.0000%  | 0.0000% | $100096144.00      | $15620302.97       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-07-01      | 3.5000%  | 0.0000% | $1167289.00        | $127773.02         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-12-01      | 3.5000%  | 0.0000% | $1211909.00        | $177686.16         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-10-01      | 3.5000%  | 0.0000% | $3770290.00        | $1206508.57        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-08-01      | 3.5000%  | 0.0000% | $12186352.00       | $1130230.42        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-10-01      | 2.5000%  | 0.0000% | $810000.00         | $29614.79          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-06-01      | 3.5000%  | 0.0000% | $55154544.00       | $737995.09         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2043-08-01      | 3.5000%  | 0.0000% | $18000000.00       | $447558.90         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2043-08-01      | 5.0000%  | 0.0000% | $22985961.00       | $406084.06         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2043-02-01      | 3.0000%  | 0.0000% | $153827361.00      | $3132053.83        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2043-02-01      | 3.5000%  | 0.0000% | $83600000.00       | $1663862.98        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2033-01-01      | 3.0000%  | 0.0000% | $26880449.00       | $170541.00         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2043-01-01      | 3.5000%  | 0.0000% | $21177373.00       | $324718.46         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2042-01-01      | 4.0000%  | 0.0000% | $21653116.00       | $333635.69         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2042-07-01      | 4.5000%  | 0.0000% | $124583000.00      | $2687360.97        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2038-02-01      | 3.5000%  | 0.0000% | $50043825.00       | $1203968.71        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2034-08-01      | 5.5000%  | 0.0000% | $2000000.00        | $34887.74          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-01-01      | 7.0000%  | 0.0000% | $732444.00         | $770344.03         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 5.0000%  | 0.0000% | $1887970.00        | $1664789.42        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $4248854.00        | $4141049.38        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 6.0000%  | 0.0000% | $35421257.00       | $34530600.48       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-06-01      | 4.0000%  | 0.0000% | $2500000.00        | $398911.98         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-02-01      | 3.0000%  | 0.0000% | $179710.00         | $43863.40          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2058-01-01      | 3.5000%  | 0.0000% | $126739778.00      | $43068048.89       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2063-03-01      | 4.5000%  | 0.0000% | $22592877.00       | $17374615.68       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-04-01      | 3.3000%  | 0.0000% | $99050.00          | $72171.47          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-12-01      | 5.5000%  | 0.0000% | $320000.00         | $109809.62         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-10-01      | 2.0000%  | 0.0000% | $3895583.00        | $2070693.61        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-07-01      | 1.9000%  | 0.0000% | $24998919.00       | $22103652.52       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-12-01      | 4.0000%  | 0.0000% | $100077374.00      | $21292103.66       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-10-01      | 3.5000%  | 0.0000% | $37850620.00       | $10517491.24       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-09-01      | 4.5000%  | 0.0000% | $62535887.00       | $15832885.94       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-07-01      | 4.5000%  | 0.0000% | $58877991.00       | $18071071.94       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-05-01      | 3.5000%  | 0.0000% | $50000000.00       | $21439439.38       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-05-01      | 3.0000%  | 0.0000% | $30134374.00       | $17358754.60       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 2.5000%  | 0.0000% | $50147481.00       | $30222873.87       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 3.5000%  | 0.0000% | $50000000.00       | $33896913.93       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $50454240.00       | $36015909.54       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 4.5000%  | 0.0000% | $44105250.00       | $33054084.78       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 4.5000%  | 0.0000% | $27354848.00       | $19450566.71       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 4.5000%  | 0.0000% | $884564.00         | $610155.45         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $27955055.00       | $21578465.81       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $25734980.00       | $19267505.28       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $19283614.00       | $15534438.41       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 4.0000%  | 0.0000% | $25502244.00       | $19716800.78       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 6.0000%  | 0.0000% | $24598389.00       | $17860941.84       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 6.0000%  | 0.0000% | $22747110.00       | $17347171.37       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 6.5000%  | 0.0000% | $1468459.00        | $1291546.72        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 6.0000%  | 0.0000% | $19794000.00       | $15942893.75       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-08-01      | 6.0000%  | 0.0000% | $20478000.00       | $16985190.35       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-11-01      | 6.0000%  | 0.0000% | $21415914.00       | $17722437.97       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $19373114.00       | $18194005.99       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 6.0000%  | 0.0000% | $9033687.00        | $8712661.56        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 4.5000%  | 0.0000% | $48718248.00       | $34243725.19       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-03-01      | 5.5000%  | 0.0000% | $1995000.00        | $1761573.48        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-11-01      | 5.0000%  | 0.0000% | $24714164.00       | $21438959.27       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $244299.00         | $230854.90         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 6.5000%  | 0.0000% | $43517578.00       | $35238757.78       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-12-01      | 5.0000%  | 0.0000% | $33597620.00       | $26414283.05       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-08-01      | 5.0000%  | 0.0000% | $325207.00         | $143131.36         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-04-01      | 3.5000%  | 0.0000% | $9250000.00        | $388847.06         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2049-04-01      | 4.0000%  | 0.0000% | $9750000.00        | $498508.71         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2051-10-25      | 2.0000%  | 0.0000% | $82267460.00       | $8706110.16        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2037-08-25      | 2.0000%  | 0.0000% | $130617312.00      | $4849045.94        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2052-05-25      | 2.5000%  | 0.0000% | $100000000.00      | $11690875.31       | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2052-08-25      | 4.5000%  | 0.0000% | $60741444.00       | $10502665.56       | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2042-04-01      | 2.0000%  | 0.0000% | $13799708.00       | $1025857.39        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2052-07-01      | 3.0000%  | 0.0000% | $27127000.00       | $3778556.53        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2052-10-01      | 3.0000%  | 0.0000% | $98335925.00       | $14640724.31       | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2053-02-01      | 6.0000%  | 0.0000% | $34979633.00       | $4901798.49        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2053-02-01      | 5.0000%  | 0.0000% | $30829180.00       | $5063774.40        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2037-06-01      | 1.5000%  | 0.0000% | $15554957.00       | $644548.24         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2038-05-01      | 2.5000%  | 0.0000% | $10215045.00       | $629199.42         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2038-07-01      | 3.5000%  | 0.0000% | $11771783.00       | $955554.29         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2038-10-01      | 4.5000%  | 0.0000% | $8038683.00        | $608003.97         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2038-11-01      | 5.5000%  | 0.0000% | $1658684.00        | $116264.49         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2053-11-01      | 7.0000%  | 0.0000% | $7378736.00        | $790254.95         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2038-11-01      | 3.3805%  | 0.0000% | $744037.00         | $45788.87          | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2053-06-01      | 3.1726%  | 0.0000% | $2664945.00        | $345196.67         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2053-11-01      | 4.5056%  | 0.0000% | $4016787.00        | $698459.93         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2053-11-01      | 5.8747%  | 0.0000% | $1240574.00        | $164880.62         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2052-06-01      | 2.5000%  | 0.0000% | $49550250.00       | $6453261.92        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2052-04-01      | 2.5000%  | 0.0000% | $35719555.00       | $4813091.42        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.0000%  | 0.0000% | $36882576.00       | $36049943.04       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 5.5000%  | 0.0000% | $20211911.00       | $20635381.23       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 5.5000%  | 0.0000% | $33794160.00       | $32381721.51       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-11-25      | 5.0000%  | 0.0000% | $46078368.00       | $8553371.04        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 5.5000%  | 0.0000% | $40881741.00       | $39627756.69       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 5.0000%  | 0.0000% | $31741000.00       | $30076377.76       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 5.0000%  | 0.0000% | $50229345.00       | $47884153.11       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-04-20      | 5.1177%  | 0.0000% | $49863800.00       | $30402839.82       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 5.1677%  | 0.0000% | $3391400.00        | $3170255.81        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 5.2176%  | 0.0000% | $3681140.00        | $3322421.81        | Agency Collateralized Mortgage Obligation |
| U.S. Treasury                            | 2038-05-15      | 4.5000%  | 0.0000% | $2735600.00        | $2812115.37        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2039-11-15      | 4.3750%  | 0.0000% | $5923700.00        | $5897685.43        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2040-02-15      | 4.6250%  | 0.0000% | $13624800.00       | $14061144.44       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2049-11-15      | 2.3750%  | 0.0000% | $8340500.00        | $5414785.68        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2050-05-15      | 1.2500%  | 0.0000% | $6097800.00        | $2949520.48        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2041-02-15      | 1.8750%  | 0.0000% | $14795200.00       | $10491058.09       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2052-11-15      | 4.0000%  | 0.0000% | $5984000.00        | $5254226.50        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2055-05-15      | 4.7500%  | 0.0000% | $7723800.00        | $7685651.47        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2045-05-15      | 5.0000%  | 0.0000% | $12101000.00       | $12562345.68       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2055-08-15      | 4.7500%  | 0.0000% | $6816000.00        | $6865255.82        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2045-11-15      | 4.6250%  | 0.0000% | $2226900.00        | $2200286.48        | U.S. Treasuries (including strips)        |

### Security 114: RBC Dominion Securities Inc.

- **C.1 - Title:** RBC Dominion Securities Inc. 3.870000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV94E952, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: BIV94E952
- **C.18 - Value (incl. sponsor support):** $698000000.00
- **C.18.a - Value (excl. sponsor support):** $698000000.00
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2026-03-12      | 0.0000%  | 0.0000% | $3949800.00        | $3923008.51        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2039-08-15      | 4.5000%  | 0.0000% | $23790400.00       | $24320521.48       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-02-15      | 4.6250%  | 0.0000% | $81831800.00       | $84452524.77       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-02-15      | 1.3750%  | 0.0000% | $140452700.00      | $165816685.06      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-08-15      | 2.2500%  | 0.0000% | $200.00            | $134.07            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-02-15      | 0.2500%  | 0.0000% | $100.00            | $73.32             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-11-15      | 1.3750%  | 0.0000% | $2043000.00        | $1335803.78        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-11-15      | 2.0000%  | 0.0000% | $100.00            | $70.41             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-05-15      | 2.8750%  | 0.0000% | $3100.00           | $2191.84           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 3.6250%  | 0.0000% | $4219400.00        | $3494759.19        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-05-15      | 3.8750%  | 0.0000% | $67336700.00       | $61047521.79       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-08-15      | 4.1250%  | 0.0000% | $14719400.00       | $13337671.52       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-08-15      | 4.3750%  | 0.0000% | $21690000.00       | $21181071.26       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-05-15      | 4.6250%  | 0.0000% | $2600.00           | $2580.90           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-11-15      | 4.6250%  | 0.0000% | $287243900.00      | $284619947.60      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-02-15      | 4.7500%  | 0.0000% | $223300.00         | $227248.28         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-05-15      | 5.0000%  | 0.0000% | $100.00            | $103.81            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-11-15      | 4.6250%  | 0.0000% | $100.00            | $98.80             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-15      | 2.2500%  | 0.0000% | $100.00            | $98.91             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-08-15      | 2.8750%  | 0.0000% | $598300.00         | $595429.51         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-05-15      | 0.6250%  | 0.0000% | $2716500.00        | $2389488.27        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-02-28      | 0.5000%  | 0.0000% | $1412000.00        | $1407100.48        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-31      | 1.2500%  | 0.0000% | $2930700.00        | $2783129.17        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-07-31      | 1.0000%  | 0.0000% | $52900.00          | $49884.31          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-02-15      | 3.5000%  | 0.0000% | $2705200.00        | $2671395.82        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-11-30      | 4.3750%  | 0.0000% | $25800.00          | $26500.06          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-12-31      | 3.7500%  | 0.0000% | $200.00            | $200.46            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-04-15      | 2.1250%  | 0.0000% | $36696900.00       | $39654993.21       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-05-15      | 4.3750%  | 0.0000% | $392700.00         | $404683.00         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-06-30      | 4.2500%  | 0.0000% | $2455000.00        | $2509758.78        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-08-15      | 3.8750%  | 0.0000% | $100.00            | $100.22            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-09-15      | 3.3750%  | 0.0000% | $1000.00           | $1008.51           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-01-31      | 4.2500%  | 0.0000% | $775100.00         | $807116.93         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-03-31      | 3.8750%  | 0.0000% | $100.00            | $101.44            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-04-15      | 1.6250%  | 0.0000% | $24000.00          | $24786.90          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-31      | 3.7611%  | 0.0000% | $100.00            | $100.71            | U.S. Treasuries (including strips) |

### Security 115: Fixed Income Clearing Corp. - Wells Fargo Bank, N.A.

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. 3.990000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV94VSP9, C.3 - LEI: N/A, C.5 - Other ID: BIV94VSP9
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-01-28
- **C.12 - Maturity Date (WAL):** 2026-01-28
- **C.13 - Final Legal Maturity Date:** 2026-01-28
- **Characteristics:** C.9 Eligible 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 Corporation

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

**Collateral:**
| Issuer Name                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY NOTE 3.625 31-AUG-2030 | 2030-08-31      | 3.6250%  | 0.0000% | $353366400.00      | $357000013.98      | U.S. Treasuries (including strips) |

### Security 116: Fixed Income Clearing Corp. - Wells Fargo Bank, N.A.

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. 4.000000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV95JDP1, C.3 - LEI: N/A, C.5 - Other ID: BIV95JDP1
- **C.18 - Value (incl. sponsor support):** $650000000.00
- **C.18.a - Value (excl. sponsor support):** $650000000.00
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-01-08
- **C.12 - Maturity Date (WAL):** 2026-01-08
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 Corporation

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2055-02-15      | 4.6250%  | 0.0000% | $671921300.00      | $663000032.92      | U.S. Treasuries (including strips) |

### Security 117: Fixed Income Clearing Corp. - Wells Fargo Bank, N.A.

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. 3.980000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV97ETZ1, C.3 - LEI: N/A, C.5 - Other ID: BIV97ETZ1
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-01-23
- **C.12 - Maturity Date (WAL):** 2026-01-23
- **C.13 - Final Legal Maturity Date:** 2026-01-23
- **Characteristics:** C.9 Eligible 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 Corporation

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2028-12-31      | 1.3750%  | 0.0000% | $1100000.00        | $1033550.10        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-11-15      | 4.1250%  | 0.0000% | $230247300.00      | $234652785.69      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-12-15      | 3.5000%  | 0.0000% | $273988900.00      | $274313703.30      | U.S. Treasuries (including strips) |

### Security 118: Fixed Income Clearing Corp. - Wells Fargo Bank, N.A.

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. 3.970000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV97KQB3, C.3 - LEI: N/A, C.5 - Other ID: BIV97KQB3
- **C.18 - Value (incl. sponsor support):** $450000000.00
- **C.18.a - Value (excl. sponsor support):** $450000000.00
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-01-28
- **C.12 - Maturity Date (WAL):** 2026-01-28
- **C.13 - Final Legal Maturity Date:** 2026-01-28
- **Characteristics:** C.9 Eligible 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 Corporation

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2032-11-15      | 4.1250%  | 0.0000% | $19702900.00       | $20079889.63       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-10-31      | 3.7500%  | 0.0000% | $439852200.00      | $438920179.92      | U.S. Treasuries (including strips) |

### Security 119: Wells Fargo Securities, LLC

- **C.1 - Title:** Wells Fargo Securities, LLC 3.950000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV97KQC1, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BIV97KQC1
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-01-28
- **C.12 - Maturity Date (WAL):** 2026-01-28
- **C.13 - Final Legal Maturity Date:** 2026-01-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp | 2053-10-01      | 3.0000%  | 0.0000% | $344030509.00      | $306000000.41      | Agency Mortgage-Backed Securities |

### Security 120: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV98HGH7, C.3 - LEI: 549300HXQQQCCUBS2Z23, C.5 - Other ID: BIV98HGH7
- **C.18 - Value (incl. sponsor support):** $1530000000.00
- **C.18.a - Value (excl. sponsor support):** $1530000000.00
- **C.19 - Percentage of Net Assets:** 2.0500%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury                   | 2028-04-15      | 3.6250%  | 0.0000% | $6800000.00        | $14473682.41       | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2026-01-15      | 2.0000%  | 0.0000% | $25600.00          | $42276.72          | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2040-02-15      | 2.1250%  | 0.0000% | $119900.00         | $180633.90         | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2041-02-15      | 2.1250%  | 0.0000% | $3290000.00        | $4838878.34        | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2042-02-15      | 0.7500%  | 0.0000% | $5714900.00        | $6453281.88        | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2047-02-15      | 0.8750%  | 0.0000% | $1399000.00        | $1371446.94        | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2055-02-15      | 2.3750%  | 0.0000% | $1250000.00        | $1240874.92        | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2027-08-15      | 2.2500%  | 0.0000% | $909300.00         | $899417.27         | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2027-11-15      | 2.2500%  | 0.0000% | $220000.00         | $215792.97         | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2028-08-15      | 2.8750%  | 0.0000% | $5743000.00        | $5715446.52        | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2028-11-15      | 3.1250%  | 0.0000% | $1946900.00        | $1934067.97        | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2026-01-31      | 2.6250%  | 0.0000% | $1023700.00        | $1033793.40        | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2029-02-15      | 2.6250%  | 0.0000% | $35244400.00       | $34640231.68       | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2026-02-28      | 2.5000%  | 0.0000% | $160000.00         | $161041.99         | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2026-02-15      | 1.6250%  | 0.0000% | $2000.00           | $2006.99           | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2026-05-15      | 1.6250%  | 0.0000% | $6155000.00        | $6124095.23        | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2026-11-15      | 2.0000%  | 0.0000% | $1600000.00        | $1582829.50        | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2027-05-15      | 2.3750%  | 0.0000% | $46291600.00       | $45741885.20       | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2026-08-31      | 1.3750%  | 0.0000% | $813000.00         | $805241.52         | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2029-11-15      | 1.7500%  | 0.0000% | $3137300.00        | $2939379.53        | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2027-04-30      | 0.5000%  | 0.0000% | $49978000.00       | $48106650.83       | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2027-05-31      | 0.5000%  | 0.0000% | $2527000.00        | $2425110.92        | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2027-11-30      | 0.6250%  | 0.0000% | $1300.00           | $1232.93           | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2027-12-31      | 0.6250%  | 0.0000% | $652400.00         | $616891.17         | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2028-02-29      | 1.1250%  | 0.0000% | $5100000.00        | $4871415.13        | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2028-03-31      | 1.2500%  | 0.0000% | $5001000.00        | $4777812.07        | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2026-04-30      | 0.7500%  | 0.0000% | $3391900.00        | $3364926.97        | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2026-05-31      | 0.7500%  | 0.0000% | $6400.00           | $6328.73           | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2026-07-31      | 0.6250%  | 0.0000% | $1058600.00        | $1043612.88        | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2026-10-31      | 1.1250%  | 0.0000% | $2228300.00        | $2187873.55        | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2028-12-31      | 1.3750%  | 0.0000% | $389000.00         | $365500.90         | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2032-02-15      | 1.8750%  | 0.0000% | $4186000.00        | $3771139.14        | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2029-06-30      | 3.2500%  | 0.0000% | $100000.00         | $98942.20          | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2027-07-31      | 2.7500%  | 0.0000% | $102237300.00      | $102264231.75      | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2029-08-31      | 3.1250%  | 0.0000% | $25547900.00       | $25411340.55       | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2027-09-30      | 4.1250%  | 0.0000% | $171983000.00      | $175664093.89      | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2029-10-31      | 4.0000%  | 0.0000% | $3890800.00        | $3972974.99        | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2027-10-31      | 4.1250%  | 0.0000% | $234500.00         | $238792.98         | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2032-11-15      | 4.1250%  | 0.0000% | $4763200.00        | $4854337.70        | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2029-11-30      | 3.8750%  | 0.0000% | $17000.00          | $17219.34          | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2027-12-31      | 3.8750%  | 0.0000% | $45384900.00       | $45737222.98       | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2030-01-31      | 3.5000%  | 0.0000% | $1740000.00        | $1757575.10        | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2026-02-15      | 4.0000%  | 0.0000% | $100.00            | $101.52            | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2030-03-31      | 3.6250%  | 0.0000% | $2790000.00        | $2814426.70        | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2026-04-15      | 3.7500%  | 0.0000% | $9000.00           | $9075.12           | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2030-04-30      | 3.5000%  | 0.0000% | $35966600.00       | $35965117.82       | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2026-06-15      | 4.1250%  | 0.0000% | $625200.00         | $628020.39         | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2028-06-30      | 4.0000%  | 0.0000% | $191816000.00      | $194162293.31      | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2026-08-15      | 4.3750%  | 0.0000% | $4910000.00        | $5013626.78        | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2030-08-31      | 4.1250%  | 0.0000% | $300000.00         | $309905.38         | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2030-11-30      | 4.3750%  | 0.0000% | $8000.00           | $8273.60           | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2028-12-31      | 3.7500%  | 0.0000% | $12784600.00       | $12868287.99       | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2026-04-30      | 4.8750%  | 0.0000% | $248900.00         | $251961.17         | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2029-04-15      | 2.1250%  | 0.0000% | $24272700.00       | $26229293.31       | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2026-04-30      | 3.7521%  | 0.0000% | $117166400.00      | $117956024.66      | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2034-05-15      | 4.3750%  | 0.0000% | $1960800.00        | $2020632.62        | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2026-05-31      | 4.8750%  | 0.0000% | $911000.00         | $919428.38         | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2026-07-31      | 3.7841%  | 0.0000% | $387238100.00      | $389976867.07      | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2034-08-15      | 3.8750%  | 0.0000% | $3957300.00        | $3966014.96        | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2029-10-15      | 1.6250%  | 0.0000% | $14735700.00       | $15470883.37       | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2027-01-31      | 3.7001%  | 0.0000% | $7461600.00        | $7507811.43        | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2032-02-29      | 4.1250%  | 0.0000% | $184000.00         | $189569.12         | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2028-03-15      | 3.8750%  | 0.0000% | $4000.00           | $4079.92           | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2032-03-31      | 4.1250%  | 0.0000% | $175000000.00      | $179629244.23      | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2035-05-15      | 4.2500%  | 0.0000% | $1566500.00        | $1593164.26        | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2032-05-31      | 4.1250%  | 0.0000% | $1200000.00        | $1222752.06        | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2035-08-15      | 4.2500%  | 0.0000% | $225000.00         | $230949.79         | U.S. Treasuries (including strips) |
| TREASURY NOTE 3.625 31-AUG-2030 | 2030-08-31      | 3.6250%  | 0.0000% | $250000.00         | $252570.71         | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2030-10-31      | 3.6250%  | 0.0000% | $1913000.00        | $1919906.74        | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2027-10-31      | 3.7921%  | 0.0000% | $1000.00           | $1007.51           | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2028-11-15      | 3.5000%  | 0.0000% | $1875000.00        | $1882679.09        | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2030-11-30      | 3.5000%  | 0.0000% | $234400.00         | $233167.71         | U.S. Treasuries (including strips) |

### Security 121: Bank of Montreal

- **C.1 - Title:** Bank of Montreal 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV98LV81, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: BIV98LV81
- **C.18 - Value (incl. sponsor support):** $332000000.00
- **C.18.a - Value (excl. sponsor support):** $332000000.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2054-10-01      | 5.0000%  | 0.0000% | $14754712.79       | $14058297.37       | Agency Mortgage-Backed Securities |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2053-06-01      | 6.0000%  | 0.0000% | $15616863.67       | $13922539.66       | Agency Mortgage-Backed Securities |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2054-06-01      | 6.0000%  | 0.0000% | $16600000.00       | $13209005.49       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2055-08-01      | 5.5000%  | 0.0000% | $15423984.95       | $14358957.94       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2063-03-01      | 3.5000%  | 0.0000% | $18450147.02       | $13263392.56       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2051-01-01      | 2.5000%  | 0.0000% | $25099200.00       | $13697315.65       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2051-09-01      | 2.5000%  | 0.0000% | $22642400.00       | $13653671.15       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2055-08-01      | 4.0000%  | 0.0000% | $13171384.87       | $12277389.56       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2052-07-01      | 5.0000%  | 0.0000% | $18592000.00       | $13740499.94       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2038-03-01      | 2.0000%  | 0.0000% | $11904196.65       | $10828454.82       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2037-03-01      | 2.5000%  | 0.0000% | $13569450.88       | $12546717.29       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2052-10-01      | 2.0000%  | 0.0000% | $17383616.94       | $14165538.60       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2053-10-01      | 3.5000%  | 0.0000% | $15265324.81       | $14219828.16       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2056-01-01      | 5.0000%  | 0.0000% | $11098439.29       | $11157090.84       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2047-07-01      | 5.0000%  | 0.0000% | $22392696.16       | $13909910.04       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2055-10-01      | 6.0000%  | 0.0000% | $14010952.45       | $13847817.61       | Agency Mortgage-Backed Securities |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2055-01-01      | 5.5000%  | 0.0000% | $13622316.57       | $12747438.96       | Agency Mortgage-Backed Securities |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2055-06-01      | 5.5000%  | 0.0000% | $14534388.96       | $14201003.22       | Agency Mortgage-Backed Securities |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2055-06-01      | 6.5000%  | 0.0000% | $14751649.10       | $14449746.55       | Agency Mortgage-Backed Securities |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2055-09-01      | 5.5000%  | 0.0000% | $13348783.10       | $13485017.09       | Agency Mortgage-Backed Securities |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2055-09-01      | 6.0000%  | 0.0000% | $14470779.75       | $14160298.90       | Agency Mortgage-Backed Securities |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2055-08-01      | 6.5000%  | 0.0000% | $14027874.49       | $14089231.59       | Agency Mortgage-Backed Securities |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2052-03-01      | 2.5000%  | 0.0000% | $16823551.54       | $14351529.84       | Agency Mortgage-Backed Securities |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2055-11-01      | 5.0000%  | 0.0000% | $14259411.29       | $14102211.38       | Agency Mortgage-Backed Securities |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2055-12-01      | 4.5000%  | 0.0000% | $14461746.03       | $14197096.08       | Agency Mortgage-Backed Securities |

### Security 122: RBC Dominion Securities Inc.

- **C.1 - Title:** RBC Dominion Securities Inc. 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV98N7X9, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: BIV98N7X9
- **C.18 - Value (incl. sponsor support):** $1350000000.00
- **C.18.a - Value (excl. sponsor support):** $1350000000.00
- **C.19 - Percentage of Net Assets:** 1.8100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2035-01-01      | 5.0000%  | 0.0000% | $47702.00          | $883.81            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-12-01      | 5.5000%  | 0.0000% | $1463.00           | $60.42             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-11-01      | 5.0000%  | 0.0000% | $1173.00           | $41.53             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-03-01      | 5.5000%  | 0.0000% | $1171.00           | $12.05             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-07-01      | 6.0000%  | 0.0000% | $1748.00           | $16.02             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-11-01      | 3.5000%  | 0.0000% | $5452.00           | $665.08            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-10-01      | 3.0000%  | 0.0000% | $1372169.00        | $312708.94         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-07-01      | 4.0000%  | 0.0000% | $2000.00           | $1133.83           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $753.03            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 6.0000%  | 0.0000% | $3555795.00        | $3312221.56        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-12-01      | 2.0000%  | 0.0000% | $88000.00          | $56081.80          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-10-01      | 5.5000%  | 0.0000% | $1370200.00        | $1023370.21        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 4.5000%  | 0.0000% | $61999.00          | $52714.98          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $918.08            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-11-01      | 3.0000%  | 0.0000% | $1000.00           | $184.97            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-11-01      | 4.5000%  | 0.0000% | $4143.00           | $773.77            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-04-01      | 2.0000%  | 0.0000% | $80000.00          | $46619.74          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-10-08      | 0.7500%  | 0.0000% | $16000.00          | $15285.73          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2052-06-25      | 4.4742%  | 0.0000% | $1407000.00        | $767714.82         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-06-25      | 5.2742%  | 0.0000% | $307240.00         | $286789.37         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2033-05-01      | 5.5000%  | 0.0000% | $2517.00           | $10.07             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-12-01      | 4.0000%  | 0.0000% | $2059277.00        | $85116.38          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-07-01      | 6.0000%  | 0.0000% | $1493.00           | $39.15             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-11-01      | 4.5000%  | 0.0000% | $33981440.00       | $984429.25         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-12-01      | 6.0000%  | 0.0000% | $4476851.00        | $4642709.38        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 4.0000%  | 0.0000% | $1000.00           | $103.86            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-07-01      | 3.5000%  | 0.0000% | $1000.00           | $911.57            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 5.0000%  | 0.0000% | $1188597.00        | $416919.69         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-10-01      | 2.5000%  | 0.0000% | $7001310.00        | $3661269.74        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $23300979.00       | $13437975.25       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.0000%  | 0.0000% | $419999.00         | $278712.24         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 6.0000%  | 0.0000% | $31506866.00       | $23573104.79       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 6.0000%  | 0.0000% | $4629445.00        | $4785999.54        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-11-01      | 5.0000%  | 0.0000% | $2075.00           | $1800.01           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 2.5000%  | 0.0000% | $792000.00         | $585948.37         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $872.22            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 6.0000%  | 0.0000% | $109557436.00      | $102629962.27      | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 6.0000%  | 0.0000% | $1024.00           | $960.01            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-10-01      | 6.0000%  | 0.0000% | $1000.00           | $17.32             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-05-01      | 5.5000%  | 0.0000% | $1026.00           | $3.43              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-11-01      | 3.0000%  | 0.0000% | $1913.00           | $11.41             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-11-01      | 4.0000%  | 0.0000% | $1325.00           | $102.84            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-09-01      | 2.0000%  | 0.0000% | $1000.00           | $483.21            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-01-01      | 4.0000%  | 0.0000% | $33999.00          | $29776.66          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 6.0000%  | 0.0000% | $63608685.00       | $47845207.16       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-06-01      | 6.0000%  | 0.0000% | $6000.00           | $5112.21           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 4.0000%  | 0.0000% | $1000.00           | $936.24            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-11-01      | 4.5000%  | 0.0000% | $1000.00           | $984.49            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-10-01      | 6.0000%  | 0.0000% | $1743.00           | $19.12             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 6.5000%  | 0.0000% | $422290.00         | $440393.38         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.0000%  | 0.0000% | $385680.00         | $395200.82         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.0000%  | 0.0000% | $1008.00           | $1037.22           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $992.13            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 5.5000%  | 0.0000% | $22489.00          | $23099.90          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.5000%  | 0.0000% | $4054158.00        | $4168722.55        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1025.01           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1032.86           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 6.0000%  | 0.0000% | $1390078.00        | $1442382.58        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-03-01      | 6.0000%  | 0.0000% | $1023.00           | $912.60            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 6.0000%  | 0.0000% | $2041.00           | $1999.95           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 6.0000%  | 0.0000% | $11136058.00       | $10446251.22       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 5.5000%  | 0.0000% | $50256128.00       | $50665438.96       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.0000%  | 0.0000% | $13044880.00       | $13379994.76       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.5000%  | 0.0000% | $9599111.00        | $9840220.43        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-08-01      | 6.5000%  | 0.0000% | $344770.00         | $287495.86         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $6200.00           | $5704.04           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 5.0000%  | 0.0000% | $1024.00           | $1007.12           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-11-01      | 5.0000%  | 0.0000% | $25544.00          | $25158.98          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-04-20      | 3.5000%  | 0.0000% | $1159.00           | $83.83             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-07-20      | 3.5000%  | 0.0000% | $1000.00           | $120.00            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-08-20      | 4.5000%  | 0.0000% | $1000.00           | $117.45            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-07-20      | 3.5000%  | 0.0000% | $1400.00           | $147.94            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-04-20      | 3.5000%  | 0.0000% | $38565288.00       | $26535565.78       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-05-20      | 5.5000%  | 0.0000% | $1000.00           | $573.91            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-06-20      | 3.0000%  | 0.0000% | $1000.00           | $672.13            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-05-20      | 2.5000%  | 0.0000% | $22172.00          | $11537.60          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-11-20      | 5.0000%  | 0.0000% | $1000.00           | $448.69            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-12-20      | 4.5000%  | 0.0000% | $507000.00         | $292622.96         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-12-20      | 5.0000%  | 0.0000% | $1000.00           | $493.10            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-01-20      | 2.0000%  | 0.0000% | $2000.00           | $1228.82           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2037-03-20      | 1.5000%  | 0.0000% | $500000.00         | $276426.68         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-06-20      | 5.0000%  | 0.0000% | $214000.00         | $177040.45         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-02-20      | 2.5000%  | 0.0000% | $14337291.00       | $8942524.06        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-08-20      | 5.0000%  | 0.0000% | $35487335.00       | $26083325.13       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-10-20      | 5.5000%  | 0.0000% | $3496531.00        | $2383978.81        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-11-20      | 4.0000%  | 0.0000% | $3000.00           | $2274.75           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-03-20      | 5.5000%  | 0.0000% | $2000.00           | $1385.09           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-02-20      | 3.0000%  | 0.0000% | $10000.00          | $7110.17           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-10-20      | 6.0000%  | 0.0000% | $31926852.00       | $19631806.81       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2057-12-15      | 3.9700%  | 0.0000% | $7217923.00        | $6681455.50        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2058-02-15      | 4.9500%  | 0.0000% | $2000.00           | $1967.55           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-10-20      | 5.0000%  | 0.0000% | $2224487.00        | $2063036.81        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2060-01-15      | 6.2000%  | 0.0000% | $2000.00           | $2153.72           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 6.5000%  | 0.0000% | $7191760.00        | $6503113.19        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-01-20      | 6.5000%  | 0.0000% | $2000.00           | $1913.28           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $3112156.00        | $3145717.39        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $1000.00           | $1039.92           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $1040.00           | $1073.21           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-11-20      | 4.5000%  | 0.0000% | $8572379.00        | $8626556.44        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $2004.00           | $1984.38           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-06-20      | 5.0000%  | 0.0000% | $229000.00         | $214668.76         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $120773024.00      | $123445217.60      | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-11-20      | 4.0000%  | 0.0000% | $1417593.00        | $1397055.71        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 5.0000%  | 0.0000% | $504345088.00      | $505371708.79      | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 7.0000%  | 0.0000% | $8660373.00        | $9014675.34        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2066-07-15      | 5.6900%  | 0.0000% | $1000.00           | $1043.07           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $253505.00         | $264764.21         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $2000.00           | $2053.59           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2060-12-15      | 5.6500%  | 0.0000% | $1004.00           | $1056.28           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $2000.00           | $2021.89           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2037-07-20      | 6.0000%  | 0.0000% | $1016.00           | $10.39             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-09-20      | 6.5000%  | 0.0000% | $1360.00           | $3.66              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-02-20      | 4.0000%  | 0.0000% | $992141.00         | $42301.28          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-10-20      | 6.0000%  | 0.0000% | $3419944.00        | $63290.15          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-11-20      | 6.0000%  | 0.0000% | $1015.00           | $30.49             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-02-20      | 4.0000%  | 0.0000% | $1001.00           | $49.99             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-06-15      | 4.0000%  | 0.0000% | $1024.00           | $43.43             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-05-20      | 4.0000%  | 0.0000% | $1481.00           | $83.57             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-02-20      | 3.5000%  | 0.0000% | $1000.00           | $97.32             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-11-20      | 3.0000%  | 0.0000% | $7728744.00        | $3165770.88        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-12-20      | 3.5000%  | 0.0000% | $1000.00           | $397.62            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-11-20      | 4.0000%  | 0.0000% | $8717262.00        | $3343083.41        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-10-20      | 3.0000%  | 0.0000% | $13800241.00       | $9903099.40        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2044-07-15      | 5.4250%  | 0.0000% | $1000.00           | $762.83            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-05-20      | 3.5000%  | 0.0000% | $1576.00           | $892.22            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-02-20      | 5.1177%  | 0.0000% | $4438688.00        | $3156880.64        | Agency Collateralized Mortgage Obligation |
| U.S. Treasury                            | 2046-11-15      | 0.0000%  | 0.0000% | $276700.00         | $99019.59          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2039-11-15      | 4.3750%  | 0.0000% | $37821500.00       | $37655402.81       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-02-15      | 1.3750%  | 0.0000% | $1490700.00        | $1759901.61        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2048-08-15      | 3.0000%  | 0.0000% | $130345000.00      | $98559198.64       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-02-15      | 3.8750%  | 0.0000% | $100.00            | $91.87             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2054-11-15      | 4.5000%  | 0.0000% | $8003100.00        | $7641457.77        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-02-15      | 2.2500%  | 0.0000% | $19360000.00       | $19256646.64       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-08-15      | 0.6250%  | 0.0000% | $74800.00          | $65366.88          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-10-31      | 0.5000%  | 0.0000% | $18908300.00       | $17937614.84       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-05-15      | 1.6250%  | 0.0000% | $2979500.00        | $2681013.44        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-08-31      | 1.1250%  | 0.0000% | $55400.00          | $52283.11          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-02-15      | 1.8750%  | 0.0000% | $10910800.00       | $9829466.07        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-11-30      | 4.3750%  | 0.0000% | $100.00            | $102.71            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-12-31      | 3.7500%  | 0.0000% | $60327000.00       | $60721900.54       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-04-15      | 2.1250%  | 0.0000% | $382500.00         | $413332.87         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-06-15      | 4.6250%  | 0.0000% | $4409400.00        | $4489329.05        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-10-31      | 4.1250%  | 0.0000% | $1900.00           | $1946.50           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-01-15      | 4.2500%  | 0.0000% | $100.00            | $103.46            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-01-31      | 4.3750%  | 0.0000% | $22967400.00       | $24072442.87       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-05-31      | 3.8750%  | 0.0000% | $3544700.00        | $3575493.30        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-05-31      | 4.0000%  | 0.0000% | $16948000.00       | $17247854.07       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-10-15      | 3.5000%  | 0.0000% | $2031000.00        | $2045561.96        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-11-30      | 3.3750%  | 0.0000% | $1294800.00        | $1296389.13        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2034-08-15      | 0.0000%  | 0.0000% | $1138134.83        | $792339.88         | U.S. Treasuries (including strips)        |

### Security 123: Credit Agricole Corporate & Investment Bank

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank 3.830000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV98XND3, C.3 - LEI: 254900BN8XS34XZDJ223, C.5 - Other ID: BIV98XND3
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2055-05-15      | 4.7500%  | 0.0000% | $13630641.67       | $13563318.72       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-10-31      | 1.3750%  | 0.0000% | $3982108.33        | $3763394.97        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-04-30      | 2.8750%  | 0.0000% | $4339450.00        | $4268563.41        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-10-31      | 4.8750%  | 0.0000% | $4166733.33        | $4418253.10        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-04-30      | 4.6250%  | 0.0000% | $3765608.33        | $3956078.48        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-15      | 4.3750%  | 0.0000% | $4432666.67        | $4581470.01        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-02-15      | 4.2500%  | 0.0000% | $4584566.67        | $4729748.43        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-03-31      | 4.1250%  | 0.0000% | $3024633.33        | $3104643.43        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-04-30      | 3.8750%  | 0.0000% | $4507616.67        | $4579453.18        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-12-31      | 3.8750%  | 0.0000% | $4042683.33        | $4035079.05        | U.S. Treasuries (including strips) |

### Security 124: Natixis

- **C.1 - Title:** Natixis 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV99EUJ3, C.3 - LEI: 2549003L5ZG5M2ZSE107, C.5 - Other ID: BIV99EUJ3
- **C.18 - Value (incl. sponsor support):** $700000000.00
- **C.18.a - Value (excl. sponsor support):** $700000000.00
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2031-09-01      | 5.5000%  | 0.0000% | $15012.20          | $43.19             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-04-01      | 5.0000%  | 0.0000% | $6295.80           | $60.63             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-01-01      | 3.5000%  | 0.0000% | $700.00            | $27.70             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-07-01      | 3.5000%  | 0.0000% | $708.40            | $49.48             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-04-01      | 3.5000%  | 0.0000% | $700.00            | $104.24            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-04-01      | 3.5000%  | 0.0000% | $700.00            | $104.24            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Banks                  | 2029-10-24      | 4.0000%  | 0.0000% | $1270500.00        | $1296498.81        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2036-07-01      | 6.0000%  | 0.0000% | $1423.10           | $4.46              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-11-01      | 3.5000%  | 0.0000% | $4969092.80        | $1902124.46        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-12-01      | 4.5000%  | 0.0000% | $700.00            | $83.35             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-02-01      | 4.0000%  | 0.0000% | $700.00            | $178.80            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-10-01      | 3.5000%  | 0.0000% | $711.20            | $47.26             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-08-01      | 3.0000%  | 0.0000% | $779.80            | $66.28             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-12-01      | 3.5000%  | 0.0000% | $700.70            | $75.16             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-05-01      | 3.5000%  | 0.0000% | $700.00            | $72.84             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-05-01      | 4.5000%  | 0.0000% | $700.00            | $65.02             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-02-01      | 3.5000%  | 0.0000% | $700.00            | $82.56             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-10-01      | 3.5000%  | 0.0000% | $700.00            | $86.53             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-03-01      | 3.0000%  | 0.0000% | $700.00            | $113.61            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2028-05-01      | 2.5000%  | 0.0000% | $700.00            | $25.80             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-11-01      | 2.5000%  | 0.0000% | $700.00            | $92.19             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-05-01      | 4.0000%  | 0.0000% | $700.00            | $50.63             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2043-03-01      | 3.5000%  | 0.0000% | $700.00            | $510.36            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-06-01      | 2.5000%  | 0.0000% | $700.00            | $471.79            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-12-01      | 2.5000%  | 0.0000% | $700.00            | $121.44            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-06-01      | 4.0000%  | 0.0000% | $700.00            | $482.66            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-07-01      | 2.0000%  | 0.0000% | $700.00            | $397.88            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-11-01      | 2.0000%  | 0.0000% | $700.00            | $407.71            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-11-01      | 3.5000%  | 0.0000% | $700.00            | $202.48            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-03-01      | 2.5000%  | 0.0000% | $700.00            | $388.54            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-01-01      | 4.5000%  | 0.0000% | $700.00            | $232.19            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-01-01      | 4.5000%  | 0.0000% | $700.00            | $432.07            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 3.5000%  | 0.0000% | $700.00            | $490.32            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 4.5000%  | 0.0000% | $700.00            | $492.49            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 4.5000%  | 0.0000% | $700.00            | $497.51            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 4.0000%  | 0.0000% | $700.00            | $504.47            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-12-01      | 6.0000%  | 0.0000% | $700.00            | $514.41            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 4.0000%  | 0.0000% | $700.00            | $431.47            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-09-01      | 3.0000%  | 0.0000% | $705.60            | $499.58            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-05-01      | 5.5000%  | 0.0000% | $700.00            | $560.09            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-05-01      | 4.5000%  | 0.0000% | $700.00            | $502.14            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 3.5000%  | 0.0000% | $700.00            | $565.86            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-05-01      | 3.0000%  | 0.0000% | $700.00            | $534.05            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-03-01      | 2.5000%  | 0.0000% | $700.00            | $518.38            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-01-01      | 6.0000%  | 0.0000% | $700.00            | $564.83            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-12-01      | 3.0000%  | 0.0000% | $700.00            | $121.22            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-02-01      | 3.0000%  | 0.0000% | $700.00            | $127.73            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-08-01      | 3.5000%  | 0.0000% | $700.00            | $128.33            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-08-01      | 4.5000%  | 0.0000% | $700.00            | $167.01            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-10-01      | 3.5000%  | 0.0000% | $700.00            | $208.49            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-11-01      | 1.5000%  | 0.0000% | $700.70            | $380.89            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-03-01      | 1.5000%  | 0.0000% | $700.00            | $397.49            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-09-01      | 2.5000%  | 0.0000% | $700.00            | $424.84            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-12-01      | 2.0000%  | 0.0000% | $700.00            | $446.11            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 3.0000%  | 0.0000% | $700.00            | $510.36            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 3.0000%  | 0.0000% | $700.00            | $511.90            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 4.0000%  | 0.0000% | $700.00            | $546.17            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 5.5000%  | 0.0000% | $700.00            | $498.34            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 3.0000%  | 0.0000% | $700.00            | $531.29            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-09-01      | 5.0000%  | 0.0000% | $700.00            | $596.30            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-09-01      | 5.5000%  | 0.0000% | $700.00            | $569.88            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-11-01      | 2.4000%  | 0.0000% | $132650.00         | $105529.71         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-03-01      | 4.6500%  | 0.0000% | $13366864.00       | $13422697.39       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-02-15      | 6.5000%  | 0.0000% | $22792407.40       | $1087649.85        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2032-04-15      | 6.0000%  | 0.0000% | $19581859.50       | $288693.83         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2053-05-01      | 4.5000%  | 0.0000% | $2145288.60        | $1677305.19        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-10-01      | 6.5000%  | 0.0000% | $832235.60         | $874120.04         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 5.0000%  | 0.0000% | $31880368.80       | $23647768.89       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 5.5000%  | 0.0000% | $52982.30          | $45912.80          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-08-01      | 3.8600%  | 0.0000% | $902.30            | $883.95            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-04-25      | 3.5000%  | 0.0000% | $3500000.00        | $3256468.83        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-09-25      | 2.0000%  | 0.0000% | $910700.00         | $753885.35         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-05-25      | 3.0000%  | 0.0000% | $1171454.90        | $968441.77         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-06-25      | 3.0000%  | 0.0000% | $1299428.20        | $1086519.49        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-06-25      | 3.0000%  | 0.0000% | $2353826.30        | $1431546.57        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-07-25      | 2.5000%  | 0.0000% | $1050000.00        | $984502.40         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2044-02-25      | 4.0000%  | 0.0000% | $2226977.90        | $2122649.18        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-07-25      | 3.0000%  | 0.0000% | $1729538.30        | $468977.20         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-05-25      | 3.0000%  | 0.0000% | $3850000.00        | $3101047.95        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-05-25      | 3.0000%  | 0.0000% | $1400000.00        | $1137686.20        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-04-25      | 3.0000%  | 0.0000% | $973000.00         | $832273.06         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-05-25      | 3.5000%  | 0.0000% | $5950000.00        | $1742010.34        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2029-04-25      | 3.0190%  | 0.0000% | $12353577.60       | $5370927.89        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-07-25      | 2.5000%  | 0.0000% | $2800000.00        | $1879514.94        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2032-04-25      | 2.0840%  | 0.0000% | $7700000.00        | $5714865.16        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-07-25      | 4.4980%  | 0.0000% | $13664000.00       | $3058581.95        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-25      | 4.7742%  | 0.0000% | $1624.00           | $1148.67           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-10-25      | 4.7742%  | 0.0000% | $24155792.50       | $23935191.72       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2030-07-01      | 3.6800%  | 0.0000% | $4295429.60        | $4258354.32        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-09-15      | 4.0000%  | 0.0000% | $2800000.00        | $1066816.14        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2043-03-15      | 3.0000%  | 0.0000% | $1400021.00        | $1297286.06        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2043-04-15      | 3.5000%  | 0.0000% | $1050000.00        | $958372.45         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2043-05-15      | 3.0000%  | 0.0000% | $1509401.60        | $1309760.60        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2043-10-15      | 4.0000%  | 0.0000% | $1934800.00        | $1847752.06        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2043-11-15      | 4.0000%  | 0.0000% | $3892871.50        | $2631317.40        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2046-08-15      | 3.0000%  | 0.0000% | $695100.00         | $439536.33         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2051-10-25      | 2.0000%  | 0.0000% | $914761.40         | $497558.55         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2037-06-01      | 6.3750%  | 0.0000% | $1432.90           | $43.61             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-01-01      | 4.0100%  | 0.0000% | $1367932.30        | $1053689.82        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-08-01      | 3.0600%  | 0.0000% | $276290.00         | $258716.02         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-12-01      | 3.2600%  | 0.0000% | $37610.30          | $32970.57          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-11-01      | 3.5100%  | 0.0000% | $780327.80         | $668904.03         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-03-01      | 3.4300%  | 0.0000% | $699225.80         | $630222.71         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-04-01      | 3.5100%  | 0.0000% | $3341793.00        | $3032359.68        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-04-01      | 3.5100%  | 0.0000% | $3779300.00        | $3447080.63        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-04-01      | 3.4850%  | 0.0000% | $1895678.40        | $1679054.39        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-04-01      | 3.7200%  | 0.0000% | $700000.00         | $643527.34         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-05-01      | 3.4450%  | 0.0000% | $564878.30         | $551984.86         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-07-01      | 3.7500%  | 0.0000% | $395046.40         | $380464.05         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-08-01      | 3.8500%  | 0.0000% | $700000.00         | $674762.43         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-10-01      | 3.0000%  | 0.0000% | $41381522.00       | $9354074.39        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-03-25      | 5.5000%  | 0.0000% | $2601200.00        | $412341.42         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2035-04-15      | 6.0000%  | 0.0000% | $791426.30         | $826114.51         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2036-02-15      | 5.5000%  | 0.0000% | $1855826.00        | $1815587.03        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2036-11-15      | 5.7500%  | 0.0000% | $3500000.00        | $1340091.26        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2037-07-15      | 6.0000%  | 0.0000% | $966416.50         | $101887.44         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-01      | 6.0000%  | 0.0000% | $700.00            | $668.81            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 5.0000%  | 0.0000% | $2224282.90        | $2029296.92        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 6.0000%  | 0.0000% | $2199438.50        | $2249070.16        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 6.5000%  | 0.0000% | $64316.00          | $66829.26          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.5000%  | 0.0000% | $961972.20         | $1008952.73        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $1293023.90        | $1332850.83        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $1138388.30        | $1179897.08        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $901250.00         | $928272.31         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-12-01      | 4.1500%  | 0.0000% | $3220000.00        | $3102081.92        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-02-01      | 4.1100%  | 0.0000% | $5576478.60        | $5454800.08        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-02-01      | 3.5200%  | 0.0000% | $2777166.00        | $2745904.37        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-02-01      | 3.8700%  | 0.0000% | $700.70            | $678.28            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-09-01      | 3.4300%  | 0.0000% | $2800000.00        | $2618639.33        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-05-01      | 3.5900%  | 0.0000% | $1270773.00        | $1207363.55        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-05-01      | 3.8300%  | 0.0000% | $1259444.90        | $1068442.93        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-11-01      | 2.5300%  | 0.0000% | $3752000.00        | $3093375.54        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-12-01      | 1.6100%  | 0.0000% | $3303925.80        | $2619040.71        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-09-01      | 2.4900%  | 0.0000% | $700000.00         | $492732.75         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-08-01      | 4.3200%  | 0.0000% | $1513.40           | $1470.46           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 5.1800%  | 0.0000% | $652316.00         | $628692.04         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $15213044.70       | $14790502.49       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 5.0000%  | 0.0000% | $3150571.90        | $1550527.64        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-12-01      | 5.0000%  | 0.0000% | $13671403.90       | $12169160.72       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 6.5000%  | 0.0000% | $1106237.30        | $606897.11         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 6.0000%  | 0.0000% | $700.00            | $641.38            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-04-01      | 4.4400%  | 0.0000% | $700.00            | $713.68            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-06-01      | 4.9450%  | 0.0000% | $934642.80         | $966313.95         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 4.5000%  | 0.0000% | $28479449.60       | $21114931.52       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 4.5000%  | 0.0000% | $575680.00         | $396309.55         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 5.0000%  | 0.0000% | $44731120.00       | $33058732.34       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-01-01      | 6.5000%  | 0.0000% | $720.30            | $579.91            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 6.5000%  | 0.0000% | $733.60            | $691.58            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 5.0000%  | 0.0000% | $58540832.70       | $57564315.66       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 6.0000%  | 0.0000% | $521500.00         | $478713.68         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 6.0000%  | 0.0000% | $19644258.20       | $18273329.27       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 6.0000%  | 0.0000% | $983862.60         | $1010423.53        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 4.5000%  | 0.0000% | $10395503.30       | $10226704.17       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-11-20      | 5.5000%  | 0.0000% | $13186044.20       | $1153347.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-08-20      | 5.3817%  | 0.0000% | $11535111.00       | $3296512.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-04-20      | 5.5918%  | 0.0000% | $9800000.00        | $2633760.23        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-05-20      | 5.4250%  | 0.0000% | $7700000.00        | $2071563.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-06-20      | 5.2274%  | 0.0000% | $7000000.00        | $2002355.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-06-20      | 4.5274%  | 0.0000% | $707.00            | $135.38            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-02-20      | 5.6275%  | 0.0000% | $938.00            | $176.64            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-12-20      | 3.0000%  | 0.0000% | $2800000.00        | $848172.35         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-09-20      | 4.8816%  | 0.0000% | $11900000.00       | $3357289.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-05-20      | 6.3225%  | 0.0000% | $10500000.00       | $2761928.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-09-20      | 5.1641%  | 0.0000% | $1400000.00        | $700442.09         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 2.5000%  | 0.0000% | $778225.00         | $462953.08         | Agency Collateralized Mortgage Obligation |
| Tennessee Valley Authority               | 2056-04-01      | 5.3750%  | 0.0000% | $259000.00         | $266935.89         | Agency Debentures and Agency Strips       |
| Tennessee Valley Authority               | 2065-09-15      | 4.2500%  | 0.0000% | $1400000.00        | $1169999.44        | Agency Debentures and Agency Strips       |
| Tennessee Valley Authority               | 2056-04-01      | 0.0000%  | 0.0000% | $21940100.00       | $4138144.20        | Agency Debentures and Agency Strips       |
| Tennessee Valley Authority               | 2039-09-15      | 0.0000%  | 0.0000% | $1400.00           | $716.47            | Agency Debentures and Agency Strips       |
| Tennessee Valley Authority               | 2065-09-15      | 0.0000%  | 0.0000% | $6799800.00        | $776258.37         | Agency Debentures and Agency Strips       |
| U.S. Treasury                            | 2026-04-16      | 0.0000%  | 0.0000% | $6370.00           | $6303.88           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-04-15      | 3.3750%  | 0.0000% | $350.00            | $714.64            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2039-05-15      | 4.2500%  | 0.0000% | $1050.00           | $1038.36           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-05-15      | 2.8750%  | 0.0000% | $70.00             | $54.88             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-11-15      | 3.7500%  | 0.0000% | $2028740.00        | $1797232.76        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-11-15      | 3.0000%  | 0.0000% | $1400.00           | $1094.22           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2046-08-15      | 2.2500%  | 0.0000% | $70.00             | $46.91             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2046-11-15      | 2.8750%  | 0.0000% | $70.00             | $52.24             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2047-08-15      | 2.7500%  | 0.0000% | $700.00            | $510.33            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2049-02-15      | 3.0000%  | 0.0000% | $1001490.00        | $753487.03         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2040-08-15      | 1.1250%  | 0.0000% | $1050.00           | $667.00            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2041-02-15      | 1.8750%  | 0.0000% | $13689200.00       | $9707603.78        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2051-11-15      | 1.8750%  | 0.0000% | $70.00             | $39.17             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2052-02-15      | 2.2500%  | 0.0000% | $4272450.00        | $2648229.00        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-05-15      | 3.8750%  | 0.0000% | $140.00            | $126.98            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-08-15      | 4.3750%  | 0.0000% | $490.00            | $478.65            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2054-02-15      | 4.2500%  | 0.0000% | $70.00             | $64.84             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2054-05-15      | 4.6250%  | 0.0000% | $6659310.00        | $6495005.32        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-05-15      | 4.6250%  | 0.0000% | $17981180.00       | $17859214.95       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-08-15      | 4.1250%  | 0.0000% | $140.00            | $131.36            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2045-02-15      | 4.7500%  | 0.0000% | $140.00            | $142.52            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2055-05-15      | 4.7500%  | 0.0000% | $70.00             | $69.70             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2045-08-15      | 4.8750%  | 0.0000% | $178920.00         | $184930.15         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-11-15      | 2.2500%  | 0.0000% | $280.00            | $274.65            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-11-15      | 2.2500%  | 0.0000% | $280.00            | $274.65            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-05-15      | 2.8750%  | 0.0000% | $70.00             | $69.30             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-01-15      | 0.1250%  | 0.0000% | $65940.00          | $79299.57          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-04-30      | 0.5000%  | 0.0000% | $840.00            | $808.46            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-08-15      | 0.6250%  | 0.0000% | $144177600.00      | $126037715.03      | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-11-30      | 0.6250%  | 0.0000% | $4510310.00        | $4277317.67        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-06-30      | 1.2500%  | 0.0000% | $8835540.00        | $8367115.01        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-09-30      | 0.8750%  | 0.0000% | $835240.00         | $820505.15         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-11-15      | 1.3750%  | 0.0000% | $2500890.00        | $2188546.94        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-12-31      | 1.3750%  | 0.0000% | $43181810.00       | $40577385.49       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-02-28      | 1.8750%  | 0.0000% | $210.00            | $207.47            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-06-15      | 4.1250%  | 0.0000% | $70.00             | $70.32             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-06-30      | 4.0000%  | 0.0000% | $70.00             | $70.87             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-08-31      | 4.1250%  | 0.0000% | $70.00             | $72.35             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-10-31      | 4.8750%  | 0.0000% | $1050.00           | $1113.88           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-11-30      | 4.3750%  | 0.0000% | $70.00             | $71.91             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-01-31      | 4.0000%  | 0.0000% | $17499930.00       | $18031515.48       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-06-15      | 4.6250%  | 0.0000% | $3500.00           | $3563.99           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-06-30      | 4.2500%  | 0.0000% | $7989520.00        | $8190216.74        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-06-30      | 4.2500%  | 0.0000% | $699930.00         | $715650.43         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-09-30      | 3.5000%  | 0.0000% | $6089300.00        | $6138904.37        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-11-30      | 4.1250%  | 0.0000% | $445060.00         | $454483.28         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-11-30      | 4.1250%  | 0.0000% | $3500070.00        | $3578272.24        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-03-31      | 4.1250%  | 0.0000% | $70.00             | $71.89             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-04-30      | 3.7500%  | 0.0000% | $23945600.00       | $24178328.74       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-05-15      | 3.7500%  | 0.0000% | $39564000.00       | $39993474.87       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-05-31      | 4.1250%  | 0.0000% | $5429830.00        | $5535891.14        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-09-30      | 3.5000%  | 0.0000% | $6999230.00        | $7065275.81        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-11-30      | 3.7500%  | 0.0000% | $700.00            | $696.33            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-12-31      | 3.8750%  | 0.0000% | $5208700.00        | $5202189.13        | U.S. Treasuries (including strips)        |

### Security 125: Bank of Montreal

- **C.1 - Title:** Bank of Montreal 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV99F400, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: BIV99F400
- **C.18 - Value (incl. sponsor support):** $1100000000.00
- **C.18.a - Value (excl. sponsor support):** $1100000000.00
- **C.19 - Percentage of Net Assets:** 1.4700%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Farm Credit Bank                 | 2036-04-14      | 2.5000%  | 0.0000% | $18333333.33       | $15417292.41       | U.S. Treasuries (including strips) |
| Federal National Mortgage Association    | 2030-05-01      | 4.3300%  | 0.0000% | $20735.73          | $21063.88          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-05-01      | 4.2800%  | 0.0000% | $13400786.67       | $13585378.04       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-05-01      | 3.9450%  | 0.0000% | $7980889.40        | $7981148.78        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-06-01      | 4.8500%  | 0.0000% | $5499193.33        | $5641307.46        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-06-01      | 4.2800%  | 0.0000% | $5148132.00        | $5218963.43        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-08-01      | 4.5000%  | 0.0000% | $189065.07         | $193111.06         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-10-01      | 4.2500%  | 0.0000% | $118757.47         | $120035.14         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-02-01      | 2.5000%  | 0.0000% | $8958315.67        | $7424912.34        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 6.5000%  | 0.0000% | $93172260.87       | $90970516.15       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.0000%  | 0.0000% | $173558825.73      | $173822271.72      | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 5.5000%  | 0.0000% | $105333995.07      | $107398997.78      | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-05-20      | 6.9640%  | 0.0000% | $10793506.53       | $2901591.29        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-05-20      | 7.0100%  | 0.0000% | $11039360.20       | $2724187.88        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-07-20      | 6.9700%  | 0.0000% | $14682247.07       | $2523902.79        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-06-20      | 6.9980%  | 0.0000% | $28393994.93       | $5246582.82        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-06-20      | 7.0580%  | 0.0000% | $18337981.20       | $5921039.58        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-06-20      | 6.8600%  | 0.0000% | $4808373.53        | $625905.92         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-10-20      | 6.8710%  | 0.0000% | $18721629.67       | $7467427.82        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-10-20      | 6.9920%  | 0.0000% | $13595111.93       | $3527170.54        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-10-20      | 6.8510%  | 0.0000% | $14713424.00       | $7247747.45        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-08-20      | 7.0500%  | 0.0000% | $11012606.00       | $4205482.55        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-07-20      | 7.1450%  | 0.0000% | $18386062.93       | $5482643.69        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-08-20      | 7.1190%  | 0.0000% | $14754030.87       | $4888283.56        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-09-20      | 7.0590%  | 0.0000% | $33126981.80       | $9456001.70        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-07-20      | 6.9710%  | 0.0000% | $28586627.67       | $10563712.07       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-06-20      | 7.1040%  | 0.0000% | $11046989.07       | $3775678.24        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-08-20      | 7.0290%  | 0.0000% | $4236012.00        | $1209102.55        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-08-20      | 7.0740%  | 0.0000% | $7060705.67        | $1085966.40        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-11-20      | 6.7940%  | 0.0000% | $14716134.40       | $5363321.20        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-11-20      | 6.8440%  | 0.0000% | $11065877.53       | $3047316.97        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-10-20      | 7.0120%  | 0.0000% | $14710390.93       | $5560356.43        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-09-20      | 7.1270%  | 0.0000% | $14677984.20       | $3477881.20        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-10-20      | 6.9850%  | 0.0000% | $14666666.67       | $4906813.02        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-11-20      | 6.9970%  | 0.0000% | $959248.40         | $496867.73         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-09-20      | 6.9700%  | 0.0000% | $28721047.67       | $7138903.18        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-09-20      | 7.0220%  | 0.0000% | $17432643.07       | $5252612.77        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-11-20      | 7.0300%  | 0.0000% | $11061351.40       | $3791320.12        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-11-20      | 7.3100%  | 0.0000% | $23764097.87       | $8622786.23        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-11-20      | 6.8550%  | 0.0000% | $25747805.60       | $9725865.13        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-10-20      | 6.8110%  | 0.0000% | $18049138.07       | $4894658.53        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-10-20      | 6.8690%  | 0.0000% | $29418614.87       | $10176590.58       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-10-20      | 6.8320%  | 0.0000% | $29284823.33       | $8347518.96        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2068-01-20      | 7.7340%  | 0.0000% | $1111676.13        | $171505.46         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2068-02-20      | 7.0960%  | 0.0000% | $7248619.40        | $3070196.34        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2068-01-20      | 7.3470%  | 0.0000% | $2068453.20        | $676584.32         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2071-08-20      | 6.9730%  | 0.0000% | $14513019.40       | $9626348.62        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-12-20      | 7.3140%  | 0.0000% | $2160227.67        | $714206.62         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-11-20      | 7.2440%  | 0.0000% | $986633.27         | $398468.93         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-10-20      | 6.5800%  | 0.0000% | $4795028.33        | $1778913.34        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-11-20      | 6.9310%  | 0.0000% | $4947164.20        | $2287853.57        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-06-20      | 6.9710%  | 0.0000% | $31615995.40       | $6587310.47        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-08-20      | 7.0150%  | 0.0000% | $14316827.07       | $4594179.94        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-07-20      | 7.0110%  | 0.0000% | $6301454.13        | $1549545.33        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-07-20      | 7.0210%  | 0.0000% | $14140541.80       | $4499689.37        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-06-20      | 7.0000%  | 0.0000% | $11264389.40       | $1315017.56        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-08-20      | 7.0320%  | 0.0000% | $13310756.07       | $3730728.09        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-08-20      | 7.0840%  | 0.0000% | $2841138.67        | $470898.42         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-09-20      | 6.9250%  | 0.0000% | $4191858.00        | $1230111.16        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-03-20      | 3.5000%  | 0.0000% | $745800000.00      | $50436770.09       | Agency Mortgage-Backed Securities  |
| U.S. Treasury                            | 2048-02-15      | 0.0000%  | 0.0000% | $139333333.33      | $46626646.00       | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2046-08-15      | 2.2500%  | 0.0000% | $73.33             | $49.16             | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2031-11-15      | 1.3750%  | 0.0000% | $88798893.33       | $77664865.19       | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2033-05-15      | 3.3750%  | 0.0000% | $144800773.33      | $140218216.06      | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2030-07-31      | 4.0000%  | 0.0000% | $35486220.00       | $36580701.43       | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2028-08-31      | 4.3750%  | 0.0000% | $43698673.33       | $45295181.43       | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2026-12-31      | 4.2500%  | 0.0000% | $73.33             | $73.84             | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2035-01-15      | 2.1250%  | 0.0000% | $33696593.33       | $35812898.48       | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2035-02-15      | 4.6250%  | 0.0000% | $284973.33         | $301696.35         | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2027-03-31      | 3.8750%  | 0.0000% | $6711466.67        | $6807836.32        | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2027-04-30      | 3.7500%  | 0.0000% | $22483780.00       | $22700817.29       | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2027-05-31      | 3.8750%  | 0.0000% | $604486.67         | $609737.93         | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2035-11-15      | 0.0000%  | 0.0000% | $7626666.54        | $4983935.07        | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2036-11-15      | 0.0000%  | 0.0000% | $36666666.67       | $22697143.33       | U.S. Treasuries (including strips) |

### Security 126: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp. 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV99H1W9, C.3 - LEI: RUC0QBLBRPRCU4W1NE59, C.5 - Other ID: BIV99H1W9
- **C.18 - Value (incl. sponsor support):** $850000000.00
- **C.18.a - Value (excl. sponsor support):** $850000000.00
- **C.19 - Percentage of Net Assets:** 1.1400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2027-10-15      | 3.5000%  | 0.0000% | $1259892.95        | $311.53            | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp          | 2043-09-15      | 0.0000%  | 0.0000% | $5449350.00        | $860282.32         | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp          | 2037-10-15      | 1.6640%  | 0.0000% | $106250000.00      | $372793.87         | Agency Debentures and Agency Strips |
| Federal National Mortgage Association    | 2032-12-01      | 0.0000%  | 0.0000% | $278345065.55      | $419669.85         | Agency Debentures and Agency Strips |
| Federal National Mortgage Association    | 2033-12-01      | 5.5000%  | 0.0000% | $812393.45         | $725.63            | Agency Debentures and Agency Strips |
| Federal National Mortgage Association    | 2027-04-01      | 3.0000%  | 0.0000% | $1870000.00        | $264.39            | Agency Debentures and Agency Strips |
| Federal National Mortgage Association    | 2032-07-01      | 3.5000%  | 0.0000% | $18168750.00       | $94312.50          | Agency Debentures and Agency Strips |
| Federal National Mortgage Association    | 2054-08-01      | 6.0000%  | 0.0000% | $106250000.00      | $95147670.12       | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association    | 2055-11-01      | 6.0000%  | 0.0000% | $80750000.00       | $81105713.65       | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association    | 2055-12-01      | 5.5000%  | 0.0000% | $850.00            | $872.75            | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association    | 2053-11-01      | 5.5000%  | 0.0000% | $85850.00          | $12081.47          | Agency Debentures and Agency Strips |
| Federal National Mortgage Association    | 2053-09-01      | 5.5000%  | 0.0000% | $378330.75         | $55239.94          | Agency Debentures and Agency Strips |
| Federal National Mortgage Association    | 2054-11-01      | 5.5000%  | 0.0000% | $85000.00          | $13235.01          | Agency Debentures and Agency Strips |
| Federal National Mortgage Association    | 2054-08-01      | 5.5000%  | 0.0000% | $385655.20         | $60191.76          | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp          | 2051-01-25      | 1.5000%  | 0.0000% | $573750.00         | $43015.22          | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp          | 2052-04-25      | 2.0000%  | 0.0000% | $161500.00         | $19848.19          | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp          | 2054-08-25      | 5.0000%  | 0.0000% | $211650.85         | $39125.41          | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 6.0000%  | 0.0000% | $935.00            | $847.08            | Agency Mortgage-Backed Securities   |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.0000%  | 0.0000% | $87203200.00       | $84577764.23       | Agency Mortgage-Backed Securities   |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 5.5000%  | 0.0000% | $130898300.00      | $126034963.56      | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2054-06-20      | 5.5000%  | 0.0000% | $255000000.00      | $211383856.37      | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2054-06-20      | 6.5000%  | 0.0000% | $14647200.00       | $7348701.51        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $821564.10         | $843573.25         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-11-20      | 5.0000%  | 0.0000% | $108799150.00      | $109193293.09      | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-03-20      | 5.5000%  | 0.0000% | $172550000.00      | $148721337.22      | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $850.00            | $829.46            | Agency Mortgage-Backed Securities   |
| U.S. Treasury                            | 2026-02-19      | 0.0000%  | 0.0000% | $425.00            | $422.91            | U.S. Treasuries (including strips)  |
| U.S. Treasury                            | 2026-03-19      | 0.0000%  | 0.0000% | $425.00            | $421.76            | U.S. Treasuries (including strips)  |
| U.S. Treasury                            | 2026-06-11      | 0.0000%  | 0.0000% | $85.00             | $83.67             | U.S. Treasuries (including strips)  |
| U.S. Treasury                            | 2026-02-10      | 0.0000%  | 0.0000% | $127500.00         | $126990.00         | U.S. Treasuries (including strips)  |
| U.S. Treasury                            | 2026-03-17      | 0.0000%  | 0.0000% | $5950.00           | $5906.27           | U.S. Treasuries (including strips)  |
| U.S. Treasury                            | 2046-05-15      | 2.5000%  | 0.0000% | $1445.00           | $1012.60           | U.S. Treasuries (including strips)  |
| U.S. Treasury                            | 2049-08-15      | 2.2500%  | 0.0000% | $273360.00         | $174830.26         | U.S. Treasuries (including strips)  |
| U.S. Treasury                            | 2050-02-15      | 2.0000%  | 0.0000% | $560745.00         | $335301.40         | U.S. Treasuries (including strips)  |
| U.S. Treasury                            | 2040-11-15      | 1.3750%  | 0.0000% | $170.00            | $111.17            | U.S. Treasuries (including strips)  |
| U.S. Treasury                            | 2051-02-15      | 1.8750%  | 0.0000% | $595.00            | $339.10            | U.S. Treasuries (including strips)  |
| U.S. Treasury                            | 2054-11-15      | 4.5000%  | 0.0000% | $4250.00           | $4061.46           | U.S. Treasuries (including strips)  |

### Security 127: Societe Generale

- **C.1 - Title:** Societe Generale 3.760000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9APGC7, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: BIV9APGC7
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2039-11-15      | 4.3750%  | 0.0000% | $50.00             | $49.78             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-02-15      | 2.1250%  | 0.0000% | $350.00            | $527.29            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-02-15      | 0.8750%  | 0.0000% | $12499800.00       | $12253618.63       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-11-15      | 2.7500%  | 0.0000% | $50.00             | $35.99             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-02-15      | 0.2500%  | 0.0000% | $26249950.00       | $19246831.27       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 3.6250%  | 0.0000% | $50.00             | $41.41             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-02-15      | 2.1250%  | 0.0000% | $205198000.00      | $198264349.93      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-10-15      | 0.1250%  | 0.0000% | $29650000.00       | $35007878.59       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-04-30      | 3.5000%  | 0.0000% | $6505900.00        | $6546319.79        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-08-15      | 3.8750%  | 0.0000% | $90749500.00       | $91566540.44       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-04-30      | 4.6250%  | 0.0000% | $87121000.00       | $90712868.87       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-06-30      | 4.2500%  | 0.0000% | $50.00             | $51.12             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-07-15      | 1.8750%  | 0.0000% | $12499900.00       | $13168551.72       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-09-15      | 3.3750%  | 0.0000% | $500.00            | $504.25            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-10-15      | 1.6250%  | 0.0000% | $500.00            | $524.95            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-02-15      | 4.6250%  | 0.0000% | $40835000.00       | $43231310.10       | U.S. Treasuries (including strips) |

### Security 128: Fixed Income Clearing Corp. - Wells Fargo Bank, N.A.

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. 3.720000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9ATS69, C.3 - LEI: N/A, C.5 - Other ID: BIV9ATS69
- **C.18 - Value (incl. sponsor support):** $900000000.00
- **C.18.a - Value (excl. sponsor support):** $900000000.00
- **C.19 - Percentage of Net Assets:** 1.2100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-01-06
- **C.12 - Maturity Date (WAL):** 2026-01-06
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 Corporation

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2038-05-15      | 4.5000%  | 0.0000% | $11000000.00       | $11307672.55       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-02-15      | 2.5000%  | 0.0000% | $10514000.00       | $7584568.29        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-08-15      | 2.2500%  | 0.0000% | $38000000.00       | $25472597.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-02-15      | 2.0000%  | 0.0000% | $213340000.00      | $127500944.28      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-05-15      | 1.2500%  | 0.0000% | $14501000.00       | $7014168.47        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-05-15      | 2.3750%  | 0.0000% | $143419900.00      | $91432474.63       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-02-15      | 2.2500%  | 0.0000% | $120000000.00      | $74319180.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-02-15      | 2.3750%  | 0.0000% | $356000000.00      | $266524117.00      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-02-15      | 4.6250%  | 0.0000% | $310973200.00      | $306844331.08      | U.S. Treasuries (including strips) |

### Security 129: Societe Generale

- **C.1 - Title:** Societe Generale 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9ATS77, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: BIV9ATS77
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-01-06
- **C.12 - Maturity Date (WAL):** 2026-01-06
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2026-01-15      | 0.6250%  | 0.0000% | $56537400.00       | $77470663.88       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-04-15      | 0.1250%  | 0.0000% | $86399400.00       | $106379872.21      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-11-15      | 4.5000%  | 0.0000% | $600.00            | $624.70            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-11-30      | 4.3750%  | 0.0000% | $53271000.00       | $54716453.27       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-01-15      | 2.1250%  | 0.0000% | $63447000.00       | $67431771.15       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-03-31      | 4.1250%  | 0.0000% | $600.00            | $615.87            | U.S. Treasuries (including strips) |

### Security 130: Teacher Retirement System of Texas

- **C.1 - Title:** Teacher Retirement System of Texas 3.800000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9AU4K1, C.3 - LEI: UVCP0ONBRH8AI9HEYC97, C.5 - Other ID: BIV9AU4K1
- **C.18 - Value (incl. sponsor support):** $878436666.70
- **C.18.a - Value (excl. sponsor support):** $878436666.70
- **C.19 - Percentage of Net Assets:** 1.1800%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2045-02-15      | 2.5000%  | 0.0000% | $271609523.81      | $285190000.00      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-02-15      | 2.0000%  | 0.0000% | $256500000.00      | $269325000.00      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-02-15      | 1.8750%  | 0.0000% | $350327142.86      | $367843500.00      | U.S. Treasuries (including strips) |

### Security 131: Bank of Nova Scotia

- **C.1 - Title:** Bank of Nova Scotia 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV9AUKS6, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, C.5 - Other ID: BIV9AUKS6
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 1.3400%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-05
- **C.12 - Maturity Date (WAL):** 2026-01-05
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp       | 2042-06-01      | 3.5000%  | 0.0000% | $18403778.00       | $2826168.87        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2042-09-01      | 3.5000%  | 0.0000% | $27288593.00       | $3865784.24        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2052-09-01      | 4.5000%  | 0.0000% | $10563154.00       | $7959166.74        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2054-05-01      | 6.0000%  | 0.0000% | $17906598.00       | $15674455.46       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2053-12-01      | 5.5000%  | 0.0000% | $50000000.00       | $41438941.98       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2052-04-01      | 3.5000%  | 0.0000% | $1910968.00        | $1371118.67        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2053-01-01      | 6.0000%  | 0.0000% | $3252981.00        | $1660697.26        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-04-01      | 4.0000%  | 0.0000% | $6382.00           | $679.13            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2041-07-01      | 4.5000%  | 0.0000% | $33201453.00       | $2104163.40        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-02-01      | 4.0000%  | 0.0000% | $1191.00           | $72.70             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $18653918.00       | $18986680.81       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2040-09-01      | 5.5000%  | 0.0000% | $1066454.00        | $1046422.39        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-08-01      | 4.5000%  | 0.0000% | $5000000.00        | $542263.46         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-09-01      | 3.0000%  | 0.0000% | $639072.00         | $111908.75         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-06-01      | 5.5000%  | 0.0000% | $50000000.00       | $41914756.47       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2035-11-01      | 4.1700%  | 0.0000% | $10379450.00       | $10131806.70       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-05-01      | 4.0000%  | 0.0000% | $2095720.00        | $1554530.41        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-07-01      | 5.0000%  | 0.0000% | $4893610.00        | $3616644.14        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 4.5000%  | 0.0000% | $20300383.00       | $16590864.65       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 5.0000%  | 0.0000% | $2268111.00        | $1874694.53        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 6.5000%  | 0.0000% | $60000000.00       | $60562114.86       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-07-01      | 2.0000%  | 0.0000% | $46935200.00       | $20253407.09       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-03-01      | 5.0000%  | 0.0000% | $321551.00         | $254971.97         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2055-02-01      | 5.5000%  | 0.0000% | $30651416.00       | $27606056.09       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2055-07-01      | 6.0000%  | 0.0000% | $31900796.00       | $32732910.51       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2054-12-01      | 6.5000%  | 0.0000% | $7370528.00        | $6244233.07        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2055-08-01      | 5.5000%  | 0.0000% | $331511.00         | $332078.32         | Agency Mortgage-Backed Securities  |
| U.S. Treasury                         | 2028-01-15      | 1.7500%  | 0.0000% | $100.00            | $157.87            | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2042-02-15      | 0.7500%  | 0.0000% | $15248400.00       | $17222997.85       | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2045-02-15      | 0.7500%  | 0.0000% | $1000.00           | $1015.48           | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2048-02-15      | 1.0000%  | 0.0000% | $15674500.00       | $15246493.70       | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2050-02-15      | 0.2500%  | 0.0000% | $74999900.00       | $54972173.82       | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2054-02-15      | 2.1250%  | 0.0000% | $30782300.00       | $29723650.59       | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2055-02-15      | 2.3750%  | 0.0000% | $10799600.00       | $10718065.86       | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2031-01-15      | 0.1250%  | 0.0000% | $39412500.00       | $46053631.33       | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2026-04-15      | 0.1250%  | 0.0000% | $125000000.00      | $153900771.84      | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2026-10-15      | 0.1250%  | 0.0000% | $114303400.00      | $134958364.67      | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2027-10-15      | 1.6250%  | 0.0000% | $212271000.00      | $235945123.45      | U.S. Treasuries (including strips) |

### Security 132: Prudential Insurance Co. of America

- **C.1 - Title:** Prudential Insurance Co. of America 3.860000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9AX2E1, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: BIV9AX2E1
- **C.18 - Value (incl. sponsor support):** $1041218125.00
- **C.18.a - Value (excl. sponsor support):** $1041218125.00
- **C.19 - Percentage of Net Assets:** 1.3900%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY STRIP (PRIN) PSTRIP 15-AUG-2027 | 2027-08-15      | 0.0000%  | 0.0000% | $46375000.00       | $47258000.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-AUG-2027 | 2027-08-15      | 0.0000%  | 0.0000% | $46375000.00       | $47258000.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-AUG-2027 | 2027-08-15      | 0.0000%  | 0.0000% | $23187500.00       | $23629000.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-MAY-2039 | 2039-05-15      | 0.0000%  | 0.0000% | $27125000.00       | $27615000.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-MAY-2039 | 2039-05-15      | 0.0000%  | 0.0000% | $27125000.00       | $27615000.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-MAY-2039 | 2039-05-15      | 0.0000%  | 0.0000% | $27125000.00       | $27615000.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-NOV-2043 | 2043-11-15      | 0.0000%  | 0.0000% | $14895000.00       | $15190560.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-FEB-2050 | 2050-02-15      | 0.0000%  | 0.0000% | $14875000.00       | $15133500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-FEB-2050 | 2050-02-15      | 0.0000%  | 0.0000% | $14875000.00       | $15133500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-FEB-2050 | 2050-02-15      | 0.0000%  | 0.0000% | $14875000.00       | $15133500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-AUG-2050 | 2050-08-15      | 0.0000%  | 0.0000% | $14562500.00       | $14797500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-AUG-2050 | 2050-08-15      | 0.0000%  | 0.0000% | $14562500.00       | $14797500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-AUG-2050 | 2050-08-15      | 0.0000%  | 0.0000% | $14562500.00       | $14797500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-AUG-2050 | 2050-08-15      | 0.0000%  | 0.0000% | $14562500.00       | $14797500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-AUG-2050 | 2050-08-15      | 0.0000%  | 0.0000% | $7281250.00        | $7398750.00        | U.S. Treasuries (including strips) |
| TREASURY BOND 2.75 15-NOV-2042           | 2042-11-15      | 2.7500%  | 0.0000% | $17508750.00       | $17858682.93       | U.S. Treasuries (including strips) |
| TREASURY BOND 3.375 15-MAY-2044          | 2044-05-15      | 3.3750%  | 0.0000% | $18831250.00       | $19199449.50       | U.S. Treasuries (including strips) |
| TREASURY BOND 2.875 15-NOV-2046          | 2046-11-15      | 2.8750%  | 0.0000% | $36625000.00       | $37346665.75       | U.S. Treasuries (including strips) |
| TREASURY BOND 2.875 15-NOV-2046          | 2046-11-15      | 2.8750%  | 0.0000% | $10987500.00       | $11203999.72       | U.S. Treasuries (including strips) |
| TREASURY NOTE 4.625 15-NOV-2026          | 2026-11-15      | 4.6250%  | 0.0000% | $49750000.00       | $50744853.59       | U.S. Treasuries (including strips) |
| TREASURY NOTE 4.625 15-NOV-2026          | 2026-11-15      | 4.6250%  | 0.0000% | $49750000.00       | $50744853.59       | U.S. Treasuries (including strips) |
| TREASURY NOTE 4.375 31-JUL-2026          | 2026-07-31      | 4.3750%  | 0.0000% | $50125000.00       | $51139976.90       | U.S. Treasuries (including strips) |
| TREASURY NOTE 4.25 15-AUG-2035           | 2035-08-15      | 4.2500%  | 0.0000% | $50375000.00       | $51367375.00       | U.S. Treasuries (including strips) |
| TREASURY NOTE 4.25 15-AUG-2035           | 2035-08-15      | 4.2500%  | 0.0000% | $50375000.00       | $51367375.00       | U.S. Treasuries (including strips) |
| TREASURY NOTE 4.25 15-AUG-2035           | 2035-08-15      | 4.2500%  | 0.0000% | $25187500.00       | $25683687.50       | U.S. Treasuries (including strips) |
| TREASURY NOTE 3.625 31-AUG-2030          | 2030-08-31      | 3.6250%  | 0.0000% | $43615000.00       | $44479021.44       | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2027-10-31      | 3.5000%  | 0.0000% | $49375000.00       | $50329889.50       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-FEB-2038  | 2038-02-15      | 0.0000%  | 0.0000% | $13620000.00       | $13890000.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-NOV-2037  | 2037-11-15      | 0.0000%  | 0.0000% | $28812500.00       | $29381000.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-MAY-2038  | 2038-05-15      | 0.0000%  | 0.0000% | $28000000.00       | $28562500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-AUG-2052  | 2052-08-15      | 0.0000%  | 0.0000% | $12875000.00       | $13123000.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-AUG-2052  | 2052-08-15      | 0.0000%  | 0.0000% | $12875000.00       | $13123000.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-AUG-2052  | 2052-08-15      | 0.0000%  | 0.0000% | $12875000.00       | $13123000.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-AUG-2052  | 2052-08-15      | 0.0000%  | 0.0000% | $12875000.00       | $13123000.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-NOV-2038  | 2038-11-15      | 0.0000%  | 0.0000% | $6796875.00        | $6931500.00        | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-MAY-2039  | 2039-05-15      | 0.0000%  | 0.0000% | $13187500.00       | $13428250.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-FEB-2040  | 2040-02-15      | 0.0000%  | 0.0000% | $25250000.00       | $25716000.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-FEB-2041  | 2041-02-15      | 0.0000%  | 0.0000% | $23750000.00       | $24203000.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-NOV-2041  | 2041-11-15      | 0.0000%  | 0.0000% | $18150000.00       | $18515600.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-FEB-2042  | 2042-02-15      | 0.0000%  | 0.0000% | $21032500.00       | $21422130.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-AUG-2042  | 2042-08-15      | 0.0000%  | 0.0000% | $21687500.00       | $22116000.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-FEB-2050  | 2050-02-15      | 0.0000%  | 0.0000% | $14562500.00       | $14803500.00       | U.S. Treasuries (including strips) |

### Security 133: Mitsubishi UFJ Trust & Banking Corp.

- **C.1 - Title:** Mitsubishi UFJ Trust & Banking Corp. 3.840000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9AX2Z4, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: BIV9AX2Z4
- **C.18 - Value (incl. sponsor support):** $741975000.00
- **C.18.a - Value (excl. sponsor support):** $741975000.00
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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?:** No

**Collateral:**
| Issuer Name                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY BOND 1.375 15-NOV-2040 | 2040-11-15      | 1.3750%  | 0.0000% | $100000000.00      | $65373832.00       | U.S. Treasuries (including strips) |
| TREASURY NOTE 4.125 30-SEP-2027 | 2027-09-30      | 4.1250%  | 0.0000% | $30000000.00       | $30644299.00       | U.S. Treasuries (including strips) |
| TREASURY NOTE 3.875 15-OCT-2027 | 2027-10-15      | 3.8750%  | 0.0000% | $200000000.00      | $203047434.00      | U.S. Treasuries (including strips) |
| TREASURY NOTE 4.0 15-DEC-2027   | 2027-12-15      | 4.0000%  | 0.0000% | $200000000.00      | $202369726.00      | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2027-02-28      | 4.1250%  | 0.0000% | $250000000.00      | $255227621.00      | U.S. Treasuries (including strips) |

### Security 134: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp. 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV9AX300, C.3 - LEI: RUC0QBLBRPRCU4W1NE59, C.5 - Other ID: BIV9AX300
- **C.18 - Value (incl. sponsor support):** $950000000.00
- **C.18.a - Value (excl. sponsor support):** $950000000.00
- **C.19 - Percentage of Net Assets:** 1.2700%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2041-12-25      | 4.5000%  | 0.0000% | $4004.00           | $99.31             | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-01      | 6.0000%  | 0.0000% | $101994000.00      | $83154122.50       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-06-20      | 6.5000%  | 0.0000% | $183345000.00      | $91986705.94       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2066-05-15      | 6.2500%  | 0.0000% | $945876.00         | $994067.75         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2066-10-15      | 5.7200%  | 0.0000% | $535709.00         | $559767.51         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2064-08-15      | 6.1400%  | 0.0000% | $24098.00          | $25712.68          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-12-20      | 4.5000%  | 0.0000% | $205999000.00      | $201901267.89      | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $82635000.00       | $80317222.44       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $62065829.00       | $60566067.71       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2068-02-16      | 4.5000%  | 0.0000% | $230000.00         | $185955.46         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-02-16      | 4.5000%  | 0.0000% | $2480000.00        | $2108553.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-02-16      | 4.5000%  | 0.0000% | $8700000.00        | $7690164.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-02-16      | 4.5000%  | 0.0000% | $5400000.00        | $4879812.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-02-16      | 4.5000%  | 0.0000% | $16354602.00       | $14454720.59       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-07-16      | 4.2500%  | 0.0000% | $12200000.00       | $11444632.93       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-12-20      | 5.0029%  | 0.0000% | $200000000.00      | $201555331.56      | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 5.0909%  | 0.0000% | $33360446.00       | $33790046.50       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-07-20      | 4.7839%  | 0.0000% | $8369515.00        | $8441798.67        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-12-20      | 5.0742%  | 0.0000% | $75000000.00       | $75740282.83       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 5.1409%  | 0.0000% | $13150308.00       | $13345180.03       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 4.5000%  | 0.0000% | $36026.00          | $35533.52          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-12-20      | 5.1242%  | 0.0000% | $75000000.00       | $75822953.67       | Agency Collateralized Mortgage Obligation |

### Security 135: Fixed Income Clearing Corp. - Bank of Nova Scotia

- **C.1 - Title:** Fixed Income Clearing Corp. - Bank of Nova Scotia 3.810000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9AX318, C.3 - LEI: N/A, C.5 - Other ID: BIV9AX318
- **C.18 - Value (incl. sponsor support):** $800000000.00
- **C.18.a - Value (excl. sponsor support):** $800000000.00
- **C.19 - Percentage of Net Assets:** 1.0700%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.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 Corporation

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2046-08-15      | 2.2500%  | 0.0000% | $100.00            | $67.03             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-11-15      | 2.7500%  | 0.0000% | $4500.00           | $3238.90           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-08-15      | 3.3750%  | 0.0000% | $100.00            | $86.19             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 3.6250%  | 0.0000% | $12289300.00       | $10178732.55       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-08-15      | 2.8750%  | 0.0000% | $2490700.00        | $2478750.24        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-02-15      | 1.6250%  | 0.0000% | $2628900.00        | $2638089.98        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-05-15      | 0.6250%  | 0.0000% | $153367200.00      | $134904886.97      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-06-30      | 0.8750%  | 0.0000% | $15295200.00       | $15094022.23       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-11-15      | 1.3750%  | 0.0000% | $26999500.00       | $23614174.11       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-01-31      | 1.7500%  | 0.0000% | $15614600.00       | $14919966.02       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-30      | 2.7500%  | 0.0000% | $8150700.00        | $8109930.02        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-31      | 3.6250%  | 0.0000% | $100.00            | $100.61            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-08-15      | 3.8750%  | 0.0000% | $5195600.00        | $5207042.01        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-15      | 4.2500%  | 0.0000% | $12967200.00       | $13415925.59       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-03-31      | 3.8750%  | 0.0000% | $100.00            | $101.44            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-30      | 3.7500%  | 0.0000% | $850500.00         | $858709.93         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-12-31      | 3.3750%  | 0.0000% | $585513600.00      | $584576192.73      | U.S. Treasuries (including strips) |

### Security 136: Fixed Income Clearing Corp. - Wells Fargo Bank, N.A.

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. 3.810000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9AX326, C.3 - LEI: N/A, C.5 - Other ID: BIV9AX326
- **C.18 - Value (incl. sponsor support):** $1700000000.00
- **C.18.a - Value (excl. sponsor support):** $1700000000.00
- **C.19 - Percentage of Net Assets:** 2.2800%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.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 Corporation

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2039-02-15      | 3.5000%  | 0.0000% | $20000000.00       | $18548560.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-08-15      | 3.8750%  | 0.0000% | $122000000.00      | $115225614.50      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-02-15      | 3.0000%  | 0.0000% | $195500000.00      | $150211447.50      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-11-15      | 3.3750%  | 0.0000% | $283500000.00      | $226790268.59      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-05-15      | 2.8750%  | 0.0000% | $398085100.00      | $281464602.98      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-05-15      | 3.6250%  | 0.0000% | $404493700.00      | $331150640.85      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-02-15      | 4.7500%  | 0.0000% | $600000000.00      | $610608900.00      | U.S. Treasuries (including strips) |

### Security 137: Fixed Income Clearing Corp. - Wells Fargo Bank, N.A.

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. 3.810000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9AX334, C.3 - LEI: N/A, C.5 - Other ID: BIV9AX334
- **C.18 - Value (incl. sponsor support):** $6000000000.00
- **C.18.a - Value (excl. sponsor support):** $6000000000.00
- **C.19 - Percentage of Net Assets:** 8.0400%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.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 Corporation

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

**Collateral:**
| Issuer Name                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury                   | 2039-02-15      | 0.0000%  | 0.0000% | $20000000.00       | $11276300.00       | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2040-02-15      | 0.0000%  | 0.0000% | $130000000.00      | $68508050.00       | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2043-02-15      | 0.0000%  | 0.0000% | $295000000.00      | $129732740.00      | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2043-05-15      | 0.0000%  | 0.0000% | $123000000.00      | $53332923.00       | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2044-05-15      | 0.0000%  | 0.0000% | $112000000.00      | $45826816.00       | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2044-08-15      | 0.0000%  | 0.0000% | $119000000.00      | $47978896.00       | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2044-11-15      | 0.0000%  | 0.0000% | $900000.00         | $358068.60         | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2046-02-15      | 0.0000%  | 0.0000% | $131000000.00      | $48783876.00       | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2046-05-15      | 0.0000%  | 0.0000% | $87000000.00       | $31957710.00       | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2047-02-15      | 0.0000%  | 0.0000% | $202000000.00      | $71341148.00       | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2047-11-15      | 0.0000%  | 0.0000% | $128790700.00      | $43672153.63       | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2048-08-15      | 0.0000%  | 0.0000% | $8000000.00        | $2609928.00        | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2050-11-15      | 0.0000%  | 0.0000% | $1000000.00        | $290746.00         | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2052-11-15      | 0.0000%  | 0.0000% | $142000000.00      | $37749422.00       | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2053-02-15      | 0.0000%  | 0.0000% | $656860600.00      | $172259064.91      | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2054-08-15      | 0.0000%  | 0.0000% | $202000000.00      | $49777850.00       | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2027-10-31      | 0.5000%  | 0.0000% | $64000000.00       | $60714466.65       | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2027-05-31      | 2.6250%  | 0.0000% | $89000000.00       | $88143515.35       | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2029-06-30      | 3.2500%  | 0.0000% | $11000000.00       | $10883642.00       | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2027-07-31      | 2.7500%  | 0.0000% | $50000000.00       | $50013171.20       | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2029-09-30      | 3.8750%  | 0.0000% | $99000000.00       | $100915348.65      | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2026-01-15      | 3.8750%  | 0.0000% | $1000000.00        | $1017836.52        | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2030-07-31      | 4.0000%  | 0.0000% | $30000000.00       | $30925273.04       | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2032-01-31      | 4.3750%  | 0.0000% | $39478600.00       | $41378055.12       | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2030-03-31      | 4.0000%  | 0.0000% | $146400000.00      | $149969801.51      | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2028-05-15      | 3.7500%  | 0.0000% | $33500500.00       | $33862211.38       | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2030-07-31      | 3.8750%  | 0.0000% | $1327204600.00     | $1360542298.91     | U.S. Treasuries (including strips) |
| TREASURY NOTE 3.625 31-AUG-2030 | 2030-08-31      | 3.6250%  | 0.0000% | $565353300.00      | $571166743.65      | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2033-08-15      | 0.0000%  | 0.0000% | $229000000.00      | $167566170.00      | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2035-02-15      | 0.0000%  | 0.0000% | $500598.91         | $339835.57         | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2035-08-15      | 0.0000%  | 0.0000% | $144000000.00      | $95294592.00       | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2036-02-15      | 0.0000%  | 0.0000% | $245000000.00      | $158056850.00      | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2037-02-15      | 0.0000%  | 0.0000% | $391000000.00      | $238772752.00      | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2033-05-15      | 0.0000%  | 0.0000% | $310000000.00      | $229640250.00      | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2033-11-15      | 0.0000%  | 0.0000% | $395000000.00      | $285490595.00      | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2036-11-15      | 0.0000%  | 0.0000% | $270000000.00      | $167133510.00      | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2037-08-15      | 0.0000%  | 0.0000% | $272000000.00      | $161665920.00      | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2051-11-15      | 0.0000%  | 0.0000% | $101005000.00      | $27363466.56       | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2037-11-15      | 0.0000%  | 0.0000% | $265000000.00      | $155408455.00      | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2052-02-15      | 0.0000%  | 0.0000% | $52915054.00       | $14191817.48       | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2052-05-15      | 0.0000%  | 0.0000% | $42490000.00       | $11222671.25       | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2052-08-15      | 0.0000%  | 0.0000% | $17675000.00       | $4622454.38        | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2038-11-15      | 0.0000%  | 0.0000% | $67000000.00       | $37115253.00       | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2039-05-15      | 0.0000%  | 0.0000% | $155000000.00      | $83110845.00       | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2039-11-15      | 0.0000%  | 0.0000% | $173000000.00      | $90115700.00       | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2052-11-15      | 0.0000%  | 0.0000% | $10190000.00       | $2634624.50        | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2053-02-15      | 0.0000%  | 0.0000% | $249703667.00      | $63812770.92       | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2053-05-15      | 0.0000%  | 0.0000% | $6807000.00        | $1723294.16        | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2053-08-15      | 0.0000%  | 0.0000% | $78666000.00       | $19691594.45       | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2041-02-15      | 0.0000%  | 0.0000% | $152000000.00      | $73444272.00       | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2041-08-15      | 0.0000%  | 0.0000% | $76000000.00       | $35660568.00       | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2042-02-15      | 0.0000%  | 0.0000% | $280000000.00      | $127324120.00      | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2042-05-15      | 0.0000%  | 0.0000% | $145000000.00      | $65015245.00       | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2042-08-15      | 0.0000%  | 0.0000% | $187000000.00      | $82530019.00       | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2042-11-15      | 0.0000%  | 0.0000% | $85000000.00       | $37021410.00       | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2043-08-15      | 0.0000%  | 0.0000% | $235000000.00      | $97673050.00       | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2045-02-15      | 0.0000%  | 0.0000% | $217000000.00      | $83074544.00       | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2046-11-15      | 0.0000%  | 0.0000% | $85000000.00       | $29666955.00       | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2047-05-15      | 0.0000%  | 0.0000% | $186000000.00      | $63300636.00       | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2026-03-31      | 0.0000%  | 0.0000% | $8000.00           | $7930.27           | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2049-08-15      | 0.0000%  | 0.0000% | $105000000.00      | $31836000.00       | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2050-11-15      | 0.0000%  | 0.0000% | $80000000.00       | $22737200.00       | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2051-02-15      | 0.0000%  | 0.0000% | $19469000.00       | $5459925.30        | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2051-05-15      | 0.0000%  | 0.0000% | $78965000.00       | $21899521.38       | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2051-08-15      | 0.0000%  | 0.0000% | $48825000.00       | $13387131.45       | U.S. Treasuries (including strips) |

### Security 138: Fixed Income Clearing Corp. - State Street Bank

- **C.1 - Title:** Fixed Income Clearing Corp. - State Street Bank 3.820000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9AX359, C.3 - LEI: N/A, C.5 - Other ID: BIV9AX359
- **C.18 - Value (incl. sponsor support):** $2750000000.00
- **C.18.a - Value (excl. sponsor support):** $2750000000.00
- **C.19 - Percentage of Net Assets:** 3.6800%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.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 Corporation

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TII Bond 3.375 04/15/2032 | 2032-04-15      | 3.3750%  | 0.0000% | $2750000000.00     | $305411064.00      | U.S. Treasuries (including strips) |
| T Bond 4.625 05/15/2054   | 2054-05-15      | 4.6250%  | 0.0000% | $2750000000.00     | $48791900.50       | U.S. Treasuries (including strips) |
| T Bond 4.625 02/15/2055   | 2055-02-15      | 4.6250%  | 0.0000% | $2750000000.00     | $587778071.88      | U.S. Treasuries (including strips) |
| TII Note .125 07/15/2031  | 2031-07-15      | 0.1250%  | 0.0000% | $2750000000.00     | $314787357.90      | U.S. Treasuries (including strips) |
| TII Note .125 01/15/2032  | 2032-01-15      | 0.1250%  | 0.0000% | $2750000000.00     | $21518447.20       | U.S. Treasuries (including strips) |
| TII Note .625 07/15/2032  | 2032-07-15      | 0.6250%  | 0.0000% | $2750000000.00     | $237737641.50      | U.S. Treasuries (including strips) |
| TII Note 1.125 01/15/2033 | 2033-01-15      | 1.1250%  | 0.0000% | $2750000000.00     | $475401496.50      | U.S. Treasuries (including strips) |
| TII Note 1.375 07/15/2033 | 2033-07-15      | 1.3750%  | 0.0000% | $2750000000.00     | $210759780.00      | U.S. Treasuries (including strips) |
| T Note 4.25 11/15/2034    | 2034-11-15      | 4.2500%  | 0.0000% | $2750000000.00     | $124417382.42      | U.S. Treasuries (including strips) |
| T Note 3.625 12/31/2030   | 2030-12-31      | 3.6250%  | 0.0000% | $2750000000.00     | $478396867.34      | U.S. Treasuries (including strips) |

### Security 139: Fixed Income Clearing Corp. - Bank of New York Mellon (The)

- **C.1 - Title:** Fixed Income Clearing Corp. - Bank of New York Mellon (The) 3.820000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9AX367, C.3 - LEI: N/A, C.5 - Other ID: BIV9AX367
- **C.18 - Value (incl. sponsor support):** $1625000000.00
- **C.18.a - Value (excl. sponsor support):** $1625000000.00
- **C.19 - Percentage of Net Assets:** 2.1800%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.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 Corporation

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2026-08-15      | 1.5000%  | 0.0000% | $500000000.00      | $496411000.00      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-06-30      | 1.2500%  | 0.0000% | $522333800.00      | $494641751.26      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-15      | 4.1250%  | 0.0000% | $152698700.00      | $155300947.38      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-11-30      | 3.7500%  | 0.0000% | $474950000.00      | $472458260.94      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-12-31      | 3.8750%  | 0.0000% | $38736500.00       | $38688079.38       | U.S. Treasuries (including strips) |

### Security 140: RBC Dominion Securities Inc.

- **C.1 - Title:** RBC Dominion Securities Inc. 3.830000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV9AX3C4, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: BIV9AX3C4
- **C.18 - Value (incl. sponsor support):** $420000000.00
- **C.18.a - Value (excl. sponsor support):** $420000000.00
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2037-12-01      | 5.5000%  | 0.0000% | $517.44            | $21.37             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2035-01-01      | 5.0000%  | 0.0000% | $542.64            | $19.16             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2046-12-01      | 3.0000%  | 0.0000% | $682.08            | $150.32            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2032-09-01      | 3.5000%  | 0.0000% | $269295.18         | $3657.96           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2052-01-01      | 3.0000%  | 0.0000% | $436.38            | $263.23            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2051-03-01      | 2.5000%  | 0.0000% | $420.00            | $233.13            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 5.0000%  | 0.0000% | $2770303.20        | $2122975.58        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2052-03-01      | 3.0000%  | 0.0000% | $420.00            | $291.46            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 5.5000%  | 0.0000% | $420.00            | $336.84            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2053-07-01      | 5.5000%  | 0.0000% | $420.00            | $362.41            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2054-04-01      | 5.5000%  | 0.0000% | $420.00            | $364.30            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2049-12-01      | 3.0000%  | 0.0000% | $420.00            | $72.73             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2051-07-01      | 3.0000%  | 0.0000% | $450.24            | $259.57            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2053-09-01      | 5.5000%  | 0.0000% | $3441718.98        | $2801943.26        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2054-08-01      | 5.5000%  | 0.0000% | $620069.52         | $522194.88         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 5.0000%  | 0.0000% | $766642.80         | $697350.04         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-03-25      | 4.4742%  | 0.0000% | $1622038.32        | $833727.58         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-11-01      | 3.5000%  | 0.0000% | $422.94            | $24.96             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 4.5000%  | 0.0000% | $94029.60          | $85127.79          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-02-01      | 4.5000%  | 0.0000% | $439.74            | $84.30             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-09-01      | 3.5000%  | 0.0000% | $976500.00         | $90814.44          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $451618.86         | $374858.55         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-04-01      | 1.5000%  | 0.0000% | $420.00            | $360.80            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-03-01      | 2.0000%  | 0.0000% | $898497.60         | $535662.15         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 5.0000%  | 0.0000% | $430.08            | $419.12            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-10-01      | 6.0000%  | 0.0000% | $670.74            | $11.62             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2026-11-01      | 3.0000%  | 0.0000% | $422.94            | $2.52              | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 4.5000%  | 0.0000% | $388907.82         | $298160.69         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.0000%  | 0.0000% | $420.00            | $432.11            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-07-20      | 3.5000%  | 0.0000% | $420.00            | $44.38             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-04-20      | 3.5000%  | 0.0000% | $420.00            | $288.99            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-08-20      | 5.0000%  | 0.0000% | $3257624.58        | $2394366.36        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-07-20      | 3.5000%  | 0.0000% | $420.00            | $334.29            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-10-20      | 4.5000%  | 0.0000% | $13090.14          | $12075.86          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-08-20      | 6.5000%  | 0.0000% | $420.00            | $418.25            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $3745660.80        | $3731287.45        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-10-20      | 4.0000%  | 0.0000% | $420.00            | $390.82            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $430.08            | $439.60            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 5.0000%  | 0.0000% | $420.00            | $421.16            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2066-07-15      | 5.6900%  | 0.0000% | $421.68            | $439.84            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2035-01-15      | 4.5000%  | 0.0000% | $331920.12         | $34824.77          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-06-15      | 4.0000%  | 0.0000% | $430.08            | $18.24             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-12-20      | 3.0000%  | 0.0000% | $6340461.12        | $2968283.30        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $251160.00         | $150842.73         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2034-03-15      | 5.5000%  | 0.0000% | $5008567.20        | $70564.53          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2031-08-20      | 3.0000%  | 0.0000% | $72660.00          | $16271.60          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-06-15      | 5.5000%  | 0.0000% | $4603710.72        | $17544.93          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-01-15      | 5.5000%  | 0.0000% | $2295050.94        | $10811.17          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 5.0176%  | 0.0000% | $445.62            | $443.27            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 4.9676%  | 0.0000% | $20998978.56       | $20963279.09       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-05-20      | 3.5000%  | 0.0000% | $7146490.68        | $4045821.13        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-10-20      | 4.9177%  | 0.0000% | $12957336.00       | $12945085.44       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-10-20      | 3.5000%  | 0.0000% | $21000000.00       | $13628501.88       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-02-20      | 3.0000%  | 0.0000% | $86894404.80       | $53357075.77       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $227444.70         | $141462.63         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $14306814.06       | $8472901.52        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $29352311.10       | $17170908.38       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-01-20      | 3.5000%  | 0.0000% | $21000000.00       | $13861823.75       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-01-20      | 2.5000%  | 0.0000% | $11044937.40       | $6831767.33        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-02-20      | 3.0000%  | 0.0000% | $55938960.00       | $34667008.45       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-02-20      | 3.5000%  | 0.0000% | $20998978.98       | $9433479.52        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-03-20      | 3.5000%  | 0.0000% | $18674439.84       | $12135728.26       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-04-20      | 4.0000%  | 0.0000% | $23492937.72       | $15934727.22       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-04-20      | 4.8177%  | 0.0000% | $196686365.82      | $104464529.04      | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-05-20      | 5.0476%  | 0.0000% | $993087.48         | $867812.72         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-07-20      | 5.2176%  | 0.0000% | $9702588.00        | $4431760.17        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-11-20      | 4.9676%  | 0.0000% | $19717891.20       | $15243383.30       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-09-20      | 5.1177%  | 0.0000% | $287969.22         | $236534.28         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-10-20      | 4.9676%  | 0.0000% | $537.60            | $404.64            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-11-20      | 5.0176%  | 0.0000% | $5352426.24        | $3838121.83        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 4.9877%  | 0.0000% | $420.00            | $370.64            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-02-20      | 4.9877%  | 0.0000% | $19230372.00       | $15369414.40       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 5.2176%  | 0.0000% | $2724560.16        | $1997017.05        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 5.1177%  | 0.0000% | $20405490.00       | $15712247.50       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 4.9676%  | 0.0000% | $5839545.60        | $5310818.97        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 5.3177%  | 0.0000% | $423.36            | $389.08            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 5.3177%  | 0.0000% | $1399207.32        | $1366717.61        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-11-20      | 5.3677%  | 0.0000% | $1699433.40        | $1639865.69        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-10-20      | 4.9177%  | 0.0000% | $504.00            | $498.00            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-11-20      | 5.3177%  | 0.0000% | $420.00            | $401.45            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-11-20      | 4.9376%  | 0.0000% | $15810270.42       | $15809983.63       | Agency Mortgage-Backed Securities  |
| U.S. Treasury                            | 2044-02-15      | 1.3750%  | 0.0000% | $45528.00          | $53749.78          | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2044-05-15      | 3.3750%  | 0.0000% | $42.00             | $35.02             | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2052-11-15      | 4.0000%  | 0.0000% | $41622.00          | $36546.03          | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2043-02-15      | 3.8750%  | 0.0000% | $42.00             | $38.59             | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2028-08-31      | 1.1250%  | 0.0000% | $71526.00          | $67501.84          | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2031-10-31      | 4.1250%  | 0.0000% | $657090.00         | $673172.91         | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2034-02-15      | 0.0000%  | 0.0000% | $21.58             | $15.41             | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2039-08-15      | 0.0000%  | 0.0000% | $0.01              | $0.00              | U.S. Treasuries (including strips) |

### Security 141: Goldman Sachs & Co.

- **C.1 - Title:** Goldman Sachs & Co. 3.810000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9AX3D2, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: BIV9AX3D2
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 1.3400%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2040-05-15      | 1.1250%  | 0.0000% | $572937600.00      | $366158437.55      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-31      | 0.5000%  | 0.0000% | $439059200.00      | $418889295.80      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-12-15      | 3.5000%  | 0.0000% | $234628900.00      | $234952326.91      | U.S. Treasuries (including strips) |

### Security 142: Standard Chartered Bank

- **C.1 - Title:** Standard Chartered Bank 3.820000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9AX3E0, C.3 - LEI: RILFO74KP1CM8P6PCT96, C.5 - Other ID: BIV9AX3E0
- **C.18 - Value (incl. sponsor support):** $1250000000.00
- **C.18.a - Value (excl. sponsor support):** $1250000000.00
- **C.19 - Percentage of Net Assets:** 1.6700%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2026-01-22      | 0.0000%  | 0.0000% | $100.00            | $99.80             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-03-26      | 0.0000%  | 0.0000% | $4845900.00        | $4806628.83        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-01-20      | 0.0000%  | 0.0000% | $67900.00          | $67780.02          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-04-07      | 0.0000%  | 0.0000% | $990000.00         | $980816.76         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-04-15      | 3.3750%  | 0.0000% | $5000000.00        | $10206559.46       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2036-02-15      | 4.5000%  | 0.0000% | $1246600.00        | $1311085.37        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-01-15      | 2.3750%  | 0.0000% | $39980800.00       | $65774633.71       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2037-05-15      | 5.0000%  | 0.0000% | $9999200.00        | $10793112.39       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-01-15      | 2.5000%  | 0.0000% | $12543200.00       | $19867757.62       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2039-08-15      | 4.5000%  | 0.0000% | $2709400.00        | $2769773.56        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-02-15      | 4.6250%  | 0.0000% | $3208600.00        | $3311357.82        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-02-15      | 2.1250%  | 0.0000% | $5629700.00        | $8481356.85        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-11-15      | 4.2500%  | 0.0000% | $2398500.00        | $2336293.83        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-05-15      | 3.0000%  | 0.0000% | $1162900.00        | $944778.52         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-08-15      | 2.7500%  | 0.0000% | $20346500.00       | $15991931.90       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-02-15      | 3.1250%  | 0.0000% | $600.00            | $494.86            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-11-15      | 3.0000%  | 0.0000% | $300.00            | $234.44            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-05-15      | 3.0000%  | 0.0000% | $149900.00         | $116539.78         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-08-15      | 2.8750%  | 0.0000% | $100.00            | $76.49             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-02-15      | 0.8750%  | 0.0000% | $100.00            | $98.03             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-02-15      | 3.0000%  | 0.0000% | $1000.00           | $759.68            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-11-15      | 3.3750%  | 0.0000% | $1079100.00        | $863242.96         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-02-15      | 1.0000%  | 0.0000% | $100.00            | $93.92             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-08-15      | 1.3750%  | 0.0000% | $23600.00          | $11811.40          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-08-15      | 1.1250%  | 0.0000% | $4000.00           | $2539.94           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-11-15      | 1.6250%  | 0.0000% | $612000.00         | $324845.27         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-02-15      | 1.8750%  | 0.0000% | $997700.00         | $568547.58         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-05-15      | 2.2500%  | 0.0000% | $16640000.00       | $12349461.13       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-02-15      | 2.3750%  | 0.0000% | $100.00            | $74.87             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-05-15      | 3.2500%  | 0.0000% | $100.00            | $84.24             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-08-15      | 3.0000%  | 0.0000% | $44823300.00       | $32814106.99       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 3.6250%  | 0.0000% | $1400.00           | $1159.56           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-08-15      | 4.1250%  | 0.0000% | $200.00            | $181.23            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-08-15      | 4.3750%  | 0.0000% | $300.00            | $292.96            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-11-15      | 4.6250%  | 0.0000% | $25400.00          | $25167.97          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-02-15      | 4.7500%  | 0.0000% | $25000000.00       | $25442037.50       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-15      | 0.3750%  | 0.0000% | $1173300.00        | $1546220.57        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-15      | 2.8750%  | 0.0000% | $1000.00           | $989.89            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-08-15      | 2.8750%  | 0.0000% | $1917800.00        | $1908598.88        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-11-15      | 3.1250%  | 0.0000% | $1000.00           | $993.41            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-01-15      | 0.8750%  | 0.0000% | $29987600.00       | $38256870.97       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-03-31      | 2.2500%  | 0.0000% | $100.00            | $100.23            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-04-30      | 2.3750%  | 0.0000% | $132800.00         | $132820.99         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-01-15      | 0.3750%  | 0.0000% | $16770200.00       | $22363083.35       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-08-15      | 1.6250%  | 0.0000% | $57900.00          | $54462.64          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-11-15      | 1.7500%  | 0.0000% | $100.00            | $93.69             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-01-15      | 0.1250%  | 0.0000% | $3528900.00        | $4243428.98        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-06-30      | 0.5000%  | 0.0000% | $42782600.00       | $40944531.16       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-31      | 0.3750%  | 0.0000% | $12200.00          | $11643.39          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-08-15      | 0.6250%  | 0.0000% | $3398700.00        | $2970085.69        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-10-31      | 0.5000%  | 0.0000% | $3695400.00        | $3505691.25        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-12-31      | 0.6250%  | 0.0000% | $27088000.00       | $25613654.34       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-01-31      | 0.3750%  | 0.0000% | $2999800.00        | $2996275.54        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-31      | 0.7500%  | 0.0000% | $47400.00          | $44976.21          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-03-31      | 1.2500%  | 0.0000% | $1999500.00        | $1910265.00        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-05-15      | 1.6250%  | 0.0000% | $13815000.00       | $12431012.16       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-31      | 1.2500%  | 0.0000% | $1297700.00        | $1232356.34        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-05-31      | 0.7500%  | 0.0000% | $100.00            | $98.89             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-07-15      | 0.1250%  | 0.0000% | $20000000.00       | $22568052.43       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-07-31      | 0.6250%  | 0.0000% | $16567100.00       | $16332551.37       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-08-31      | 1.1250%  | 0.0000% | $10700000.00       | $10098001.27       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-10-15      | 0.1250%  | 0.0000% | $1758000.00        | $2075677.93        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-11-30      | 1.5000%  | 0.0000% | $457100.00         | $432294.31         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-12-31      | 1.3750%  | 0.0000% | $1400.00           | $1315.43           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-12-31      | 1.2500%  | 0.0000% | $100.00            | $97.78             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-01-31      | 1.7500%  | 0.0000% | $1000.00           | $955.51            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-01-15      | 0.1250%  | 0.0000% | $19320100.00       | $20782984.69       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-02-15      | 1.8750%  | 0.0000% | $100000.00         | $90089.32          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-03-31      | 2.5000%  | 0.0000% | $5519600.00        | $5487054.68        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-05-31      | 2.7500%  | 0.0000% | $700.00            | $683.49            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-31      | 2.6250%  | 0.0000% | $5206000.00        | $5155900.46        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-31      | 3.1250%  | 0.0000% | $7691700.00        | $7730325.93        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-09-30      | 3.8750%  | 0.0000% | $100.00            | $101.93            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-30      | 3.8750%  | 0.0000% | $15496100.00       | $15661151.09       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-12-31      | 3.8750%  | 0.0000% | $11621000.00       | $11733526.14       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-12-31      | 3.8750%  | 0.0000% | $4900700.00        | $4938744.13        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-01-15      | 1.1250%  | 0.0000% | $1118200.00        | $1181569.15        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-02-29      | 4.0000%  | 0.0000% | $505800.00         | $518057.89         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-03-31      | 3.6250%  | 0.0000% | $9981000.00        | $10068384.53       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-04-30      | 3.5000%  | 0.0000% | $23000000.00       | $22999052.17       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-31      | 3.6250%  | 0.0000% | $100.00            | $100.61            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-07-15      | 1.3750%  | 0.0000% | $13148400.00       | $13859121.17       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-07-31      | 4.1250%  | 0.0000% | $9985800.00        | $10312356.99       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-08-15      | 3.8750%  | 0.0000% | $91446000.00       | $92269311.20       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-08-31      | 4.1250%  | 0.0000% | $100.00            | $103.30            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-09-30      | 4.6250%  | 0.0000% | $11680700.00       | $12295403.38       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-10-15      | 2.3750%  | 0.0000% | $54999900.00       | $60541106.51       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-11-15      | 4.5000%  | 0.0000% | $3839800.00        | $3997873.94        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-01-15      | 4.0000%  | 0.0000% | $111342000.00      | $113910722.87      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-15      | 4.1250%  | 0.0000% | $20000000.00       | $20442855.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-02-28      | 4.2500%  | 0.0000% | $20000000.00       | $20710324.09       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-15      | 4.5000%  | 0.0000% | $24999900.00       | $25548428.58       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-04-30      | 4.8750%  | 0.0000% | $1120900.00        | $1134685.70        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-06-30      | 4.2500%  | 0.0000% | $19001000.00       | $19424817.30       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-15      | 4.3750%  | 0.0000% | $21038100.00       | $21744342.96       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-07-31      | 4.3750%  | 0.0000% | $1400.00           | $1432.20           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-09-30      | 3.5000%  | 0.0000% | $36165900.00       | $36362828.89       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-10-15      | 1.6250%  | 0.0000% | $25051800.00       | $26301667.12       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-12-31      | 4.5000%  | 0.0000% | $2800.00           | $2903.39           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-12-31      | 4.3750%  | 0.0000% | $139377000.00      | $143291263.67      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-15      | 4.2500%  | 0.0000% | $700.00            | $724.22            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-01-31      | 4.3750%  | 0.0000% | $13000000.00       | $13625475.99       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-01-15      | 2.1250%  | 0.0000% | $13833700.00       | $14702521.67       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-02-15      | 4.6250%  | 0.0000% | $1500000.00        | $1588024.13        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-02-15      | 4.2500%  | 0.0000% | $298000.00         | $307436.91         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-03-31      | 4.0000%  | 0.0000% | $3300.00           | $3380.47           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-03-31      | 3.8750%  | 0.0000% | $100.00            | $101.44            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-04-15      | 3.7500%  | 0.0000% | $21649000.00       | $21945454.74       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-30      | 3.7500%  | 0.0000% | $24973400.00       | $25214469.75       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-04-30      | 3.8750%  | 0.0000% | $719900.00         | $731372.83         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-04-30      | 4.0000%  | 0.0000% | $100.00            | $101.56            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-04-15      | 1.6250%  | 0.0000% | $5013000.00        | $5177363.89        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-07-15      | 3.8750%  | 0.0000% | $18000.00          | $18484.30          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-07-31      | 4.0000%  | 0.0000% | $29643500.00       | $30365480.33       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-08-31      | 3.8750%  | 0.0000% | $1215600.00        | $1231304.81        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-09-15      | 3.3750%  | 0.0000% | $100.00            | $100.66            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-10-31      | 3.5000%  | 0.0000% | $15200.00          | $15298.14          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-12-31      | 3.6250%  | 0.0000% | $1200.00           | $1196.35           | U.S. Treasuries (including strips) |

### Security 143: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp. 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV9AX3H3, C.3 - LEI: 5U0XI89JRFVHWIBS4F54, C.5 - Other ID: BIV9AX3H3
- **C.18 - Value (incl. sponsor support):** $1587573543.00
- **C.18.a - Value (excl. sponsor support):** $1587573543.00
- **C.19 - Percentage of Net Assets:** 2.1300%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2049-06-01      | 3.0000%  | 0.0000% | $172646233.35      | $16878942.90       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-11-01      | 2.5000%  | 0.0000% | $406361428.44      | $81632646.64       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-12-01      | 2.5000%  | 0.0000% | $83714362.96       | $19509644.44       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-02-01      | 2.5000%  | 0.0000% | $145230506.42      | $32436339.08       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-04-01      | 2.5000%  | 0.0000% | $9643433.02        | $2105754.61        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-06-01      | 2.0000%  | 0.0000% | $11210239.90       | $4802002.22        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-04-01      | 5.5000%  | 0.0000% | $539302.63         | $407729.36         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-05-01      | 5.5000%  | 0.0000% | $135384130.28      | $103871454.14      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-10-20      | 3.0000%  | 0.0000% | $32485017.60       | $3431333.92        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-03-20      | 3.5000%  | 0.0000% | $898626533.77      | $86607961.16       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-02-20      | 3.5000%  | 0.0000% | $86411927.49       | $8345767.54        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-10-20      | 5.5000%  | 0.0000% | $248555905.65      | $169468542.58      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-10-20      | 5.0000%  | 0.0000% | $97289213.98       | $72246367.85       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-11-20      | 5.0000%  | 0.0000% | $40529663.12       | $30917311.64       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-12-20      | 5.0000%  | 0.0000% | $45868458.47       | $34899873.14       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-01-20      | 5.0000%  | 0.0000% | $19145456.67       | $14359642.16       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-02-20      | 5.0000%  | 0.0000% | $46843091.74       | $35605600.74       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 6.5000%  | 0.0000% | $2020524.62        | $921053.18         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 5.5000%  | 0.0000% | $203278414.24      | $170374403.55      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.0000%  | 0.0000% | $170887991.76      | $115444321.49      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.0000%  | 0.0000% | $166712138.36      | $167316080.92      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 5.5000%  | 0.0000% | $64769486.92       | $57923919.33       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $307182655.37      | $265112841.43      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 5.5000%  | 0.0000% | $149113459.99      | $128521316.53      | Agency Mortgage-Backed Securities |

### Security 144: Standard Chartered Bank

- **C.1 - Title:** Standard Chartered Bank 3.830000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV9AX3J9, C.3 - LEI: RILFO74KP1CM8P6PCT96, C.5 - Other ID: BIV9AX3J9
- **C.18 - Value (incl. sponsor support):** $705000000.00
- **C.18.a - Value (excl. sponsor support):** $705000000.00
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2041-01-01      | 4.0000%  | 0.0000% | $324.95            | $27.02             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-09-01      | 3.0000%  | 0.0000% | $447.08            | $75.57             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-04-01      | 3.0000%  | 0.0000% | $5921783.08        | $1261178.25        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-04-01      | 3.0000%  | 0.0000% | $13444458.46       | $2946133.57        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-11-01      | 3.0000%  | 0.0000% | $15899810.77       | $3441672.51        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-01-01      | 3.5000%  | 0.0000% | $17198529.23       | $3149710.96        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 6.5000%  | 0.0000% | $2080469.32        | $1784508.79        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.5000%  | 0.0000% | $3668169.23        | $3710452.41        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-11-01      | 3.0000%  | 0.0000% | $26973083.08       | $4663738.61        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.5000%  | 0.0000% | $3667091.56        | $3561525.61        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-10-20      | 2.0000%  | 0.0000% | $6959812.06        | $3207788.92        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-05-20      | 4.5000%  | 0.0000% | $1301538.46        | $1213762.70        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-10-20      | 5.0000%  | 0.0000% | $4338222.92        | $4023360.70        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 5.0000%  | 0.0000% | $1952307.69        | $1917835.94        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $976153.85         | $980853.18         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 5.2676%  | 0.0000% | $21692307.69       | $21534671.03       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 5.2276%  | 0.0000% | $21692307.69       | $21691509.92       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 5.0176%  | 0.0000% | $21692307.69       | $8136566.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 4.8177%  | 0.0000% | $21692307.69       | $11031120.04       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 4.9177%  | 0.0000% | $21692307.69       | $12215233.16       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 5.0176%  | 0.0000% | $21692307.69       | $8669500.48        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 5.4177%  | 0.0000% | $21692307.69       | $7255559.19        | Agency Collateralized Mortgage Obligation |
| U.S. Treasury                            | 2026-01-22      | 0.0000%  | 0.0000% | $28894.15          | $28837.20          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-01-15      | 0.0000%  | 0.0000% | $5396590.62        | $5389720.76        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-03-26      | 0.0000%  | 0.0000% | $435863.54         | $432331.30         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2040-02-15      | 2.1250%  | 0.0000% | $21.69             | $32.68             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2041-02-15      | 2.1250%  | 0.0000% | $3893508.92        | $5726509.42        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2041-11-15      | 3.1250%  | 0.0000% | $629142.00         | $525178.17         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2042-05-15      | 3.0000%  | 0.0000% | $21.69             | $17.62             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2042-08-15      | 2.7500%  | 0.0000% | $3182370.00        | $2501277.58        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-02-15      | 3.1250%  | 0.0000% | $13405.85          | $11056.67          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-11-15      | 3.7500%  | 0.0000% | $5246761.85        | $4646249.98        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-11-15      | 3.0000%  | 0.0000% | $2277518.77        | $1779822.05        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2045-02-15      | 2.5000%  | 0.0000% | $1364164.15        | $984078.01         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2046-02-15      | 2.5000%  | 0.0000% | $277466.31         | $196855.96         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2046-05-15      | 2.5000%  | 0.0000% | $21.69             | $15.20             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2047-02-15      | 0.8750%  | 0.0000% | $768428.31         | $753294.25         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2048-02-15      | 3.0000%  | 0.0000% | $6668388.92        | $5065855.03        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2049-02-15      | 1.0000%  | 0.0000% | $21.69             | $20.37             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2049-05-15      | 2.8750%  | 0.0000% | $7961358.92        | $5777250.18        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2050-02-15      | 2.0000%  | 0.0000% | $334018.15         | $199623.28         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2050-02-15      | 0.2500%  | 0.0000% | $4989144.00        | $3658110.31        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2050-05-15      | 1.2500%  | 0.0000% | $160653.23         | $77708.35          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2050-08-15      | 1.3750%  | 0.0000% | $593761.85         | $297167.86         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2040-08-15      | 1.1250%  | 0.0000% | $1870592.77        | $1187797.88        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2050-11-15      | 1.6250%  | 0.0000% | $1066827.69        | $566264.58         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2051-08-15      | 2.0000%  | 0.0000% | $2807982.46        | $1640810.86        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2051-11-15      | 1.8750%  | 0.0000% | $8893.85           | $4973.68           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2052-02-15      | 2.2500%  | 0.0000% | $3755155.38        | $2325667.24        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2042-02-15      | 2.3750%  | 0.0000% | $5051249.08        | $3781684.55        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2042-05-15      | 3.2500%  | 0.0000% | $282.00            | $237.56            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2042-08-15      | 3.3750%  | 0.0000% | $2206519.85        | $1901749.26        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2042-11-15      | 4.0000%  | 0.0000% | $6312461.54        | $5845553.21        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2053-02-15      | 3.6250%  | 0.0000% | $65142.00          | $53954.50          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2053-05-15      | 3.6250%  | 0.0000% | $21.69             | $17.76             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-05-15      | 3.8750%  | 0.0000% | $433694.31         | $393187.71         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2053-08-15      | 4.1250%  | 0.0000% | $86.77             | $78.62             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-08-15      | 4.3750%  | 0.0000% | $1874670.92        | $1830684.11        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-11-15      | 4.7500%  | 0.0000% | $554715.69         | $560850.80         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2054-02-15      | 4.2500%  | 0.0000% | $21.69             | $20.08             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-05-15      | 4.6250%  | 0.0000% | $4164836.31        | $4134237.55        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2054-08-15      | 4.2500%  | 0.0000% | $86660.77          | $80219.49          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-08-15      | 4.1250%  | 0.0000% | $1010037.23        | $947328.82         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2054-11-15      | 4.5000%  | 0.0000% | $1988664.00        | $1898800.71        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2055-02-15      | 4.6250%  | 0.0000% | $21.69             | $21.40             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2055-08-15      | 4.7500%  | 0.0000% | $100522.15         | $101248.58         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-07-15      | 0.3750%  | 0.0000% | $43.38             | $57.17             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-08-15      | 2.2500%  | 0.0000% | $12581.54          | $12444.80          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-05-15      | 2.8750%  | 0.0000% | $6205713.69        | $6143000.70        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-08-15      | 2.8750%  | 0.0000% | $43.38             | $43.18             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-11-15      | 3.1250%  | 0.0000% | $43.38             | $43.10             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-01-15      | 0.8750%  | 0.0000% | $2172029.08        | $2770979.88        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-02-15      | 2.6250%  | 0.0000% | $4260456.00        | $4187422.20        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-03-31      | 2.2500%  | 0.0000% | $86.77             | $86.97             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-04-30      | 2.3750%  | 0.0000% | $149937.23         | $149960.93         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-07-15      | 0.1250%  | 0.0000% | $21692220.92       | $29311637.53       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-01-15      | 0.3750%  | 0.0000% | $1844236.62        | $2459291.91        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-05-15      | 2.3750%  | 0.0000% | $9120942.92        | $9012631.32        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-07-15      | 0.7500%  | 0.0000% | $12311707.85       | $15840726.44       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-11-30      | 1.6250%  | 0.0000% | $386188.15         | $380088.67         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-01-15      | 0.1250%  | 0.0000% | $1930810.62        | $2321759.67        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-01-31      | 1.5000%  | 0.0000% | $9183677.08        | $9045080.82        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-02-15      | 1.5000%  | 0.0000% | $21.69             | $20.07             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-05-15      | 0.6250%  | 0.0000% | $21.69             | $19.08             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-06-30      | 0.5000%  | 0.0000% | $199222.15         | $190662.97         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-07-15      | 0.1250%  | 0.0000% | $5423033.54        | $6513480.33        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-07-31      | 0.3750%  | 0.0000% | $86.77             | $82.81             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-08-15      | 0.6250%  | 0.0000% | $186402.00         | $162894.61         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-10-31      | 0.5000%  | 0.0000% | $21.69             | $20.58             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-01-15      | 0.1250%  | 0.0000% | $13445760.00       | $15712069.03       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-01-31      | 0.3750%  | 0.0000% | $3290549.54        | $3286683.48        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-01-31      | 0.7500%  | 0.0000% | $2079641.54        | $1973299.50        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-02-15      | 1.1250%  | 0.0000% | $1313035.38        | $1163564.36        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-04-30      | 0.7500%  | 0.0000% | $5488.15           | $5444.51           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-05-31      | 0.7500%  | 0.0000% | $5531.54           | $5469.94           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-07-15      | 0.1250%  | 0.0000% | $15184593.69       | $17134335.33       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-07-31      | 0.6250%  | 0.0000% | $21.69             | $21.39             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-07-31      | 1.0000%  | 0.0000% | $2016625.38        | $1901662.83        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-08-31      | 1.1250%  | 0.0000% | $4923524.77        | $4646519.57        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-09-30      | 1.2500%  | 0.0000% | $237010.15         | $223833.18         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-09-30      | 0.8750%  | 0.0000% | $1768920.92        | $1737870.24        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-10-15      | 0.1250%  | 0.0000% | $7986456.92        | $9429642.98        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-11-30      | 1.2500%  | 0.0000% | $573197.54         | $562025.09         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-11-30      | 1.5000%  | 0.0000% | $1831394.77        | $1732009.50        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-01-31      | 1.7500%  | 0.0000% | $2269123.85        | $2168179.18        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-01-15      | 0.1250%  | 0.0000% | $282086.77         | $303445.89         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-02-15      | 1.8750%  | 0.0000% | $21.69             | $19.54             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-02-28      | 1.8750%  | 0.0000% | $10846153.85       | $10715067.89       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-03-31      | 2.3750%  | 0.0000% | $5650672.62        | $5482580.63        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-03-31      | 2.5000%  | 0.0000% | $15249193.38       | $15159279.28       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-05-31      | 2.7500%  | 0.0000% | $86.77             | $84.72             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-06-30      | 3.2500%  | 0.0000% | $111259.85         | $110082.94         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-06-30      | 3.2500%  | 0.0000% | $637146.46         | $635066.18         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-07-31      | 2.7500%  | 0.0000% | $1704820.15        | $1705269.24        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-08-31      | 3.1250%  | 0.0000% | $2268885.23        | $2256757.51        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-09-30      | 3.8750%  | 0.0000% | $315905.08         | $322016.88         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-09-30      | 4.1250%  | 0.0000% | $709924.15         | $725119.25         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-10-31      | 4.1250%  | 0.0000% | $2122657.38        | $2161516.80        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-11-15      | 4.1250%  | 0.0000% | $63905.54          | $65128.29          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-11-30      | 3.8750%  | 0.0000% | $889536.46         | $901013.38         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-11-30      | 3.8750%  | 0.0000% | $65.08             | $65.77             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-12-31      | 3.8750%  | 0.0000% | $43.38             | $43.80             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-12-31      | 3.8750%  | 0.0000% | $15844842.46       | $15967845.97       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-01-31      | 3.5000%  | 0.0000% | $1789962.46        | $1816847.04        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2033-01-15      | 1.1250%  | 0.0000% | $12771129.23       | $13494877.79       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2033-02-15      | 3.5000%  | 0.0000% | $3407449.38        | $3364869.90        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-02-29      | 4.0000%  | 0.0000% | $35822785.38       | $36690938.52       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-02-28      | 4.0000%  | 0.0000% | $5884841.08        | $6047643.22        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-03-31      | 3.6250%  | 0.0000% | $1953587.54        | $1970691.37        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-03-31      | 3.6250%  | 0.0000% | $997564.15         | $1009867.20        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-04-30      | 3.5000%  | 0.0000% | $1080190.15        | $1086901.15        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2033-05-15      | 3.3750%  | 0.0000% | $2383442.31        | $2308012.73        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-05-31      | 3.6250%  | 0.0000% | $21.69             | $21.83             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-06-30      | 4.0000%  | 0.0000% | $11496836.31       | $11637465.61       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-07-31      | 4.0000%  | 0.0000% | $21.69             | $22.36             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2033-08-15      | 3.8750%  | 0.0000% | $3843876.92        | $3878484.31        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-08-31      | 4.1250%  | 0.0000% | $4121364.92        | $4257443.88        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-09-30      | 4.6250%  | 0.0000% | $216.92            | $225.73            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2033-11-15      | 4.5000%  | 0.0000% | $3784223.08        | $3940009.07        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-11-30      | 4.3750%  | 0.0000% | $10778148.46       | $11070602.33       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-12-15      | 4.3750%  | 0.0000% | $5379.69           | $5432.32           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-12-31      | 3.7500%  | 0.0000% | $841249.38         | $846756.20         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-01-31      | 4.0000%  | 0.0000% | $2169187.38        | $2234647.90        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2034-02-15      | 4.0000%  | 0.0000% | $17982.92          | $18249.70          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-02-15      | 4.1250%  | 0.0000% | $455538.46         | $465625.34         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-02-28      | 4.2500%  | 0.0000% | $20586.00          | $21391.84          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-02-28      | 4.2500%  | 0.0000% | $16092655.38       | $16664205.42       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-04-15      | 4.5000%  | 0.0000% | $4550699.08        | $4650547.02        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-04-30      | 4.6250%  | 0.0000% | $636083.54         | $662308.31         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-05-15      | 4.5000%  | 0.0000% | $7642395.23        | $7788114.55        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-05-31      | 4.5000%  | 0.0000% | $14231672.31       | $14712011.42       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-06-30      | 4.2500%  | 0.0000% | $216.92            | $221.76            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-06-30      | 4.6250%  | 0.0000% | $3683722.62        | $3703268.45        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-07-15      | 4.3750%  | 0.0000% | $587124.00         | $606833.58         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-07-31      | 4.3750%  | 0.0000% | $21865.85          | $22368.77          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-07-31      | 4.0000%  | 0.0000% | $247248.92         | $254835.86         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-08-15      | 3.7500%  | 0.0000% | $3904615.38        | $3976719.96        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-08-31      | 3.7500%  | 0.0000% | $1084485.23        | $1099466.44        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-08-31      | 3.7500%  | 0.0000% | $1015807.38        | $1027407.01        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-08-31      | 3.6250%  | 0.0000% | $3158226.46        | $3200419.90        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-09-15      | 3.3750%  | 0.0000% | $4624995.23        | $4664339.27        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-09-30      | 3.5000%  | 0.0000% | $10547559.23       | $10604992.31       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-10-15      | 3.8750%  | 0.0000% | $2124284.31        | $2156665.02        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-10-31      | 4.1250%  | 0.0000% | $820424.77         | $840505.46         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-10-15      | 1.6250%  | 0.0000% | $14620.62          | $15350.06          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-11-30      | 4.2500%  | 0.0000% | $21.69             | $21.91             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-11-30      | 4.1250%  | 0.0000% | $38872.62          | $39729.91          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-12-15      | 4.0000%  | 0.0000% | $4166137.85        | $4215665.90        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-12-31      | 4.2500%  | 0.0000% | $1951982.31        | $1965544.68        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-01-15      | 4.2500%  | 0.0000% | $188159.08         | $194670.26         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-01-31      | 4.2500%  | 0.0000% | $1083812.77        | $1128581.65        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-01-31      | 4.3750%  | 0.0000% | $5292.92           | $5547.58           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2035-01-15      | 2.1250%  | 0.0000% | $6876.46           | $7308.34           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-02-28      | 4.1250%  | 0.0000% | $10846153.85       | $11072067.67       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-02-29      | 4.1250%  | 0.0000% | $216.92            | $223.49            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-03-15      | 3.8750%  | 0.0000% | $2622773.54        | $2675178.47        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-03-31      | 4.1250%  | 0.0000% | $42852785.08       | $43986362.27       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-04-15      | 3.7500%  | 0.0000% | $20613115.38       | $20895385.04       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-04-30      | 3.7500%  | 0.0000% | $21.69             | $21.90             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-04-30      | 4.0000%  | 0.0000% | $2797136.31        | $2840839.69        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-04-15      | 1.6250%  | 0.0000% | $5423055.23        | $5600863.82        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-05-31      | 3.8750%  | 0.0000% | $423000.00         | $426674.66         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-05-31      | 4.0000%  | 0.0000% | $221782.15         | $225706.06         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-06-30      | 3.8750%  | 0.0000% | $3916437.69        | $3952089.02        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-06-30      | 3.7500%  | 0.0000% | $43.38             | $43.56             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-07-31      | 3.8750%  | 0.0000% | $2099164.62        | $2145757.11        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-07-31      | 4.0000%  | 0.0000% | $6605654.77        | $6766538.36        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2035-08-15      | 4.2500%  | 0.0000% | $464519.08         | $476802.59         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-08-15      | 3.6250%  | 0.0000% | $1310367.23        | $1332388.93        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-09-15      | 3.3750%  | 0.0000% | $216.92            | $218.36            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-09-30      | 3.6250%  | 0.0000% | $1084615.38        | $1092193.69        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-10-15      | 3.5000%  | 0.0000% | $9882820.15        | $9953678.45        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-11-15      | 3.5000%  | 0.0000% | $715412.31         | $718342.29         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-12-15      | 3.5000%  | 0.0000% | $21.69             | $21.72             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-12-31      | 3.6250%  | 0.0000% | $716236.62         | $714057.82         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-12-31      | 3.3750%  | 0.0000% | $15629242.62       | $15604220.20       | U.S. Treasuries (including strips)        |

### Security 145: Metropolitan Life Insurance Co.

- **C.1 - Title:** Metropolitan Life Insurance Co. 3.850000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9AX3P5, C.3 - LEI: 549300H7EXFMRS487544, C.5 - Other ID: BIV9AX3P5
- **C.18 - Value (incl. sponsor support):** $170000518.80
- **C.18.a - Value (excl. sponsor support):** $170000518.80
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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?:** No

**Collateral:**
| Issuer Name                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY BOND 3.0 15-AUG-2052   | 2052-08-15      | 3.0000%  | 0.0000% | $100000000.00      | $73094092.00       | U.S. Treasuries (including strips) |
| TREASURY NOTE 4.625 15-FEB-2035 | 2035-02-15      | 4.6250%  | 0.0000% | $94465000.00       | $99897543.00       | U.S. Treasuries (including strips) |

### Security 146: Teacher Retirement System of Texas

- **C.1 - Title:** Teacher Retirement System of Texas 3.800000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9AX3U4, C.3 - LEI: UVCP0ONBRH8AI9HEYC97, C.5 - Other ID: BIV9AX3U4
- **C.18 - Value (incl. sponsor support):** $875588095.20
- **C.18.a - Value (excl. sponsor support):** $875588095.20
- **C.19 - Percentage of Net Assets:** 1.1700%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-05
- **C.12 - Maturity Date (WAL):** 2026-01-05
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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?:** No

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2045-02-15      | 2.5000%  | 0.0000% | $270932380.95      | $284479000.00      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-02-15      | 2.0000%  | 0.0000% | $255557142.86      | $268335000.00      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-02-15      | 1.8750%  | 0.0000% | $349098571.43      | $366553500.00      | U.S. Treasuries (including strips) |

### Security 147: Societe Generale

- **C.1 - Title:** Societe Generale 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV9AX4W9, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: BIV9AX4W9
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp       | 2044-12-01      | 4.0000%  | 0.0000% | $194109637.50      | $14415254.96       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2042-12-01      | 3.5000%  | 0.0000% | $112413867.75      | $14446532.99       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2049-03-01      | 5.0000%  | 0.0000% | $57535378.50       | $11188010.77       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2052-08-01      | 4.0000%  | 0.0000% | $15335498.25       | $11066347.26       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2052-09-01      | 4.5000%  | 0.0000% | $18496919.25       | $14142475.98       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2053-04-01      | 5.5000%  | 0.0000% | $14360547.00       | $12887852.11       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2054-01-01      | 6.5000%  | 0.0000% | $16286250.00       | $13015175.63       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2053-04-01      | 6.0000%  | 0.0000% | $14761969.50       | $10289741.20       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2054-01-01      | 6.0000%  | 0.0000% | $23170944.00       | $15379452.83       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2043-11-15      | 3.5000%  | 0.0000% | $15047756.25       | $12563065.06       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2053-02-01      | 6.0000%  | 0.0000% | $21184896.00       | $15948028.23       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2053-11-01      | 6.5000%  | 0.0000% | $12139008.00       | $9289988.98        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2054-09-01      | 6.0000%  | 0.0000% | $14904197.25       | $11609865.32       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2051-11-01      | 3.0000%  | 0.0000% | $15750000.00       | $9984897.25        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2053-08-01      | 6.0000%  | 0.0000% | $14646936.00       | $13315939.27       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2054-05-01      | 6.0000%  | 0.0000% | $11697208.50       | $10329898.18       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2054-06-01      | 6.0000%  | 0.0000% | $10488760.50       | $10050707.51       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-03-01      | 3.5000%  | 0.0000% | $134195008.50      | $19318743.18       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-05-01      | 3.5000%  | 0.0000% | $99357552.00       | $13124601.78       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-03-01      | 3.5000%  | 0.0000% | $86146560.00       | $15424929.25       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-01-01      | 3.5000%  | 0.0000% | $66097728.00       | $10353470.02       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-08-01      | 3.0000%  | 0.0000% | $43637712.00       | $11801208.41       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-02-01      | 3.5000%  | 0.0000% | $74434176.00       | $15263312.88       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 3.5000%  | 0.0000% | $115952640.00      | $14980814.90       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 3.5000%  | 0.0000% | $117436244.25      | $15939032.66       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-10-01      | 3.5000%  | 0.0000% | $101790543.75      | $15288644.69       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-11-01      | 3.0000%  | 0.0000% | $78619118.25       | $10302216.78       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-01-01      | 3.5000%  | 0.0000% | $80308390.50       | $9317362.88        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-07-01      | 3.5000%  | 0.0000% | $56386620.00       | $11636471.52       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-03-01      | 3.5000%  | 0.0000% | $129687552.00      | $9335804.70        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-04-01      | 3.5000%  | 0.0000% | $61307442.00       | $11346344.80       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-07-01      | 3.5000%  | 0.0000% | $48336096.00       | $10613685.84       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-09-01      | 3.5000%  | 0.0000% | $61994784.00       | $13358923.37       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-10-01      | 3.5000%  | 0.0000% | $92334220.50       | $7500291.13        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-10-01      | 3.5000%  | 0.0000% | $108428160.00      | $16904935.87       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-04-01      | 3.5000%  | 0.0000% | $53208768.00       | $10815473.78       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-08-01      | 3.0000%  | 0.0000% | $39628320.00       | $12004195.66       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-09-01      | 3.0000%  | 0.0000% | $37497660.00       | $11674948.70       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-12-01      | 3.0000%  | 0.0000% | $37555056.00       | $11754052.56       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-12-01      | 3.0000%  | 0.0000% | $36000000.00       | $10364183.97       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-04-01      | 4.0000%  | 0.0000% | $38888456.25       | $9210762.33        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-07-01      | 3.5000%  | 0.0000% | $54827616.00       | $11488529.68       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-06-01      | 3.5000%  | 0.0000% | $154226688.00      | $15463705.00       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 5.5000%  | 0.0000% | $16456719.00       | $16576005.61       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 6.0000%  | 0.0000% | $16445304.00       | $15948695.04       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 5.5000%  | 0.0000% | $15294953.25       | $14873381.37       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 5.5000%  | 0.0000% | $14972184.75       | $15116392.26       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-12-01      | 5.0000%  | 0.0000% | $12313810.50       | $12420874.98       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2057-01-01      | 3.5000%  | 0.0000% | $49505935.50       | $16994036.62       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-11-01      | 4.5000%  | 0.0000% | $38478036.00       | $9370696.61        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 5.5000%  | 0.0000% | $13966011.75       | $12977006.65       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 5.5000%  | 0.0000% | $13269024.00       | $9287265.30        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 5.0000%  | 0.0000% | $14082588.75       | $11209197.35       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-05-01      | 2.5000%  | 0.0000% | $25694238.75       | $11521206.08       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 2.5000%  | 0.0000% | $30401484.75       | $13325609.23       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 2.0000%  | 0.0000% | $25195008.00       | $13108569.47       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $31831673.25       | $17500173.92       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 5.5000%  | 0.0000% | $750.00            | $685.76            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2054-10-01      | 5.5000%  | 0.0000% | $11071146.00       | $10972537.21       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-05-01      | 5.0000%  | 0.0000% | $12723135.00       | $12149400.80       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-12-01      | 5.0000%  | 0.0000% | $16905600.00       | $17138401.39       | Agency Mortgage-Backed Securities |

### Security 148: Bank of Montreal

- **C.1 - Title:** Bank of Montreal 3.600000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9AX5V0, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: BIV9AX5V0
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2029-02-28      | 4.2500%  | 0.0000% | $70599800.00       | $73107236.93       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-15      | 4.5000%  | 0.0000% | $73030700.00       | $74633083.44       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-11-30      | 4.1250%  | 0.0000% | $43741700.00       | $44706381.61       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-12-15      | 3.5000%  | 0.0000% | $62479300.00       | $62553366.81       | U.S. Treasuries (including strips) |

### Security 149: Federal Reserve Bank of New York

- **C.1 - Title:** Federal Reserve Bank of New York 3.500000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9AXL67, C.3 - LEI: 254900Y8NKGV541U8Q32, C.5 - Other ID: BIV9AXL67
- **C.18 - Value (incl. sponsor support):** $760000000.00
- **C.18.a - Value (excl. sponsor support):** $760000000.00
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2032-02-15      | 1.8750%  | 0.0000% | $843321900.00      | $760147801.80      | U.S. Treasuries (including strips) |

### Security 150: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc. 3.550000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9AXLN0, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BIV9AXLN0
- **C.18 - Value (incl. sponsor support):** $155000000.00
- **C.18.a - Value (excl. sponsor support):** $155000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2029-03-31      | 2.3750%  | 0.0000% | $162913680.00      | $158100028.32      | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** SHORT TERM INVESTMENTS TRUST

**Date:** 2026-01-08

**By:** Adrien Deberghes

**Name of Signing Officer:** Adrien Deberghes

**Title of Signing Officer:** Principal Financial Officer and Treasurer