# EDGAR Filing Document

**Accession Number:** 0000205007
**File Stem:** 0001145549-25-038899
**Filing Date:** 2025-6
**Character Count:** 1145730
**Document Hash:** c307b29e945f9f40315250bd21b6207e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-038899.hdr.sgml**: 20250606

**ACCESSION NUMBER**: 0001145549-25-038899

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250531

**FILED AS OF DATE**: 20250606

**DATE AS OF CHANGE**: 20250606

**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:** 251029875

**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):** 2025-05-31

**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:** 13 days

- **WAL:** 104 days

- **Total Value of Portfolio Securities:** $76945288949.84

- **Amortized Cost of Portfolio Securities:** $76942599830.79

- **Cash:** $3496717285.44

- **Total Other Assets:** $294705944.58

- **Total Liabilities:** $1034015511.94

- **Net Assets of Series:** $79700007548.87

- **Number of Shares Outstanding (Series):** 79718766596.8700

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2025-05-01 | $29528055544.15           | $55376684518.79            | 37.7800%                  | 70.8600%                   |
| 2025-05-02 | $29570848139.32           | $54899934831.02            | 38.0700%                  | 70.6800%                   |
| 2025-05-05 | $29585000060.78           | $55426536094.16            | 37.8300%                  | 70.8700%                   |
| 2025-05-06 | $30579564252.24           | $55719570502.68            | 38.9600%                  | 70.9900%                   |
| 2025-05-07 | $37913131696.31           | $56478726883.75            | 48.2600%                  | 71.8900%                   |
| 2025-05-08 | $28398496248.16           | $54697073086.00            | 36.9300%                  | 71.1300%                   |
| 2025-05-09 | $28697560699.32           | $54177003825.66            | 37.6500%                  | 71.0800%                   |
| 2025-05-12 | $28000143223.04           | $54269408548.18            | 36.6400%                  | 71.0200%                   |
| 2025-05-13 | $29071024253.94           | $53591959558.05            | 38.6400%                  | 71.2300%                   |
| 2025-05-14 | $32051849691.33           | $52063572826.79            | 43.0700%                  | 69.9600%                   |
| 2025-05-15 | $30860271636.48           | $56191197076.09            | 39.5300%                  | 71.9700%                   |
| 2025-05-16 | $29927570068.67           | $54746898939.63            | 39.0500%                  | 71.4300%                   |
| 2025-05-19 | $27687639480.82           | $52497460550.59            | 37.2200%                  | 70.5600%                   |
| 2025-05-20 | $28259761003.61           | $53684213838.06            | 37.8000%                  | 71.8000%                   |
| 2025-05-21 | $32946168478.26           | $53760342429.77            | 44.0200%                  | 71.8300%                   |
| 2025-05-22 | $28854799484.50           | $55489031287.00            | 38.0600%                  | 73.1900%                   |
| 2025-05-23 | $28289492225.32           | $54413522221.08            | 37.8500%                  | 72.8000%                   |
| 2025-05-27 | $29844566543.14           | $54437793835.73            | 39.9100%                  | 72.7900%                   |
| 2025-05-28 | $33854100618.89           | $54690190137.46            | 44.6900%                  | 72.2000%                   |
| 2025-05-29 | $36119889129.93           | $57201166365.57            | 46.1500%                  | 73.0900%                   |
| 2025-05-30 | $38073374055.12           | $59059209960.20            | 47.1600%                  | 73.1600%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-05-01 | 4.4300%             |
| 2025-05-02 | 4.4400%             |
| 2025-05-05 | 4.4500%             |
| 2025-05-06 | 4.4400%             |
| 2025-05-07 | 4.4400%             |
| 2025-05-08 | 4.4300%             |
| 2025-05-09 | 4.4200%             |
| 2025-05-12 | 4.4000%             |
| 2025-05-13 | 4.4000%             |
| 2025-05-14 | 4.4000%             |
| 2025-05-15 | 4.3900%             |
| 2025-05-16 | 4.4000%             |
| 2025-05-19 | 4.4000%             |
| 2025-05-20 | 4.4000%             |
| 2025-05-21 | 4.4000%             |
| 2025-05-22 | 4.4000%             |
| 2025-05-23 | 4.4000%             |
| 2025-05-27 | 4.3900%             |
| 2025-05-28 | 4.4000%             |
| 2025-05-29 | 4.4000%             |
| 2025-05-30 | 4.4000%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-05-01 | 0.9998                      |
|  |  |
| 2025-05-02 | 0.9998                      |
|  |  |
| 2025-05-05 | 0.9998                      |
|  |  |
| 2025-05-06 | 0.9998                      |
|  |  |
| 2025-05-07 | 0.9998                      |
|  |  |
| 2025-05-08 | 0.9998                      |
|  |  |
| 2025-05-09 | 0.9998                      |
|  |  |
| 2025-05-12 | 0.9998                      |
|  |  |
| 2025-05-13 | 0.9998                      |
|  |  |
| 2025-05-14 | 0.9998                      |
|  |  |
| 2025-05-15 | 0.9998                      |
|  |  |
| 2025-05-16 | 0.9998                      |
|  |  |
| 2025-05-19 | 0.9998                      |
|  |  |
| 2025-05-20 | 0.9998                      |
|  |  |
| 2025-05-21 | 0.9998                      |
|  |  |
| 2025-05-22 | 0.9998                      |
|  |  |
| 2025-05-23 | 0.9998                      |
|  |  |
| 2025-05-27 | 0.9998                      |
|  |  |
| 2025-05-28 | 0.9998                      |
|  |  |
| 2025-05-29 | 0.9998                      |
|  |  |
| 2025-05-30 | 0.9998                      |
|  |  |

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

### Class: Cash Management

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $882435888.75

- **Number of Shares Outstanding:** 882646659.9100

- **Expense Reimbursement/Waiver:** 612.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 0.9998          |
|  |  |
| 2025-05-02 | 0.9998          |
|  |  |
| 2025-05-05 | 0.9998          |
|  |  |
| 2025-05-06 | 0.9998          |
|  |  |
| 2025-05-07 | 0.9998          |
|  |  |
| 2025-05-08 | 0.9998          |
|  |  |
| 2025-05-09 | 0.9998          |
|  |  |
| 2025-05-12 | 0.9998          |
|  |  |
| 2025-05-13 | 0.9998          |
|  |  |
| 2025-05-14 | 0.9998          |
|  |  |
| 2025-05-15 | 0.9998          |
|  |  |
| 2025-05-16 | 0.9998          |
|  |  |
| 2025-05-19 | 0.9998          |
|  |  |
| 2025-05-20 | 0.9998          |
|  |  |
| 2025-05-21 | 0.9998          |
|  |  |
| 2025-05-22 | 0.9998          |
|  |  |
| 2025-05-23 | 0.9998          |
|  |  |
| 2025-05-27 | 0.9998          |
|  |  |
| 2025-05-28 | 0.9998          |
|  |  |
| 2025-05-29 | 0.9998          |
|  |  |
| 2025-05-30 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $3019432.57               | $2023967.76             |
| 2025-05-02 | $1106000.00               | $0.00                   |
| 2025-05-05 | $97000.00                 | $36828.22               |
| 2025-05-06 | $0.00                     | $26000.00               |
| 2025-05-07 | $0.00                     | $61561.29               |
| 2025-05-08 | $0.00                     | $512625.89              |
| 2025-05-09 | $1103265.00               | $0.00                   |
| 2025-05-12 | $0.00                     | $520000.00              |
| 2025-05-13 | $463185.00                | $85030.50               |
| 2025-05-14 | $0.00                     | $111513.36              |
| 2025-05-15 | $0.00                     | $890029.43              |
| 2025-05-16 | $2280000.00               | $1800897.00             |
| 2025-05-19 | $405023.09                | $19000.00               |
| 2025-05-20 | $0.00                     | $0.00                   |
| 2025-05-21 | $0.00                     | $766170.00              |
| 2025-05-22 | $727000.00                | $216603.00              |
| 2025-05-23 | $290000.00                | $673000.00              |
| 2025-05-27 | $4594307.80               | $20500.00               |
| 2025-05-28 | $415713.64                | $25000.00               |
| 2025-05-29 | $848146.70                | $52000.00               |
| 2025-05-30 | $0.00                     | $1352539.11             |

**Total Gross Subscriptions (Month):** $15349073.80

**Total Gross Redemptions (Month):** $9193265.56

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 4.1900%           |
| 2025-05-02 | 4.2000%           |
| 2025-05-05 | 4.2000%           |
| 2025-05-06 | 4.2000%           |
| 2025-05-07 | 4.1900%           |
| 2025-05-08 | 4.1900%           |
| 2025-05-09 | 4.1800%           |
| 2025-05-12 | 4.1600%           |
| 2025-05-13 | 4.1500%           |
| 2025-05-14 | 4.1500%           |
| 2025-05-15 | 4.1500%           |
| 2025-05-16 | 4.1500%           |
| 2025-05-19 | 4.1600%           |
| 2025-05-20 | 4.1600%           |
| 2025-05-21 | 4.1600%           |
| 2025-05-22 | 4.1600%           |
| 2025-05-23 | 4.1500%           |
| 2025-05-27 | 4.1500%           |
| 2025-05-28 | 4.1500%           |
| 2025-05-29 | 4.1600%           |
| 2025-05-30 | 4.1600%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 79.4200%         | 0.0000%              |
| Non-financial corporation                           |  | 13.2200%         | 0.0000%              |

### Class: Institutional

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $62562389054.66

- **Number of Shares Outstanding:** 62577272177.0560

- **Expense Reimbursement/Waiver:** 41772.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 0.9998          |
|  |  |
| 2025-05-02 | 0.9998          |
|  |  |
| 2025-05-05 | 0.9998          |
|  |  |
| 2025-05-06 | 0.9998          |
|  |  |
| 2025-05-07 | 0.9998          |
|  |  |
| 2025-05-08 | 0.9998          |
|  |  |
| 2025-05-09 | 0.9998          |
|  |  |
| 2025-05-12 | 0.9998          |
|  |  |
| 2025-05-13 | 0.9998          |
|  |  |
| 2025-05-14 | 0.9998          |
|  |  |
| 2025-05-15 | 0.9998          |
|  |  |
| 2025-05-16 | 0.9998          |
|  |  |
| 2025-05-19 | 0.9998          |
|  |  |
| 2025-05-20 | 0.9998          |
|  |  |
| 2025-05-21 | 0.9998          |
|  |  |
| 2025-05-22 | 0.9998          |
|  |  |
| 2025-05-23 | 0.9998          |
|  |  |
| 2025-05-27 | 0.9998          |
|  |  |
| 2025-05-28 | 0.9998          |
|  |  |
| 2025-05-29 | 0.9998          |
|  |  |
| 2025-05-30 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $1986803982.08            | $2343391923.78          |
| 2025-05-02 | $2200229745.99            | $1438188239.93          |
| 2025-05-05 | $1344566892.41            | $962334679.29           |
| 2025-05-06 | $702676470.91             | $1080187319.46          |
| 2025-05-07 | $1271265685.52            | $1897830638.62          |
| 2025-05-08 | $1451714288.51            | $2078216604.58          |
| 2025-05-09 | $1071822730.81            | $2565955986.27          |
| 2025-05-12 | $1489032478.23            | $1425474022.99          |
| 2025-05-13 | $1155628580.03            | $2087600389.23          |
| 2025-05-14 | $1391825659.15            | $2368546332.45          |
| 2025-05-15 | $2750817900.18            | $1848587675.72          |
| 2025-05-16 | $1451148951.21            | $1350757055.48          |
| 2025-05-19 | $992118841.69             | $1304504494.92          |
| 2025-05-20 | $1668192277.95            | $1305918012.92          |
| 2025-05-21 | $1755445212.15            | $1396874814.70          |
| 2025-05-22 | $1969601032.89            | $1476728953.80          |
| 2025-05-23 | $1393498468.03            | $1915745941.02          |
| 2025-05-27 | $1387854329.47            | $1591447203.18          |
| 2025-05-28 | $1991855350.48            | $1724553393.64          |
| 2025-05-29 | $2408849414.73            | $1521910265.87          |
| 2025-05-30 | $5010694062.17            | $2412160242.79          |

**Total Gross Subscriptions (Month):** $36845642354.59

**Total Gross Redemptions (Month):** $36096914190.64

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 4.2700%           |
| 2025-05-02 | 4.2800%           |
| 2025-05-05 | 4.2800%           |
| 2025-05-06 | 4.2800%           |
| 2025-05-07 | 4.2700%           |
| 2025-05-08 | 4.2700%           |
| 2025-05-09 | 4.2600%           |
| 2025-05-12 | 4.2400%           |
| 2025-05-13 | 4.2300%           |
| 2025-05-14 | 4.2300%           |
| 2025-05-15 | 4.2300%           |
| 2025-05-16 | 4.2300%           |
| 2025-05-19 | 4.2400%           |
| 2025-05-20 | 4.2400%           |
| 2025-05-21 | 4.2400%           |
| 2025-05-22 | 4.2400%           |
| 2025-05-23 | 4.2300%           |
| 2025-05-27 | 4.2300%           |
| 2025-05-28 | 4.2300%           |
| 2025-05-29 | 4.2400%           |
| 2025-05-30 | 4.2400%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 6.7300%          | 0.0000%              |
| Non-financial corporation                           |  | 36.3800%         | 0.0000%              |

### Class: Personal

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $91303586.20

- **Number of Shares Outstanding:** 91326335.0000

- **Expense Reimbursement/Waiver:** 65.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 0.9998          |
|  |  |
| 2025-05-02 | 0.9998          |
|  |  |
| 2025-05-05 | 0.9998          |
|  |  |
| 2025-05-06 | 0.9998          |
|  |  |
| 2025-05-07 | 0.9998          |
|  |  |
| 2025-05-08 | 0.9998          |
|  |  |
| 2025-05-09 | 0.9998          |
|  |  |
| 2025-05-12 | 0.9998          |
|  |  |
| 2025-05-13 | 0.9998          |
|  |  |
| 2025-05-14 | 0.9998          |
|  |  |
| 2025-05-15 | 0.9998          |
|  |  |
| 2025-05-16 | 0.9998          |
|  |  |
| 2025-05-19 | 0.9998          |
|  |  |
| 2025-05-20 | 0.9998          |
|  |  |
| 2025-05-21 | 0.9998          |
|  |  |
| 2025-05-22 | 0.9998          |
|  |  |
| 2025-05-23 | 0.9998          |
|  |  |
| 2025-05-27 | 0.9998          |
|  |  |
| 2025-05-28 | 0.9998          |
|  |  |
| 2025-05-29 | 0.9998          |
|  |  |
| 2025-05-30 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $3319833.74               | $5730116.01             |
| 2025-05-02 | $801034.53                | $1531883.62             |
| 2025-05-05 | $1217288.93               | $609388.75              |
| 2025-05-06 | $3601101.93               | $239751.49              |
| 2025-05-07 | $885240.44                | $3917047.85             |
| 2025-05-08 | $1343273.04               | $1958322.44             |
| 2025-05-09 | $260674.44                | $1804477.42             |
| 2025-05-12 | $1812366.96               | $508711.71              |
| 2025-05-13 | $3124676.64               | $337266.90              |
| 2025-05-14 | $2955476.07               | $1884554.26             |
| 2025-05-15 | $1047010.86               | $4646605.08             |
| 2025-05-16 | $1103748.30               | $1219419.55             |
| 2025-05-19 | $1361351.58               | $853316.38              |
| 2025-05-20 | $3154069.36               | $64898.25               |
| 2025-05-21 | $440649.48                | $1864354.78             |
| 2025-05-22 | $1274459.17               | $1967045.85             |
| 2025-05-23 | $2135728.83               | $330004.43              |
| 2025-05-27 | $2282043.97               | $904238.61              |
| 2025-05-28 | $4174783.72               | $1542302.54             |
| 2025-05-29 | $640637.52                | $4977528.41             |
| 2025-05-30 | $886350.18                | $4139592.32             |

**Total Gross Subscriptions (Month):** $37821799.69

**Total Gross Redemptions (Month):** $41030826.65

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 3.7200%           |
| 2025-05-02 | 3.7300%           |
| 2025-05-05 | 3.7300%           |
| 2025-05-06 | 3.7300%           |
| 2025-05-07 | 3.7200%           |
| 2025-05-08 | 3.7200%           |
| 2025-05-09 | 3.7100%           |
| 2025-05-12 | 3.6900%           |
| 2025-05-13 | 3.6800%           |
| 2025-05-14 | 3.6800%           |
| 2025-05-15 | 3.6800%           |
| 2025-05-16 | 3.6800%           |
| 2025-05-19 | 3.6900%           |
| 2025-05-20 | 3.6900%           |
| 2025-05-21 | 3.6900%           |
| 2025-05-22 | 3.6900%           |
| 2025-05-23 | 3.6800%           |
| 2025-05-27 | 3.6800%           |
| 2025-05-28 | 3.6800%           |
| 2025-05-29 | 3.6900%           |
| 2025-05-30 | 3.6900%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation |  | 19.5900%         | 0.0000%              |
| Other                     | Partnerships     | 7.8400%          | 0.0000%              |
| Retail investor           |  | 11.9300%         | 5.1100%              |

### Class: Private

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $1219260311.05

- **Number of Shares Outstanding:** 1219558986.7430

- **Expense Reimbursement/Waiver:** 866.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 0.9998          |
|  |  |
| 2025-05-02 | 0.9998          |
|  |  |
| 2025-05-05 | 0.9998          |
|  |  |
| 2025-05-06 | 0.9998          |
|  |  |
| 2025-05-07 | 0.9998          |
|  |  |
| 2025-05-08 | 0.9998          |
|  |  |
| 2025-05-09 | 0.9998          |
|  |  |
| 2025-05-12 | 0.9998          |
|  |  |
| 2025-05-13 | 0.9998          |
|  |  |
| 2025-05-14 | 0.9998          |
|  |  |
| 2025-05-15 | 0.9998          |
|  |  |
| 2025-05-16 | 0.9998          |
|  |  |
| 2025-05-19 | 0.9998          |
|  |  |
| 2025-05-20 | 0.9998          |
|  |  |
| 2025-05-21 | 0.9998          |
|  |  |
| 2025-05-22 | 0.9998          |
|  |  |
| 2025-05-23 | 0.9998          |
|  |  |
| 2025-05-27 | 0.9998          |
|  |  |
| 2025-05-28 | 0.9998          |
|  |  |
| 2025-05-29 | 0.9998          |
|  |  |
| 2025-05-30 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $14004784.46              | $11770057.96            |
| 2025-05-02 | $25357706.38              | $22231975.22            |
| 2025-05-05 | $14729588.48              | $12951881.09            |
| 2025-05-06 | $10996016.53              | $11099358.45            |
| 2025-05-07 | $14077192.51              | $18230402.49            |
| 2025-05-08 | $5342192.97               | $9100546.70             |
| 2025-05-09 | $6258590.49               | $7002405.65             |
| 2025-05-12 | $18062028.18              | $5695740.96             |
| 2025-05-13 | $11539165.73              | $31056488.76            |
| 2025-05-14 | $17393269.56              | $4393007.69             |
| 2025-05-15 | $9960867.13               | $11423175.84            |
| 2025-05-16 | $12243819.97              | $13431623.69            |
| 2025-05-19 | $4657567.86               | $37058607.12            |
| 2025-05-20 | $7935012.92               | $4027605.46             |
| 2025-05-21 | $19910446.79              | $2986975.89             |
| 2025-05-22 | $17220261.56              | $7518947.37             |
| 2025-05-23 | $45443595.03              | $19391763.80            |
| 2025-05-27 | $8117451.84               | $28717664.95            |
| 2025-05-28 | $5815413.22               | $14704079.23            |
| 2025-05-29 | $16350900.69              | $2549225.46             |
| 2025-05-30 | $14609687.38              | $47146439.03            |

**Total Gross Subscriptions (Month):** $300025559.68

**Total Gross Redemptions (Month):** $322487972.81

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 3.9700%           |
| 2025-05-02 | 3.9800%           |
| 2025-05-05 | 3.9800%           |
| 2025-05-06 | 3.9800%           |
| 2025-05-07 | 3.9700%           |
| 2025-05-08 | 3.9700%           |
| 2025-05-09 | 3.9600%           |
| 2025-05-12 | 3.9400%           |
| 2025-05-13 | 3.9300%           |
| 2025-05-14 | 3.9300%           |
| 2025-05-15 | 3.9300%           |
| 2025-05-16 | 3.9300%           |
| 2025-05-19 | 3.9400%           |
| 2025-05-20 | 3.9400%           |
| 2025-05-21 | 3.9400%           |
| 2025-05-22 | 3.9400%           |
| 2025-05-23 | 3.9300%           |
| 2025-05-27 | 3.9300%           |
| 2025-05-28 | 3.9300%           |
| 2025-05-29 | 3.9400%           |
| 2025-05-30 | 3.9400%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 41.7100%         | 0.0000%              |
| Depository institution or other banking institution |  | 19.7700%         | 0.0000%              |

### Class: Reserve

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $500033314.03

- **Number of Shares Outstanding:** 500152596.2200

- **Expense Reimbursement/Waiver:** 350.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 0.9998          |
|  |  |
| 2025-05-02 | 0.9998          |
|  |  |
| 2025-05-05 | 0.9998          |
|  |  |
| 2025-05-06 | 0.9998          |
|  |  |
| 2025-05-07 | 0.9998          |
|  |  |
| 2025-05-08 | 0.9998          |
|  |  |
| 2025-05-09 | 0.9998          |
|  |  |
| 2025-05-12 | 0.9998          |
|  |  |
| 2025-05-13 | 0.9998          |
|  |  |
| 2025-05-14 | 0.9998          |
|  |  |
| 2025-05-15 | 0.9998          |
|  |  |
| 2025-05-16 | 0.9998          |
|  |  |
| 2025-05-19 | 0.9998          |
|  |  |
| 2025-05-20 | 0.9998          |
|  |  |
| 2025-05-21 | 0.9998          |
|  |  |
| 2025-05-22 | 0.9998          |
|  |  |
| 2025-05-23 | 0.9998          |
|  |  |
| 2025-05-27 | 0.9998          |
|  |  |
| 2025-05-28 | 0.9998          |
|  |  |
| 2025-05-29 | 0.9998          |
|  |  |
| 2025-05-30 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $2585128.26               | $76614.54               |
| 2025-05-02 | $1888826.27               | $706610.67              |
| 2025-05-05 | $64556.31                 | $918734.19              |
| 2025-05-06 | $32211.71                 | $3900562.44             |
| 2025-05-07 | $9586.00                  | $1059884.17             |
| 2025-05-08 | $17931.14                 | $5496537.93             |
| 2025-05-09 | $39054.78                 | $1476257.81             |
| 2025-05-12 | $2298148.56               | $400346.03              |
| 2025-05-13 | $432027.72                | $9337807.91             |
| 2025-05-14 | $1359806.17               | $182875.61              |
| 2025-05-15 | $10359557.91              | $61032.56               |
| 2025-05-16 | $29154122.73              | $132638.35              |
| 2025-05-19 | $277710.38                | $2654100.81             |
| 2025-05-20 | $450667.05                | $58806.38               |
| 2025-05-21 | $53866.48                 | $8272915.06             |
| 2025-05-22 | $743627.28                | $61741.49               |
| 2025-05-23 | $5053476.54               | $3903.97                |
| 2025-05-27 | $971082.14                | $8015464.82             |
| 2025-05-28 | $2385537.53               | $971513.85              |
| 2025-05-29 | $37799.75                 | $5254960.03             |
| 2025-05-30 | $22333.03                 | $4940420.31             |

**Total Gross Subscriptions (Month):** $58237057.74

**Total Gross Redemptions (Month):** $53983728.93

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 3.4000%           |
| 2025-05-02 | 3.4100%           |
| 2025-05-05 | 3.4100%           |
| 2025-05-06 | 3.4100%           |
| 2025-05-07 | 3.4000%           |
| 2025-05-08 | 3.4000%           |
| 2025-05-09 | 3.3900%           |
| 2025-05-12 | 3.3700%           |
| 2025-05-13 | 3.3600%           |
| 2025-05-14 | 3.3600%           |
| 2025-05-15 | 3.3600%           |
| 2025-05-16 | 3.3600%           |
| 2025-05-19 | 3.3700%           |
| 2025-05-20 | 3.3700%           |
| 2025-05-21 | 3.3700%           |
| 2025-05-22 | 3.3700%           |
| 2025-05-23 | 3.3600%           |
| 2025-05-27 | 3.3600%           |
| 2025-05-28 | 3.3600%           |
| 2025-05-29 | 3.3700%           |
| 2025-05-30 | 3.3700%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 95.2300%         | 0.0000%              |

### Class: Resource

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $155465492.10

- **Number of Shares Outstanding:** 155509995.6400

- **Expense Reimbursement/Waiver:** 118.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 0.9998          |
|  |  |
| 2025-05-02 | 0.9998          |
|  |  |
| 2025-05-05 | 0.9998          |
|  |  |
| 2025-05-06 | 0.9998          |
|  |  |
| 2025-05-07 | 0.9998          |
|  |  |
| 2025-05-08 | 0.9998          |
|  |  |
| 2025-05-09 | 0.9998          |
|  |  |
| 2025-05-12 | 0.9997          |
|  |  |
| 2025-05-13 | 0.9997          |
|  |  |
| 2025-05-14 | 0.9997          |
|  |  |
| 2025-05-15 | 0.9997          |
|  |  |
| 2025-05-16 | 0.9997          |
|  |  |
| 2025-05-19 | 0.9997          |
|  |  |
| 2025-05-20 | 0.9997          |
|  |  |
| 2025-05-21 | 0.9997          |
|  |  |
| 2025-05-22 | 0.9997          |
|  |  |
| 2025-05-23 | 0.9997          |
|  |  |
| 2025-05-27 | 0.9997          |
|  |  |
| 2025-05-28 | 0.9997          |
|  |  |
| 2025-05-29 | 0.9997          |
|  |  |
| 2025-05-30 | 0.9997          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $9456385.56               | $6690395.25             |
| 2025-05-02 | $18702769.27              | $1789661.41             |
| 2025-05-05 | $28835.52                 | $11397563.42            |
| 2025-05-06 | $8729157.69               | $6422427.24             |
| 2025-05-07 | $38200.88                 | $20610988.20            |
| 2025-05-08 | $328385.67                | $3460398.31             |
| 2025-05-09 | $12430276.36              | $277106.89              |
| 2025-05-12 | $540032.59                | $22188637.45            |
| 2025-05-13 | $7922255.25               | $12283539.97            |
| 2025-05-14 | $3303438.81               | $6207406.48             |
| 2025-05-15 | $6289816.44               | $2980511.23             |
| 2025-05-16 | $5560407.07               | $1503030.52             |
| 2025-05-19 | $878392.96                | $6287031.58             |
| 2025-05-20 | $7482153.55               | $1345806.69             |
| 2025-05-21 | $3400278.60               | $5664871.64             |
| 2025-05-22 | $3160240.28               | $6273130.00             |
| 2025-05-23 | $3860897.27               | $4278022.75             |
| 2025-05-27 | $432781.85                | $6260857.83             |
| 2025-05-28 | $5424626.67               | $1321361.87             |
| 2025-05-29 | $7268665.59               | $3186894.64             |
| 2025-05-30 | $2193573.30               | $6146665.78             |

**Total Gross Subscriptions (Month):** $107431571.18

**Total Gross Redemptions (Month):** $136576309.15

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 4.1100%           |
| 2025-05-02 | 4.1200%           |
| 2025-05-05 | 4.1200%           |
| 2025-05-06 | 4.1200%           |
| 2025-05-07 | 4.1100%           |
| 2025-05-08 | 4.1100%           |
| 2025-05-09 | 4.1000%           |
| 2025-05-12 | 4.0800%           |
| 2025-05-13 | 4.0700%           |
| 2025-05-14 | 4.0700%           |
| 2025-05-15 | 4.0700%           |
| 2025-05-16 | 4.0700%           |
| 2025-05-19 | 4.0800%           |
| 2025-05-20 | 4.0800%           |
| 2025-05-21 | 4.0800%           |
| 2025-05-22 | 4.0800%           |
| 2025-05-23 | 4.0700%           |
| 2025-05-27 | 4.0700%           |
| 2025-05-28 | 4.0700%           |
| 2025-05-29 | 4.0800%           |
| 2025-05-30 | 4.0800%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 18.9000%         | 0.0000%              |
| Depository institution or other banking institution |  | 56.3800%         | 0.0000%              |

### Class: Corporate

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $303900380.68

- **Number of Shares Outstanding:** 303962773.0100

- **Expense Reimbursement/Waiver:** 229.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 0.9998          |
|  |  |
| 2025-05-02 | 0.9998          |
|  |  |
| 2025-05-05 | 0.9998          |
|  |  |
| 2025-05-06 | 0.9999          |
|  |  |
| 2025-05-07 | 0.9999          |
|  |  |
| 2025-05-08 | 0.9998          |
|  |  |
| 2025-05-09 | 0.9998          |
|  |  |
| 2025-05-12 | 0.9998          |
|  |  |
| 2025-05-13 | 0.9998          |
|  |  |
| 2025-05-14 | 0.9998          |
|  |  |
| 2025-05-15 | 0.9998          |
|  |  |
| 2025-05-16 | 0.9998          |
|  |  |
| 2025-05-19 | 0.9999          |
|  |  |
| 2025-05-20 | 0.9999          |
|  |  |
| 2025-05-21 | 0.9999          |
|  |  |
| 2025-05-22 | 0.9999          |
|  |  |
| 2025-05-23 | 0.9998          |
|  |  |
| 2025-05-27 | 0.9998          |
|  |  |
| 2025-05-28 | 0.9998          |
|  |  |
| 2025-05-29 | 0.9998          |
|  |  |
| 2025-05-30 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $19792771.13              | $2700000.00             |
| 2025-05-02 | $1745000.00               | $121975.42              |
| 2025-05-05 | $45863312.50              | $544402.51              |
| 2025-05-06 | $14230000.00              | $0.00                   |
| 2025-05-07 | $1050000.00               | $71116.06               |
| 2025-05-08 | $40000.01                 | $11875479.40            |
| 2025-05-09 | $3204000.00               | $24185.00               |
| 2025-05-12 | $1968000.00               | $909762.66              |
| 2025-05-13 | $9850000.00               | $354463.46              |
| 2025-05-14 | $311000.00                | $30000000.00            |
| 2025-05-15 | $20000000.00              | $23409000.00            |
| 2025-05-16 | $59624000.00              | $497389.63              |
| 2025-05-19 | $24135000.00              | $10000000.00            |
| 2025-05-20 | $26520000.00              | $0.00                   |
| 2025-05-21 | $14930000.00              | $71303.07               |
| 2025-05-22 | $4618950.41               | $17350000.00            |
| 2025-05-23 | $10897000.00              | $115536822.38           |
| 2025-05-27 | $1800000.00               | $30000.00               |
| 2025-05-28 | $3756000.00               | $5000000.00             |
| 2025-05-29 | $5265000.00               | $11000000.00            |
| 2025-05-30 | $16484281.83              | $13143897.33            |

**Total Gross Subscriptions (Month):** $286084315.88

**Total Gross Redemptions (Month):** $242639796.92

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 4.2400%           |
| 2025-05-02 | 4.2500%           |
| 2025-05-05 | 4.2500%           |
| 2025-05-06 | 4.2500%           |
| 2025-05-07 | 4.2400%           |
| 2025-05-08 | 4.2400%           |
| 2025-05-09 | 4.2300%           |
| 2025-05-12 | 4.2100%           |
| 2025-05-13 | 4.2000%           |
| 2025-05-14 | 4.2000%           |
| 2025-05-15 | 4.2000%           |
| 2025-05-16 | 4.2000%           |
| 2025-05-19 | 4.2100%           |
| 2025-05-20 | 4.2100%           |
| 2025-05-21 | 4.2100%           |
| 2025-05-22 | 4.2100%           |
| 2025-05-23 | 4.2000%           |
| 2025-05-27 | 4.2000%           |
| 2025-05-28 | 4.2000%           |
| 2025-05-29 | 4.2100%           |
| 2025-05-30 | 4.2100%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 65.9400%         | 0.0000%              |
| Non-financial corporation                           |  | 23.0300%         | 0.0000%              |

### Class: CAVU Securities

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $12622234179.89

- **Number of Shares Outstanding:** 12625016270.4500

- **Expense Reimbursement/Waiver:** 7800.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 0.9998          |
|  |  |
| 2025-05-02 | 0.9998          |
|  |  |
| 2025-05-05 | 0.9998          |
|  |  |
| 2025-05-06 | 0.9998          |
|  |  |
| 2025-05-07 | 0.9998          |
|  |  |
| 2025-05-08 | 0.9998          |
|  |  |
| 2025-05-09 | 0.9998          |
|  |  |
| 2025-05-12 | 0.9998          |
|  |  |
| 2025-05-13 | 0.9998          |
|  |  |
| 2025-05-14 | 0.9998          |
|  |  |
| 2025-05-15 | 0.9998          |
|  |  |
| 2025-05-16 | 0.9998          |
|  |  |
| 2025-05-19 | 0.9998          |
|  |  |
| 2025-05-20 | 0.9998          |
|  |  |
| 2025-05-21 | 0.9998          |
|  |  |
| 2025-05-22 | 0.9998          |
|  |  |
| 2025-05-23 | 0.9997          |
|  |  |
| 2025-05-27 | 0.9998          |
|  |  |
| 2025-05-28 | 0.9998          |
|  |  |
| 2025-05-29 | 0.9998          |
|  |  |
| 2025-05-30 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $397429511.55             | $748963254.62           |
| 2025-05-02 | $134865823.00             | $1391570122.10          |
| 2025-05-05 | $364575084.45             | $354150000.00           |
| 2025-05-06 | $942873639.18             | $254230000.00           |
| 2025-05-07 | $666222572.55             | $292449000.00           |
| 2025-05-08 | $463640000.00             | $947280280.74           |
| 2025-05-09 | $1387246909.33            | $344434000.00           |
| 2025-05-12 | $408259300.00             | $408598812.00           |
| 2025-05-13 | $613674900.00             | $575424150.82           |
| 2025-05-14 | $56431233.33              | $338923752.00           |
| 2025-05-15 | $3035208930.00            | $630661818.10           |
| 2025-05-16 | $323830700.00             | $1661295710.92          |
| 2025-05-19 | $326520113.00             | $2237439600.00          |
| 2025-05-20 | $442395649.00             | $54277377.52            |
| 2025-05-21 | $359366442.00             | $809776924.00           |
| 2025-05-22 | $471267000.00             | $364782827.12           |
| 2025-05-23 | $426973376.00             | $603874832.00           |
| 2025-05-27 | $160006313.53             | $313908320.00           |
| 2025-05-28 | $947686434.49             | $327168330.00           |
| 2025-05-29 | $2341546934.03            | $764270421.39           |
| 2025-05-30 | $570222402.14             | $392585000.00           |

**Total Gross Subscriptions (Month):** $14840243267.58

**Total Gross Redemptions (Month):** $13816064533.33

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 4.2700%           |
| 2025-05-02 | 4.2800%           |
| 2025-05-05 | 4.2800%           |
| 2025-05-06 | 4.2800%           |
| 2025-05-07 | 4.2700%           |
| 2025-05-08 | 4.2700%           |
| 2025-05-09 | 4.2600%           |
| 2025-05-12 | 4.2400%           |
| 2025-05-13 | 4.2300%           |
| 2025-05-14 | 4.2300%           |
| 2025-05-15 | 4.2300%           |
| 2025-05-16 | 4.2300%           |
| 2025-05-19 | 4.2400%           |
| 2025-05-20 | 4.2400%           |
| 2025-05-21 | 4.2400%           |
| 2025-05-22 | 4.2400%           |
| 2025-05-23 | 4.2300%           |
| 2025-05-27 | 4.2300%           |
| 2025-05-28 | 4.2300%           |
| 2025-05-29 | 4.2400%           |
| 2025-05-30 | 4.2400%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 36.5500%         | 0.0000%              |
| Non-financial corporation                           |  | 31.4900%         | 0.0000%              |

### Class: Premier

- **Minimum Initial Investment:** $100000000.00

- **Net Assets of Class:** $1362985341.50

- **Number of Shares Outstanding:** 1363320802.8400

- **Expense Reimbursement/Waiver:** 984.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 0.9998          |
|  |  |
| 2025-05-02 | 0.9998          |
|  |  |
| 2025-05-05 | 0.9998          |
|  |  |
| 2025-05-06 | 0.9998          |
|  |  |
| 2025-05-07 | 0.9998          |
|  |  |
| 2025-05-08 | 0.9998          |
|  |  |
| 2025-05-09 | 0.9997          |
|  |  |
| 2025-05-12 | 0.9997          |
|  |  |
| 2025-05-13 | 0.9997          |
|  |  |
| 2025-05-14 | 0.9998          |
|  |  |
| 2025-05-15 | 0.9998          |
|  |  |
| 2025-05-16 | 0.9998          |
|  |  |
| 2025-05-19 | 0.9998          |
|  |  |
| 2025-05-20 | 0.9997          |
|  |  |
| 2025-05-21 | 0.9998          |
|  |  |
| 2025-05-22 | 0.9998          |
|  |  |
| 2025-05-23 | 0.9998          |
|  |  |
| 2025-05-27 | 0.9998          |
|  |  |
| 2025-05-28 | 0.9997          |
|  |  |
| 2025-05-29 | 0.9998          |
|  |  |
| 2025-05-30 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $758199698.53             | $515000000.00           |
| 2025-05-02 | $587000000.00             | $595000000.00           |
| 2025-05-05 | $690000000.00             | $603000000.00           |
| 2025-05-06 | $641000000.00             | $695000000.00           |
| 2025-05-07 | $751000000.00             | $646000000.00           |
| 2025-05-08 | $639000000.00             | $1175000000.00          |
| 2025-05-09 | $503000000.00             | $739000000.00           |
| 2025-05-12 | $662000000.00             | $551000000.00           |
| 2025-05-13 | $592000000.00             | $638000000.00           |
| 2025-05-14 | $1055000000.00            | $592000000.00           |
| 2025-05-15 | $1479000000.00            | $1141000000.00          |
| 2025-05-16 | $1178000000.00            | $1479000000.00          |
| 2025-05-19 | $1202000000.00            | $1218000000.00          |
| 2025-05-20 | $801000000.00             | $1227000000.00          |
| 2025-05-21 | $832000000.00             | $692000000.00           |
| 2025-05-22 | $1158000000.00            | $781000000.00           |
| 2025-05-23 | $743000000.00             | $1052467022.33          |
| 2025-05-27 | $872563000.60             | $718000000.00           |
| 2025-05-28 | $607971263.77             | $895000000.00           |
| 2025-05-29 | $641000000.00             | $599000000.00           |
| 2025-05-30 | $822300000.00             | $700000000.00           |

**Total Gross Subscriptions (Month):** $17215033962.90

**Total Gross Redemptions (Month):** $17251467022.33

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 4.3100%           |
| 2025-05-02 | 4.3200%           |
| 2025-05-05 | 4.3300%           |
| 2025-05-06 | 4.3200%           |
| 2025-05-07 | 4.3200%           |
| 2025-05-08 | 4.3100%           |
| 2025-05-09 | 4.3000%           |
| 2025-05-12 | 4.2800%           |
| 2025-05-13 | 4.2800%           |
| 2025-05-14 | 4.2800%           |
| 2025-05-15 | 4.2800%           |
| 2025-05-16 | 4.2800%           |
| 2025-05-19 | 4.2800%           |
| 2025-05-20 | 4.2800%           |
| 2025-05-21 | 4.2800%           |
| 2025-05-22 | 4.2800%           |
| 2025-05-23 | 4.2800%           |
| 2025-05-27 | 4.2700%           |
| 2025-05-28 | 4.2800%           |
| 2025-05-29 | 4.2800%           |
| 2025-05-30 | 4.2800%           |

**Beneficial/Record Owner Categories**
| Category                                                                    | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution                         |  | 60.6600%         | 0.0000%              |
| State or municipal government entity (excluding governmental pension plans) |  | 38.9300%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.580000%
- **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):** $35003476.90
- **C.18.a - Value (excl. sponsor support):** $35003476.90
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 4.485000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AWWV8, C.4 - ISIN: US3130AWWV87, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $11801745.10
- **C.18.a - Value (excl. sponsor support):** $11801745.10
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-21
- **C.13 - Final Legal Maturity Date:** 2025-08-21
- **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 3: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.490000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AX4G0, C.4 - ISIN: US3130AX4G08, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $10003411.80
- **C.18.a - Value (excl. sponsor support):** $10003411.80
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **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 4: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.485000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AXS90, C.4 - ISIN: US3130AXS902, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $10006314.70
- **C.18.a - Value (excl. sponsor support):** $10006314.70
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-11-17
- **C.13 - Final Legal Maturity Date:** 2025-11-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.485000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AXTA6, C.4 - ISIN: US3130AXTA60, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $115074132.50
- **C.18.a - Value (excl. sponsor support):** $115074132.50
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-11-20
- **C.13 - Final Legal Maturity Date:** 2025-11-20
- **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 6: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.470000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AXVW5, C.4 - ISIN: US3130AXVW52, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $180026686.80
- **C.18.a - Value (excl. sponsor support):** $180026686.80
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-22
- **C.13 - Final Legal Maturity Date:** 2025-08-22
- **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 7: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.465000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AXW95, C.4 - ISIN: US3130AXW953, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $217016585.30
- **C.18.a - Value (excl. sponsor support):** $217016585.30
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-24
- **C.13 - Final Legal Maturity Date:** 2025-07-24
- **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 8: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.480000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AXZ92, C.4 - ISIN: US3130AXZ923, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $258103109.70
- **C.18.a - Value (excl. sponsor support):** $258103109.70
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **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 9: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.480000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AXZJ0, C.4 - ISIN: US3130AXZJ06, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $37014761.89
- **C.18.a - Value (excl. sponsor support):** $37014761.89
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-12-08
- **C.13 - Final Legal Maturity Date:** 2025-12-08
- **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 10: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.475000%
- **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):** $8004883.76
- **C.18.a - Value (excl. sponsor support):** $8004883.76
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.465000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AYFA9, C.4 - ISIN: US3130AYFA99, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $7003652.32
- **C.18.a - Value (excl. sponsor support):** $7003652.32
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-11-12
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **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 12: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.470000%
- **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):** $150065380.50
- **C.18.a - Value (excl. sponsor support):** $150065380.50
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 13: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.450000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AYYT7, C.4 - ISIN: US3130AYYT79, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $50023752.50
- **C.18.a - Value (excl. sponsor support):** $50023752.50
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-12-19
- **C.13 - Final Legal Maturity Date:** 2025-12-19
- **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 14: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.430000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B02D0, C.4 - ISIN: US3130B02D09, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $22007318.08
- **C.18.a - Value (excl. sponsor support):** $22007318.08
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-10-16
- **C.13 - Final Legal Maturity Date:** 2025-10-16
- **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 15: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.430000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1D87, C.4 - ISIN: US3130B1D874, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $383962421.80
- **C.18.a - Value (excl. sponsor support):** $383962421.80
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-05-13
- **C.13 - Final Legal Maturity Date:** 2026-05-13
- **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 16: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.470000%
- **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):** $193109452.20
- **C.18.a - Value (excl. sponsor support):** $193109452.20
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 17: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5HL5, C.4 - ISIN: US3130B5HL57, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $699995737.00
- **C.18.a - Value (excl. sponsor support):** $699995737.00
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-10-10
- **C.13 - Final Legal Maturity Date:** 2025-10-10
- **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 18: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5KL1, C.4 - ISIN: US3130B5KL11, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $725011085.30
- **C.18.a - Value (excl. sponsor support):** $725011085.30
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-11-18
- **C.13 - Final Legal Maturity Date:** 2025-11-18
- **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 19: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5KM9, C.4 - ISIN: US3130B5KM93, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $250000417.50
- **C.18.a - Value (excl. sponsor support):** $250000417.50
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-11-13
- **C.13 - Final Legal Maturity Date:** 2025-11-13
- **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 20: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5KN7, C.4 - ISIN: US3130B5KN76, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1200001536.00
- **C.18.a - Value (excl. sponsor support):** $1200001536.00
- **C.19 - Percentage of Net Assets:** 1.5100%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-11-14
- **C.13 - Final Legal Maturity Date:** 2025-11-14
- **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 21: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.335000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5LL0, C.4 - ISIN: US3130B5LL02, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $199998520.00
- **C.18.a - Value (excl. sponsor support):** $199998520.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-12-19
- **C.13 - Final Legal Maturity Date:** 2025-12-19
- **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 22: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5MG0, C.4 - ISIN: US3130B5MG08, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $650002431.00
- **C.18.a - Value (excl. sponsor support):** $650002431.00
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-11-20
- **C.13 - Final Legal Maturity Date:** 2025-11-20
- **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 23: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.405000%
- **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):** $449985330.00
- **C.18.a - Value (excl. sponsor support):** $449985330.00
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 24: 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: 313385GR1, C.4 - ISIN: US313385GR13, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99883194.00
- **C.18.a - Value (excl. sponsor support):** $99883194.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-06-09
- **C.12 - Maturity Date (WAL):** 2025-06-09
- **C.13 - Final Legal Maturity Date:** 2025-06-09
- **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? Yes, C.23 Categorized at Level 3? No

### Security 25: 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: 313385GY6, C.4 - ISIN: US313385GY63, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $264473792.20
- **C.18.a - Value (excl. sponsor support):** $264473792.20
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-06-16
- **C.12 - Maturity Date (WAL):** 2025-06-16
- **C.13 - Final Legal Maturity Date:** 2025-06-16
- **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? Yes, C.23 Categorized at Level 3? No

### Security 26: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.680000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EN2Z2, C.4 - ISIN: US3133EN2Z20, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $60096793.20
- **C.18.a - Value (excl. sponsor support):** $60096793.20
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-11-25
- **C.13 - Final Legal Maturity Date:** 2025-11-25
- **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 27: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.660000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EN5B2, C.4 - ISIN: US3133EN5B25, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $20033194.00
- **C.18.a - Value (excl. sponsor support):** $20033194.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-12-29
- **C.13 - Final Legal Maturity Date:** 2025-12-29
- **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 28: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.570000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ENE63, C.4 - ISIN: US3133ENE636, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $177576183.00
- **C.18.a - Value (excl. sponsor support):** $177576183.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-05
- **C.13 - Final Legal Maturity Date:** 2025-08-05
- **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 29: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.465000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP4H5, C.4 - ISIN: US3133EP4H58, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $286047716.20
- **C.18.a - Value (excl. sponsor support):** $286047716.20
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **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 30: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.455000%
- **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):** $28002808.68
- **C.18.a - Value (excl. sponsor support):** $28002808.68
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 31: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.440000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP6P5, C.4 - ISIN: US3133EP6P56, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $35007823.20
- **C.18.a - Value (excl. sponsor support):** $35007823.20
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 32: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.470000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPF75, C.4 - ISIN: US3133EPF752, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $175025961.30
- **C.18.a - Value (excl. sponsor support):** $175025961.30
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-22
- **C.13 - Final Legal Maturity Date:** 2025-08-22
- **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 33: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.455000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPG66, C.4 - ISIN: US3133EPG669, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $170009662.80
- **C.18.a - Value (excl. sponsor support):** $170009662.80
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-27
- **C.13 - Final Legal Maturity Date:** 2025-06-27
- **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 34: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.485000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPH24, C.4 - ISIN: US3133EPH246, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $242094859.20
- **C.18.a - Value (excl. sponsor support):** $242094859.20
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **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 35: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.485000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPH73, C.4 - ISIN: US3133EPH733, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $77030605.19
- **C.18.a - Value (excl. sponsor support):** $77030605.19
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPL45, C.4 - ISIN: US3133EPL453, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100016249.00
- **C.18.a - Value (excl. sponsor support):** $100016249.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-13
- **C.13 - Final Legal Maturity Date:** 2025-08-13
- **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 37: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.440000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPM44, C.4 - ISIN: US3133EPM444, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $154002970.70
- **C.18.a - Value (excl. sponsor support):** $154002970.70
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-13
- **C.13 - Final Legal Maturity Date:** 2025-06-13
- **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 38: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.480000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPM69, C.4 - ISIN: US3133EPM691, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $24009748.80
- **C.18.a - Value (excl. sponsor support):** $24009748.80
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-12-15
- **C.13 - Final Legal Maturity Date:** 2025-12-15
- **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? 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 4.475000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPS55, C.4 - ISIN: US3133EPS557, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $550229718.50
- **C.18.a - Value (excl. sponsor support):** $550229718.50
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-12-29
- **C.13 - Final Legal Maturity Date:** 2025-12-29
- **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 40: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPS97, C.4 - ISIN: US3133EPS979, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10002039.70
- **C.18.a - Value (excl. sponsor support):** $10002039.70
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-10-03
- **C.13 - Final Legal Maturity Date:** 2025-10-03
- **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 41: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.480000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPWV3, C.4 - ISIN: US3133EPWV30, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $112981244.50
- **C.18.a - Value (excl. sponsor support):** $112981244.50
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-26
- **C.13 - Final Legal Maturity Date:** 2025-09-26
- **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 42: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.485000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPX42, C.4 - ISIN: US3133EPX425, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $58004338.98
- **C.18.a - Value (excl. sponsor support):** $58004338.98
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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? No, 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 4.470000%
- **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):** $170075310.00
- **C.18.a - Value (excl. sponsor support):** $170075310.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 44: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.475000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPZ81, C.4 - ISIN: US3133EPZ818, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $350029190.00
- **C.18.a - Value (excl. sponsor support):** $350029190.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-01-29
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **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 45: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER2D2, C.4 - ISIN: US3133ER2D27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $95037261.85
- **C.18.a - Value (excl. sponsor support):** $95037261.85
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2027-02-03
- **C.13 - Final Legal Maturity Date:** 2027-02-03
- **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 46: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.415000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER3C3, C.4 - ISIN: US3133ER3C35, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $30012804.30
- **C.18.a - Value (excl. sponsor support):** $30012804.30
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-08-07
- **C.13 - Final Legal Maturity Date:** 2026-08-07
- **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 47: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.445000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER3G4, C.4 - ISIN: US3133ER3G49, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $180091144.80
- **C.18.a - Value (excl. sponsor support):** $180091144.80
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2027-02-10
- **C.13 - Final Legal Maturity Date:** 2027-02-10
- **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 48: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.400000%
- **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):** $55000554.40
- **C.18.a - Value (excl. sponsor support):** $55000554.40
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 49: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.410000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6X4, C.4 - ISIN: US3133ER6X45, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $180018864.00
- **C.18.a - Value (excl. sponsor support):** $180018864.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **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 50: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER7A3, C.4 - ISIN: US3133ER7A33, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $29999847.30
- **C.18.a - Value (excl. sponsor support):** $29999847.30
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-11
- **C.13 - Final Legal Maturity Date:** 2025-09-11
- **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 51: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.440000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERAG6, C.4 - ISIN: US3133ERAG66, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $125002888.80
- **C.18.a - Value (excl. sponsor support):** $125002888.80
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-04-09
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **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 52: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.385000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERB42, C.4 - ISIN: US3133ERB427, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $20003654.00
- **C.18.a - Value (excl. sponsor support):** $20003654.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-11-18
- **C.13 - Final Legal Maturity Date:** 2025-11-18
- **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 53: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.465000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERB83, C.4 - ISIN: US3133ERB831, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $599986506.00
- **C.18.a - Value (excl. sponsor support):** $599986506.00
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-11-18
- **C.13 - Final Legal Maturity Date:** 2026-11-18
- **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 54: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.385000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERG21, C.4 - ISIN: US3133ERG210, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $20004209.20
- **C.18.a - Value (excl. sponsor support):** $20004209.20
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-12-02
- **C.13 - Final Legal Maturity Date:** 2025-12-02
- **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 55: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.470000%
- **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):** $185992076.40
- **C.18.a - Value (excl. sponsor support):** $185992076.40
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 56: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.465000%
- **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):** $203988755.50
- **C.18.a - Value (excl. sponsor support):** $203988755.50
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 57: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.430000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERJX0, C.4 - ISIN: US3133ERJX09, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $150974352.70
- **C.18.a - Value (excl. sponsor support):** $150974352.70
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **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 58: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.465000%
- **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):** $196985347.10
- **C.18.a - Value (excl. sponsor support):** $196985347.10
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 59: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.410000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERPW5, C.4 - ISIN: US3133ERPW51, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $75020367.00
- **C.18.a - Value (excl. sponsor support):** $75020367.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-11-21
- **C.13 - Final Legal Maturity Date:** 2025-11-21
- **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 60: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.470000%
- **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):** $18999085.91
- **C.18.a - Value (excl. sponsor support):** $18999085.91
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 61: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.460000%
- **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):** $168995754.70
- **C.18.a - Value (excl. sponsor support):** $168995754.70
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 62: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.470000%
- **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):** $107113096.90
- **C.18.a - Value (excl. sponsor support):** $107113096.90
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 63: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.455000%
- **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):** $47017805.01
- **C.18.a - Value (excl. sponsor support):** $47017805.01
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 64: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.470000%
- **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):** $174995208.50
- **C.18.a - Value (excl. sponsor support):** $174995208.50
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 65: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.470000%
- **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):** $191993541.10
- **C.18.a - Value (excl. sponsor support):** $191993541.10
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 66: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.470000%
- **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):** $456259144.80
- **C.18.a - Value (excl. sponsor support):** $456259144.80
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 67: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.470000%
- **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):** $465266691.50
- **C.18.a - Value (excl. sponsor support):** $465266691.50
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 68: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.465000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERXN6, C.4 - ISIN: US3133ERXN60, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $413214838.50
- **C.18.a - Value (excl. sponsor support):** $413214838.50
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-10-15
- **C.13 - Final Legal Maturity Date:** 2026-10-15
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 69: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.400000%
- **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):** $100053716.00
- **C.18.a - Value (excl. sponsor support):** $100053716.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 70: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.395000%
- **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):** $686983670.00
- **C.18.a - Value (excl. sponsor support):** $686983670.00
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 71: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.350000%
- **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):** $138997856.60
- **C.18.a - Value (excl. sponsor support):** $138997856.60
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 72: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.405000%
- **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):** $64998304.80
- **C.18.a - Value (excl. sponsor support):** $64998304.80
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 73: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.410000%
- **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):** $414774078.20
- **C.18.a - Value (excl. sponsor support):** $414774078.20
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 74: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.420000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETET0, C.4 - ISIN: US3133ETET08, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $94998371.70
- **C.18.a - Value (excl. sponsor support):** $94998371.70
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-07-28
- **C.13 - Final Legal Maturity Date:** 2026-07-28
- **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 75: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.440000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETGP6, C.4 - ISIN: US3133ETGP67, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $224999253.00
- **C.18.a - Value (excl. sponsor support):** $224999253.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2027-05-13
- **C.13 - Final Legal Maturity Date:** 2027-05-13
- **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 76: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.470000%
- **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):** $295991895.50
- **C.18.a - Value (excl. sponsor support):** $295991895.50
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 77: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.470000%
- **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):** $263774383.10
- **C.18.a - Value (excl. sponsor support):** $263774383.10
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 78: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.470000%
- **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):** $7003629.71
- **C.18.a - Value (excl. sponsor support):** $7003629.71
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 79: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.470000%
- **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):** $82043976.60
- **C.18.a - Value (excl. sponsor support):** $82043976.60
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 80: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.455000%
- **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):** $1085981256.00
- **C.18.a - Value (excl. sponsor support):** $1085981256.00
- **C.19 - Percentage of Net Assets:** 1.3600%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 81: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.430000%
- **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):** $170110042.70
- **C.18.a - Value (excl. sponsor support):** $170110042.70
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 82: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.465000%
- **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):** $403419071.60
- **C.18.a - Value (excl. sponsor support):** $403419071.60
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 83: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.470000%
- **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):** $143151441.30
- **C.18.a - Value (excl. sponsor support):** $143151441.30
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 84: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.470000%
- **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):** $103103374.90
- **C.18.a - Value (excl. sponsor support):** $103103374.90
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 85: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.470000%
- **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):** $105108155.30
- **C.18.a - Value (excl. sponsor support):** $105108155.30
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 86: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.470000%
- **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):** $832054334.10
- **C.18.a - Value (excl. sponsor support):** $832054334.10
- **C.19 - Percentage of Net Assets:** 1.0400%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 87: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Notes 4.301000%
- **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):** $22500000.00
- **C.18.a - Value (excl. sponsor support):** $22500000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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 88: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 4.580000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903534J3, C.4 - ISIN: US6903534J35, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $526315.87
- **C.18.a - Value (excl. sponsor support):** $526315.87
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-06-04
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-09-15
- **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 89: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 4.580000%
- **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):** $1500000.00
- **C.18.a - Value (excl. sponsor support):** $1500000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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 90: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 4.301000%
- **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):** $4888888.92
- **C.18.a - Value (excl. sponsor support):** $4888888.92
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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 91: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 4.600000%
- **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):** $2500000.08
- **C.18.a - Value (excl. sponsor support):** $2500000.08
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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 92: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 4.600000%
- **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):** $31818182.18
- **C.18.a - Value (excl. sponsor support):** $31818182.18
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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 93: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 4.600000%
- **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):** $6375000.00
- **C.18.a - Value (excl. sponsor support):** $6375000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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 94: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 4.580000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353W37, C.4 - ISIN: US690353W371, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $1200000.00
- **C.18.a - Value (excl. sponsor support):** $1200000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-06-04
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-15
- **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 95: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 4.580000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353XQ5, C.4 - ISIN: US690353XQ53, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $1305558.51
- **C.18.a - Value (excl. sponsor support):** $1305558.51
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-06-04
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-07-15
- **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 96: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 4.530000%
- **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):** $4862000.00
- **C.18.a - Value (excl. sponsor support):** $4862000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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 97: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797LW5, C.4 - ISIN: US912797LW51, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $323550591.00
- **C.18.a - Value (excl. sponsor support):** $323550591.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-07-10
- **C.12 - Maturity Date (WAL):** 2025-07-10
- **C.13 - Final Legal Maturity Date:** 2025-07-10
- **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? 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 Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797MH7, C.4 - ISIN: US912797MH75, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $692284033.00
- **C.18.a - Value (excl. sponsor support):** $692284033.00
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-04
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **C.13 - Final Legal Maturity Date:** 2025-09-04
- **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? 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 Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797MS3, C.4 - ISIN: US912797MS31, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $933535478.20
- **C.18.a - Value (excl. sponsor support):** $933535478.20
- **C.19 - Percentage of Net Assets:** 1.1700%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **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 100: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NA1, C.4 - ISIN: US912797NA14, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $98256250.00
- **C.18.a - Value (excl. sponsor support):** $98256250.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-10-30
- **C.12 - Maturity Date (WAL):** 2025-10-30
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **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 101: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NL7, C.4 - ISIN: US912797NL78, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $783432552.00
- **C.18.a - Value (excl. sponsor support):** $783432552.00
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-11-28
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 102: 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):** $358027181.10
- **C.18.a - Value (excl. sponsor support):** $358027181.10
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **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 103: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PW1, C.4 - ISIN: US912797PW16, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1136465294.00
- **C.18.a - Value (excl. sponsor support):** $1136465294.00
- **C.19 - Percentage of Net Assets:** 1.4300%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-09-11
- **C.12 - Maturity Date (WAL):** 2025-09-11
- **C.13 - Final Legal Maturity Date:** 2025-09-11
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 104: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PX9, C.4 - ISIN: US912797PX98, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $296208300.00
- **C.18.a - Value (excl. sponsor support):** $296208300.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-18
- **C.12 - Maturity Date (WAL):** 2025-09-18
- **C.13 - Final Legal Maturity Date:** 2025-09-18
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 105: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QE0, C.4 - ISIN: US912797QE09, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $246254967.50
- **C.18.a - Value (excl. sponsor support):** $246254967.50
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-10-09
- **C.12 - Maturity Date (WAL):** 2025-10-09
- **C.13 - Final Legal Maturity Date:** 2025-10-09
- **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 106: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QF7, C.4 - ISIN: US912797QF73, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $452728991.60
- **C.18.a - Value (excl. sponsor support):** $452728991.60
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-10-16
- **C.12 - Maturity Date (WAL):** 2025-10-16
- **C.13 - Final Legal Maturity Date:** 2025-10-16
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 107: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Floating Rate Notes 4.471000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJD4, C.4 - ISIN: US91282CJD48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $55026040.30
- **C.18.a - Value (excl. sponsor support):** $55026040.30
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 108: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Floating Rate Notes 4.492000%
- **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):** $400229928.00
- **C.18.a - Value (excl. sponsor support):** $400229928.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 109: J.P. Morgan Securities LLC

- **C.1 - Title:** J.P. Morgan Securities LLC 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 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:** 1.1100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2051-02-20      | 1.1500%  | 0.0000% | $15000000.00       | $8087347.84        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2028-04-25      | 1.2500%  | 0.0000% | $125000.00         | $2398.56           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-04-16      | 1.5000%  | 0.0000% | $40000000.00       | $28071161.11       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-04-25      | 2.0000%  | 0.0000% | $5000000.00        | $3261504.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-06-16      | 2.0000%  | 0.0000% | $14400000.00       | $10645268.91       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-06-16      | 2.3500%  | 0.0000% | $100000000.00      | $89340330.54       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-01-16      | 2.5000%  | 0.0000% | $1000.00           | $784.80            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $77599744.00       | $60457186.87       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-03-25      | 3.0000%  | 0.0000% | $43150.00          | $1177.76           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2043-05-15      | 3.0000%  | 0.0000% | $7826120.00        | $6515328.38        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2034-10-15      | 4.5000%  | 0.0000% | $4790.00           | $420.06            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-09-25      | 4.7865%  | 0.0000% | $100000.00         | $1698.83           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 5.0000%  | 0.0000% | $43850000.00       | $43507368.01       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-05-25      | 5.0000%  | 0.0000% | $46904000.00       | $46164473.36       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 5.3783%  | 0.0000% | $100000000.00      | $56314104.28       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 5.4283%  | 0.0000% | $50000000.00       | $40657897.07       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 5.4283%  | 0.0000% | $100970112.00      | $99874468.53       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 5.4783%  | 0.0000% | $100000000.00      | $54513953.81       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 5.5083%  | 0.0000% | $100000000.00      | $66195076.01       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 5.5283%  | 0.0000% | $100000000.00      | $91270827.39       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 5.6283%  | 0.0000% | $100000000.00      | $43410781.10       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2054-04-25      | 0.1250%  | 0.0000% | $76998700.00       | $49446801.48       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2051-11-25      | 1.5000%  | 0.0000% | $96497280.00       | $50645706.28       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2051-08-25      | 2.0000%  | 0.0000% | $1745000.00        | $942638.72         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2047-02-25      | 3.0000%  | 0.0000% | $17000000.00       | $10822785.87       | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2041-11-01      | 4.0000%  | 0.0000% | $300000.00         | $3066.57           | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2042-04-01      | 4.0000%  | 0.0000% | $400000.00         | $4553.34           | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-05-25      | 5.0000%  | 0.0000% | $4298672.00        | $3974336.24        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-03-25      | 5.5920%  | 0.0000% | $15000000.00       | $10616727.69       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-08-25      | 5.7920%  | 0.0000% | $29987462.00       | $26382147.05       | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2027-05-01      | 5.5000%  | 0.0000% | $1000000.00        | $2352.45           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-03-01      | 5.5000%  | 0.0000% | $1330447.00        | $2403.33           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-04-01      | 5.5000%  | 0.0000% | $500000.00         | $2404.35           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-05-01      | 5.5000%  | 0.0000% | $176500.00         | $2496.20           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-11-15      | 5.5000%  | 0.0000% | $100000.00         | $2507.60           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 5.5000%  | 0.0000% | $3000.00           | $2579.50           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-04-01      | 5.5000%  | 0.0000% | $512800.00         | $2680.68           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2037-06-15      | 5.5000%  | 0.0000% | $226066.00         | $2724.74           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-01-01      | 5.5000%  | 0.0000% | $1250000.00        | $3285.82           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-07-15      | 5.5000%  | 0.0000% | $756137.00         | $3729.92           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-12-01      | 5.5000%  | 0.0000% | $85000.00          | $3969.99           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-09-01      | 5.5000%  | 0.0000% | $26401.00          | $3984.35           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 5.5000%  | 0.0000% | $4615.00           | $3991.51           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-07-15      | 5.5000%  | 0.0000% | $1000000.00        | $4354.52           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-07-01      | 5.5000%  | 0.0000% | $316560.00         | $4676.21           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-04-01      | 5.8150%  | 0.0000% | $250000.00         | $1220.93           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-10-01      | 5.9740%  | 0.0000% | $750000.00         | $590.09            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-09-01      | 6.0000%  | 0.0000% | $14000.00          | $84.79             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-12-01      | 6.0000%  | 0.0000% | $50000.00          | $151.75            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-11-01      | 6.0000%  | 0.0000% | $50000.00          | $157.86            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-09-01      | 6.0000%  | 0.0000% | $249976.00         | $174.75            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-10-01      | 6.0000%  | 0.0000% | $11000.00          | $209.52            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-11-01      | 6.0000%  | 0.0000% | $24000.00          | $260.65            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-05-01      | 6.0000%  | 0.0000% | $61364.00          | $300.97            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2025-09-01      | 6.0000%  | 0.0000% | $470000.00         | $302.87            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-05-01      | 6.0000%  | 0.0000% | $25000.00          | $329.64            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2027-04-15      | 6.0000%  | 0.0000% | $25000.00          | $345.91            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-07-01      | 7.5000%  | 0.0000% | $3630000.00        | $78.83             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-11-01      | 7.5000%  | 0.0000% | $95750.00          | $175.64            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-05-01      | 7.5000%  | 0.0000% | $500000.00         | $215.23            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2026-05-01      | 7.5000%  | 0.0000% | $3000000.00        | $223.86            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2028-04-01      | 7.5000%  | 0.0000% | $1636794.00        | $267.08            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-03-01      | 7.5000%  | 0.0000% | $141983.00         | $377.65            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-06-01      | 7.5000%  | 0.0000% | $1000000.00        | $391.98            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-10-01      | 7.5000%  | 0.0000% | $506572.00         | $397.06            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2029-03-15      | 7.5000%  | 0.0000% | $400000.00         | $407.40            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-11-01      | 7.5000%  | 0.0000% | $2946581.00        | $887.78            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2027-11-15      | 7.5000%  | 0.0000% | $1253407.00        | $971.32            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-05-01      | 7.5000%  | 0.0000% | $378000.00         | $1030.50           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-12-15      | 3.5000%  | 0.0000% | $50000.00          | $3198.99           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-08-01      | 3.5000%  | 0.0000% | $3789.00           | $3253.13           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-07-01      | 3.5000%  | 0.0000% | $25000.00          | $3270.17           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-01-01      | 3.5000%  | 0.0000% | $31018.00          | $3300.48           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-06-01      | 3.5000%  | 0.0000% | $10000.00          | $3310.15           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-06-01      | 3.5000%  | 0.0000% | $33000.00          | $3450.38           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-04-01      | 3.5000%  | 0.0000% | $40000.00          | $3452.94           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-06-01      | 3.5000%  | 0.0000% | $32000.00          | $3461.78           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-10-01      | 3.5000%  | 0.0000% | $28000.00          | $3516.98           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2027-05-01      | 3.5000%  | 0.0000% | $200000.00         | $3578.97           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-01-01      | 3.5000%  | 0.0000% | $25000.00          | $3620.35           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-01-15      | 3.5000%  | 0.0000% | $39947.00          | $3737.82           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-07-01      | 3.5000%  | 0.0000% | $6000.00           | $3837.25           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-08-20      | 3.5000%  | 0.0000% | $75000.00          | $3904.94           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-06-01      | 3.5000%  | 0.0000% | $14000.00          | $3921.39           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-07-15      | 3.5000%  | 0.0000% | $25000.00          | $3935.22           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-03-01      | 3.5000%  | 0.0000% | $5000.00           | $3981.63           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-07-20      | 3.5000%  | 0.0000% | $120000.00         | $4007.93           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-04-15      | 3.5000%  | 0.0000% | $25000.00          | $4076.63           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 3.5000%  | 0.0000% | $5000.00           | $4083.81           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-11-01      | 3.5000%  | 0.0000% | $42000.00          | $4114.54           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-01-01      | 3.5000%  | 0.0000% | $6000.00           | $4157.58           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-04-15      | 3.5000%  | 0.0000% | $25000.00          | $4220.61           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-06-01      | 3.5000%  | 0.0000% | $15000.00          | $4358.74           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-02-01      | 3.5000%  | 0.0000% | $850000.00         | $4403.44           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-08-01      | 3.5000%  | 0.0000% | $55000.00          | $4605.00           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-02-01      | 4.0000%  | 0.0000% | $8000.00           | $27.63             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-01-01      | 4.0000%  | 0.0000% | $16000.00          | $46.98             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-02-01      | 4.0000%  | 0.0000% | $12000.00          | $51.87             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2044-09-01      | 4.0000%  | 0.0000% | $1000.00           | $67.78             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-01-01      | 4.0000%  | 0.0000% | $1000.00           | $67.86             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-09-01      | 4.0000%  | 0.0000% | $1000.00           | $83.04             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-12-01      | 4.0000%  | 0.0000% | $3000.00           | $83.37             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-10-01      | 4.0000%  | 0.0000% | $1000.00           | $88.38             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-10-01      | 4.0000%  | 0.0000% | $1000.00           | $93.60             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-12-01      | 4.0000%  | 0.0000% | $1000.00           | $94.24             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-02-01      | 4.0000%  | 0.0000% | $1000.00           | $96.15             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2025-07-01      | 4.0000%  | 0.0000% | $269351.00         | $96.67             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-02-01      | 4.0000%  | 0.0000% | $1000.00           | $97.24             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-03-01      | 4.0000%  | 0.0000% | $1828.00           | $98.33             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-11-01      | 4.0000%  | 0.0000% | $1000.00           | $98.47             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-11-01      | 4.0000%  | 0.0000% | $2000.00           | $115.02            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-01-01      | 4.0000%  | 0.0000% | $2000.00           | $130.82            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-11-01      | 4.0000%  | 0.0000% | $19000.00          | $140.40            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-10-01      | 4.0000%  | 0.0000% | $1000.00           | $190.28            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-04-01      | 4.0000%  | 0.0000% | $2000.00           | $194.62            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-08-01      | 4.0000%  | 0.0000% | $2000.00           | $225.73            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-03-01      | 4.0000%  | 0.0000% | $7000.00           | $235.28            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-11-01      | 4.0000%  | 0.0000% | $2000.00           | $243.30            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-02-01      | 4.0000%  | 0.0000% | $2000.00           | $262.17            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2029-02-15      | 6.5000%  | 0.0000% | $580808.00         | $819.46            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-05-01      | 6.5000%  | 0.0000% | $991616.00         | $840.44            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2031-10-20      | 6.5000%  | 0.0000% | $500000.00         | $847.99            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-09-01      | 6.5000%  | 0.0000% | $1120174.00        | $851.92            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-08-01      | 6.5000%  | 0.0000% | $95000.00          | $912.54            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-12-01      | 7.5000%  | 0.0000% | $3512712.00        | $1100.52           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-03-01      | 7.5000%  | 0.0000% | $3977488.00        | $1192.51           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-08-01      | 7.5000%  | 0.0000% | $2461000.00        | $1217.88           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-12-01      | 7.5000%  | 0.0000% | $6000000.00        | $1751.52           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-07-01      | 7.5000%  | 0.0000% | $5488788.00        | $1937.40           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-10-01      | 7.5000%  | 0.0000% | $5062579.00        | $1947.60           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-03-01      | 7.5000%  | 0.0000% | $10966265.00       | $2099.13           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-08-01      | 7.5000%  | 0.0000% | $23145311.00       | $2542.54           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-02-01      | 7.5000%  | 0.0000% | $815244.00         | $2956.16           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-06-01      | 7.5000%  | 0.0000% | $1000000.00        | $3200.48           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-01-01      | 7.5000%  | 0.0000% | $7607968.00        | $3459.18           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-03-01      | 7.5000%  | 0.0000% | $2675199.00        | $3744.55           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-08-01      | 7.5000%  | 0.0000% | $1300000.00        | $4075.40           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-06-01      | 7.5000%  | 0.0000% | $9635798.00        | $4703.64           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-10-01      | 7.5070%  | 0.0000% | $129000.00         | $926.96            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-06-01      | 7.5360%  | 0.0000% | $100000.00         | $3728.66           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-03-01      | 7.6790%  | 0.0000% | $175000.00         | $419.66            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2025-09-15      | 8.0000%  | 0.0000% | $180000.00         | $1.60              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2026-09-15      | 8.0000%  | 0.0000% | $78011.00          | $8.89              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2030-08-15      | 8.0000%  | 0.0000% | $255220.00         | $144.62            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-02-01      | 8.0000%  | 0.0000% | $750000.00         | $245.02            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-01-01      | 8.0000%  | 0.0000% | $884138.00         | $421.60            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-05-01      | 8.0000%  | 0.0000% | $3818000.00        | $1507.35           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-04-01      | 8.0000%  | 0.0000% | $1100000.00        | $2787.21           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-05-01      | 8.0000%  | 0.0000% | $7712357.00        | $3428.99           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2025-08-01      | 8.5000%  | 0.0000% | $403680.00         | $12.57             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2026-11-01      | 8.5000%  | 0.0000% | $4881781.00        | $632.09            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2025-10-01      | 8.5000%  | 0.0000% | $524698.00         | $2145.77           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-12-01      | 8.5000%  | 0.0000% | $1560581.00        | $2643.90           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2030-09-20      | 9.0000%  | 0.0000% | $200000.00         | $58.26             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2028-09-15      | 6.5000%  | 0.0000% | $2000000.00        | $1015.85           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2031-02-20      | 6.5000%  | 0.0000% | $1500000.00        | $1047.39           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-08-01      | 6.5000%  | 0.0000% | $135000.00         | $1100.86           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2035-12-20      | 6.5000%  | 0.0000% | $56000.00          | $1107.92           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2031-12-15      | 6.5000%  | 0.0000% | $40340.00          | $1112.94           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-07-01      | 6.5000%  | 0.0000% | $150063.00         | $1115.91           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-05-01      | 6.5000%  | 0.0000% | $1500000.00        | $1122.16           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-02-01      | 6.5000%  | 0.0000% | $488044.00         | $1135.33           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2031-06-15      | 6.5000%  | 0.0000% | $1016726.00        | $1180.89           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-01-01      | 6.5000%  | 0.0000% | $200000.00         | $1205.49           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2028-08-15      | 6.5000%  | 0.0000% | $510393.00         | $1303.34           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2031-07-15      | 6.5000%  | 0.0000% | $403078.00         | $1452.16           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2028-05-15      | 6.5000%  | 0.0000% | $1404925.00        | $1589.08           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-08-01      | 6.5000%  | 0.0000% | $517000.00         | $1836.96           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-10-01      | 6.5000%  | 0.0000% | $4925000.00        | $1854.25           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-02-01      | 6.5000%  | 0.0000% | $2000000.00        | $1857.20           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-06-15      | 6.5000%  | 0.0000% | $185053.00         | $2019.90           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2028-11-15      | 6.5000%  | 0.0000% | $460000.00         | $2037.48           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-07-15      | 6.5000%  | 0.0000% | $729120.00         | $2048.55           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-08-01      | 6.5000%  | 0.0000% | $1250000.00        | $2113.83           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-07-15      | 6.5000%  | 0.0000% | $1999920.00        | $2155.80           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-10-01      | 6.5000%  | 0.0000% | $230000.00         | $2175.04           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-07-01      | 6.5000%  | 0.0000% | $750000.00         | $2244.26           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-04-01      | 6.5000%  | 0.0000% | $402847.00         | $2294.79           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-10-01      | 2.5000%  | 0.0000% | $2000.00           | $1252.72           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.5000%  | 0.0000% | $2000.00           | $1316.57           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-09-01      | 2.5000%  | 0.0000% | $4000.00           | $1807.31           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-03-15      | 2.5000%  | 0.0000% | $60000.00          | $1844.99           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-04-01      | 2.5000%  | 0.0000% | $4000.00           | $1922.00           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-04-01      | 2.5000%  | 0.0000% | $3000.00           | $1927.50           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-12-01      | 2.5000%  | 0.0000% | $5000.00           | $2465.76           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2027-09-01      | 2.5000%  | 0.0000% | $89757.00          | $2516.02           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-08-15      | 2.5000%  | 0.0000% | $15936.00          | $2580.21           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-08-01      | 2.5000%  | 0.0000% | $7000.00           | $2617.29           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-05-01      | 2.5000%  | 0.0000% | $4112.00           | $2691.88           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-06-01      | 2.5000%  | 0.0000% | $7581.00           | $2786.80           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-06-01      | 2.5000%  | 0.0000% | $25000.00          | $2844.13           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2028-06-01      | 2.5000%  | 0.0000% | $50000.00          | $2966.34           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-03-01      | 2.5000%  | 0.0000% | $5400.00           | $3064.52           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2027-06-01      | 2.5000%  | 0.0000% | $220000.00         | $4194.81           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-11-01      | 2.5000%  | 0.0000% | $11000.00          | $4811.09           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.5000%  | 0.0000% | $7884.00           | $4905.76           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-06-01      | 2.5250%  | 0.0000% | $176908.00         | $2725.32           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2044-03-20      | 3.0000%  | 0.0000% | $771.00            | $111.36            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-04-01      | 3.0000%  | 0.0000% | $1000.00           | $147.56            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-12-01      | 3.0000%  | 0.0000% | $1270.00           | $201.58            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-10-01      | 3.0000%  | 0.0000% | $1440.00           | $215.01            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-12-01      | 3.0000%  | 0.0000% | $1000.00           | $231.43            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-01-01      | 3.0000%  | 0.0000% | $2000.00           | $238.71            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-06-01      | 3.0000%  | 0.0000% | $3000.00           | $297.39            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-07-01      | 3.0000%  | 0.0000% | $3000.00           | $297.50            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-10-01      | 3.0000%  | 0.0000% | $2000.00           | $315.36            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-01-01      | 3.0000%  | 0.0000% | $2000.00           | $349.83            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-02-01      | 3.0000%  | 0.0000% | $3000.00           | $428.00            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-04-01      | 3.0000%  | 0.0000% | $1000.00           | $544.15            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 3.0000%  | 0.0000% | $1000.00           | $733.86            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-05-01      | 3.0000%  | 0.0000% | $1000.00           | $782.79            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 3.0000%  | 0.0000% | $1000.00           | $798.87            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-03-01      | 3.0000%  | 0.0000% | $7000.00           | $920.76            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-11-01      | 3.0000%  | 0.0000% | $6000.00           | $929.16            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-06-01      | 3.0000%  | 0.0000% | $9000.00           | $942.37            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-11-15      | 3.0000%  | 0.0000% | $10000.00          | $1042.07           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-09-01      | 3.0000%  | 0.0000% | $8000.00           | $1249.34           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-05-01      | 3.5000%  | 0.0000% | $16000.00          | $2282.50           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-05-01      | 3.5000%  | 0.0000% | $42000.00          | $2310.76           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-12-01      | 3.5000%  | 0.0000% | $33000.00          | $2315.17           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-12-01      | 3.5000%  | 0.0000% | $16000.00          | $2340.90           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-01-15      | 3.5000%  | 0.0000% | $37794.00          | $2362.83           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-09-01      | 3.5000%  | 0.0000% | $25000.00          | $2371.39           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-12-01      | 3.5000%  | 0.0000% | $20000.00          | $2386.66           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-03-01      | 3.5000%  | 0.0000% | $7000.00           | $2430.44           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2026-06-01      | 3.5000%  | 0.0000% | $1000000.00        | $2452.23           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-04-01      | 3.5000%  | 0.0000% | $18000.00          | $2502.37           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 3.5000%  | 0.0000% | $3000.00           | $2523.98           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-12-01      | 3.5000%  | 0.0000% | $4000.00           | $2653.35           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-04-15      | 3.5000%  | 0.0000% | $25000.00          | $2709.87           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-04-01      | 3.5000%  | 0.0000% | $36000.00          | $2765.96           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-04-01      | 3.5000%  | 0.0000% | $14000.00          | $2817.18           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-11-01      | 3.5000%  | 0.0000% | $38000.00          | $2852.90           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-03-01      | 3.5000%  | 0.0000% | $32000.00          | $2912.26           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-10-01      | 3.5000%  | 0.0000% | $20000.00          | $2992.17           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-12-01      | 3.5000%  | 0.0000% | $22000.00          | $3007.04           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 3.5000%  | 0.0000% | $4000.00           | $3013.37           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 3.5000%  | 0.0000% | $4000.00           | $3056.49           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-04-01      | 3.5000%  | 0.0000% | $5000.00           | $3162.58           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-10-01      | 4.0000%  | 0.0000% | $50000.00          | $3631.21           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2026-06-01      | 4.0000%  | 0.0000% | $700000.00         | $3661.81           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2026-04-01      | 4.0000%  | 0.0000% | $1340688.00        | $3802.00           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-04-01      | 4.0000%  | 0.0000% | $29180.00          | $3854.77           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-04-01      | 4.0000%  | 0.0000% | $29388.00          | $3863.23           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-09-01      | 4.0000%  | 0.0000% | $55359.00          | $3940.16           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-05-01      | 4.0000%  | 0.0000% | $2000.00           | $274.55            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-12-01      | 4.0000%  | 0.0000% | $3000.00           | $305.21            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-03-01      | 4.0000%  | 0.0000% | $3000.00           | $320.56            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-04-01      | 4.0000%  | 0.0000% | $2000.00           | $335.59            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-10-01      | 4.0000%  | 0.0000% | $15000.00          | $394.21            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-12-01      | 4.0000%  | 0.0000% | $6000.00           | $399.53            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-10-01      | 4.0000%  | 0.0000% | $6000.00           | $424.83            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-05-01      | 4.0000%  | 0.0000% | $3000.00           | $446.47            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-04-01      | 4.0000%  | 0.0000% | $3000.00           | $488.00            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-01-01      | 4.0000%  | 0.0000% | $189143.00         | $522.82            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-11-20      | 4.0000%  | 0.0000% | $28000.00          | $553.10            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-07-01      | 4.0000%  | 0.0000% | $6000.00           | $623.12            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-04-01      | 4.0000%  | 0.0000% | $4000.00           | $700.20            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2025-09-01      | 4.0000%  | 0.0000% | $2100000.00        | $715.72            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-02-01      | 4.0000%  | 0.0000% | $1313.00           | $929.76            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-08-01      | 4.0000%  | 0.0000% | $12000.00          | $969.47            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-11-01      | 4.0000%  | 0.0000% | $10000.00          | $976.18            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2044-08-01      | 4.0000%  | 0.0000% | $14000.00          | $991.29            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-03-01      | 4.0000%  | 0.0000% | $25000.00          | $995.27            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-05-01      | 4.0000%  | 0.0000% | $9000.00           | $1009.34           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2026-12-20      | 4.0000%  | 0.0000% | $135000.00         | $1053.07           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-01-01      | 4.0000%  | 0.0000% | $2000.00           | $1078.38           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-08-01      | 4.0000%  | 0.0000% | $2411.00           | $1116.82           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-07-01      | 4.0000%  | 0.0000% | $6000.00           | $1136.28           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-02-01      | 4.0000%  | 0.0000% | $25000.00          | $1138.23           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-09-01      | 4.0000%  | 0.0000% | $130000.00         | $1203.23           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-08-01      | 4.0000%  | 0.0000% | $2000.00           | $1234.26           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-07-01      | 4.0000%  | 0.0000% | $11000.00          | $1244.44           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-08-01      | 4.0000%  | 0.0000% | $12000.00          | $1246.60           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-02-01      | 4.0000%  | 0.0000% | $400000.00         | $1264.49           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2026-05-15      | 4.0000%  | 0.0000% | $1193150.00        | $1385.14           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-03-20      | 4.0000%  | 0.0000% | $25000.00          | $1391.44           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-04-01      | 4.0000%  | 0.0000% | $25468.00          | $1393.21           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-02-01      | 4.0000%  | 0.0000% | $3000.00           | $1396.21           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-12-01      | 4.0000%  | 0.0000% | $13000.00          | $1564.68           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-05-01      | 4.0000%  | 0.0000% | $8000.00           | $1591.65           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-11-01      | 4.0000%  | 0.0000% | $2133.00           | $1593.58           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 4.0000%  | 0.0000% | $2000.00           | $1655.27           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-06-01      | 4.0000%  | 0.0000% | $24000.00          | $1742.25           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-08-01      | 4.0000%  | 0.0000% | $20000.00          | $1775.82           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-05-20      | 4.0000%  | 0.0000% | $50000.00          | $1800.48           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-07-01      | 4.0000%  | 0.0000% | $8000.00           | $1953.98           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-07-20      | 4.0000%  | 0.0000% | $50000.00          | $2035.05           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-05-01      | 4.0000%  | 0.0000% | $13000.00          | $2068.04           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-01-01      | 4.0000%  | 0.0000% | $27000.00          | $2119.43           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-07-20      | 4.0000%  | 0.0000% | $50000.00          | $2203.48           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 4.0000%  | 0.0000% | $3000.00           | $2297.78           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-02-01      | 4.0000%  | 0.0000% | $27467.00          | $2325.49           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-05-01      | 4.0000%  | 0.0000% | $27469.00          | $2329.84           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-03-01      | 4.0000%  | 0.0000% | $1245000.00        | $2338.26           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-08-01      | 3.0000%  | 0.0000% | $50000.00          | $1333.95           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 3.0000%  | 0.0000% | $2000.00           | $1335.63           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-08-01      | 3.0000%  | 0.0000% | $21199.00          | $1427.07           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-05-01      | 3.0000%  | 0.0000% | $6000.00           | $1497.06           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-09-01      | 3.0000%  | 0.0000% | $15000.00          | $1525.51           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-04-01      | 3.0000%  | 0.0000% | $11000.00          | $1697.39           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-10-01      | 3.0000%  | 0.0000% | $20000.00          | $1882.14           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-08-01      | 3.0000%  | 0.0000% | $20000.00          | $2044.14           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-07-01      | 3.0000%  | 0.0000% | $15000.00          | $2108.36           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-10-20      | 3.0000%  | 0.0000% | $30000.00          | $2263.79           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-04-01      | 3.0000%  | 0.0000% | $4032.00           | $2308.72           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-01-01      | 3.0000%  | 0.0000% | $15000.00          | $2353.87           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 3.0000%  | 0.0000% | $4000.00           | $2444.82           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-04-15      | 3.0000%  | 0.0000% | $21000.00          | $2547.24           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-11-01      | 3.0000%  | 0.0000% | $15000.00          | $2606.69           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-08-01      | 3.0000%  | 0.0000% | $24000.00          | $2641.77           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2027-02-15      | 3.0000%  | 0.0000% | $213000.00         | $2757.32           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-09-01      | 3.0000%  | 0.0000% | $25448.00          | $2895.69           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2027-05-01      | 3.0000%  | 0.0000% | $150000.00         | $2994.11           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-09-01      | 3.0000%  | 0.0000% | $69000.00          | $3071.32           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-11-01      | 3.0000%  | 0.0000% | $5000.00           | $3234.84           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-05-15      | 3.0000%  | 0.0000% | $32235.00          | $3263.84           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-05-01      | 3.0000%  | 0.0000% | $35000.00          | $3265.83           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-02-01      | 3.0000%  | 0.0000% | $17000.00          | $3304.75           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2026-11-20      | 3.0000%  | 0.0000% | $250000.00         | $3359.85           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-08-01      | 3.0000%  | 0.0000% | $25000.00          | $3392.93           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-05-01      | 3.0000%  | 0.0000% | $25000.00          | $3407.39           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-02-01      | 3.0000%  | 0.0000% | $25000.00          | $3467.12           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-07-01      | 3.0000%  | 0.0000% | $34683.00          | $3537.04           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-11-01      | 3.0000%  | 0.0000% | $45000.00          | $3567.33           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-12-01      | 3.0000%  | 0.0000% | $35000.00          | $3624.69           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-04-01      | 3.0000%  | 0.0000% | $13000.00          | $3659.47           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-06-01      | 3.0000%  | 0.0000% | $200000.00         | $3750.09           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-11-01      | 3.0000%  | 0.0000% | $25000.00          | $4036.16           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-08-01      | 3.0000%  | 0.0000% | $47915.00          | $4094.53           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-03-01      | 3.0000%  | 0.0000% | $20000.00          | $4230.09           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-07-01      | 3.0000%  | 0.0000% | $35951.00          | $4236.24           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-12-01      | 3.0000%  | 0.0000% | $40000.00          | $4287.14           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-05-01      | 3.0000%  | 0.0000% | $25000.00          | $4665.86           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-08-01      | 3.0000%  | 0.0000% | $43945.00          | $4699.83           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-09-15      | 3.0000%  | 0.0000% | $58810.00          | $4901.72           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-03-01      | 3.0000%  | 0.0000% | $49087.00          | $4982.00           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2025-11-01      | 3.5000%  | 0.0000% | $2000.00           | $4.25              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2025-12-01      | 3.5000%  | 0.0000% | $7000.00           | $15.17             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2026-09-01      | 3.5000%  | 0.0000% | $4000.00           | $17.27             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-01-01      | 3.5000%  | 0.0000% | $8000.00           | $27.18             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2026-05-01      | 3.5000%  | 0.0000% | $7000.00           | $30.85             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2025-10-01      | 3.5000%  | 0.0000% | $21000.00          | $30.96             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-04-01      | 3.5000%  | 0.0000% | $2000.00           | $34.96             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-02-01      | 3.5000%  | 0.0000% | $1000.00           | $42.86             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2026-09-01      | 3.5000%  | 0.0000% | $12000.00          | $51.88             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-09-01      | 3.5000%  | 0.0000% | $11000.00          | $63.24             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-04-01      | 3.5000%  | 0.0000% | $9000.00           | $63.30             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-02-01      | 3.5000%  | 0.0000% | $20000.00          | $66.12             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-07-01      | 3.5000%  | 0.0000% | $1000.00           | $77.69             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-12-01      | 3.5000%  | 0.0000% | $1000.00           | $81.20             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-10-01      | 3.5000%  | 0.0000% | $1000.00           | $86.47             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-02-01      | 3.5000%  | 0.0000% | $1000.00           | $90.98             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2026-05-01      | 3.5000%  | 0.0000% | $21000.00          | $92.45             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-07-01      | 3.5000%  | 0.0000% | $7000.00           | $92.90             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 3.5000%  | 0.0000% | $1000.00           | $96.60             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-03-15      | 3.5000%  | 0.0000% | $2219.00           | $97.71             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-08-01      | 3.5000%  | 0.0000% | $1000.00           | $105.99            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-02-01      | 3.5000%  | 0.0000% | $1000.00           | $108.60            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-04-01      | 3.5000%  | 0.0000% | $6000.00           | $108.62            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-12-01      | 3.5000%  | 0.0000% | $7000.00           | $115.44            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $127.32            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-02-01      | 3.5000%  | 0.0000% | $1000.00           | $129.61            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-12-01      | 3.5000%  | 0.0000% | $1000.00           | $134.67            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-02-01      | 3.5000%  | 0.0000% | $48000.00          | $148.35            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-03-01      | 3.5000%  | 0.0000% | $2000.00           | $149.17            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-12-01      | 3.5000%  | 0.0000% | $2000.00           | $175.01            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2027-02-01      | 3.5000%  | 0.0000% | $32000.00          | $199.83            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-01-01      | 3.5000%  | 0.0000% | $27000.00          | $206.68            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-01-01      | 3.5000%  | 0.0000% | $2000.00           | $210.15            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-04-01      | 3.5000%  | 0.0000% | $2000.00           | $219.72            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2028-12-01      | 3.5000%  | 0.0000% | $10000.00          | $318.70            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-02-01      | 3.5000%  | 0.0000% | $3000.00           | $322.04            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-07-01      | 3.5000%  | 0.0000% | $8000.00           | $337.74            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-12-01      | 3.5000%  | 0.0000% | $4000.00           | $348.85            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2027-02-01      | 3.5000%  | 0.0000% | $61000.00          | $380.50            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-03-01      | 3.5000%  | 0.0000% | $3000.00           | $394.68            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-05-01      | 3.5000%  | 0.0000% | $1000.00           | $395.96            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-08-01      | 3.5000%  | 0.0000% | $3000.00           | $400.53            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-03-01      | 3.5000%  | 0.0000% | $1000.00           | $404.43            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-03-01      | 3.5000%  | 0.0000% | $1000.00           | $413.26            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-08-01      | 3.5000%  | 0.0000% | $3000.00           | $429.54            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-01-01      | 3.5000%  | 0.0000% | $5000.00           | $434.75            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-04-01      | 3.5000%  | 0.0000% | $4000.00           | $466.20            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-07-01      | 3.5000%  | 0.0000% | $7000.00           | $474.36            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-03-01      | 3.5000%  | 0.0000% | $4000.00           | $493.06            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2044-12-01      | 3.5000%  | 0.0000% | $6000.00           | $500.98            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-01-01      | 3.5000%  | 0.0000% | $1000.00           | $510.79            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-03-01      | 3.5000%  | 0.0000% | $4000.00           | $515.82            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-05-01      | 3.5000%  | 0.0000% | $5000.00           | $525.24            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-03-01      | 3.5000%  | 0.0000% | $6000.00           | $566.81            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-04-01      | 3.5000%  | 0.0000% | $1000.00           | $567.55            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-04-01      | 3.5000%  | 0.0000% | $2460.00           | $573.05            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-11-01      | 3.5000%  | 0.0000% | $2040.00           | $577.52            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-05-01      | 3.5000%  | 0.0000% | $1000.00           | $584.95            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-06-01      | 3.5000%  | 0.0000% | $6000.00           | $591.12            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-08-01      | 3.5000%  | 0.0000% | $70000.00          | $600.84            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-04-01      | 3.5000%  | 0.0000% | $3000.00           | $602.46            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-08-01      | 3.5000%  | 0.0000% | $7000.00           | $633.52            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-04-01      | 3.5000%  | 0.0000% | $5000.00           | $647.46            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-08-01      | 3.5000%  | 0.0000% | $13000.00          | $655.55            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2025-10-15      | 3.5000%  | 0.0000% | $500000.00         | $676.08            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-02-01      | 3.5000%  | 0.0000% | $4000.00           | $686.12            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-03-01      | 2.0000%  | 0.0000% | $1000.00           | $631.58            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2031-02-15      | 6.5000%  | 0.0000% | $380928.00         | $2426.51           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-11-01      | 6.5000%  | 0.0000% | $253235.00         | $2457.25           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-08-01      | 6.5000%  | 0.0000% | $1010000.00        | $2555.59           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2031-01-20      | 6.5000%  | 0.0000% | $2000000.00        | $2579.77           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2028-05-15      | 6.5000%  | 0.0000% | $1100000.00        | $2659.28           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-06-15      | 6.5000%  | 0.0000% | $2071729.00        | $2717.92           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2028-01-01      | 6.5000%  | 0.0000% | $19440000.00       | $2787.26           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2031-05-20      | 6.5000%  | 0.0000% | $1500000.00        | $2862.16           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-08-15      | 6.5000%  | 0.0000% | $995843.00         | $2862.93           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-03-01      | 6.5000%  | 0.0000% | $4796842.00        | $2904.66           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-09-15      | 6.5000%  | 0.0000% | $595960.00         | $3161.28           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-08-01      | 6.5000%  | 0.0000% | $286000.00         | $3174.65           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-03-01      | 6.5000%  | 0.0000% | $734667.00         | $3269.18           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-06-01      | 6.5000%  | 0.0000% | $5918000.00        | $3651.50           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-07-01      | 6.5000%  | 0.0000% | $8983725.00        | $3660.95           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-09-15      | 6.5000%  | 0.0000% | $700478.00         | $3852.99           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-12-01      | 6.5000%  | 0.0000% | $100000.00         | $3876.00           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-08-01      | 6.5000%  | 0.0000% | $175000.00         | $3960.66           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-06-15      | 6.5000%  | 0.0000% | $884966.00         | $3992.86           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2028-02-01      | 6.5000%  | 0.0000% | $1083071.00        | $4075.09           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-06-15      | 6.5000%  | 0.0000% | $951838.00         | $4110.51           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2039-09-01      | 6.5000%  | 0.0000% | $84719.00          | $4126.10           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2064-06-20      | 6.5000%  | 0.0000% | $4199.00           | $4288.35           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-07-01      | 6.5000%  | 0.0000% | $6158392.00        | $4490.64           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2029-03-15      | 6.5000%  | 0.0000% | $503405.00         | $4576.53           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-10-01      | 6.5000%  | 0.0000% | $315000.00         | $4697.70           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-06-01      | 6.0000%  | 0.0000% | $218232.00         | $410.68            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-04-01      | 6.0000%  | 0.0000% | $150000.00         | $428.69            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-06-01      | 6.0000%  | 0.0000% | $463451.00         | $428.80            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-09-01      | 6.0000%  | 0.0000% | $110384.00         | $432.08            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-11-01      | 6.0000%  | 0.0000% | $191761.00         | $468.86            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-02-01      | 6.0000%  | 0.0000% | $250025.00         | $491.81            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2031-12-20      | 6.0000%  | 0.0000% | $150000.00         | $515.28            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-10-20      | 6.0000%  | 0.0000% | $118000.00         | $538.98            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-11-01      | 6.0000%  | 0.0000% | $59000.00          | $757.94            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-01-01      | 6.0000%  | 0.0000% | $100259.00         | $759.43            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-09-01      | 6.0000%  | 0.0000% | $226146.00         | $790.23            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-02-01      | 6.0000%  | 0.0000% | $158837.00         | $844.68            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-10-01      | 6.0000%  | 0.0000% | $282424.00         | $909.71            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-07-01      | 6.0000%  | 0.0000% | $115219.00         | $976.97            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-09-01      | 6.0000%  | 0.0000% | $261785.00         | $1086.11           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-10-01      | 6.0000%  | 0.0000% | $169983.00         | $1111.42           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-10-01      | 6.0000%  | 0.0000% | $200000.00         | $1282.01           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2037-12-20      | 6.0000%  | 0.0000% | $125000.00         | $1385.55           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-09-15      | 6.0000%  | 0.0000% | $26572.00          | $1543.11           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-04-01      | 2.0000%  | 0.0000% | $1208.00           | $813.93            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-10-01      | 2.0000%  | 0.0000% | $30000.00          | $990.28            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-05-01      | 2.0000%  | 0.0000% | $25000.00          | $1566.01           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-06-01      | 2.0000%  | 0.0000% | $3000.00           | $1798.09           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-11-01      | 2.0000%  | 0.0000% | $11000.00          | $1901.75           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-07-01      | 2.0000%  | 0.0000% | $47321.00          | $2406.20           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-08-01      | 2.0000%  | 0.0000% | $39669.00          | $3054.90           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-02-01      | 2.0000%  | 0.0000% | $5000.00           | $3087.33           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-10-01      | 2.0000%  | 0.0000% | $18962.00          | $3301.81           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-09-01      | 2.0000%  | 0.0000% | $42291.00          | $3500.19           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 2.0000%  | 0.0000% | $6000.00           | $3646.12           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-04-01      | 2.0000%  | 0.0000% | $50000.00          | $4264.41           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2025-07-01      | 2.5000%  | 0.0000% | $575000.00         | $0.91              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2042-12-01      | 2.5000%  | 0.0000% | $2225.00           | $481.09            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-04-01      | 2.5000%  | 0.0000% | $6000.00           | $656.41            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-08-01      | 2.5000%  | 0.0000% | $2000.00           | $687.26            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-01-01      | 2.5000%  | 0.0000% | $4000.00           | $784.61            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2026-09-01      | 4.0000%  | 0.0000% | $1150000.00        | $3992.44           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-04-01      | 4.0000%  | 0.0000% | $17067.00          | $4083.76           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-02-01      | 4.0000%  | 0.0000% | $34416.00          | $4186.10           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2026-07-01      | 4.0000%  | 0.0000% | $950000.00         | $4334.19           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-03-01      | 4.0000%  | 0.0000% | $32317.00          | $4413.93           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-06-15      | 4.0000%  | 0.0000% | $28000.00          | $4461.31           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-08-01      | 4.0000%  | 0.0000% | $60000.00          | $4472.39           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 4.0000%  | 0.0000% | $5000.00           | $4475.87           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-09-01      | 4.0000%  | 0.0000% | $1135000.00        | $4491.48           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-11-01      | 4.0000%  | 0.0000% | $29578.00          | $4570.07           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-09-01      | 4.0000%  | 0.0000% | $27467.00          | $4623.12           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-03-01      | 4.0000%  | 0.0000% | $31411.00          | $4660.93           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-10-01      | 4.0000%  | 0.0000% | $62000.00          | $4681.22           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 4.0000%  | 0.0000% | $7000.00           | $4697.34           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-10-01      | 4.0000%  | 0.0000% | $11000.00          | $4711.23           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-12-01      | 4.0000%  | 0.0000% | $35552.00          | $4753.23           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-08-15      | 4.0000%  | 0.0000% | $47740.00          | $4769.40           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-08-01      | 4.0000%  | 0.0000% | $45000.00          | $4891.87           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-07-01      | 4.1980%  | 0.0000% | $255000.00         | $8.24              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-10-01      | 4.1980%  | 0.0000% | $225000.00         | $21.28             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-06-01      | 4.1980%  | 0.0000% | $900000.00         | $75.28             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-07-01      | 4.3170%  | 0.0000% | $19000000.00       | $3587.93           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2026-07-01      | 4.5000%  | 0.0000% | $205000.00         | $1.68              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2025-07-01      | 4.5000%  | 0.0000% | $20000.00          | $6.18              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2026-09-01      | 4.5000%  | 0.0000% | $3000.00           | $8.84              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2026-09-01      | 4.5000%  | 0.0000% | $47000.00          | $11.20             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-06-01      | 6.5000%  | 0.0000% | $2750000.00        | $4932.32           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-05-01      | 6.5000%  | 0.0000% | $1004142.00        | $4945.95           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-05-01      | 6.5150%  | 0.0000% | $100000.00         | $584.10            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2042-12-01      | 6.5250%  | 0.0000% | $25000.00          | $781.56            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-04-01      | 6.5340%  | 0.0000% | $100000.00         | $2844.41           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-03-01      | 6.5400%  | 0.0000% | $1000000.00        | $103.51            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-02-01      | 6.5750%  | 0.0000% | $15000000.00       | $575.79            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-12-01      | 6.5830%  | 0.0000% | $200000.00         | $799.01            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-11-01      | 6.5830%  | 0.0000% | $368000.00         | $2989.71           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-04-01      | 6.5950%  | 0.0000% | $33610.00          | $709.82            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-02-01      | 6.6000%  | 0.0000% | $1000000.00        | $1263.83           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-04-01      | 6.7040%  | 0.0000% | $1000.00           | $181.02            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-01-01      | 6.7110%  | 0.0000% | $125000.00         | $1856.04           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-02-01      | 6.7400%  | 0.0000% | $170000.00         | $1308.98           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-11-01      | 6.7460%  | 0.0000% | $125000.00         | $619.11            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-01-01      | 6.7480%  | 0.0000% | $110000.00         | $673.72            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-02-01      | 6.7600%  | 0.0000% | $115000.00         | $156.73            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-05-01      | 6.7950%  | 0.0000% | $180000.00         | $269.13            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-11-01      | 6.8480%  | 0.0000% | $260000.00         | $1996.42           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2042-01-01      | 6.8700%  | 0.0000% | $101025.00         | $752.81            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-03-01      | 6.8810%  | 0.0000% | $325000.00         | $475.09            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-10-01      | 6.9320%  | 0.0000% | $140000.00         | $1638.29           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-02-01      | 6.9590%  | 0.0000% | $200000.00         | $3270.25           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-10-01      | 6.9660%  | 0.0000% | $1000.00           | $425.14            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-03-01      | 6.0000%  | 0.0000% | $123000.00         | $1699.51           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-01-01      | 6.0000%  | 0.0000% | $1300736.00        | $1760.30           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-02-01      | 6.0000%  | 0.0000% | $300000.00         | $1797.58           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-03-01      | 6.0000%  | 0.0000% | $2000.00           | $1811.11           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-06-01      | 6.0000%  | 0.0000% | $89469.00          | $1959.21           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-09-01      | 6.0000%  | 0.0000% | $81360.00          | $1968.08           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2037-07-20      | 6.0000%  | 0.0000% | $180000.00         | $1993.07           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-01-20      | 6.0000%  | 0.0000% | $200000.00         | $2042.46           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-03-20      | 6.0000%  | 0.0000% | $548000.00         | $2052.71           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-05-01      | 6.0000%  | 0.0000% | $342000.00         | $2215.86           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-02-20      | 6.0000%  | 0.0000% | $125000.00         | $2233.77           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2037-01-20      | 6.0000%  | 0.0000% | $200570.00         | $2348.42           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-12-20      | 6.0000%  | 0.0000% | $115929.00         | $2409.19           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-08-01      | 6.0000%  | 0.0000% | $700000.00         | $2737.53           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-02-01      | 6.0000%  | 0.0000% | $125000.00         | $2991.89           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2037-01-15      | 6.0000%  | 0.0000% | $660359.00         | $3080.64           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-09-01      | 6.0000%  | 0.0000% | $661612.00         | $3139.36           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-05-01      | 6.0000%  | 0.0000% | $1000000.00        | $3373.05           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2036-10-20      | 6.0000%  | 0.0000% | $109470.00         | $3566.56           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-04-20      | 6.0000%  | 0.0000% | $468000.00         | $3695.57           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-04-20      | 6.0000%  | 0.0000% | $315000.00         | $4282.96           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-07-20      | 6.0000%  | 0.0000% | $452000.00         | $4350.32           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-07-01      | 6.0000%  | 0.0000% | $1300000.00        | $4352.75           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-02-01      | 6.0000%  | 0.0000% | $93000.00          | $4511.05           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-04-15      | 5.0000%  | 0.0000% | $33820.00          | $296.49            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2035-01-15      | 5.0000%  | 0.0000% | $150000.00         | $318.25            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-01-01      | 4.5000%  | 0.0000% | $7000.00           | $15.22             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2025-12-01      | 4.5000%  | 0.0000% | $95000.00          | $17.95             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-05-01      | 4.5000%  | 0.0000% | $1000.00           | $36.45             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-09-01      | 4.5000%  | 0.0000% | $1000.00           | $47.86             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-12-01      | 4.5000%  | 0.0000% | $10000.00          | $73.43             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-01-01      | 4.5000%  | 0.0000% | $135000.00         | $95.19             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-08-01      | 4.5000%  | 0.0000% | $1000.00           | $98.27             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-09-01      | 4.5000%  | 0.0000% | $68000.00          | $123.86            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-01-01      | 4.5000%  | 0.0000% | $340000.00         | $132.70            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2025-09-01      | 4.5000%  | 0.0000% | $1415000.00        | $132.95            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2044-03-01      | 4.5000%  | 0.0000% | $2000.00           | $135.55            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-12-01      | 4.5000%  | 0.0000% | $25000.00          | $146.79            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-05-01      | 4.5000%  | 0.0000% | $1000.00           | $187.62            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-07-01      | 4.5000%  | 0.0000% | $3000.00           | $237.53            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-09-01      | 4.5000%  | 0.0000% | $15000.00          | $257.45            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-02-01      | 4.5000%  | 0.0000% | $9000.00           | $265.62            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-07-01      | 4.5000%  | 0.0000% | $4000.00           | $354.53            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-02-01      | 4.5000%  | 0.0000% | $10000.00          | $362.86            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2026-09-01      | 4.5000%  | 0.0000% | $65000.00          | $365.18            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-12-01      | 4.5000%  | 0.0000% | $125000.00         | $447.27            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-04-01      | 4.5000%  | 0.0000% | $18000.00          | $451.87            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-04-01      | 4.5000%  | 0.0000% | $5000.00           | $474.80            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2025-06-25      | 4.5000%  | 0.0000% | $23600000.00       | $497.78            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2026-09-01      | 4.5000%  | 0.0000% | $90000.00          | $505.05            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2034-02-20      | 4.0000%  | 0.0000% | $85000.00          | $2383.10           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-07-01      | 4.0000%  | 0.0000% | $30000.00          | $2404.55           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 4.0000%  | 0.0000% | $25503.00          | $2457.70           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-09-01      | 4.0000%  | 0.0000% | $27468.00          | $2485.12           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-12-20      | 4.0000%  | 0.0000% | $50000.00          | $2601.89           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-03-01      | 4.0000%  | 0.0000% | $27305.00          | $2616.02           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-06-01      | 4.0000%  | 0.0000% | $27000.00          | $2653.81           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-05-01      | 4.0000%  | 0.0000% | $50464.00          | $2681.84           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 4.0000%  | 0.0000% | $3000.00           | $2692.91           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-08-01      | 4.0000%  | 0.0000% | $13000.00          | $2698.72           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-05-01      | 4.0000%  | 0.0000% | $26358.00          | $2706.17           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-09-01      | 4.0000%  | 0.0000% | $27077.00          | $2768.56           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-08-01      | 4.0000%  | 0.0000% | $30000.00          | $2814.08           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-03-01      | 4.0000%  | 0.0000% | $28509.00          | $2834.90           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-12-01      | 4.0000%  | 0.0000% | $39612.00          | $2846.15           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-10-01      | 4.0000%  | 0.0000% | $26423.00          | $2970.93           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-01-01      | 4.0000%  | 0.0000% | $44026.00          | $2995.16           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 4.0000%  | 0.0000% | $4000.00           | $3005.95           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-11-01      | 4.0000%  | 0.0000% | $18000.00          | $3035.32           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 4.0000%  | 0.0000% | $4000.00           | $3116.94           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-09-01      | 4.0000%  | 0.0000% | $41704.00          | $3232.95           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-08-01      | 4.0000%  | 0.0000% | $49417.00          | $3295.08           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-02-20      | 4.0000%  | 0.0000% | $45000.00          | $3307.28           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-12-01      | 4.0000%  | 0.0000% | $26777.00          | $3414.30           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-05-01      | 3.5000%  | 0.0000% | $3000.00           | $224.87            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-06-01      | 3.5000%  | 0.0000% | $2000.00           | $227.11            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-09-01      | 3.5000%  | 0.0000% | $1000.00           | $237.98            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-01-01      | 3.5000%  | 0.0000% | $2000.00           | $239.08            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-07-01      | 3.5000%  | 0.0000% | $2000.00           | $244.11            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-03-01      | 3.5000%  | 0.0000% | $7000.00           | $244.86            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-06-01      | 3.5000%  | 0.0000% | $4000.00           | $248.00            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-11-01      | 3.5000%  | 0.0000% | $3000.00           | $251.17            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-02-01      | 3.5000%  | 0.0000% | $3000.00           | $262.54            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-01-01      | 3.5000%  | 0.0000% | $3000.00           | $284.66            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2025-09-01      | 3.5000%  | 0.0000% | $1000000.00        | $293.76            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-02-01      | 3.5000%  | 0.0000% | $16000.00          | $303.51            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-03-01      | 3.5000%  | 0.0000% | $13000.00          | $309.37            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-12-01      | 6.9780%  | 0.0000% | $257000.00         | $3354.49           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-04-01      | 6.9950%  | 0.0000% | $20000.00          | $199.53            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2027-01-01      | 7.0000%  | 0.0000% | $33000.00          | $3.09              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-12-01      | 7.0000%  | 0.0000% | $206655.00         | $55.95             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2028-10-15      | 7.0000%  | 0.0000% | $500000.00         | $161.09            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-02-01      | 7.0000%  | 0.0000% | $395188.00         | $209.30            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2028-06-15      | 7.0000%  | 0.0000% | $316237.00         | $224.56            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-04-01      | 7.0000%  | 0.0000% | $253816.00         | $226.89            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-05-01      | 7.0000%  | 0.0000% | $500000.00         | $306.44            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-09-01      | 7.0000%  | 0.0000% | $485000.00         | $361.11            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2027-10-01      | 7.0000%  | 0.0000% | $1510000.00        | $362.96            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-10-01      | 7.0000%  | 0.0000% | $41467.00          | $441.33            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-03-01      | 7.0000%  | 0.0000% | $500000.00         | $484.95            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-01-01      | 7.0000%  | 0.0000% | $242395.00         | $572.53            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-12-01      | 7.0000%  | 0.0000% | $1608816.00        | $612.63            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-09-01      | 7.0000%  | 0.0000% | $170852.00         | $668.14            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-02-01      | 7.0000%  | 0.0000% | $1480000.00        | $840.45            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-02-01      | 7.0000%  | 0.0000% | $100000.00         | $1080.77           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-12-01      | 7.0000%  | 0.0000% | $2200000.00        | $1122.86           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-05-01      | 7.0000%  | 0.0000% | $900720.00         | $1161.72           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2029-06-15      | 7.0000%  | 0.0000% | $935874.00         | $1284.42           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-09-01      | 7.0000%  | 0.0000% | $4500000.00        | $1471.83           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-12-01      | 7.0000%  | 0.0000% | $200000.00         | $1908.97           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-11-01      | 7.0000%  | 0.0000% | $100000.00         | $2488.75           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-07-01      | 7.0000%  | 0.0000% | $1500000.00        | $2700.21           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-02-01      | 7.0000%  | 0.0000% | $11000000.00       | $2739.41           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-08-20      | 6.0000%  | 0.0000% | $500000.00         | $4607.60           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-02-01      | 6.0000%  | 0.0000% | $150000.00         | $4989.40           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-06-01      | 6.0250%  | 0.0000% | $9050012.00        | $3424.30           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-06-01      | 6.0780%  | 0.0000% | $66000.00          | $856.26            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-07-01      | 6.1230%  | 0.0000% | $160000.00         | $1000.74           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-05-01      | 6.1400%  | 0.0000% | $19278209.00       | $1178.33           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-09-01      | 6.1630%  | 0.0000% | $50000.00          | $664.01            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-01-01      | 6.1660%  | 0.0000% | $1055000.00        | $4560.32           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-05-01      | 6.1750%  | 0.0000% | $300000.00         | $4979.65           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-02-01      | 6.2110%  | 0.0000% | $10000.00          | $199.90            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-08-01      | 6.2570%  | 0.0000% | $300000.00         | $3199.64           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-03-01      | 6.2620%  | 0.0000% | $183493.00         | $3799.71           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-12-01      | 6.2650%  | 0.0000% | $175000.00         | $1091.44           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-12-01      | 6.3150%  | 0.0000% | $570000.00         | $3360.83           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-03-01      | 6.3320%  | 0.0000% | $130000.00         | $1633.30           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-01-01      | 6.3450%  | 0.0000% | $350000.00         | $3790.98           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-12-01      | 6.3710%  | 0.0000% | $20000.00          | $1961.23           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-11-01      | 6.4000%  | 0.0000% | $220000.00         | $2545.25           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-11-01      | 6.4100%  | 0.0000% | $200000.00         | $1631.85           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-07-01      | 6.4270%  | 0.0000% | $130000.00         | $315.42            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-02-01      | 6.4290%  | 0.0000% | $251000.00         | $3089.13           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-03-01      | 6.4550%  | 0.0000% | $2000000.00        | $1327.94           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-01-01      | 6.4730%  | 0.0000% | $1000000.00        | $2259.79           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-04-01      | 6.4790%  | 0.0000% | $2000000.00        | $4354.65           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-02-01      | 6.4830%  | 0.0000% | $100000.00         | $2128.03           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-02-01      | 6.4870%  | 0.0000% | $220000.00         | $2108.84           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2026-02-01      | 5.0000%  | 0.0000% | $675000.00         | $373.31            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-12-20      | 5.0000%  | 0.0000% | $100000.00         | $503.94            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-12-15      | 5.0000%  | 0.0000% | $340000.00         | $602.32            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-06-15      | 5.0000%  | 0.0000% | $74280.00          | $814.72            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-03-15      | 5.0000%  | 0.0000% | $51346.00          | $816.93            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-08-01      | 5.0000%  | 0.0000% | $165000.00         | $873.73            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2035-05-15      | 5.0000%  | 0.0000% | $58000.00          | $897.26            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-12-20      | 5.0000%  | 0.0000% | $1050.00           | $1013.00           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-10-15      | 5.0000%  | 0.0000% | $257497.00         | $1164.32           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-03-15      | 5.0000%  | 0.0000% | $41837.00          | $1182.86           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-12-15      | 5.0000%  | 0.0000% | $55790.00          | $1320.51           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-04-01      | 5.0000%  | 0.0000% | $555000.00         | $1497.80           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2036-03-15      | 5.0000%  | 0.0000% | $306583.00         | $1575.08           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-03-15      | 5.0000%  | 0.0000% | $54832.00          | $1768.83           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-05-15      | 5.0000%  | 0.0000% | $91000.00          | $1852.60           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2035-12-15      | 5.0000%  | 0.0000% | $234889.00         | $1872.71           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-07-20      | 5.0000%  | 0.0000% | $1976.00           | $1920.71           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 5.0000%  | 0.0000% | $59935.00          | $2052.40           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-05-01      | 5.0000%  | 0.0000% | $2000000.00        | $2113.61           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-11-15      | 5.0000%  | 0.0000% | $266714.00         | $2261.10           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2036-05-15      | 5.0000%  | 0.0000% | $344376.00         | $2267.02           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-09-15      | 5.0000%  | 0.0000% | $138267.00         | $2360.34           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-04-15      | 5.0000%  | 0.0000% | $141439.00         | $2370.14           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-02-15      | 5.0000%  | 0.0000% | $65290.00          | $2426.75           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-02-01      | 5.0000%  | 0.0000% | $28000.00          | $2629.35           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 4.5000%  | 0.0000% | $10000.00          | $530.40            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-03-01      | 4.5000%  | 0.0000% | $13175180.00       | $534.87            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-04-01      | 4.5000%  | 0.0000% | $5000.00           | $540.78            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-03-01      | 4.5000%  | 0.0000% | $5000.00           | $542.45            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-02-01      | 4.5000%  | 0.0000% | $5000.00           | $563.08            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-08-01      | 4.5000%  | 0.0000% | $56568.00          | $594.38            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-10-01      | 4.5000%  | 0.0000% | $110000.00         | $614.35            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-03-01      | 4.5000%  | 0.0000% | $18000.00          | $616.67            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-01-01      | 4.5000%  | 0.0000% | $6000.00           | $624.81            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-07-20      | 4.5000%  | 0.0000% | $66000.00          | $672.79            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-12-01      | 4.5000%  | 0.0000% | $50000.00          | $818.94            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-05-01      | 4.5000%  | 0.0000% | $9000.00           | $841.69            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-09-20      | 4.5000%  | 0.0000% | $25000.00          | $899.00            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-03-20      | 4.5000%  | 0.0000% | $52504.00          | $909.07            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2035-03-20      | 4.5000%  | 0.0000% | $50000.00          | $924.76            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-01-01      | 4.5000%  | 0.0000% | $15000.00          | $936.48            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-07-01      | 4.5000%  | 0.0000% | $12000.00          | $959.34            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-12-20      | 4.5000%  | 0.0000% | $40000.00          | $1039.45           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-04-01      | 4.5000%  | 0.0000% | $9000.00           | $1124.69           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-02-01      | 4.5000%  | 0.0000% | $13000.00          | $1165.77           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-10-01      | 4.5000%  | 0.0000% | $175000.00         | $1233.48           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-10-15      | 4.5000%  | 0.0000% | $50000.00          | $1352.91           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-11-01      | 4.5000%  | 0.0000% | $16000.00          | $1375.88           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-07-15      | 4.5000%  | 0.0000% | $43308.00          | $1407.26           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-05-01      | 4.5000%  | 0.0000% | $10000.00          | $1421.88           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-05-01      | 4.5000%  | 0.0000% | $16000.00          | $1552.11           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-05-01      | 4.0000%  | 0.0000% | $29404.00          | $3444.74           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-03-01      | 4.0000%  | 0.0000% | $4000.00           | $3504.65           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2026-03-01      | 4.0000%  | 0.0000% | $1000000.00        | $3604.08           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-04-15      | 6.5000%  | 0.0000% | $227725.00         | $564.74            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2031-09-15      | 6.5000%  | 0.0000% | $420870.00         | $571.75            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-02-01      | 6.5000%  | 0.0000% | $50000.00          | $575.49            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-08-01      | 6.5000%  | 0.0000% | $93345.00          | $600.85            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2031-09-15      | 6.5000%  | 0.0000% | $568392.00         | $603.46            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-07-01      | 6.5000%  | 0.0000% | $1000000.00        | $623.29            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2028-08-15      | 6.5000%  | 0.0000% | $1540000.00        | $673.86            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-10-01      | 6.5000%  | 0.0000% | $72000.00          | $766.75            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-06-15      | 6.5000%  | 0.0000% | $284777.00         | $802.98            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-08-15      | 6.5000%  | 0.0000% | $250000.00         | $805.36            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-10-01      | 3.5000%  | 0.0000% | $26000.00          | $3167.83           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-07-01      | 3.5000%  | 0.0000% | $7000.00           | $721.87            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-06-01      | 3.5000%  | 0.0000% | $1000.00           | $733.89            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-03-01      | 3.5000%  | 0.0000% | $4000.00           | $747.84            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-07-01      | 3.5000%  | 0.0000% | $7000.00           | $764.32            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-06-01      | 3.5000%  | 0.0000% | $1000.00           | $765.02            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-12-01      | 3.5000%  | 0.0000% | $5000.00           | $777.98            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-11-01      | 3.5000%  | 0.0000% | $8000.00           | $782.84            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-08-01      | 3.5000%  | 0.0000% | $10000.00          | $791.57            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-07-01      | 3.5000%  | 0.0000% | $9000.00           | $829.82            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 3.5000%  | 0.0000% | $1000.00           | $874.65            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-06-01      | 3.5000%  | 0.0000% | $9000.00           | $880.74            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-04-01      | 3.5000%  | 0.0000% | $10000.00          | $882.36            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-11-01      | 3.5000%  | 0.0000% | $10000.00          | $938.22            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-09-01      | 3.5000%  | 0.0000% | $22000.00          | $939.94            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-06-01      | 3.5000%  | 0.0000% | $10000.00          | $965.41            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-02-01      | 3.5000%  | 0.0000% | $7000.00           | $979.21            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-06-01      | 3.5000%  | 0.0000% | $12000.00          | $1008.53           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-02-01      | 3.5000%  | 0.0000% | $24000.00          | $1034.72           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-04-01      | 3.5000%  | 0.0000% | $12000.00          | $1057.64           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-10-01      | 3.5000%  | 0.0000% | $10000.00          | $1073.06           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-01-01      | 3.5000%  | 0.0000% | $10000.00          | $1092.69           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-04-01      | 3.5000%  | 0.0000% | $14000.00          | $1133.16           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-03-01      | 3.5000%  | 0.0000% | $25000.00          | $1133.95           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-05-01      | 3.5000%  | 0.0000% | $11000.00          | $1146.47           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-05-01      | 3.5000%  | 0.0000% | $8840.00           | $1152.09           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-01-01      | 3.5000%  | 0.0000% | $15000.00          | $1162.74           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-08-01      | 3.5000%  | 0.0000% | $10000.00          | $1164.59           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-01-01      | 3.5000%  | 0.0000% | $7000.00           | $1170.08           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-09-01      | 3.5000%  | 0.0000% | $5000.00           | $1171.41           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-06-01      | 3.5000%  | 0.0000% | $63000.00          | $1183.01           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-09-01      | 3.5000%  | 0.0000% | $10000.00          | $1195.46           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-04-01      | 3.5000%  | 0.0000% | $16000.00          | $1200.29           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-10-01      | 3.5000%  | 0.0000% | $24000.00          | $1213.24           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-01-01      | 3.5000%  | 0.0000% | $14000.00          | $1215.67           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-09-01      | 3.5000%  | 0.0000% | $11000.00          | $1272.09           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-02-01      | 3.5000%  | 0.0000% | $6000.00           | $1278.63           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-08-01      | 3.5000%  | 0.0000% | $11000.00          | $1295.62           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-09-01      | 3.5000%  | 0.0000% | $9000.00           | $1357.89           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2025-10-01      | 3.5000%  | 0.0000% | $1000000.00        | $1358.21           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-11-01      | 3.5000%  | 0.0000% | $11131.00          | $1369.40           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-06-01      | 3.5000%  | 0.0000% | $14000.00          | $1380.83           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-03-01      | 3.5000%  | 0.0000% | $18000.00          | $1478.42           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-08-01      | 3.5000%  | 0.0000% | $15000.00          | $1531.28           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-07-15      | 3.5000%  | 0.0000% | $25000.00          | $1548.97           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-01-01      | 3.5000%  | 0.0000% | $17000.00          | $1556.90           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-06-01      | 3.5000%  | 0.0000% | $83000.00          | $1594.89           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-06-01      | 3.5000%  | 0.0000% | $19000.00          | $1658.93           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-05-15      | 3.5000%  | 0.0000% | $25000.00          | $1692.46           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-01-01      | 3.5000%  | 0.0000% | $21000.00          | $1734.11           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 3.5000%  | 0.0000% | $2000.00           | $1746.58           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-04-15      | 3.5000%  | 0.0000% | $25000.00          | $1771.15           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-04-01      | 3.5000%  | 0.0000% | $13000.00          | $1805.19           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-04-01      | 3.5000%  | 0.0000% | $17000.00          | $1869.76           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-08-01      | 3.5000%  | 0.0000% | $19000.00          | $1871.19           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-04-15      | 3.5000%  | 0.0000% | $25000.00          | $1914.89           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-02-01      | 3.5000%  | 0.0000% | $25000.00          | $1917.47           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-12-01      | 3.5000%  | 0.0000% | $22000.00          | $1920.83           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-03-01      | 3.5000%  | 0.0000% | $15000.00          | $1931.74           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-03-01      | 3.5000%  | 0.0000% | $22000.00          | $1944.89           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-11-01      | 3.5000%  | 0.0000% | $8000.00           | $1946.54           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-04-01      | 3.5000%  | 0.0000% | $27000.00          | $2047.31           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-03-01      | 3.5000%  | 0.0000% | $3000.00           | $2057.01           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-12-01      | 3.5000%  | 0.0000% | $43000.00          | $2059.72           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-11-01      | 3.5000%  | 0.0000% | $11000.00          | $2083.93           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-05-15      | 3.5000%  | 0.0000% | $25000.00          | $2124.09           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-10-01      | 3.5000%  | 0.0000% | $25000.00          | $2132.48           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-07-01      | 3.5000%  | 0.0000% | $9000.00           | $2155.05           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-11-01      | 3.5000%  | 0.0000% | $8000.00           | $2162.42           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-11-20      | 3.5000%  | 0.0000% | $38305.00          | $2187.25           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-01-01      | 3.5000%  | 0.0000% | $16000.00          | $2222.71           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-02-15      | 3.5000%  | 0.0000% | $25000.00          | $2224.94           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-08-01      | 3.5000%  | 0.0000% | $23000.00          | $2262.08           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-03-01      | 3.5000%  | 0.0000% | $24000.00          | $2269.84           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2026-01-01      | 3.5000%  | 0.0000% | $1000000.00        | $2276.56           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2039-03-01      | 5.5000%  | 0.0000% | $72516.00          | $766.19            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-06-01      | 5.5000%  | 0.0000% | $300000.00         | $808.38            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2034-12-20      | 5.5000%  | 0.0000% | $50000.00          | $818.21            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-11-01      | 5.5000%  | 0.0000% | $167130.00         | $975.45            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-12-01      | 5.5000%  | 0.0000% | $44141.00          | $1004.65           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2034-03-20      | 5.5000%  | 0.0000% | $75000.00          | $1086.36           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-02-01      | 5.5000%  | 0.0000% | $1680000.00        | $1131.13           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-10-20      | 5.5000%  | 0.0000% | $200000.00         | $1138.08           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-12-01      | 5.5000%  | 0.0000% | $110000.00         | $1181.83           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2037-02-15      | 5.5000%  | 0.0000% | $454000.00         | $1187.68           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-07-15      | 5.5000%  | 0.0000% | $88463.00          | $1315.93           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2035-02-20      | 5.5000%  | 0.0000% | $75000.00          | $1326.87           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-12-15      | 5.5000%  | 0.0000% | $195625.00         | $1374.79           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2025-12-01      | 5.5000%  | 0.0000% | $2000000.00        | $1460.68           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-07-01      | 5.5000%  | 0.0000% | $500000.00         | $1558.50           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-10-01      | 5.5000%  | 0.0000% | $269213.00         | $1567.50           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-10-15      | 5.5000%  | 0.0000% | $25000.00          | $1875.60           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2036-05-15      | 5.5000%  | 0.0000% | $92166.00          | $1909.60           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-11-15      | 5.5000%  | 0.0000% | $45582.00          | $1911.11           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-11-01      | 5.5000%  | 0.0000% | $60000.00          | $1923.30           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-01-15      | 5.5000%  | 0.0000% | $860663.00         | $1946.17           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-01-15      | 5.5000%  | 0.0000% | $25000.00          | $1972.04           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-11-01      | 5.5000%  | 0.0000% | $3000.00           | $1973.19           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-05-01      | 5.5000%  | 0.0000% | $126624.00         | $2038.75           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-07-01      | 5.5000%  | 0.0000% | $90000.00          | $2067.03           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-09-01      | 5.5000%  | 0.0000% | $21000.00          | $2183.40           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-04-01      | 7.0000%  | 0.0000% | $3785716.00        | $3159.84           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-06-01      | 7.0000%  | 0.0000% | $606999.00         | $3332.84           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-12-01      | 7.0000%  | 0.0000% | $7443079.00        | $3445.26           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-11-01      | 7.0000%  | 0.0000% | $775000.00         | $3475.02           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-10-01      | 7.0630%  | 0.0000% | $19000.00          | $454.16            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-11-01      | 7.0720%  | 0.0000% | $1094000.00        | $2163.63           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-11-01      | 7.0930%  | 0.0000% | $1350000.00        | $969.72            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-09-01      | 7.1000%  | 0.0000% | $124000.00         | $4803.95           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2043-08-01      | 7.2240%  | 0.0000% | $14000.00          | $726.67            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-01-01      | 7.2330%  | 0.0000% | $90000.00          | $429.13            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-09-01      | 7.2750%  | 0.0000% | $24619562.00       | $1286.99           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-09-01      | 7.3030%  | 0.0000% | $440000.00         | $2106.79           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-08-01      | 7.3500%  | 0.0000% | $30000.00          | $2617.10           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-09-01      | 7.3750%  | 0.0000% | $2000000.00        | $1908.27           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-07-01      | 7.3750%  | 0.0000% | $675000.00         | $4889.10           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-07-01      | 7.4320%  | 0.0000% | $10000.00          | $995.25            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-05-01      | 7.4330%  | 0.0000% | $75000.00          | $725.85            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2028-04-01      | 7.5000%  | 0.0000% | $10930.00          | $2.03              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-12-01      | 7.5000%  | 0.0000% | $3700.00           | $2.16              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-09-01      | 7.5000%  | 0.0000% | $11511.00          | $3.20              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-12-01      | 6.4950%  | 0.0000% | $104847.00         | $1395.14           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-11-01      | 6.5000%  | 0.0000% | $2144.00           | $2.12              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2026-12-01      | 6.5000%  | 0.0000% | $26214.00          | $4.13              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-06-01      | 6.5000%  | 0.0000% | $27500.00          | $18.71             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-05-01      | 6.5000%  | 0.0000% | $109000.00         | $19.87             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2028-12-01      | 6.5000%  | 0.0000% | $30000.00          | $21.20             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-10-01      | 6.5000%  | 0.0000% | $237813.00         | $22.29             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-02-15      | 6.5000%  | 0.0000% | $72840.00          | $43.43             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2031-04-15      | 6.5000%  | 0.0000% | $55958.00          | $46.82             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2029-03-15      | 6.5000%  | 0.0000% | $27681.00          | $51.96             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2026-04-01      | 6.5000%  | 0.0000% | $838500.00         | $56.75             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-08-01      | 6.5000%  | 0.0000% | $382956.00         | $66.72             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2031-06-15      | 6.5000%  | 0.0000% | $30935.00          | $85.84             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2031-07-15      | 6.5000%  | 0.0000% | $87563.00          | $117.19            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-04-15      | 6.5000%  | 0.0000% | $55003.00          | $129.55            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-01-01      | 6.5000%  | 0.0000% | $115000.00         | $151.53            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-06-01      | 6.5000%  | 0.0000% | $300000.00         | $169.42            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2031-03-15      | 6.5000%  | 0.0000% | $44900.00          | $170.67            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-10-01      | 6.5000%  | 0.0000% | $10720.00          | $178.28            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-09-01      | 6.5000%  | 0.0000% | $15024.00          | $181.82            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-10-01      | 6.5000%  | 0.0000% | $37247.00          | $185.57            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-04-01      | 6.5000%  | 0.0000% | $74260405.00       | $192.29            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-04-01      | 6.5000%  | 0.0000% | $11176.00          | $195.15            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-08-01      | 6.5000%  | 0.0000% | $750547.00         | $196.64            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-04-01      | 5.0000%  | 0.0000% | $4644646.00        | $2990.29           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-06-15      | 5.0000%  | 0.0000% | $247017.00         | $3136.39           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-05-15      | 5.0000%  | 0.0000% | $125000.00         | $3315.46           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2027-06-01      | 5.0000%  | 0.0000% | $1555275.00        | $3428.54           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-03-15      | 5.0000%  | 0.0000% | $449201.00         | $3543.69           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2034-10-15      | 5.0000%  | 0.0000% | $225000.00         | $3596.04           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-03-01      | 5.0000%  | 0.0000% | $4000.00           | $3602.68           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-03-15      | 5.0000%  | 0.0000% | $375237.00         | $3678.89           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-09-01      | 5.0000%  | 0.0000% | $2467362.00        | $3936.64           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-01-15      | 5.0000%  | 0.0000% | $100000.00         | $3936.97           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-08-15      | 5.0000%  | 0.0000% | $92000.00          | $3966.03           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-01-15      | 5.0000%  | 0.0000% | $150000.00         | $4038.16           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-04-01      | 5.0000%  | 0.0000% | $249291.00         | $4111.48           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2036-05-15      | 5.0000%  | 0.0000% | $268949.00         | $4178.74           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-07-01      | 5.0000%  | 0.0000% | $5000.00           | $4387.06           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-03-15      | 5.0000%  | 0.0000% | $53723.00          | $4622.39           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2035-11-15      | 5.0000%  | 0.0000% | $350000.00         | $4723.09           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-10-01      | 5.0000%  | 0.0000% | $42289.00          | $4777.83           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-01-01      | 5.0000%  | 0.0000% | $1550000.00        | $4803.63           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2035-04-15      | 5.0000%  | 0.0000% | $150564.00         | $4816.57           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-06-01      | 5.0000%  | 0.0000% | $475121.00         | $4832.50           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2025-11-01      | 5.5000%  | 0.0000% | $1473000.00        | $5.93              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-12-01      | 5.5000%  | 0.0000% | $3000.00           | $20.75             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-06-20      | 5.5000%  | 0.0000% | $87113.00          | $52.31             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2044-08-01      | 4.5000%  | 0.0000% | $27000.00          | $1609.23           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-10-01      | 4.5000%  | 0.0000% | $19000.00          | $1772.42           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-12-01      | 4.5000%  | 0.0000% | $25000.00          | $1802.75           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 4.5000%  | 0.0000% | $2000.00           | $1841.55           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-12-01      | 4.5000%  | 0.0000% | $6000.00           | $1859.20           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-09-01      | 4.5000%  | 0.0000% | $26000.00          | $2208.02           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2035-01-20      | 4.5000%  | 0.0000% | $96000.00          | $2211.12           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-10-01      | 4.5000%  | 0.0000% | $9000.00           | $2267.32           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-01-01      | 4.5000%  | 0.0000% | $50000.00          | $2443.33           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-01-20      | 4.5000%  | 0.0000% | $112100.00         | $2497.22           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-03-15      | 4.5000%  | 0.0000% | $31032.00          | $2787.38           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2026-06-01      | 4.5000%  | 0.0000% | $680000.00         | $2823.24           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-04-01      | 4.5000%  | 0.0000% | $600000.00         | $3024.23           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-05-01      | 4.5000%  | 0.0000% | $29000.00          | $3069.53           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2028-10-01      | 4.5000%  | 0.0000% | $440000.00         | $3256.63           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-05-15      | 4.5000%  | 0.0000% | $25053.00          | $3279.47           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-10-01      | 4.5000%  | 0.0000% | $26000.00          | $3387.94           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-09-01      | 4.5000%  | 0.0000% | $31339.00          | $3614.20           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-11-01      | 4.5000%  | 0.0000% | $21000.00          | $3821.82           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-01-20      | 4.5000%  | 0.0000% | $100000.00         | $3876.64           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-05-15      | 4.5000%  | 0.0000% | $68500.00          | $4255.82           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-05-01      | 4.5000%  | 0.0000% | $46000.00          | $4654.89           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-08-01      | 4.5000%  | 0.0000% | $380958.00         | $4811.83           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-08-01      | 4.5000%  | 0.0000% | $31000.00          | $4819.32           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-08-15      | 4.5000%  | 0.0000% | $48450.00          | $4877.92           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-11-01      | 4.5000%  | 0.0000% | $38000.00          | $4930.93           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-12-20      | 4.6250%  | 0.0000% | $58000.00          | $1465.00           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-06-01      | 4.6250%  | 0.0000% | $10000000.00       | $3591.38           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-08-01      | 4.6320%  | 0.0000% | $51225970.00       | $1590.40           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-02-01      | 4.6690%  | 0.0000% | $4000000.00        | $1854.71           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-05-01      | 4.8500%  | 0.0000% | $534325.00         | $82.85             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-12-01      | 4.8960%  | 0.0000% | $2100000.00        | $1375.72           | 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 | 2034-05-15      | 5.0000%  | 0.0000% | $67.00             | $0.75              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2025-06-25      | 5.0000%  | 0.0000% | $2570681.00        | $1.23              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2025-09-01      | 5.0000%  | 0.0000% | $4300000.00        | $3.41              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-07-01      | 5.0000%  | 0.0000% | $140000.00         | $4.57              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-05-01      | 5.0000%  | 0.0000% | $25000.00          | $5.38              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-03-01      | 5.0000%  | 0.0000% | $691450.00         | $12.70             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-06-01      | 5.0000%  | 0.0000% | $70000.00          | $34.35             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-06-01      | 5.0000%  | 0.0000% | $400000.00         | $35.06             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-03-01      | 5.0000%  | 0.0000% | $95000.00          | $55.15             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-02-01      | 5.0000%  | 0.0000% | $248892.00         | $74.47             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-03-01      | 5.0000%  | 0.0000% | $160000.00         | $98.62             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-09-01      | 5.0000%  | 0.0000% | $50000.00          | $204.50            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-11-01      | 5.0000%  | 0.0000% | $2000000.00        | $268.61            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-06-01      | 5.5000%  | 0.0000% | $9000.00           | $60.25             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-10-01      | 5.5000%  | 0.0000% | $10000.00          | $79.10             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-02-01      | 5.5000%  | 0.0000% | $1000.00           | $109.70            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2039-09-01      | 5.5000%  | 0.0000% | $4000.00           | $110.62            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-05-20      | 5.5000%  | 0.0000% | $25000.00          | $130.55            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-06-01      | 5.5000%  | 0.0000% | $2000.00           | $136.28            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-03-01      | 5.5000%  | 0.0000% | $10000.00          | $143.09            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-06-01      | 5.5000%  | 0.0000% | $21000.00          | $155.29            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-03-01      | 5.5000%  | 0.0000% | $89635.00          | $186.30            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-04-01      | 5.5000%  | 0.0000% | $235000.00         | $229.78            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-09-20      | 5.5000%  | 0.0000% | $75000.00          | $291.92            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-11-15      | 5.5000%  | 0.0000% | $25000.00          | $310.59            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-08-20      | 5.5000%  | 0.0000% | $25000.00          | $321.98            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-11-15      | 5.5000%  | 0.0000% | $50000.00          | $333.49            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-04-01      | 5.5000%  | 0.0000% | $38000.00          | $336.48            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-12-20      | 5.5000%  | 0.0000% | $55000.00          | $392.62            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-06-20      | 5.5000%  | 0.0000% | $70000.00          | $438.83            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-08-01      | 5.5000%  | 0.0000% | $250000.00         | $490.98            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-11-15      | 5.5000%  | 0.0000% | $25000.00          | $525.85            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-03-01      | 5.5000%  | 0.0000% | $70000.00          | $542.66            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-02-01      | 5.5000%  | 0.0000% | $4000.00           | $582.99            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2034-09-20      | 5.5000%  | 0.0000% | $50000.00          | $610.24            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-08-01      | 5.5000%  | 0.0000% | $30742.00          | $690.84            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2035-04-20      | 5.5000%  | 0.0000% | $40000.00          | $757.93            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2031-09-20      | 6.5000%  | 0.0000% | $125345.00         | $198.28            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-04-20      | 6.5000%  | 0.0000% | $100000.00         | $207.15            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2029-01-15      | 6.5000%  | 0.0000% | $204197.00         | $214.40            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-11-01      | 6.5000%  | 0.0000% | $225000.00         | $229.23            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-12-01      | 6.5000%  | 0.0000% | $44116.00          | $243.54            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-11-01      | 6.5000%  | 0.0000% | $119112.00         | $260.30            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-07-15      | 6.5000%  | 0.0000% | $96495.00          | $327.00            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2031-03-15      | 6.5000%  | 0.0000% | $39494.00          | $345.99            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-05-01      | 6.5000%  | 0.0000% | $1000000.00        | $389.95            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-01-01      | 6.5000%  | 0.0000% | $457210.00         | $394.42            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-11-15      | 6.5000%  | 0.0000% | $55000.00          | $394.73            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-07-01      | 6.5000%  | 0.0000% | $389629.00         | $398.36            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2029-09-15      | 6.5000%  | 0.0000% | $281418.00         | $407.36            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-04-01      | 6.5000%  | 0.0000% | $49000.00          | $426.03            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-12-01      | 6.5000%  | 0.0000% | $275000.00         | $446.20            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-01-01      | 6.5000%  | 0.0000% | $571981.00         | $447.92            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2034-09-20      | 6.5000%  | 0.0000% | $40000.00          | $463.94            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2031-05-15      | 6.5000%  | 0.0000% | $71024.00          | $484.69            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-08-01      | 6.5000%  | 0.0000% | $309000.00         | $488.24            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2035-04-20      | 6.5000%  | 0.0000% | $37000.00          | $489.76            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-10-01      | 6.5000%  | 0.0000% | $50155.00          | $495.43            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-12-01      | 6.5000%  | 0.0000% | $90067.00          | $541.03            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-05-01      | 6.5000%  | 0.0000% | $1042346.00        | $552.76            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-02-01      | 6.5000%  | 0.0000% | $25000.00          | $556.48            | Agency Mortgage-Backed Securities         |
| U.S. Treasury                            | 2030-11-15      | 0.0000%  | 0.0000% | $2000.00           | $1606.87           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-11-15      | 0.0000%  | 0.0000% | $5000.00           | $1884.12           | U.S. Treasuries (including strips)        |

### Security 110: BNP Paribas Securities Corp.

- **C.1 - Title:** BNP Paribas Securities Corp. 4.420000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV815L78, C.3 - LEI: RCNB6OTYUAMMP879YW96, C.5 - Other ID: BIV815L78
- **C.18 - Value (incl. sponsor support):** $945000000.00
- **C.18.a - Value (excl. sponsor support):** $945000000.00
- **C.19 - Percentage of Net Assets:** 1.1900%
- **C.17 - Yield as of Reporting Date:** 4.9100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-07-28
- **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 | 2030-01-15      | 0.1250%  | 0.0000% | $171431800.00      | $199437867.63      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-10-31      | 0.2500%  | 0.0000% | $210856000.00      | $207291227.14      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-09-30      | 0.3750%  | 0.0000% | $1999300.00        | $1843408.09        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-15      | 0.3750%  | 0.0000% | $24000000.00       | $30912510.90       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-10-31      | 0.5000%  | 0.0000% | $200.00            | $184.36            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-01-15      | 0.6250%  | 0.0000% | $188959400.00      | $253530675.61      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-08-31      | 0.7500%  | 0.0000% | $8928400.00        | $8580858.64        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-01-15      | 1.1250%  | 0.0000% | $3460500.00        | $3517903.87        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-02-29      | 1.1250%  | 0.0000% | $50278100.00       | $46781606.52       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-03-31      | 1.2500%  | 0.0000% | $327900.00         | $305284.47         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-04-30      | 1.2500%  | 0.0000% | $1299600.00        | $1206052.22        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-31      | 1.2500%  | 0.0000% | $8960200.00        | $8343466.38        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-04-15      | 1.2500%  | 0.0000% | $50981000.00       | $54112123.42       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-01-15      | 1.7500%  | 0.0000% | $2600.00           | $2662.76           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-01-15      | 2.0000%  | 0.0000% | $100.00            | $162.81            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-15      | 2.2500%  | 0.0000% | $7008500.00        | $6739766.92        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-02-15      | 2.7500%  | 0.0000% | $29000000.00       | $28357550.01       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-09-15      | 3.3750%  | 0.0000% | $1490200.00        | $1482838.57        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-12-31      | 3.8750%  | 0.0000% | $20625000.00       | $20936945.49       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-15      | 4.3750%  | 0.0000% | $88307500.00       | $90516919.03       | U.S. Treasuries (including strips) |

### Security 111: BNP Paribas Securities Corp.

- **C.1 - Title:** BNP Paribas Securities Corp. 4.420000%
- **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: BIV815LZ6, C.3 - LEI: RCNB6OTYUAMMP879YW96, C.5 - Other ID: BIV815LZ6
- **C.18 - Value (incl. sponsor support):** $1195000000.00
- **C.18.a - Value (excl. sponsor support):** $1195000000.00
- **C.19 - Percentage of Net Assets:** 1.5000%
- **C.17 - Yield as of Reporting Date:** 4.9100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-07-28
- **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 National Mortgage Association                  | 2054-08-25      | 5.5720%  | 0.0000% | $1013.00           | $726.84            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2054-11-25      | 5.5720%  | 0.0000% | $3148.00           | $2875.34           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-12-20      | 5.5783%  | 0.0000% | $24614476.00       | $14136613.26       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2055-04-20      | 5.6283%  | 0.0000% | $14861.00          | $14626.46          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-12-20      | 5.6283%  | 0.0000% | $743394.00         | $334570.79         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2055-03-25      | 5.6720%  | 0.0000% | $3003193.00        | $2811192.46        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2053-11-25      | 5.7220%  | 0.0000% | $1001.00           | $594.18            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-03-20      | 5.7500%  | 0.0000% | $32538714.00       | $32910987.64       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-04-20      | 5.7500%  | 0.0000% | $50000000.00       | $50450697.25       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-04-20      | 5.7500%  | 0.0000% | $50000000.00       | $50468097.20       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-04-20      | 5.7500%  | 0.0000% | $68576289.00       | $69032248.91       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-11-20      | 5.9283%  | 0.0000% | $12806.00          | $12433.96          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2055-02-20      | 5.9783%  | 0.0000% | $12523457.00       | $11123950.66       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2033-12-25      | 6.0000%  | 0.0000% | $2812.00           | $742.76            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-10-20      | 6.0000%  | 0.0000% | $4016280.00        | $4052524.25        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2046-07-25      | 7.0406%  | 0.0000% | $1100000.00        | $109019.41         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-06-20      | 0.1250%  | 0.0000% | $25000000.00       | $17995738.32       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2042-10-25      | 1.7500%  | 0.0000% | $22941866.00       | $1500848.40        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2031-01-25      | 1.8140%  | 0.0000% | $446516.00         | $388018.70         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2046-09-25      | 1.9560%  | 0.0000% | $13328900.00       | $10003654.47       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2051-10-20      | 2.0000%  | 0.0000% | $223768.00         | $111015.71         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2042-12-15      | 2.0000%  | 0.0000% | $1999717.00        | $167790.91         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2050-03-25      | 2.0000%  | 0.0000% | $2515204.00        | $1490545.38        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2036-08-25      | 2.1840%  | 0.0000% | $2988.00           | $2297.51           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2026-06-25      | 2.2920%  | 0.0000% | $1000.00           | $849.82            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2026-07-25      | 2.3400%  | 0.0000% | $13510.00          | $3223.67           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2036-10-25      | 2.3610%  | 0.0000% | $80507.00          | $62726.62          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2042-12-15      | 2.5000%  | 0.0000% | $1321000.00        | $1049855.36        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2043-01-25      | 2.5000%  | 0.0000% | $1417000.00        | $1089011.10        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2051-12-20      | 2.5000%  | 0.0000% | $8774484.00        | $5507089.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2051-12-20      | 2.5000%  | 0.0000% | $35261416.00       | $21371180.40       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2032-01-25      | 2.5900%  | 0.0000% | $1079913.00        | $962796.86         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2026-07-25      | 2.7200%  | 0.0000% | $3297.00           | $3248.90           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2034-10-25      | 2.8590%  | 0.0000% | $150000.00         | $128225.41         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2025-10-25      | 2.9226%  | 0.0000% | $424968.00         | $148622.14         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-062       A-1    20260925 3.03200 | 2026-09-25      | 3.0320%  | 0.0000% | $2422.00           | $165.13            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2030-02-25      | 3.0634%  | 0.0000% | $1105091.00        | $797742.67         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2050-02-25      | 3.5000%  | 0.0000% | $123359.00         | $83852.22          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2048-10-20      | 3.6936%  | 0.0000% | $590902.00         | $289083.66         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2045-11-25      | 3.7227%  | 0.0000% | $4863857.00        | $4218457.89        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2033-04-25      | 3.7500%  | 0.0000% | $1000000.00        | $938946.83         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2041-10-25      | 4.0000%  | 0.0000% | $1007.00           | $199.43            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2049-03-20      | 4.5000%  | 0.0000% | $1596.00           | $367.16            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2052-05-20      | 4.5000%  | 0.0000% | $1098.00           | $804.76            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2049-05-20      | 4.5000%  | 0.0000% | $22269157.00       | $4583826.71        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2052-06-20      | 4.5000%  | 0.0000% | $7366336.00        | $5553086.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2055-04-20      | 4.5000%  | 0.0000% | $21620415.00       | $20592163.82       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2044-07-25      | 4.8365%  | 0.0000% | $6434191.00        | $1114106.56        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2030-11-25      | 4.9400%  | 0.0000% | $3143.00           | $3220.66           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2033-07-15      | 5.0000%  | 0.0000% | $2000000.00        | $474976.69         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2054-11-25      | 5.0000%  | 0.0000% | $3588362.00        | $3249092.34        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2051-12-25      | 5.0000%  | 0.0000% | $7484214.00        | $7317694.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2052-12-20      | 5.2283%  | 0.0000% | $1137.00           | $794.20            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-04-20      | 5.2283%  | 0.0000% | $4735000.00        | $2962028.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-02-20      | 5.2383%  | 0.0000% | $7855997.00        | $6156798.40        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-10-20      | 5.2783%  | 0.0000% | $2545411.00        | $2426072.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-03-20      | 5.3283%  | 0.0000% | $368123.00         | $180565.24         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-08-20      | 5.3283%  | 0.0000% | $1479986.00        | $1012756.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2052-09-20      | 5.3283%  | 0.0000% | $1965668.00        | $1373915.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-05-20      | 5.3283%  | 0.0000% | $6508415.00        | $5202204.38        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-07-20      | 5.3483%  | 0.0000% | $7346756.00        | $6347482.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-10-20      | 5.3783%  | 0.0000% | $1001.00           | $862.46            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-05-20      | 5.3883%  | 0.0000% | $721499.00         | $374882.49         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2054-10-25      | 5.4220%  | 0.0000% | $3555535.00        | $3358628.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-08-20      | 5.4283%  | 0.0000% | $11423079.00       | $10691173.35       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-01-20      | 5.4283%  | 0.0000% | $60740608.00       | $33050910.75       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-08-20      | 5.4383%  | 0.0000% | $21972284.00       | $12384527.58       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-04-20      | 5.4583%  | 0.0000% | $55952985.00       | $43999226.00       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2055-03-25      | 5.4720%  | 0.0000% | $5153229.00        | $5006873.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-06-20      | 5.4783%  | 0.0000% | $16412351.00       | $13044586.23       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2037-04-15      | 5.5000%  | 0.0000% | $1274929.00        | $267840.53         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2047-09-20      | 5.5000%  | 0.0000% | $7746523.00        | $2685903.42        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-05-20      | 5.5000%  | 0.0000% | $32202449.00       | $32141636.45       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-04-20      | 5.5000%  | 0.0000% | $50000000.00       | $49697827.75       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-02-20      | 5.5000%  | 0.0000% | $55000000.00       | $54571305.52       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-03-20      | 5.5000%  | 0.0000% | $78689718.00       | $78240522.07       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2055-03-20      | 5.5283%  | 0.0000% | $60200.00          | $60134.21          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-08-20      | 5.5283%  | 0.0000% | $995676.00         | $561553.59         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-06-20      | 5.5283%  | 0.0000% | $3542875.00        | $2199628.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-12-20      | 5.5283%  | 0.0000% | $2299318.00        | $2216865.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-05-20      | 5.5283%  | 0.0000% | $50000000.00       | $33000354.67       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2053-09-25      | 0.0000%  | 0.0000% | $6192464.00        | $3589582.89        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association                  | 2042-10-01      | 1.6636%  | 0.0000% | $100313.00         | $968.00            | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp                        | 2052-03-25      | 2.0000%  | 0.0000% | $806672.00         | $99181.11          | Agency Debentures and Agency Strips       |
| Federal Farm Credit Bank                               | 2040-07-02      | 2.0200%  | 0.0000% | $1000.00           | $667.92            | Agency Debentures and Agency Strips       |
| Federal Farm Credit Bank                               | 2036-11-17      | 2.4800%  | 0.0000% | $254000.00         | $198002.54         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp                        | 2050-03-25      | 2.5000%  | 0.0000% | $1568.00           | $278.52            | Agency Debentures and Agency Strips       |
| Federal Farm Credit Bank                               | 2036-11-17      | 2.5800%  | 0.0000% | $2000.00           | $1573.68           | Agency Debentures and Agency Strips       |
| Federal Farm Credit Bank                               | 2038-08-26      | 2.7100%  | 0.0000% | $1000.00           | $786.65            | Agency Debentures and Agency Strips       |
| Federal Farm Credit Bank                               | 2042-01-24      | 2.8200%  | 0.0000% | $2000.00           | $1455.29           | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp                        | 2052-02-25      | 5.0000%  | 0.0000% | $14643298.00       | $14301043.13       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp                        | 2053-10-25      | 5.2720%  | 0.0000% | $4826070.00        | $3016404.26        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp                        | 2054-09-25      | 5.3220%  | 0.0000% | $907402.00         | $874769.53         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp                        | 2054-08-25      | 5.4420%  | 0.0000% | $1000.00           | $859.11            | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp                        | 2048-07-25      | 5.5000%  | 0.0000% | $7639000.00        | $4772680.12        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp                        | 2054-09-25      | 5.5720%  | 0.0000% | $33648.00          | $30740.59          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp                        | 2055-03-25      | 5.6720%  | 0.0000% | $23205224.00       | $21999240.70       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp                        | 2053-08-25      | 6.0000%  | 0.0000% | $1999000.00        | $2021983.17        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp                        | 2032-07-15      | 6.2500%  | 0.0000% | $178000.00         | $203476.52         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association                  | 2047-02-01      | 4.5000%  | 0.0000% | $1000.00           | $313.82            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-07-01      | 4.5000%  | 0.0000% | $4000.00           | $316.71            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2039-12-01      | 4.5000%  | 0.0000% | $7993.00           | $332.78            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2044-03-01      | 4.5000%  | 0.0000% | $5000.00           | $338.88            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2048-11-01      | 4.5000%  | 0.0000% | $5000.00           | $359.74            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2041-04-01      | 4.5000%  | 0.0000% | $4000.00           | $365.81            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2041-05-01      | 4.5000%  | 0.0000% | $10000.00          | $402.90            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2045-10-01      | 4.5000%  | 0.0000% | $3000.00           | $429.80            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-11-01      | 4.5000%  | 0.0000% | $5000.00           | $429.96            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2046-03-01      | 4.5000%  | 0.0000% | $5000.00           | $435.61            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-08-01      | 4.5000%  | 0.0000% | $2000.00           | $438.55            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2043-12-01      | 4.5000%  | 0.0000% | $7000.00           | $443.04            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2051-04-20      | 4.5000%  | 0.0000% | $1000.00           | $449.14            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2044-04-01      | 4.5000%  | 0.0000% | $3009.00           | $449.80            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2026-09-01      | 4.5000%  | 0.0000% | $1167000.00        | $467.63            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2044-12-01      | 4.5000%  | 0.0000% | $3025.00           | $471.63            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-12-01      | 4.5000%  | 0.0000% | $7004.00           | $505.06            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2044-09-01      | 4.5000%  | 0.0000% | $6000.00           | $587.23            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-09-01      | 4.5000%  | 0.0000% | $7000.00           | $594.47            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2049-06-01      | 4.5000%  | 0.0000% | $2000.00           | $609.02            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2048-08-01      | 4.5000%  | 0.0000% | $3002.00           | $622.48            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-11-01      | 4.5000%  | 0.0000% | $5000.00           | $648.81            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2049-10-01      | 4.5000%  | 0.0000% | $5000.00           | $651.53            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2041-01-01      | 4.5000%  | 0.0000% | $12000.00          | $698.80            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2041-02-01      | 4.5000%  | 0.0000% | $24000.00          | $708.32            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-09-01      | 4.5000%  | 0.0000% | $3000.00           | $712.43            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2050-05-01      | 4.5000%  | 0.0000% | $3000.00           | $716.11            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-10-01      | 4.5000%  | 0.0000% | $8000.00           | $746.28            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-04-01      | 5.5000%  | 0.0000% | $1000.00           | $970.38            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $975.73            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-02-01      | 5.5000%  | 0.0000% | $1000.00           | $977.81            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-08-01      | 5.5000%  | 0.0000% | $1001.00           | $983.58            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $985.80            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $986.88            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $992.54            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $998.44            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-05-01      | 5.5000%  | 0.0000% | $1003.00           | $999.15            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-03-20      | 5.5000%  | 0.0000% | $1000.00           | $1000.13           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-05-20      | 5.5000%  | 0.0000% | $1000.00           | $1004.06           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-04-20      | 5.5000%  | 0.0000% | $1000.00           | $1007.48           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-05-20      | 5.5000%  | 0.0000% | $1008.00           | $1011.81           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2041-06-01      | 5.5000%  | 0.0000% | $5000.00           | $1382.67           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2040-08-01      | 5.5000%  | 0.0000% | $22000.00          | $1455.21           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-11-01      | 5.5000%  | 0.0000% | $2000.00           | $1595.32           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-04-01      | 5.5000%  | 0.0000% | $2000.00           | $1602.50           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2033-12-01      | 5.5000%  | 0.0000% | $200000.00         | $1608.72           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-02-01      | 5.5000%  | 0.0000% | $2000.00           | $1611.08           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-08-01      | 5.5000%  | 0.0000% | $2000.00           | $1612.74           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-06-01      | 5.5000%  | 0.0000% | $2008.00           | $1652.82           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-03-01      | 5.5000%  | 0.0000% | $1958.00           | $1675.57           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-12-01      | 5.5000%  | 0.0000% | $2000.00           | $1708.03           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-07-01      | 5.5000%  | 0.0000% | $2000.00           | $1713.73           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-03-01      | 5.5000%  | 0.0000% | $1794.00           | $1724.03           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-06-01      | 5.5000%  | 0.0000% | $2048.00           | $1755.96           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-04-01      | 5.5000%  | 0.0000% | $2000.00           | $1801.84           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-03-01      | 5.5000%  | 0.0000% | $2000.00           | $1889.96           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $748.04            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-04-01      | 6.0000%  | 0.0000% | $1010.00           | $786.99            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-09-01      | 6.0000%  | 0.0000% | $1008.00           | $835.62            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $843.20            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2032-07-01      | 7.0000%  | 0.0000% | $528312.00         | $486.62            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2031-03-01      | 7.0000%  | 0.0000% | $813089.00         | $516.00            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2029-08-01      | 7.0000%  | 0.0000% | $1065000.00        | $539.96            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-06-01      | 7.0000%  | 0.0000% | $1000.00           | $540.74            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2032-01-01      | 7.0000%  | 0.0000% | $35987.00          | $577.03            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2032-07-01      | 7.0000%  | 0.0000% | $230000.00         | $637.40            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-06-01      | 7.0000%  | 0.0000% | $1000.00           | $679.08            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-01-01      | 7.0000%  | 0.0000% | $1001.00           | $784.49            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2032-05-01      | 7.0000%  | 0.0000% | $132027.00         | $801.93            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-06-15      | 7.0000%  | 0.0000% | $1008.00           | $1042.16           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-07-15      | 7.0000%  | 0.0000% | $1008.00           | $1043.07           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-08-01      | 7.0000%  | 0.0000% | $1000.00           | $1065.85           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-02-01      | 7.0000%  | 0.0000% | $1102.00           | $1136.66           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2032-07-01      | 7.0000%  | 0.0000% | $40000.00          | $1562.43           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2028-12-01      | 7.0000%  | 0.0000% | $260000.00         | $1643.35           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2032-11-01      | 7.0000%  | 0.0000% | $125000.00         | $1801.92           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-11-01      | 7.0000%  | 0.0000% | $3000.00           | $2883.00           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2039-03-01      | 7.0000%  | 0.0000% | $99999.00          | $4359.43           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-10-01      | 7.0000%  | 0.0000% | $6006.00           | $5537.04           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2065-03-20      | 7.0000%  | 0.0000% | $6458.00           | $6637.78           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2065-04-20      | 7.0000%  | 0.0000% | $9002.00           | $9249.47           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2035-05-01      | 7.0000%  | 0.0000% | $308954.00         | $26278.90          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-01-01      | 7.0000%  | 0.0000% | $32808.00          | $34367.58          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-05-15      | 7.0000%  | 0.0000% | $195029.00         | $201473.76         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2029-08-15      | 7.0000%  | 0.0000% | $6284800.00        | $473009.59         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2054-09-20      | 7.0000%  | 0.0000% | $665338.00         | $566231.95         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-09-15      | 7.0000%  | 0.0000% | $683247.00         | $708295.88         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-08-01      | 5.0000%  | 0.0000% | $209782.00         | $178661.16         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2047-10-20      | 5.0000%  | 0.0000% | $1936098.00        | $184335.84         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-02-20      | 5.0000%  | 0.0000% | $268717.00         | $215707.74         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2049-07-20      | 5.0000%  | 0.0000% | $743125.00         | $272241.84         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2049-02-20      | 5.0000%  | 0.0000% | $1344326.00        | $286109.03         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2040-05-15      | 5.0000%  | 0.0000% | $19501741.00       | $305306.51         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2039-09-15      | 5.0000%  | 0.0000% | $9853982.00        | $465740.23         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2039-11-15      | 5.0000%  | 0.0000% | $9659955.00        | $496560.99         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2050-01-20      | 5.0000%  | 0.0000% | $1126758.00        | $575003.75         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-07-20      | 5.0000%  | 0.0000% | $697998.00         | $606674.44         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2054-09-20      | 5.0000%  | 0.0000% | $708158.00         | $675910.04         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-07-20      | 5.0000%  | 0.0000% | $1100086.00        | $833109.44         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-10-20      | 5.0000%  | 0.0000% | $1100000.00        | $858541.62         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-04-01      | 5.0000%  | 0.0000% | $2798415.00        | $1042685.16        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-05-01      | 5.0000%  | 0.0000% | $1535370.00        | $1053751.43        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-08-01      | 5.0000%  | 0.0000% | $1383000.00        | $1094127.81        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-04-01      | 5.0000%  | 0.0000% | $1170774.00        | $1125223.39        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-10-01      | 5.0000%  | 0.0000% | $1591000.00        | $1201049.51        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2049-03-20      | 5.0000%  | 0.0000% | $20287116.00       | $1553643.69        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-01-01      | 5.0000%  | 0.0000% | $1725643.00        | $1667288.72        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2054-05-20      | 5.0000%  | 0.0000% | $1916531.00        | $1785820.48        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-05-01      | 5.0000%  | 0.0000% | $2094920.00        | $1824676.40        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-09-20      | 5.0000%  | 0.0000% | $2360000.00        | $1825860.80        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-11-20      | 5.0000%  | 0.0000% | $2506151.00        | $1987693.19        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-08-20      | 5.0000%  | 0.0000% | $4389489.00        | $3379102.39        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-04-01      | 5.0000%  | 0.0000% | $4743970.00        | $3939018.71        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-01-20      | 5.0000%  | 0.0000% | $6737342.00        | $6502073.07        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2065-04-20      | 7.0000%  | 0.0000% | $691252.00         | $710168.35         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2065-04-20      | 7.0000%  | 0.0000% | $973627.00         | $1000710.36        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-04-20      | 7.0000%  | 0.0000% | $1062022.00        | $1117685.25        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-08-01      | 7.0000%  | 0.0000% | $8973760.00        | $6705695.47        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2043-06-01      | 7.0140%  | 0.0000% | $4262856.00        | $4365580.01        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-09-01      | 7.0240%  | 0.0000% | $79236448.00       | $1209130.59        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2034-11-01      | 7.0370%  | 0.0000% | $62453615.00       | $598316.48         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2036-04-01      | 7.0530%  | 0.0000% | $3454000.00        | $56399.99          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2033-01-01      | 7.0830%  | 0.0000% | $17282.00          | $138.14            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-01-01      | 7.1220%  | 0.0000% | $3257642.00        | $66055.85          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2035-12-01      | 7.1640%  | 0.0000% | $14924941.00       | $280514.24         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2035-09-01      | 7.2520%  | 0.0000% | $1306.00           | $22.85             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2036-05-01      | 7.2780%  | 0.0000% | $19557.00          | $182.50            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2035-07-01      | 7.3070%  | 0.0000% | $9999000.00        | $78376.85          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2034-08-01      | 7.3130%  | 0.0000% | $20034530.00       | $474091.59         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2041-11-01      | 7.4040%  | 0.0000% | $3444.00           | $250.32            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-06-01      | 7.4350%  | 0.0000% | $3257993.00        | $6727.61           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2044-06-01      | 7.4650%  | 0.0000% | $1000.00           | $21.01             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2035-08-01      | 7.4700%  | 0.0000% | $5212743.00        | $33979.57          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2027-11-01      | 7.5000%  | 0.0000% | $5351.00           | $0.82              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2031-09-01      | 7.5000%  | 0.0000% | $1611.00           | $1.17              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2030-07-01      | 7.5000%  | 0.0000% | $7280.00           | $2.57              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2030-02-01      | 7.5000%  | 0.0000% | $1991.00           | $3.21              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2027-05-01      | 7.5000%  | 0.0000% | $51369.00          | $6.47              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2034-06-01      | 7.5000%  | 0.0000% | $1963.00           | $15.61             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-03-20      | 7.5000%  | 0.0000% | $1009.00           | $1076.08           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-12-15      | 7.5000%  | 0.0000% | $3750.00           | $3937.05           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2064-01-20      | 7.5000%  | 0.0000% | $7645.00           | $7844.07           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-01-01      | 7.5000%  | 0.0000% | $27890.00          | $24075.08          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2049-08-01      | 4.0000%  | 0.0000% | $1001.00           | $103.99            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-10-01      | 4.0000%  | 0.0000% | $1024.00           | $120.44            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2045-12-01      | 4.0000%  | 0.0000% | $1261.00           | $131.37            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2043-06-01      | 4.0000%  | 0.0000% | $1000.00           | $152.02            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2043-07-01      | 4.0000%  | 0.0000% | $1001.00           | $162.05            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2043-06-01      | 4.0000%  | 0.0000% | $1042.00           | $165.59            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2045-09-01      | 4.0000%  | 0.0000% | $2000.00           | $166.08            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2042-10-01      | 4.0000%  | 0.0000% | $1002.00           | $176.49            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2049-07-01      | 4.0000%  | 0.0000% | $2000.00           | $207.71            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2045-02-01      | 4.0000%  | 0.0000% | $1037.00           | $220.55            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-06-01      | 4.0000%  | 0.0000% | $1000.00           | $228.77            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2047-02-01      | 4.0000%  | 0.0000% | $1000.00           | $234.28            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2034-03-01      | 4.0000%  | 0.0000% | $1000.00           | $236.99            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2044-08-01      | 4.0000%  | 0.0000% | $2224.00           | $289.45            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2049-06-01      | 4.0000%  | 0.0000% | $1000.00           | $301.24            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2043-09-20      | 4.0000%  | 0.0000% | $5496.00           | $316.77            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2045-02-01      | 4.0000%  | 0.0000% | $7000.00           | $318.70            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2049-07-01      | 4.0000%  | 0.0000% | $1125.00           | $324.04            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2044-04-01      | 4.0000%  | 0.0000% | $1000.00           | $330.13            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2045-06-01      | 4.0000%  | 0.0000% | $3000.00           | $407.36            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2047-10-15      | 4.0000%  | 0.0000% | $1000.00           | $439.38            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2044-02-01      | 4.0000%  | 0.0000% | $3000.00           | $466.72            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2049-06-01      | 4.0000%  | 0.0000% | $5000.00           | $491.45            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2045-12-01      | 4.0000%  | 0.0000% | $5000.00           | $508.68            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2064-01-20      | 7.5000%  | 0.0000% | $277864.00         | $82999.48          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2034-06-01      | 7.5750%  | 0.0000% | $5594.00           | $13.54             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2030-10-01      | 8.0000%  | 0.0000% | $2461.00           | $1.29              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2049-12-01      | 4.0000%  | 0.0000% | $1000.00           | $540.00            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2050-03-01      | 4.0000%  | 0.0000% | $3002.00           | $613.04            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2039-05-01      | 4.0000%  | 0.0000% | $64000.00          | $624.40            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2045-08-01      | 4.0000%  | 0.0000% | $2004.00           | $651.39            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2045-02-01      | 4.0000%  | 0.0000% | $4000.00           | $706.35            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-06-20      | 4.0000%  | 0.0000% | $1024.00           | $755.43            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-05-01      | 4.0000%  | 0.0000% | $1001.00           | $808.19            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $863.43            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-07-01      | 4.0000%  | 0.0000% | $1065.00           | $903.32            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-01-01      | 4.0000%  | 0.0000% | $3000.00           | $912.79            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2049-05-01      | 4.0000%  | 0.0000% | $12000.00          | $1017.81           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2047-06-01      | 4.0000%  | 0.0000% | $10023.00          | $1038.26           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-03-01      | 4.0000%  | 0.0000% | $6530.00           | $1192.67           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2044-01-01      | 4.0000%  | 0.0000% | $11000.00          | $1206.28           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2047-05-01      | 4.0000%  | 0.0000% | $12000.00          | $1257.65           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2045-09-01      | 4.0000%  | 0.0000% | $3001.00           | $1359.68           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2047-06-01      | 4.0000%  | 0.0000% | $13111.00          | $1359.95           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-06-01      | 4.0000%  | 0.0000% | $2000.00           | $1475.54           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-12-01      | 4.0000%  | 0.0000% | $2000.00           | $1528.55           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-10-01      | 4.0000%  | 0.0000% | $2000.00           | $1573.55           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-07-01      | 4.0000%  | 0.0000% | $2000.00           | $1584.43           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2044-02-01      | 4.0000%  | 0.0000% | $15000.00          | $1588.63           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-10-01      | 4.0000%  | 0.0000% | $2177.00           | $1895.99           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2045-04-01      | 4.0000%  | 0.0000% | $30000.00          | $2123.28           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-04-01      | 4.0000%  | 0.0000% | $3000.00           | $2153.36           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2043-12-01      | 4.0000%  | 0.0000% | $19000.00          | $2167.55           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2047-04-01      | 4.0000%  | 0.0000% | $12526.00          | $2187.82           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-03-01      | 4.0000%  | 0.0000% | $7001.00           | $2345.96           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-10-01      | 4.0000%  | 0.0000% | $3000.00           | $2521.45           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2042-01-15      | 3.5000%  | 0.0000% | $1000.00           | $84.60             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2033-10-01      | 3.5000%  | 0.0000% | $1000.00           | $85.30             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2033-06-01      | 3.5000%  | 0.0000% | $1000.00           | $98.52             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2045-12-01      | 3.5000%  | 0.0000% | $1004.00           | $108.77            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2045-08-01      | 3.5000%  | 0.0000% | $1232.00           | $121.33            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2047-12-01      | 3.5000%  | 0.0000% | $1008.00           | $131.56            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2050-02-01      | 3.5000%  | 0.0000% | $1000.00           | $145.37            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2043-05-01      | 3.5000%  | 0.0000% | $1000.00           | $154.65            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2046-09-01      | 3.5000%  | 0.0000% | $1000.00           | $167.46            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-01-01      | 3.5000%  | 0.0000% | $1011.00           | $179.65            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2048-02-01      | 3.5000%  | 0.0000% | $1000.00           | $187.56            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2033-11-01      | 3.5000%  | 0.0000% | $1000.00           | $243.32            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2047-10-01      | 3.5000%  | 0.0000% | $2007.00           | $251.75            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2034-04-01      | 3.5000%  | 0.0000% | $3000.00           | $264.41            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2049-07-01      | 3.5000%  | 0.0000% | $3001.00           | $274.57            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2034-04-01      | 3.5000%  | 0.0000% | $2000.00           | $277.72            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2034-03-01      | 3.5000%  | 0.0000% | $3000.00           | $283.40            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2037-11-01      | 3.5000%  | 0.0000% | $1000.00           | $293.27            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2043-01-15      | 3.5000%  | 0.0000% | $3530.00           | $314.98            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2042-09-01      | 3.5000%  | 0.0000% | $3000.00           | $346.69            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2045-01-01      | 3.5000%  | 0.0000% | $4000.00           | $347.80            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-02-01      | 3.5000%  | 0.0000% | $3000.00           | $359.34            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-08-01      | 3.5000%  | 0.0000% | $1000.00           | $454.27            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2034-03-01      | 3.5000%  | 0.0000% | $5000.00           | $455.04            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2034-04-01      | 3.5000%  | 0.0000% | $2000.00           | $465.89            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2047-10-01      | 3.5000%  | 0.0000% | $1000.00           | $470.08            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2038-12-20      | 6.5000%  | 0.0000% | $1000.00           | $101.63            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2036-08-01      | 6.5000%  | 0.0000% | $14000.00          | $116.96            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2032-11-15      | 6.5000%  | 0.0000% | $36253.00          | $129.04            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2028-01-01      | 6.5000%  | 0.0000% | $918000.00         | $131.62            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2033-09-01      | 6.5000%  | 0.0000% | $12019.00          | $135.99            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-11-01      | 6.5000%  | 0.0000% | $15050.00          | $143.59            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2029-07-01      | 6.5000%  | 0.0000% | $222500.00         | $187.38            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2028-09-01      | 6.5000%  | 0.0000% | $390585.00         | $188.45            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-05-01      | 6.5000%  | 0.0000% | $32000.00          | $201.34            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2032-04-01      | 6.5000%  | 0.0000% | $125000.00         | $201.98            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2035-12-01      | 6.5000%  | 0.0000% | $22000.00          | $203.41            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2036-08-01      | 6.5000%  | 0.0000% | $5323.00           | $232.71            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2028-11-01      | 6.5000%  | 0.0000% | $379290.00         | $234.94            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2034-07-01      | 6.5000%  | 0.0000% | $28000.00          | $235.66            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2027-01-01      | 6.5000%  | 0.0000% | $871906.00         | $252.88            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2031-12-01      | 6.5000%  | 0.0000% | $161000.00         | $263.64            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2036-06-01      | 6.5000%  | 0.0000% | $60000.00          | $279.99            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2032-05-01      | 6.5000%  | 0.0000% | $613000.00         | $329.28            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2033-12-15      | 6.5000%  | 0.0000% | $12096.00          | $373.29            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2036-02-01      | 6.5000%  | 0.0000% | $19038.00          | $393.57            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-11-01      | 6.5000%  | 0.0000% | $185723.00         | $425.41            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2032-06-01      | 6.5000%  | 0.0000% | $370000.00         | $589.17            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-06-01      | 6.5000%  | 0.0000% | $100717.00         | $635.09            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-08-01      | 6.5000%  | 0.0000% | $99031.00          | $637.45            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-11-01      | 6.5000%  | 0.0000% | $80038.00          | $651.14            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2054-04-20      | 6.5000%  | 0.0000% | $1000.00           | $663.78            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $670.76            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2038-08-20      | 6.0000%  | 0.0000% | $2008.00           | $853.19            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $856.13            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-10-01      | 6.0000%  | 0.0000% | $1003.00           | $875.31            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $876.95            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $900.08            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $920.74            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $925.74            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $967.75            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $976.04            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1007.36           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1007.88           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1008.49           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-03-01      | 6.0000%  | 0.0000% | $1000.00           | $1012.41           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-01-20      | 6.0000%  | 0.0000% | $1000.00           | $1019.42           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-04-20      | 6.0000%  | 0.0000% | $1000.00           | $1020.86           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-04-20      | 6.0000%  | 0.0000% | $1000.00           | $1021.02           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-04-20      | 6.0000%  | 0.0000% | $1000.00           | $1021.05           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-04-20      | 6.0000%  | 0.0000% | $1000.00           | $1024.20           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-02-20      | 6.0000%  | 0.0000% | $1000.00           | $1024.72           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1030.19           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-03-01      | 6.0000%  | 0.0000% | $1008.00           | $1035.73           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-05-20      | 6.0000%  | 0.0000% | $1024.00           | $1047.30           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-04-01      | 6.0000%  | 0.0000% | $1218.00           | $1231.17           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-01-01      | 6.0000%  | 0.0000% | $1260.00           | $1283.51           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2027-11-01      | 6.0000%  | 0.0000% | $425000.00         | $1451.63           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-12-01      | 6.0000%  | 0.0000% | $2016.00           | $1481.55           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-01-01      | 6.0000%  | 0.0000% | $2000.00           | $1521.18           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-12-01      | 6.0000%  | 0.0000% | $1540.00           | $1569.06           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-10-01      | 6.0000%  | 0.0000% | $2000.00           | $1653.91           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2034-06-01      | 5.0100%  | 0.0000% | $16053.00          | $16117.32          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-05-01      | 5.2080%  | 0.0000% | $1000.00           | $1005.97           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2041-08-01      | 5.3500%  | 0.0000% | $1798664.00        | $1436374.84        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2030-11-01      | 5.4500%  | 0.0000% | $1451.00           | $0.22              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-11-01      | 5.5000%  | 0.0000% | $1000.00           | $5.84              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2033-08-01      | 5.5000%  | 0.0000% | $2202.00           | $37.42             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2038-11-20      | 5.5000%  | 0.0000% | $1000.00           | $71.65             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2038-08-01      | 5.5000%  | 0.0000% | $5020.00           | $87.13             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2040-08-01      | 5.5000%  | 0.0000% | $4000.00           | $187.96            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2049-06-01      | 5.5000%  | 0.0000% | $1004.00           | $267.22            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2049-09-20      | 5.5000%  | 0.0000% | $1791.00           | $273.11            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2048-10-20      | 5.5000%  | 0.0000% | $3609.00           | $307.81            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2041-06-01      | 5.5000%  | 0.0000% | $4000.00           | $326.32            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $771.09            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $794.33            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $802.90            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $805.62            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $806.19            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-04-01      | 5.5000%  | 0.0000% | $1001.00           | $807.10            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-05-20      | 5.5000%  | 0.0000% | $1000.00           | $808.87            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $810.31            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $811.63            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $833.10            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-04-01      | 4.0000%  | 0.0000% | $4000.00           | $2684.20           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-06-01      | 4.0000%  | 0.0000% | $4000.00           | $2943.39           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2044-11-01      | 4.0000%  | 0.0000% | $7000.00           | $2975.33           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-05-01      | 4.0000%  | 0.0000% | $4000.00           | $2986.78           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-08-01      | 4.0000%  | 0.0000% | $5000.00           | $3153.12           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2047-11-01      | 4.0000%  | 0.0000% | $27000.00          | $3248.52           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2044-11-01      | 4.0000%  | 0.0000% | $45000.00          | $3258.25           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-02-01      | 4.0000%  | 0.0000% | $4000.00           | $3280.34           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2045-01-01      | 4.0000%  | 0.0000% | $42000.00          | $3296.90           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2045-07-01      | 4.0000%  | 0.0000% | $50000.00          | $3330.40           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-04-01      | 4.0000%  | 0.0000% | $11190.00          | $3805.46           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2054-01-20      | 4.0000%  | 0.0000% | $4864.00           | $4329.13           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-06-01      | 4.0000%  | 0.0000% | $6000.00           | $4540.93           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2041-02-01      | 4.0000%  | 0.0000% | $95000.00          | $4832.17           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2049-04-01      | 4.0000%  | 0.0000% | $67939.00          | $5063.16           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2050-10-20      | 4.0000%  | 0.0000% | $45977.00          | $41938.35          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2047-02-01      | 4.0000%  | 0.0000% | $222251.00         | $69058.49          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2043-06-01      | 4.0000%  | 0.0000% | $483999.00         | $75479.41          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2047-01-20      | 4.0000%  | 0.0000% | $967572.00         | $90695.26          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-06-01      | 4.0000%  | 0.0000% | $155400.00         | $130798.31         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-09-20      | 4.0000%  | 0.0000% | $217032.00         | $166148.54         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-05-20      | 4.0000%  | 0.0000% | $286913.00         | $211258.67         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2049-01-01      | 4.0000%  | 0.0000% | $659899.00         | $275518.44         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2047-06-20      | 4.0000%  | 0.0000% | $3000952.00        | $295955.40         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-07-01      | 4.0000%  | 0.0000% | $397228.00         | $304247.20         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2043-08-20      | 4.0000%  | 0.0000% | $3263000.00        | $378339.40         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-01-01      | 4.0000%  | 0.0000% | $486504.00         | $438832.60         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2045-06-01      | 3.5000%  | 0.0000% | $3000.00           | $499.73            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2042-04-01      | 3.5000%  | 0.0000% | $3571.00           | $507.17            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2045-04-01      | 3.5000%  | 0.0000% | $2000.00           | $521.07            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2033-11-01      | 3.5000%  | 0.0000% | $6000.00           | $587.13            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2044-08-01      | 3.5000%  | 0.0000% | $8000.00           | $625.58            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2051-11-20      | 3.5000%  | 0.0000% | $1000.00           | $655.37            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $672.38            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-05-01      | 3.5000%  | 0.0000% | $1860.00           | $684.84            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2034-05-01      | 3.5000%  | 0.0000% | $7703.00           | $706.94            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-07-01      | 3.5000%  | 0.0000% | $1000.00           | $761.95            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-04-01      | 3.5000%  | 0.0000% | $1000.00           | $765.36            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $770.60            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2045-03-01      | 3.5000%  | 0.0000% | $6000.00           | $772.70            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $776.56            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-07-01      | 3.5000%  | 0.0000% | $1018.00           | $786.44            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2045-08-01      | 3.5000%  | 0.0000% | $8000.00           | $786.81            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-02-01      | 3.5000%  | 0.0000% | $2000.00           | $816.55            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2042-10-01      | 3.5000%  | 0.0000% | $13960.00          | $816.58            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-05-01      | 3.5000%  | 0.0000% | $1205.00           | $870.79            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2046-07-01      | 3.5000%  | 0.0000% | $4028.00           | $907.13            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2032-09-01      | 3.5000%  | 0.0000% | $7000.00           | $947.59            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-10-01      | 3.5000%  | 0.0000% | $2000.00           | $1042.52           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2049-05-01      | 3.5000%  | 0.0000% | $3001.00           | $1074.33           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-04-01      | 3.5000%  | 0.0000% | $2000.00           | $1169.32           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2034-05-01      | 3.5000%  | 0.0000% | $9010.00           | $1286.97           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-08-01      | 3.5000%  | 0.0000% | $2000.00           | $1301.81           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2050-02-01      | 3.5000%  | 0.0000% | $4999.00           | $1302.23           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-05-01      | 3.5000%  | 0.0000% | $2000.00           | $1359.50           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-10-01      | 4.0000%  | 0.0000% | $2826383.00        | $477479.04         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2045-01-01      | 4.0000%  | 0.0000% | $4070000.00        | $639245.75         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-04-15      | 4.0000%  | 0.0000% | $851710.00         | $764081.20         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2044-06-01      | 4.0000%  | 0.0000% | $7000000.00        | $1007502.52        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2044-06-01      | 4.0000%  | 0.0000% | $19993502.00       | $2595834.03        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-01-01      | 4.0000%  | 0.0000% | $11724103.00       | $7720640.40        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-05-01      | 4.0000%  | 0.0000% | $35744124.00       | $26807112.96       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-08-01      | 4.0560%  | 0.0000% | $10017165.00       | $9625841.55        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-05-01      | 4.1000%  | 0.0000% | $172277.00         | $143255.32         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-01-01      | 4.1840%  | 0.0000% | $10023.00          | $9211.82           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2042-04-01      | 4.1900%  | 0.0000% | $1666000.00        | $1230870.81        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2034-08-01      | 4.1980%  | 0.0000% | $13336.00          | $1.92              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2031-04-01      | 4.2400%  | 0.0000% | $252366656.00      | $167559.15         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2038-07-01      | 4.2400%  | 0.0000% | $255048.00         | $233488.21         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2029-06-01      | 4.2540%  | 0.0000% | $3577.00           | $1.87              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2030-11-01      | 4.3400%  | 0.0000% | $10739.00          | $10693.69          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2033-07-25      | 4.4500%  | 0.0000% | $65776.00          | $63470.08          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2025-07-01      | 4.5000%  | 0.0000% | $35423.00          | $10.94             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2041-02-01      | 4.5000%  | 0.0000% | $1000.00           | $16.08             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2039-10-01      | 4.5000%  | 0.0000% | $1014.00           | $20.65             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2040-03-01      | 4.5000%  | 0.0000% | $1000.00           | $22.30             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2040-08-01      | 4.5000%  | 0.0000% | $1001.00           | $22.36             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2046-05-01      | 4.5000%  | 0.0000% | $1000.00           | $38.13             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2033-05-01      | 4.5000%  | 0.0000% | $1000.00           | $38.24             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $66.30             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2041-07-01      | 4.5000%  | 0.0000% | $2002.00           | $68.88             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2049-01-01      | 4.5000%  | 0.0000% | $1000.00           | $73.47             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2040-02-01      | 4.5000%  | 0.0000% | $1031.00           | $78.78             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2044-07-01      | 4.5000%  | 0.0000% | $1000.00           | $86.51             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-11-01      | 3.5000%  | 0.0000% | $2000.00           | $1386.64           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-06-01      | 3.5000%  | 0.0000% | $2000.00           | $1421.19           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-04-01      | 3.5000%  | 0.0000% | $2000.00           | $1430.83           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-06-01      | 3.5000%  | 0.0000% | $2000.00           | $1473.47           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-05-01      | 3.5000%  | 0.0000% | $2000.00           | $1482.16           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2044-09-01      | 3.5000%  | 0.0000% | $20029.00          | $1549.46           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-03-01      | 3.5000%  | 0.0000% | $2000.00           | $1607.43           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2048-03-01      | 3.5000%  | 0.0000% | $2024.00           | $1757.02           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2034-02-01      | 3.5000%  | 0.0000% | $19000.00          | $1767.07           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2048-01-01      | 3.5000%  | 0.0000% | $12000.00          | $1853.58           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2035-03-01      | 3.5000%  | 0.0000% | $9000.00           | $1967.61           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-01-01      | 3.5000%  | 0.0000% | $6000.00           | $2039.12           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2033-09-01      | 3.5000%  | 0.0000% | $23000.00          | $2051.87           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2044-05-01      | 3.5000%  | 0.0000% | $11000.00          | $2104.99           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2045-09-01      | 3.5000%  | 0.0000% | $10000.00          | $2129.86           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2034-05-01      | 3.5000%  | 0.0000% | $23000.00          | $2141.15           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2046-03-01      | 3.5000%  | 0.0000% | $21684.00          | $2143.68           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2042-08-01      | 3.5000%  | 0.0000% | $18828.00          | $2254.92           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2046-12-01      | 3.5000%  | 0.0000% | $16014.00          | $2268.78           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-05-01      | 3.5000%  | 0.0000% | $3000.00           | $2284.88           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2035-04-01      | 3.5000%  | 0.0000% | $7000.00           | $2310.44           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-04-01      | 3.5000%  | 0.0000% | $11000.00          | $2311.09           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-08-01      | 3.5000%  | 0.0000% | $3000.00           | $2312.98           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2036-08-01      | 3.5000%  | 0.0000% | $14960.00          | $2512.02           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2043-04-01      | 3.5000%  | 0.0000% | $22746.00          | $2624.92           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2035-06-01      | 3.5000%  | 0.0000% | $12004.00          | $2673.98           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-06-01      | 3.5000%  | 0.0000% | $3662.00           | $2725.96           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2046-03-01      | 3.5000%  | 0.0000% | $14000.00          | $2730.11           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2046-09-01      | 3.5000%  | 0.0000% | $17000.00          | $2843.08           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2039-05-01      | 4.5000%  | 0.0000% | $6000.00           | $91.38             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2048-07-01      | 4.5000%  | 0.0000% | $1156.00           | $92.42             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2042-05-01      | 4.5000%  | 0.0000% | $1059.00           | $93.77             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2041-08-01      | 4.5000%  | 0.0000% | $3000.00           | $95.33             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-06-01      | 4.5000%  | 0.0000% | $1141.00           | $97.43             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-04-01      | 4.5000%  | 0.0000% | $1000.00           | $99.21             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-12-01      | 4.5000%  | 0.0000% | $2014.00           | $100.69            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $103.74            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2045-06-01      | 4.5000%  | 0.0000% | $1000.00           | $109.93            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2049-07-01      | 4.5000%  | 0.0000% | $1000.00           | $110.29            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2047-07-01      | 4.5000%  | 0.0000% | $1000.00           | $117.48            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-02-01      | 4.5000%  | 0.0000% | $1000.00           | $120.92            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2038-01-01      | 4.5000%  | 0.0000% | $11000.00          | $129.35            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2045-08-20      | 4.5000%  | 0.0000% | $2116.00           | $138.49            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2046-06-01      | 4.5000%  | 0.0000% | $2000.00           | $155.03            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2044-02-01      | 4.5000%  | 0.0000% | $1000.00           | $158.99            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2045-01-01      | 4.5000%  | 0.0000% | $1003.00           | $161.80            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2048-08-01      | 4.5000%  | 0.0000% | $1000.00           | $163.52            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $178.23            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2048-12-01      | 4.5000%  | 0.0000% | $1000.00           | $193.65            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2049-02-01      | 4.5000%  | 0.0000% | $1024.00           | $206.06            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2045-12-01      | 4.5000%  | 0.0000% | $1590.00           | $226.70            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2044-06-01      | 4.5000%  | 0.0000% | $2000.00           | $229.98            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2041-08-01      | 4.5000%  | 0.0000% | $4035.00           | $256.30            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2048-05-01      | 4.5000%  | 0.0000% | $1001.00           | $265.42            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2041-06-20      | 4.5000%  | 0.0000% | $6414.00           | $267.59            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-01-01      | 3.5000%  | 0.0000% | $22771.00          | $2904.50           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-04-01      | 3.5000%  | 0.0000% | $4000.00           | $2958.33           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-12-01      | 3.5000%  | 0.0000% | $4000.00           | $3074.77           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-12-01      | 3.5000%  | 0.0000% | $5000.00           | $3084.67           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-09-01      | 3.5000%  | 0.0000% | $7000.00           | $3419.47           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-05-01      | 3.5000%  | 0.0000% | $5000.00           | $3638.87           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2046-12-01      | 3.5000%  | 0.0000% | $13813.00          | $3839.85           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2043-08-01      | 3.5000%  | 0.0000% | $27921.00          | $4013.78           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-02-01      | 3.5000%  | 0.0000% | $32000.00          | $4092.96           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-06-01      | 3.5000%  | 0.0000% | $5054.00           | $4124.02           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2048-05-20      | 3.5000%  | 0.0000% | $35484.00          | $4280.37           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2042-04-01      | 3.5000%  | 0.0000% | $26497.00          | $4282.20           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2042-06-15      | 3.5000%  | 0.0000% | $54064.00          | $4485.35           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-09-01      | 3.5000%  | 0.0000% | $13000.00          | $4514.34           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-04-01      | 3.5000%  | 0.0000% | $8000.00           | $4667.66           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2048-08-01      | 3.5000%  | 0.0000% | $20123.00          | $4793.45           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2048-01-01      | 3.5000%  | 0.0000% | $42138.00          | $5882.79           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2042-11-01      | 3.5000%  | 0.0000% | $56558.00          | $6789.68           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-04-01      | 3.5000%  | 0.0000% | $11000.00          | $7659.54           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2046-01-01      | 3.5000%  | 0.0000% | $91019.00          | $9945.51           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2033-07-01      | 3.5000%  | 0.0000% | $130000.00         | $11920.12          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-07-01      | 3.5000%  | 0.0000% | $18001.00          | $13191.38          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2047-11-01      | 3.5000%  | 0.0000% | $105000.00         | $13852.22          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2049-06-01      | 3.5000%  | 0.0000% | $199369.00         | $17407.37          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2046-02-01      | 3.5000%  | 0.0000% | $112000.00         | $22034.85          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2045-01-01      | 3.5000%  | 0.0000% | $309000.00         | $26831.68          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2044-01-15      | 3.5000%  | 0.0000% | $107352.00         | $30539.98          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-11-01      | 6.5000%  | 0.0000% | $1001.00           | $754.93            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-12-01      | 6.5000%  | 0.0000% | $130095.00         | $781.48            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-01-01      | 6.5000%  | 0.0000% | $1000.00           | $802.81            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2035-12-01      | 6.5000%  | 0.0000% | $150000.00         | $809.94            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-11-01      | 6.5000%  | 0.0000% | $370690.00         | $810.08            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-03-01      | 6.5000%  | 0.0000% | $1000.00           | $812.09            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $823.19            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2029-08-01      | 6.5000%  | 0.0000% | $1012818.00        | $864.68            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $872.43            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-01-01      | 6.5000%  | 0.0000% | $1000.00           | $901.42            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $930.25            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $968.60            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-12-01      | 6.5000%  | 0.0000% | $1000.00           | $979.56            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2054-11-20      | 6.5000%  | 0.0000% | $1000.00           | $1006.75           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-09-15      | 6.5000%  | 0.0000% | $1000.00           | $1009.37           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-03-01      | 6.5000%  | 0.0000% | $1024.00           | $1018.80           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1018.90           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-02-01      | 6.5000%  | 0.0000% | $1000.00           | $1030.68           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $1031.81           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-05-20      | 6.5000%  | 0.0000% | $1000.00           | $1034.89           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-02-01      | 6.5000%  | 0.0000% | $1000.00           | $1035.22           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $1035.32           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-01-01      | 6.5000%  | 0.0000% | $1001.00           | $1038.83           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-05-20      | 6.5000%  | 0.0000% | $1000.00           | $1043.84           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1046.31           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2035-02-01      | 6.5000%  | 0.0000% | $110000.00         | $1529.44           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2036-10-01      | 6.5000%  | 0.0000% | $134290.00         | $1549.16           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-01-01      | 6.5000%  | 0.0000% | $2016.00           | $1561.91           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2036-11-01      | 6.5000%  | 0.0000% | $233921.00         | $1623.84           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2049-01-01      | 4.5000%  | 0.0000% | $12032.00          | $751.18            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2039-10-01      | 4.5000%  | 0.0000% | $33000.00          | $752.41            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-07-20      | 4.5000%  | 0.0000% | $1000.00           | $763.59            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-09-20      | 4.5000%  | 0.0000% | $1000.00           | $775.83            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2049-05-01      | 4.5000%  | 0.0000% | $8000.00           | $776.05            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $779.15            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $791.58            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2047-04-01      | 4.5000%  | 0.0000% | $9000.00           | $794.57            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-02-01      | 4.5000%  | 0.0000% | $1000.00           | $796.42            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-11-01      | 4.5000%  | 0.0000% | $1000.00           | $811.67            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2041-08-01      | 4.5000%  | 0.0000% | $10250.00          | $829.20            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2044-12-01      | 4.5000%  | 0.0000% | $11000.00          | $841.90            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-05-20      | 4.5000%  | 0.0000% | $1000.00           | $844.85            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-07-01      | 4.5000%  | 0.0000% | $1000.00           | $858.07            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-08-01      | 4.5000%  | 0.0000% | $1000.00           | $861.94            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-05-20      | 4.5000%  | 0.0000% | $1000.00           | $945.50            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2048-12-01      | 4.5000%  | 0.0000% | $6000.00           | $1039.77           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2041-02-01      | 4.5000%  | 0.0000% | $29039.00          | $1053.71           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2044-08-01      | 4.5000%  | 0.0000% | $19000.00          | $1132.42           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-12-01      | 4.5000%  | 0.0000% | $1660.00           | $1306.33           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2040-08-20      | 4.5000%  | 0.0000% | $185763.00         | $1346.22           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2045-12-01      | 4.5000%  | 0.0000% | $9000.00           | $1361.29           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2049-05-01      | 4.5000%  | 0.0000% | $13000.00          | $1375.99           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2041-04-20      | 4.5000%  | 0.0000% | $32000.00          | $1389.34           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-08-20      | 4.5000%  | 0.0000% | $2000.00           | $1537.13           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-10-01      | 4.5000%  | 0.0000% | $2000.00           | $1633.14           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-09-01      | 4.5000%  | 0.0000% | $2000.00           | $1730.22           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2047-04-20      | 4.5000%  | 0.0000% | $22642.00          | $1825.01           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-01-01      | 4.5000%  | 0.0000% | $2000.00           | $1826.80           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2032-11-01      | 1.2200%  | 0.0000% | $1648.00           | $1277.98           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-07-01      | 1.5000%  | 0.0000% | $1024.00           | $612.93            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2031-11-01      | 1.7500%  | 0.0000% | $587510.00         | $500180.59         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2032-08-01      | 1.7550%  | 0.0000% | $21646.00          | $18202.21          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2031-11-01      | 1.9800%  | 0.0000% | $10536.00          | $9066.94           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2040-09-01      | 2.0000%  | 0.0000% | $1000.00           | $457.00            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2051-02-20      | 2.0000%  | 0.0000% | $1008.00           | $461.83            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-02-01      | 2.0000%  | 0.0000% | $1010.00           | $555.72            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2051-07-20      | 2.0000%  | 0.0000% | $1000.00           | $566.45            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $573.99            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-02-01      | 2.0000%  | 0.0000% | $1024.00           | $597.68            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-11-01      | 5.5000%  | 0.0000% | $2002.00           | $1942.94           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-01-01      | 5.5000%  | 0.0000% | $2006.00           | $1974.74           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2039-10-01      | 5.5000%  | 0.0000% | $42000.00          | $2001.18           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-11-01      | 5.5000%  | 0.0000% | $307000.00         | $2023.05           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2049-04-20      | 5.5000%  | 0.0000% | $8000.00           | $2254.21           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-07-01      | 5.5000%  | 0.0000% | $3000.00           | $2435.05           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2041-06-01      | 5.5000%  | 0.0000% | $20000.00          | $2447.68           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-06-01      | 5.5000%  | 0.0000% | $3000.00           | $2520.34           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-02-20      | 5.5000%  | 0.0000% | $2580.00           | $2549.29           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-10-01      | 5.5000%  | 0.0000% | $3024.00           | $2686.17           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-06-01      | 5.5000%  | 0.0000% | $2935.00           | $2741.74           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-08-01      | 5.5000%  | 0.0000% | $3000.00           | $2792.34           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-02-01      | 5.5000%  | 0.0000% | $3000.00           | $2973.94           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-10-01      | 5.5000%  | 0.0000% | $3000.00           | $2978.44           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-08-01      | 5.5000%  | 0.0000% | $4000.00           | $3008.37           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-03-01      | 5.5000%  | 0.0000% | $3999.00           | $3242.79           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2041-06-01      | 5.5000%  | 0.0000% | $41000.00          | $3340.55           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-08-01      | 5.5000%  | 0.0000% | $4010.00           | $3661.87           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2038-04-01      | 5.5000%  | 0.0000% | $550000.00         | $3956.85           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-03-01      | 5.5000%  | 0.0000% | $293271.00         | $4032.44           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-04-01      | 5.5000%  | 0.0000% | $5000.00           | $4082.21           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2041-05-01      | 5.5000%  | 0.0000% | $23000.00          | $4263.31           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-11-01      | 5.5000%  | 0.0000% | $6000.00           | $4720.72           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-11-01      | 5.5000%  | 0.0000% | $9287.00           | $6142.33           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-08-01      | 5.5000%  | 0.0000% | $9000.00           | $8856.73           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2049-05-20      | 5.5000%  | 0.0000% | $94000.00          | $9217.11           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2040-03-20      | 5.5000%  | 0.0000% | $14398.00          | $11138.57          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-05-01      | 5.5000%  | 0.0000% | $15895.00          | $12689.22          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-09-01      | 5.5000%  | 0.0000% | $18256.00          | $18017.87          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-12-01      | 4.5000%  | 0.0000% | $2000.00           | $1835.23           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2046-04-01      | 4.5000%  | 0.0000% | $8000.00           | $2056.58           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-12-01      | 4.5000%  | 0.0000% | $3000.00           | $2348.70           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2045-02-01      | 4.5000%  | 0.0000% | $35435.00          | $2371.88           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2046-05-01      | 4.5000%  | 0.0000% | $8000.00           | $2618.69           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2046-03-01      | 4.5000%  | 0.0000% | $20032.00          | $2693.23           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2041-02-01      | 4.5000%  | 0.0000% | $55000.00          | $2752.02           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2041-06-01      | 4.5000%  | 0.0000% | $110000.00         | $2773.93           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-12-01      | 4.5000%  | 0.0000% | $4000.00           | $3157.93           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-01-01      | 4.5000%  | 0.0000% | $4000.00           | $3335.16           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2039-10-01      | 4.5000%  | 0.0000% | $134000.00         | $3410.79           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-07-01      | 4.5000%  | 0.0000% | $28000.00          | $3524.87           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-12-15      | 4.5000%  | 0.0000% | $4000.00           | $3644.07           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-01-01      | 4.5000%  | 0.0000% | $4000.00           | $3764.07           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-12-01      | 4.5000%  | 0.0000% | $5071.00           | $3768.69           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-01-01      | 4.5000%  | 0.0000% | $4000.00           | $3770.12           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-01-01      | 4.5000%  | 0.0000% | $4087.00           | $3833.19           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-09-01      | 4.5000%  | 0.0000% | $5000.00           | $4077.54           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-08-01      | 4.5000%  | 0.0000% | $5000.00           | $4250.79           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-12-01      | 4.5000%  | 0.0000% | $5008.00           | $4713.05           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2046-04-01      | 4.5000%  | 0.0000% | $28457.00          | $4834.25           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2040-05-01      | 4.5000%  | 0.0000% | $192953.00         | $4866.13           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2041-05-01      | 4.5000%  | 0.0000% | $71000.00          | $4929.36           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-09-01      | 4.5000%  | 0.0000% | $6594.00           | $5088.14           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-06-01      | 4.5000%  | 0.0000% | $7000.00           | $5189.17           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2040-09-01      | 4.5000%  | 0.0000% | $258124.00         | $6305.42           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-08-01      | 4.5000%  | 0.0000% | $13518.00          | $10746.14          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2047-07-01      | 4.5000%  | 0.0000% | $35000.00          | $11517.25          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-06-01      | 2.0000%  | 0.0000% | $1024.00           | $614.09            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-12-01      | 2.0000%  | 0.0000% | $1000.00           | $635.38            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2041-12-01      | 2.0000%  | 0.0000% | $1008.00           | $636.60            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2042-02-01      | 2.0000%  | 0.0000% | $1000.00           | $640.92            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-09-01      | 2.0000%  | 0.0000% | $2000.00           | $850.33            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-07-01      | 2.0000%  | 0.0000% | $2000.00           | $1197.16           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-06-01      | 2.0000%  | 0.0000% | $2001.00           | $1225.23           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-01-01      | 2.0000%  | 0.0000% | $2010.00           | $1260.28           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-03-01      | 2.0000%  | 0.0000% | $2000.00           | $1531.83           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2040-10-01      | 2.0000%  | 0.0000% | $3000.00           | $1646.10           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-03-01      | 2.0000%  | 0.0000% | $3000.00           | $1683.99           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-12-01      | 2.0000%  | 0.0000% | $3000.00           | $1910.01           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-03-01      | 2.0000%  | 0.0000% | $4015.00           | $2251.42           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2050-12-01      | 2.0000%  | 0.0000% | $5000.00           | $2678.26           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2050-11-01      | 2.0000%  | 0.0000% | $6000.00           | $3251.65           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-11-01      | 2.0000%  | 0.0000% | $6000.00           | $3549.43           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-04-01      | 2.0000%  | 0.0000% | $6003.00           | $3607.81           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-01-01      | 2.0000%  | 0.0000% | $6000.00           | $3653.64           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-05-01      | 2.0000%  | 0.0000% | $6001.00           | $3666.31           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-12-01      | 2.0000%  | 0.0000% | $6000.00           | $3953.22           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2041-10-01      | 2.0000%  | 0.0000% | $7000.00           | $4346.48           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-02-01      | 2.0000%  | 0.0000% | $7000.00           | $4545.89           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2036-09-01      | 2.0000%  | 0.0000% | $11000.00          | $6086.08           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-06-01      | 2.0000%  | 0.0000% | $14000.00          | $8391.09           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-08-01      | 2.0000%  | 0.0000% | $15000.00          | $9155.06           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-07-01      | 2.0000%  | 0.0000% | $43162.00          | $26141.82          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-02-01      | 2.0000%  | 0.0000% | $99000.00          | $59585.03          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-08-01      | 4.5000%  | 0.0000% | $15800.00          | $11774.21          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-04-01      | 4.5000%  | 0.0000% | $12930.00          | $12267.90          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2045-12-20      | 4.5000%  | 0.0000% | $171982.00         | $13035.07          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-09-01      | 4.5000%  | 0.0000% | $17665.00          | $13440.43          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2049-08-01      | 4.5000%  | 0.0000% | $27214.00          | $20761.10          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2045-09-15      | 4.5000%  | 0.0000% | $135878.00         | $21569.62          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2039-10-20      | 4.5000%  | 0.0000% | $2899000.00        | $29829.86          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2047-03-01      | 4.5000%  | 0.0000% | $159000.00         | $30595.39          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2041-09-01      | 4.5000%  | 0.0000% | $299034.00         | $38579.78          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2041-05-01      | 4.5000%  | 0.0000% | $1099000.00        | $40060.57          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2048-04-01      | 4.5000%  | 0.0000% | $345000.00         | $41802.73          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2041-08-20      | 4.5000%  | 0.0000% | $74092.00          | $58313.95          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2040-09-20      | 4.5000%  | 0.0000% | $9196370.00        | $60520.58          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2044-01-01      | 4.5000%  | 0.0000% | $502499.00         | $62157.72          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2043-10-01      | 4.5000%  | 0.0000% | $955596.00         | $75254.09          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2033-11-01      | 4.5000%  | 0.0000% | $13244306.00       | $92832.30          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2043-10-01      | 4.5000%  | 0.0000% | $798130.00         | $94371.86          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2049-04-20      | 4.5000%  | 0.0000% | $119051.00         | $105404.97         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2041-08-01      | 4.5000%  | 0.0000% | $5662228.00        | $108787.42         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2050-12-20      | 4.5000%  | 0.0000% | $176455.00         | $116890.36         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-11-20      | 4.5000%  | 0.0000% | $218705.00         | $173096.85         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2039-08-15      | 4.5000%  | 0.0000% | $7449280.00        | $173205.94         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-01-01      | 4.5000%  | 0.0000% | $226784.00         | $211961.05         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-10-20      | 4.5000%  | 0.0000% | $319900.00         | $252015.91         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-08-01      | 4.5000%  | 0.0000% | $1476830.00        | $289932.00         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-11-01      | 4.5000%  | 0.0000% | $614345.00         | $492423.78         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2047-02-20      | 4.5000%  | 0.0000% | $5906242.00        | $572743.11         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2040-10-15      | 4.5000%  | 0.0000% | $21431982.00       | $573516.47         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2041-09-20      | 4.5000%  | 0.0000% | $1265015.00        | $605817.66         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2047-10-15      | 4.5000%  | 0.0000% | $2335148.00        | $668861.44         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2040-01-20      | 4.5000%  | 0.0000% | $17801689.00       | $690106.81         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2048-10-01      | 4.5000%  | 0.0000% | $4600000.00        | $890179.32         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-01-01      | 4.5000%  | 0.0000% | $1250325.00        | $1174729.93        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-01-01      | 4.5000%  | 0.0000% | $1343883.00        | $1256389.28        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2054-11-20      | 4.5000%  | 0.0000% | $1464417.00        | $1366021.61        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2045-04-20      | 4.5000%  | 0.0000% | $3995908.00        | $1712245.94        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2048-09-01      | 4.5000%  | 0.0000% | $24850661.00       | $2868927.16        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2033-01-01      | 4.5200%  | 0.0000% | $1726100.00        | $1709940.44        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2033-06-01      | 4.5900%  | 0.0000% | $34000.00          | $33800.06          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2030-06-01      | 4.6250%  | 0.0000% | $2080.00           | $0.75              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2032-08-01      | 4.6400%  | 0.0000% | $50771445.00       | $46672.09          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2033-01-01      | 4.6900%  | 0.0000% | $290243.00         | $281294.12         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2029-06-01      | 4.7600%  | 0.0000% | $570682.00         | $582245.41         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2039-01-01      | 4.8900%  | 0.0000% | $89686.00          | $88065.84          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2036-12-01      | 4.8960%  | 0.0000% | $1836.00           | $1.20              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2032-11-01      | 4.9000%  | 0.0000% | $1180926.00        | $1191490.83        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2035-02-01      | 4.9300%  | 0.0000% | $121516.00         | $122358.03         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-06-01      | 5.5000%  | 0.0000% | $23077.00          | $19392.46          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2049-08-20      | 5.5000%  | 0.0000% | $154000.00         | $20156.21          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-01-01      | 5.5000%  | 0.0000% | $24532.00          | $24431.26          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-06-01      | 5.5000%  | 0.0000% | $26659.00          | $26484.35          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-06-20      | 5.5000%  | 0.0000% | $40345.00          | $26515.94          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-05-01      | 5.5000%  | 0.0000% | $39138.00          | $31985.48          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-04-01      | 5.5000%  | 0.0000% | $33680.00          | $33574.97          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2054-03-20      | 5.5000%  | 0.0000% | $51997.00          | $44897.57          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2048-03-20      | 5.5000%  | 0.0000% | $371280.00         | $44953.66          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2047-06-20      | 5.5000%  | 0.0000% | $490000.00         | $45339.85          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-03-01      | 5.5000%  | 0.0000% | $60000.00          | $52248.82          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2050-02-20      | 5.5000%  | 0.0000% | $149215.00         | $56747.16          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-09-01      | 5.5000%  | 0.0000% | $68467.00          | $66480.87          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-04-01      | 5.5000%  | 0.0000% | $71962.00          | $71690.10          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-11-01      | 5.5000%  | 0.0000% | $100000.00         | $72174.58          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-06-01      | 5.5000%  | 0.0000% | $88709.00          | $75679.73          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2049-01-20      | 5.5000%  | 0.0000% | $977136.00         | $78102.52          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-12-01      | 5.5000%  | 0.0000% | $104029.00         | $100619.99         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2054-11-20      | 5.5000%  | 0.0000% | $108424.00         | $106283.65         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2040-03-01      | 5.5000%  | 0.0000% | $119601.00         | $112743.60         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-04-01      | 5.5000%  | 0.0000% | $272578.00         | $268333.03         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2049-07-20      | 5.5000%  | 0.0000% | $1495771.00        | $309708.10         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-10-01      | 5.5000%  | 0.0000% | $339211.00         | $337034.41         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-10-01      | 5.5000%  | 0.0000% | $394125.00         | $390717.69         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-12-20      | 5.5000%  | 0.0000% | $520290.00         | $447407.51         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2039-12-20      | 5.5000%  | 0.0000% | $981705.00         | $518167.31         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-06-20      | 5.5000%  | 0.0000% | $663779.00         | $540554.41         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-08-01      | 6.0000%  | 0.0000% | $2000.00           | $1785.41           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-11-01      | 6.0000%  | 0.0000% | $2000.00           | $1834.76           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-05-01      | 6.0000%  | 0.0000% | $2000.00           | $1874.43           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-07-01      | 6.0000%  | 0.0000% | $2000.00           | $1882.97           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-03-01      | 6.0000%  | 0.0000% | $2001.00           | $1907.78           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-01-01      | 6.0000%  | 0.0000% | $2000.00           | $1935.18           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-05-01      | 6.0000%  | 0.0000% | $2000.00           | $1982.03           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-01-01      | 6.0000%  | 0.0000% | $2000.00           | $2021.87           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-12-01      | 6.0000%  | 0.0000% | $2000.00           | $2023.02           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-04-01      | 6.0000%  | 0.0000% | $2000.00           | $2031.03           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-03-01      | 6.0000%  | 0.0000% | $2000.00           | $2032.23           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-05-20      | 6.0000%  | 0.0000% | $2024.00           | $2070.06           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-05-01      | 6.0000%  | 0.0000% | $3000.00           | $2196.29           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2035-10-01      | 6.0000%  | 0.0000% | $165000.00         | $2268.22           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-09-01      | 6.0000%  | 0.0000% | $2370.00           | $2392.00           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2050-05-20      | 6.0000%  | 0.0000% | $14000.00          | $2897.04           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-11-01      | 6.0000%  | 0.0000% | $3001.00           | $3027.58           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-12-01      | 6.0000%  | 0.0000% | $3000.00           | $3044.83           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-05-01      | 6.0000%  | 0.0000% | $3273.00           | $3332.52           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2035-05-01      | 6.0000%  | 0.0000% | $71911.00          | $3430.50           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-09-01      | 6.0000%  | 0.0000% | $4000.00           | $3723.13           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-06-01      | 6.0000%  | 0.0000% | $4000.00           | $4018.37           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-01-01      | 6.0000%  | 0.0000% | $4000.00           | $4067.12           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-03-01      | 6.0000%  | 0.0000% | $4000.00           | $4083.94           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2035-03-01      | 6.0000%  | 0.0000% | $176508.00         | $4105.64           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-02-01      | 6.0000%  | 0.0000% | $5000.00           | $4402.74           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-09-01      | 6.0000%  | 0.0000% | $6326.00           | $4665.49           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $853.33            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $862.64            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $935.57            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $967.69            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2035-12-01      | 6.5000%  | 0.0000% | $100000.00         | $1704.48           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-01-01      | 6.5000%  | 0.0000% | $2372.00           | $1755.46           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2039-04-01      | 6.5000%  | 0.0000% | $28000.00          | $1938.72           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-01-20      | 6.5000%  | 0.0000% | $2000.00           | $2024.28           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-08-01      | 6.5000%  | 0.0000% | $2001.00           | $2054.11           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-01-01      | 6.5000%  | 0.0000% | $2000.00           | $2061.38           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-01-01      | 6.5000%  | 0.0000% | $2002.00           | $2064.14           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-01-01      | 6.5000%  | 0.0000% | $2000.00           | $2071.71           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2032-08-01      | 6.5000%  | 0.0000% | $2052728.00        | $2418.52           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2034-08-01      | 6.5000%  | 0.0000% | $710144.00         | $2463.80           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-12-01      | 6.5000%  | 0.0000% | $263908.00         | $2699.75           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2029-02-01      | 6.5000%  | 0.0000% | $3250000.00        | $2758.42           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2036-10-01      | 6.5000%  | 0.0000% | $150000.00         | $2783.33           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-11-01      | 6.5000%  | 0.0000% | $3000.00           | $3099.15           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-06-01      | 6.5000%  | 0.0000% | $4001.00           | $3194.75           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-10-01      | 6.5000%  | 0.0000% | $750624.00         | $3261.67           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-10-01      | 6.5000%  | 0.0000% | $4000.00           | $3379.01           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2036-10-01      | 6.5000%  | 0.0000% | $550000.00         | $3421.11           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-12-01      | 6.5000%  | 0.0000% | $4000.00           | $3561.48           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-09-01      | 6.5000%  | 0.0000% | $101972.00         | $3660.81           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2038-09-01      | 6.5000%  | 0.0000% | $190869.00         | $3689.57           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-11-01      | 6.5000%  | 0.0000% | $1583909.00        | $3885.09           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-10-01      | 6.5000%  | 0.0000% | $4002.00           | $3962.00           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2031-06-01      | 6.5000%  | 0.0000% | $4301072.00        | $4002.79           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2036-11-01      | 6.5000%  | 0.0000% | $360000.00         | $4219.88           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2038-09-01      | 6.5000%  | 0.0000% | $278000.00         | $4295.66           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-02-01      | 6.5000%  | 0.0000% | $5098.00           | $4391.82           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-12-01      | 6.5000%  | 0.0000% | $5000.00           | $4396.18           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-04-01      | 6.5000%  | 0.0000% | $4723.00           | $4898.62           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-08-01      | 6.5000%  | 0.0000% | $5000.00           | $4939.58           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2032-07-01      | 6.5000%  | 0.0000% | $4470682.00        | $6068.38           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-11-01      | 6.5000%  | 0.0000% | $10005.00          | $7956.03           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2036-09-01      | 6.5000%  | 0.0000% | $700000.00         | $12225.49          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-12-01      | 6.5000%  | 0.0000% | $14817.00          | $15369.33          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-02-01      | 6.5000%  | 0.0000% | $33789.00          | $34864.55          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2035-01-20      | 6.5000%  | 0.0000% | $51098.00          | $35745.35          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-01-01      | 6.5000%  | 0.0000% | $56011.00          | $58095.09          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2054-02-20      | 6.5000%  | 0.0000% | $116243.00         | $69563.27          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-01-01      | 6.5000%  | 0.0000% | $84116.00          | $86913.37          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2065-02-20      | 6.5000%  | 0.0000% | $91293.00          | $93474.22          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-06-01      | 6.5000%  | 0.0000% | $272021.00         | $241330.52         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-06-01      | 6.5000%  | 0.0000% | $257234.00         | $247988.74         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-04-20      | 6.5000%  | 0.0000% | $268039.00         | $278909.98         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-12-01      | 6.5000%  | 0.0000% | $319457.00         | $331142.23         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-01-01      | 6.5000%  | 0.0000% | $700000.00         | $470878.59         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-07-01      | 6.5000%  | 0.0000% | $517159.00         | $486971.97         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-04-20      | 6.5000%  | 0.0000% | $485070.00         | $496685.33         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-12-01      | 6.5000%  | 0.0000% | $530810.00         | $549518.48         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-07-15      | 6.5000%  | 0.0000% | $595732.00         | $599240.11         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-01-01      | 6.5000%  | 0.0000% | $1109698.00        | $866390.44         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-11-01      | 6.5000%  | 0.0000% | $1061204.00        | $898911.97         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-12-01      | 6.5000%  | 0.0000% | $1068178.00        | $1104855.04        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-12-01      | 6.5000%  | 0.0000% | $1183402.00        | $1226153.19        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-10-01      | 6.5000%  | 0.0000% | $1444870.00        | $1238913.34        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-06-01      | 6.5000%  | 0.0000% | $2005816.00        | $1895747.04        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-04-20      | 6.5000%  | 0.0000% | $2005936.00        | $2074166.38        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-05-01      | 6.5000%  | 0.0000% | $4200000.00        | $3245439.44        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-12-01      | 6.0000%  | 0.0000% | $5000.00           | $4678.48           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-01-01      | 6.0000%  | 0.0000% | $6000.00           | $4705.82           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-11-01      | 6.0000%  | 0.0000% | $5000.00           | $5068.03           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-03-01      | 6.0000%  | 0.0000% | $5000.00           | $5071.89           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-12-01      | 6.0000%  | 0.0000% | $6017.00           | $6072.63           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-10-01      | 6.0000%  | 0.0000% | $6001.00           | $6079.86           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2038-09-20      | 6.0000%  | 0.0000% | $49886.00          | $6779.30           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-07-01      | 6.0000%  | 0.0000% | $8003.00           | $6803.82           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-10-01      | 6.0000%  | 0.0000% | $7000.00           | $7079.35           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2036-07-20      | 6.0000%  | 0.0000% | $95002.00          | $8020.56           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-04-15      | 6.0000%  | 0.0000% | $8911.00           | $8828.66           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-12-01      | 6.0000%  | 0.0000% | $9567.00           | $9748.04           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-09-20      | 6.0000%  | 0.0000% | $17668.00          | $11077.25          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2042-01-01      | 6.0000%  | 0.0000% | $17000.00          | $13167.68          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-01-01      | 6.0000%  | 0.0000% | $14907.00          | $13626.67          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2050-08-20      | 6.0000%  | 0.0000% | $75006.00          | $13801.68          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-12-01      | 6.0000%  | 0.0000% | $20000.00          | $15768.18          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-02-01      | 6.0000%  | 0.0000% | $17685.00          | $17137.10          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-01-01      | 6.0000%  | 0.0000% | $18862.00          | $19123.07          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-05-20      | 6.0000%  | 0.0000% | $22131.00          | $22616.96          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-05-02      | 6.0000%  | 0.0000% | $28117.00          | $28576.33          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-12-01      | 6.0000%  | 0.0000% | $37504.00          | $35365.60          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-06-01      | 6.0000%  | 0.0000% | $47576.00          | $40605.37          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-03-01      | 6.0000%  | 0.0000% | $75805.00          | $55872.85          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-12-01      | 6.0000%  | 0.0000% | $61828.00          | $59366.87          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-12-01      | 6.0000%  | 0.0000% | $100000.00         | $76495.73          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-05-01      | 6.0000%  | 0.0000% | $97250.00          | $99390.50          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-05-20      | 6.0000%  | 0.0000% | $119387.00         | $122008.66         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-08-20      | 6.0000%  | 0.0000% | $181245.00         | $126393.87         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-11-20      | 5.5000%  | 0.0000% | $645000.00         | $542645.89         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2034-06-15      | 5.5000%  | 0.0000% | $20191137.00       | $667450.23         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-10-01      | 5.5000%  | 0.0000% | $1082289.00        | $979262.63         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-10-01      | 5.5000%  | 0.0000% | $1175000.00        | $1004356.26        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-07-01      | 5.5000%  | 0.0000% | $1034285.00        | $1023263.86        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-01-01      | 5.5000%  | 0.0000% | $1115986.00        | $1071922.10        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-07-01      | 5.5000%  | 0.0000% | $1838700.00        | $1275002.84        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-06-01      | 5.5000%  | 0.0000% | $1403800.00        | $1343987.23        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-11-01      | 5.5000%  | 0.0000% | $1570903.00        | $1377316.37        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-07-01      | 5.5000%  | 0.0000% | $1625000.00        | $1483025.49        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-10-01      | 5.5000%  | 0.0000% | $1652284.00        | $1632973.28        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-03-01      | 5.5000%  | 0.0000% | $1722528.00        | $1709668.63        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-07-01      | 5.5000%  | 0.0000% | $2352073.00        | $2100406.95        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-03-20      | 5.5000%  | 0.0000% | $2777013.00        | $2118469.07        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-04-01      | 5.5000%  | 0.0000% | $2406945.00        | $2130770.94        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-12-01      | 5.5000%  | 0.0000% | $2781377.00        | $2428081.68        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2054-05-20      | 5.5000%  | 0.0000% | $3384722.00        | $3162351.82        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-01-01      | 5.5000%  | 0.0000% | $4000000.00        | $3565806.98        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-05-20      | 5.5000%  | 0.0000% | $5153232.00        | $5160536.99        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-12-01      | 5.5000%  | 0.0000% | $5302860.00        | $5203485.62        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-09-01      | 5.5000%  | 0.0000% | $6243400.00        | $5901504.39        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-10-01      | 5.5000%  | 0.0000% | $6964287.00        | $6430605.29        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-12-01      | 5.5000%  | 0.0000% | $11235500.00       | $8978959.18        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-05-01      | 5.5000%  | 0.0000% | $30243456.00       | $30101056.38       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-06-01      | 5.5420%  | 0.0000% | $8978112.00        | $9068103.11        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2039-11-20      | 5.8750%  | 0.0000% | $4144.00           | $138.93            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2060-04-15      | 5.9900%  | 0.0000% | $1000.00           | $1058.97           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2029-02-01      | 6.0000%  | 0.0000% | $3328.00           | $0.28              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2034-04-01      | 6.0000%  | 0.0000% | $1001.00           | $9.75              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-11-01      | 2.0000%  | 0.0000% | $115000.00         | $72554.74          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2050-10-20      | 2.0000%  | 0.0000% | $583112.00         | $273941.31         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-02-01      | 2.0000%  | 0.0000% | $514091.00         | $334229.50         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-08-01      | 2.0000%  | 0.0000% | $716732.00         | $440572.45         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-02-01      | 2.0000%  | 0.0000% | $998954.00         | $486260.29         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2042-05-01      | 2.0000%  | 0.0000% | $700000.00         | $501001.30         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-08-01      | 2.0000%  | 0.0000% | $1186000.00        | $877403.59         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2051-04-20      | 2.0000%  | 0.0000% | $2964000.00        | $1569793.79        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-04-01      | 2.0000%  | 0.0000% | $3014488.00        | $1727261.12        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2041-11-01      | 2.0000%  | 0.0000% | $2988434.00        | $1856164.59        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-02-01      | 2.0000%  | 0.0000% | $6809279.00        | $4478781.94        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2030-05-01      | 2.1700%  | 0.0000% | $28192.00          | $25573.36          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2035-04-01      | 2.4500%  | 0.0000% | $1420000.00        | $1155622.43        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2030-01-01      | 2.4700%  | 0.0000% | $39000.00          | $32183.12          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2028-03-01      | 2.5000%  | 0.0000% | $1000.00           | $23.83             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2046-12-01      | 2.5000%  | 0.0000% | $1000.00           | $251.58            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-01-01      | 2.5000%  | 0.0000% | $1000.00           | $266.34            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2030-04-01      | 2.5000%  | 0.0000% | $3890.00           | $373.47            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-07-01      | 2.5000%  | 0.0000% | $1001.00           | $478.12            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2046-11-01      | 2.5000%  | 0.0000% | $2000.00           | $501.47            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2050-12-01      | 2.5000%  | 0.0000% | $1000.00           | $521.55            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-05-01      | 2.5000%  | 0.0000% | $1000.00           | $553.68            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2051-07-20      | 2.5000%  | 0.0000% | $1000.00           | $576.87            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2047-01-01      | 2.5000%  | 0.0000% | $2000.00           | $585.74            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $619.95            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $632.31            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $632.71            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-10-01      | 2.5000%  | 0.0000% | $1146.00           | $635.27            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2051-10-20      | 2.5000%  | 0.0000% | $1000.00           | $655.35            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-07-01      | 3.5000%  | 0.0000% | $39000.00          | $30623.04          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2047-10-01      | 3.5000%  | 0.0000% | $113000.00         | $32019.80          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-11-01      | 3.5000%  | 0.0000% | $61000.00          | $46611.48          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2030-05-01      | 3.5000%  | 0.0000% | $200000.00         | $51198.75          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-01-01      | 3.5000%  | 0.0000% | $158216.00         | $52827.06          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2045-05-01      | 3.5000%  | 0.0000% | $400820.00         | $58719.58          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2049-12-01      | 3.5000%  | 0.0000% | $485000.00         | $67304.45          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-09-01      | 3.5000%  | 0.0000% | $89000.00          | $68195.70          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2043-04-01      | 3.5000%  | 0.0000% | $598426.00         | $80347.86          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-06-20      | 3.5000%  | 0.0000% | $274680.00         | $195562.54         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2048-04-01      | 3.5000%  | 0.0000% | $800000.00         | $209665.65         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2046-09-01      | 3.5000%  | 0.0000% | $1000000.00        | $239766.93         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2046-10-01      | 3.5000%  | 0.0000% | $1626061.00        | $396948.13         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2045-01-01      | 3.5000%  | 0.0000% | $509187.00         | $449535.70         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2047-03-01      | 3.5000%  | 0.0000% | $2885032.00        | $803137.07         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2049-06-20      | 3.5000%  | 0.0000% | $1238831.00        | $950219.22         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2030-07-01      | 3.5700%  | 0.0000% | $495648.00         | $478319.07         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2033-05-01      | 3.5800%  | 0.0000% | $2000.00           | $1808.98           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2028-08-01      | 3.6500%  | 0.0000% | $22133.00          | $21777.15          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2033-06-01      | 3.8000%  | 0.0000% | $1068.00           | $994.93            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2037-06-01      | 3.8700%  | 0.0000% | $505312.00         | $456177.23         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2032-10-01      | 3.9700%  | 0.0000% | $596447.00         | $547536.11         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2049-01-01      | 4.0000%  | 0.0000% | $1000.00           | $65.41             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2041-09-01      | 4.0000%  | 0.0000% | $1010.00           | $88.37             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2041-11-01      | 4.0000%  | 0.0000% | $1001.00           | $99.18             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2046-07-20      | 4.0000%  | 0.0000% | $1000.00           | $100.05            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-05-01      | 2.5000%  | 0.0000% | $34315.00          | $24961.15          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-01-01      | 2.5000%  | 0.0000% | $56000.00          | $36335.92          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-01-01      | 2.5000%  | 0.0000% | $98999.00          | $62513.82          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-02-01      | 2.5000%  | 0.0000% | $124502.00         | $79352.75          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-02-01      | 2.5000%  | 0.0000% | $204003.00         | $129104.75         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-09-01      | 2.5000%  | 0.0000% | $318999.00         | $129409.52         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-07-01      | 2.5000%  | 0.0000% | $228001.00         | $133117.89         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-06-01      | 2.5000%  | 0.0000% | $222001.00         | $155503.90         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-08-01      | 2.5000%  | 0.0000% | $348858.00         | $200410.74         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2049-09-01      | 2.5000%  | 0.0000% | $1200000.00        | $225068.56         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-03-01      | 2.5000%  | 0.0000% | $362245.00         | $275224.34         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-02-20      | 2.5000%  | 0.0000% | $421240.00         | $280674.68         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-04-01      | 2.5000%  | 0.0000% | $425230.00         | $283224.82         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2050-10-20      | 2.5000%  | 0.0000% | $1320000.00        | $523744.46         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-12-01      | 2.5000%  | 0.0000% | $775000.00         | $557948.11         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-08-01      | 2.5000%  | 0.0000% | $3158100.00        | $1595346.15        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-07-01      | 2.5000%  | 0.0000% | $3356000.00        | $2012945.57        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2047-03-01      | 2.5760%  | 0.0000% | $1511.00           | $202.07            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2025-10-01      | 2.7500%  | 0.0000% | $1023766.00        | $277725.13         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2040-03-01      | 2.7700%  | 0.0000% | $2750.00           | $2078.05           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2039-11-01      | 2.8000%  | 0.0000% | $1268.00           | $986.93            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2034-09-01      | 2.8900%  | 0.0000% | $12767.00          | $11056.54          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2049-10-01      | 3.0000%  | 0.0000% | $1000.00           | $135.43            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-02-01      | 3.0000%  | 0.0000% | $1000.00           | $138.87            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2047-12-01      | 3.0000%  | 0.0000% | $1000.00           | $149.43            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-04-01      | 3.0000%  | 0.0000% | $1000.00           | $154.52            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2046-11-01      | 3.0000%  | 0.0000% | $1000.00           | $175.69            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2046-12-01      | 3.0000%  | 0.0000% | $1000.00           | $187.76            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2046-12-01      | 3.0000%  | 0.0000% | $1001.00           | $195.12            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2047-02-01      | 3.0000%  | 0.0000% | $1000.00           | $228.20            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2049-02-01      | 5.0000%  | 0.0000% | $16000.00          | $5123.09           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2050-05-20      | 5.0000%  | 0.0000% | $44000.00          | $8096.01           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-01-01      | 5.0000%  | 0.0000% | $10628.00          | $8664.42           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2050-04-20      | 5.0000%  | 0.0000% | $40984.00          | $8769.57           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2050-11-20      | 5.0000%  | 0.0000% | $35000.00          | $9606.88           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-04-01      | 5.0000%  | 0.0000% | $14806.00          | $13530.51          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-03-01      | 5.0000%  | 0.0000% | $20106.00          | $15040.86          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2050-09-20      | 5.0000%  | 0.0000% | $69000.00          | $17281.16          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2048-12-01      | 5.0000%  | 0.0000% | $123093.00         | $17540.48          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2050-10-20      | 5.0000%  | 0.0000% | $67000.00          | $18044.99          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2050-12-20      | 5.0000%  | 0.0000% | $75000.00          | $20371.44          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2040-07-15      | 5.0000%  | 0.0000% | $567001.00         | $21864.41          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-11-01      | 5.0000%  | 0.0000% | $24253.00          | $23263.80          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2047-05-15      | 5.0000%  | 0.0000% | $560102.00         | $24126.12          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2047-04-15      | 5.0000%  | 0.0000% | $349501.00         | $30319.34          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2048-12-20      | 5.0000%  | 0.0000% | $563081.00         | $35666.30          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-01-01      | 5.0000%  | 0.0000% | $41508.00          | $39817.15          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-09-01      | 5.0000%  | 0.0000% | $50825.00          | $41008.99          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2049-10-20      | 5.0000%  | 0.0000% | $315336.00         | $41797.24          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2048-07-20      | 5.0000%  | 0.0000% | $124001.00         | $47203.76          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-10-01      | 5.0000%  | 0.0000% | $56218.00          | $47664.14          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2049-08-20      | 5.0000%  | 0.0000% | $324602.00         | $48873.60          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2048-09-01      | 5.0000%  | 0.0000% | $2008988.00        | $74306.62          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-01-01      | 5.0000%  | 0.0000% | $81292.00          | $78583.15          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-04-01      | 5.0000%  | 0.0000% | $100000.00         | $83602.72          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-08-01      | 5.0000%  | 0.0000% | $125103.00         | $87229.57          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2040-06-20      | 5.0000%  | 0.0000% | $292531.00         | $116308.28         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2039-08-15      | 5.0000%  | 0.0000% | $12135040.00       | $135870.75         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2039-06-15      | 5.0000%  | 0.0000% | $5830055.00        | $144079.40         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2045-03-01      | 6.9690%  | 0.0000% | $7694000.00        | $413790.68         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2030-04-01      | 7.0000%  | 0.0000% | $25000.00          | $3.12              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2025-12-01      | 7.0000%  | 0.0000% | $297317.00         | $7.14              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2029-09-01      | 7.0000%  | 0.0000% | $17428.00          | $7.65              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2031-02-01      | 7.0000%  | 0.0000% | $55000.00          | $12.13             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2031-10-01      | 7.0000%  | 0.0000% | $74000.00          | $15.02             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2032-06-01      | 7.0000%  | 0.0000% | $28000.00          | $28.48             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2031-10-01      | 7.0000%  | 0.0000% | $65000.00          | $30.05             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2031-05-01      | 7.0000%  | 0.0000% | $67000.00          | $31.05             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2031-08-01      | 7.0000%  | 0.0000% | $70000.00          | $31.67             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2029-05-01      | 7.0000%  | 0.0000% | $84000.00          | $38.34             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2038-11-01      | 7.0000%  | 0.0000% | $12638.00          | $43.29             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2031-04-01      | 7.0000%  | 0.0000% | $125000.00         | $44.81             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2031-02-01      | 7.0000%  | 0.0000% | $73407.00          | $46.23             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2031-09-01      | 7.0000%  | 0.0000% | $112057.00         | $65.35             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2031-04-01      | 7.0000%  | 0.0000% | $114000.00         | $70.07             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2028-02-01      | 7.0000%  | 0.0000% | $315000.00         | $90.28             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2038-02-01      | 7.0000%  | 0.0000% | $8952.00           | $96.75             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2031-06-01      | 7.0000%  | 0.0000% | $115000.00         | $103.07            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2033-09-01      | 7.0000%  | 0.0000% | $27850.00          | $136.85            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2032-06-01      | 7.0000%  | 0.0000% | $128369.00         | $141.13            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2032-04-01      | 7.0000%  | 0.0000% | $35000.00          | $174.35            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2037-12-01      | 7.0000%  | 0.0000% | $21121.00          | $201.60            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2030-01-01      | 7.0000%  | 0.0000% | $91575.00          | $214.32            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2029-07-01      | 7.0000%  | 0.0000% | $245000.00         | $227.94            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2031-09-01      | 7.0000%  | 0.0000% | $443000.00         | $259.13            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2031-03-01      | 7.0000%  | 0.0000% | $500000.00         | $313.31            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2032-06-01      | 7.0000%  | 0.0000% | $60038.00          | $399.72            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2029-05-01      | 7.0000%  | 0.0000% | $100000.00         | $443.09            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $656.04            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-07-01      | 2.5000%  | 0.0000% | $1205.00           | $728.22            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $770.71            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-05-01      | 2.5000%  | 0.0000% | $1000.00           | $814.98            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-03-01      | 2.5000%  | 0.0000% | $1233.00           | $841.41            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2050-10-01      | 2.5000%  | 0.0000% | $2000.00           | $956.28            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-04-01      | 2.5000%  | 0.0000% | $2000.00           | $1102.46           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-05-01      | 2.5000%  | 0.0000% | $2003.00           | $1166.88           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-08-01      | 2.5000%  | 0.0000% | $2001.00           | $1229.82           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-09-01      | 2.5000%  | 0.0000% | $2000.00           | $1239.44           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-09-01      | 2.5000%  | 0.0000% | $2000.00           | $1257.19           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-01-01      | 2.5000%  | 0.0000% | $3002.00           | $1592.47           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2050-07-01      | 2.5000%  | 0.0000% | $4000.00           | $1621.31           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-06-01      | 2.5000%  | 0.0000% | $4000.00           | $1709.17           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-09-01      | 2.5000%  | 0.0000% | $3000.00           | $1822.11           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2050-11-01      | 2.5000%  | 0.0000% | $3999.00           | $2062.40           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-06-01      | 2.5000%  | 0.0000% | $4000.00           | $2317.42           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-09-01      | 2.5000%  | 0.0000% | $4000.00           | $2449.77           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-12-01      | 2.5000%  | 0.0000% | $4000.00           | $2700.50           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-02-01      | 2.5000%  | 0.0000% | $6000.00           | $2838.91           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-08-01      | 2.5000%  | 0.0000% | $4000.00           | $2855.42           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-02-01      | 2.5000%  | 0.0000% | $13000.00          | $2915.28           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-08-01      | 2.5000%  | 0.0000% | $5000.00           | $2995.86           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-08-01      | 2.5000%  | 0.0000% | $5400.00           | $3209.10           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-12-01      | 2.5000%  | 0.0000% | $5199.00           | $3414.54           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2050-11-01      | 2.5000%  | 0.0000% | $7001.00           | $3733.70           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-07-01      | 2.5000%  | 0.0000% | $5001.00           | $3790.25           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2032-02-01      | 6.0000%  | 0.0000% | $6396.00           | $15.30             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2038-09-01      | 6.0000%  | 0.0000% | $4199.00           | $25.43             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2039-04-01      | 6.0000%  | 0.0000% | $1000.00           | $26.12             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2037-07-01      | 6.0000%  | 0.0000% | $2005.00           | $32.00             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2039-04-01      | 6.0000%  | 0.0000% | $1044.00           | $35.54             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2033-03-01      | 6.0000%  | 0.0000% | $13849.00          | $37.56             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2039-10-01      | 6.0000%  | 0.0000% | $1006.00           | $41.93             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2041-05-01      | 6.0000%  | 0.0000% | $1000.00           | $120.73            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2038-12-20      | 6.0000%  | 0.0000% | $1000.00           | $127.26            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2039-01-20      | 6.0000%  | 0.0000% | $4185.00           | $158.44            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2040-08-15      | 6.0000%  | 0.0000% | $1001.00           | $192.30            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2039-04-01      | 6.0000%  | 0.0000% | $2997.00           | $208.78            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2050-02-20      | 6.0000%  | 0.0000% | $1000.00           | $222.87            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2038-10-20      | 6.0000%  | 0.0000% | $2615.00           | $225.63            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-05-01      | 6.0000%  | 0.0000% | $50000.00          | $229.14            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2037-12-20      | 6.0000%  | 0.0000% | $4779.00           | $329.10            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2049-09-20      | 6.0000%  | 0.0000% | $4000.00           | $537.93            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-03-20      | 6.0000%  | 0.0000% | $1008.00           | $633.15            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-06-20      | 6.0000%  | 0.0000% | $1008.00           | $696.26            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-05-20      | 6.0000%  | 0.0000% | $141746.00         | $145484.88         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-04-01      | 6.0000%  | 0.0000% | $164368.00         | $167078.33         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-01-01      | 6.0000%  | 0.0000% | $187932.00         | $168255.09         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-04-20      | 6.0000%  | 0.0000% | $170824.00         | $174407.95         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-02-01      | 6.0000%  | 0.0000% | $234791.00         | $231447.97         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-05-20      | 6.0000%  | 0.0000% | $381926.00         | $390875.04         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-06-20      | 6.0000%  | 0.0000% | $481080.00         | $480856.64         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-04-20      | 6.0000%  | 0.0000% | $688400.00         | $702874.06         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-02-20      | 6.0000%  | 0.0000% | $711694.00         | $715953.71         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-04-01      | 6.0000%  | 0.0000% | $745266.00         | $761053.18         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-05-01      | 6.0000%  | 0.0000% | $825227.00         | $840656.54         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-01-01      | 6.0000%  | 0.0000% | $1201242.00        | $878924.89         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-06-20      | 6.0000%  | 0.0000% | $944839.00         | $948520.97         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-10-01      | 6.0000%  | 0.0000% | $1029656.00        | $1041848.93        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-05-01      | 6.0000%  | 0.0000% | $1780463.00        | $1724198.02        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2054-11-20      | 6.0000%  | 0.0000% | $2687942.00        | $2638200.56        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-01-01      | 6.0000%  | 0.0000% | $3017834.00        | $3088332.42        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-04-01      | 6.0000%  | 0.0000% | $3557248.00        | $3608513.85        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-01-01      | 6.0000%  | 0.0000% | $3885470.00        | $3945391.48        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-12-01      | 6.0000%  | 0.0000% | $5906496.00        | $4971819.08        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-05-01      | 6.0000%  | 0.0000% | $10967930.00       | $11124621.50       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-12-01      | 6.0000%  | 0.0000% | $16316269.00       | $12898461.42       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-05-20      | 6.0000%  | 0.0000% | $16340773.00       | $16583978.17       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2037-05-01      | 6.0750%  | 0.0000% | $28010241.00       | $62586.94          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2033-08-01      | 6.1010%  | 0.0000% | $27563.00          | $398.86            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2031-04-01      | 6.1250%  | 0.0000% | $398128.00         | $500.11            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2034-03-01      | 6.1970%  | 0.0000% | $1550.00           | $4.41              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-03-01      | 3.0000%  | 0.0000% | $92427.00          | $59788.72          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2050-05-20      | 3.0000%  | 0.0000% | $337120.00         | $83097.40          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-06-01      | 3.0000%  | 0.0000% | $175999.00         | $89212.17          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-05-01      | 3.0000%  | 0.0000% | $189478.00         | $139107.70         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2046-11-01      | 3.0000%  | 0.0000% | $2217693.00        | $181402.83         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-05-20      | 3.0000%  | 0.0000% | $357311.00         | $247359.67         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2051-09-20      | 3.0000%  | 0.0000% | $434168.00         | $250641.86         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2051-08-20      | 3.0000%  | 0.0000% | $380282.00         | $269606.78         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2051-09-20      | 3.0000%  | 0.0000% | $379768.00         | $289121.18         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2047-01-01      | 3.0000%  | 0.0000% | $1841079.00        | $347100.62         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2046-08-01      | 3.0000%  | 0.0000% | $1093828.00        | $488315.30         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2046-05-01      | 3.0000%  | 0.0000% | $1712538.00        | $496929.26         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-06-01      | 3.0000%  | 0.0000% | $957528.00         | $607492.90         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-03-01      | 3.0000%  | 0.0000% | $1806144.00        | $1238089.94        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-07-01      | 3.0000%  | 0.0000% | $2391072.00        | $1455542.13        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2046-12-20      | 3.0000%  | 0.0000% | $21047297.00       | $2930351.46        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-05-01      | 3.0000%  | 0.0000% | $4134091.00        | $3357730.96        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2049-09-01      | 3.0000%  | 0.0000% | $29571173.00       | $5208368.55        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2050-06-20      | 3.0000%  | 0.0000% | $65981092.00       | $16945783.79       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-11-01      | 3.0080%  | 0.0000% | $22341675.00       | $4415923.82        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2042-10-15      | 3.5000%  | 0.0000% | $1249.00           | $49.97             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2042-08-01      | 3.5000%  | 0.0000% | $1110.00           | $78.45             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2040-08-01      | 4.5000%  | 0.0000% | $12000.00          | $281.38            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2046-04-01      | 4.5000%  | 0.0000% | $3069.00           | $300.52            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2043-10-01      | 4.5000%  | 0.0000% | $2000.00           | $306.71            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2046-10-01      | 3.0000%  | 0.0000% | $1001.00           | $253.78            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2046-03-20      | 3.0000%  | 0.0000% | $2467.00           | $266.94            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2050-02-20      | 3.0000%  | 0.0000% | $1640.00           | $275.62            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-09-01      | 3.0000%  | 0.0000% | $1005.00           | $279.58            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2047-05-01      | 3.0000%  | 0.0000% | $1000.00           | $281.43            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2047-01-01      | 3.0000%  | 0.0000% | $1000.00           | $286.26            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2050-08-20      | 3.0000%  | 0.0000% | $1000.00           | $297.86            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2050-01-01      | 3.0000%  | 0.0000% | $1000.00           | $324.84            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2050-11-01      | 3.0000%  | 0.0000% | $1001.00           | $357.70            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2046-07-01      | 3.0000%  | 0.0000% | $2000.00           | $376.39            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2050-06-01      | 3.0000%  | 0.0000% | $1000.00           | $377.01            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-07-01      | 3.0000%  | 0.0000% | $1426.00           | $441.68            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2046-12-01      | 3.0000%  | 0.0000% | $2000.00           | $490.47            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2045-05-01      | 3.0000%  | 0.0000% | $3581.00           | $490.61            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2050-05-01      | 3.0000%  | 0.0000% | $2000.00           | $499.02            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2049-12-01      | 3.0000%  | 0.0000% | $3000.00           | $524.38            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $545.49            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2049-07-01      | 3.0000%  | 0.0000% | $4000.00           | $562.23            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-11-01      | 3.0000%  | 0.0000% | $1000.00           | $584.51            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-10-01      | 3.0000%  | 0.0000% | $1000.00           | $619.88            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2042-11-01      | 3.0000%  | 0.0000% | $9830.00           | $632.24            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-10-01      | 3.0000%  | 0.0000% | $1000.00           | $635.28            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2046-12-01      | 3.0000%  | 0.0000% | $2032.00           | $640.70            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2042-08-01      | 3.0000%  | 0.0000% | $10050.00          | $647.89            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $667.21            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-01-01      | 3.0000%  | 0.0000% | $1005.00           | $680.37            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2045-05-01      | 3.0000%  | 0.0000% | $5003.00           | $681.94            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $686.93            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-06-01      | 3.0000%  | 0.0000% | $1000.00           | $694.81            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-02-01      | 6.5000%  | 0.0000% | $4473856.00        | $4331291.41        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-01-01      | 6.5000%  | 0.0000% | $4918840.00        | $5077501.97        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-09-01      | 6.5000%  | 0.0000% | $5935603.00        | $5569602.88        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2034-12-01      | 6.5140%  | 0.0000% | $9999000.00        | $142363.11         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2034-12-01      | 6.5390%  | 0.0000% | $4328.00           | $9.97              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2038-02-01      | 6.5480%  | 0.0000% | $3286.00           | $167.03            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2046-04-01      | 6.5670%  | 0.0000% | $173000.00         | $10125.65          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2044-04-01      | 6.5890%  | 0.0000% | $17197.00          | $855.25            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2033-11-01      | 6.6190%  | 0.0000% | $8765.00           | $79.42             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2038-06-01      | 6.6260%  | 0.0000% | $16058254.00       | $509915.99         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2043-11-01      | 6.6400%  | 0.0000% | $21875641.00       | $405358.16         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2041-01-01      | 6.6540%  | 0.0000% | $58126592.00       | $1172483.38        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2027-05-01      | 6.6950%  | 0.0000% | $1830.00           | $2.93              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2034-01-01      | 6.7500%  | 0.0000% | $9700039.00        | $5757.62           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-02-01      | 6.7540%  | 0.0000% | $1259.00           | $41.16             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2040-12-01      | 6.7940%  | 0.0000% | $5833788.00        | $1677182.45        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2033-09-01      | 6.8170%  | 0.0000% | $5788.00           | $45.79             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2040-03-01      | 6.8550%  | 0.0000% | $7764.00           | $36.04             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2045-06-01      | 6.8840%  | 0.0000% | $6890798.00        | $219534.56         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2050-02-01      | 6.8870%  | 0.0000% | $1279531.00        | $941901.70         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-04-01      | 6.9010%  | 0.0000% | $2110.00           | $21.65             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2032-07-01      | 6.9530%  | 0.0000% | $35407866.00       | $249045.79         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2032-12-01      | 4.9400%  | 0.0000% | $100000.00         | $98017.64          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2029-04-01      | 4.9800%  | 0.0000% | $5352756.00        | $5430706.40        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-02-01      | 2.5000%  | 0.0000% | $6001.00           | $3803.96           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2035-12-01      | 2.5000%  | 0.0000% | $11000.00          | $3840.24           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-12-01      | 2.5000%  | 0.0000% | $7001.00           | $4326.22           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-04-01      | 2.5000%  | 0.0000% | $7000.00           | $4376.49           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-07-01      | 2.5000%  | 0.0000% | $10000.00          | $4926.77           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2037-02-01      | 2.5000%  | 0.0000% | $10000.00          | $6676.28           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-04-01      | 3.0000%  | 0.0000% | $1010.00           | $701.57            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-03-01      | 3.0000%  | 0.0000% | $1005.00           | $716.53            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-09-01      | 3.0000%  | 0.0000% | $1000.00           | $778.51            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2042-12-01      | 3.0000%  | 0.0000% | $4893.00           | $805.24            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2050-07-01      | 3.0000%  | 0.0000% | $3046.00           | $835.05            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2047-01-01      | 3.0000%  | 0.0000% | $3002.00           | $856.87            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2046-08-01      | 3.0000%  | 0.0000% | $4129.00           | $900.03            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-10-01      | 3.0000%  | 0.0000% | $3000.00           | $983.01            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2032-03-01      | 3.0000%  | 0.0000% | $12000.00          | $1005.34           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-11-01      | 3.0000%  | 0.0000% | $3000.00           | $1041.64           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2049-11-01      | 3.0000%  | 0.0000% | $3000.00           | $1110.49           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2049-11-01      | 3.0000%  | 0.0000% | $7000.00           | $1130.13           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2049-06-01      | 3.0000%  | 0.0000% | $12000.00          | $1256.50           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2047-01-01      | 3.0000%  | 0.0000% | $4000.00           | $1305.63           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-07-01      | 3.0000%  | 0.0000% | $2000.00           | $1394.10           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-04-01      | 3.0000%  | 0.0000% | $3000.00           | $1397.42           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-06-01      | 3.0000%  | 0.0000% | $2000.00           | $1398.20           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-06-01      | 3.0000%  | 0.0000% | $2000.00           | $1424.80           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-06-01      | 3.0000%  | 0.0000% | $2000.00           | $1457.30           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-07-01      | 3.0000%  | 0.0000% | $2000.00           | $1503.39           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-11-01      | 3.0000%  | 0.0000% | $2000.00           | $1560.62           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-10-01      | 3.0000%  | 0.0000% | $2000.00           | $1577.37           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-03-01      | 3.0000%  | 0.0000% | $4000.00           | $1595.66           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-04-01      | 3.0000%  | 0.0000% | $3000.00           | $1632.45           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2030-02-01      | 3.0000%  | 0.0000% | $25000.00          | $1805.45           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-01-01      | 3.0000%  | 0.0000% | $3000.00           | $1897.58           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-06-01      | 3.0000%  | 0.0000% | $2756.00           | $1969.37           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-02-01      | 3.0000%  | 0.0000% | $3000.00           | $2041.65           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2046-10-01      | 3.0000%  | 0.0000% | $13000.00          | $2056.65           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-07-01      | 3.0000%  | 0.0000% | $3000.00           | $2211.88           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-06-01      | 3.0000%  | 0.0000% | $3000.00           | $2288.93           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-07-01      | 3.0000%  | 0.0000% | $3000.00           | $2317.89           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-06-01      | 3.0000%  | 0.0000% | $3000.00           | $2491.55           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2042-05-01      | 3.0000%  | 0.0000% | $4001.00           | $2626.32           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-02-01      | 3.0000%  | 0.0000% | $20000.00          | $2773.70           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2047-12-01      | 3.0000%  | 0.0000% | $20045.00          | $2991.35           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2032-04-01      | 3.0000%  | 0.0000% | $35000.00          | $3127.09           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-01-01      | 3.0000%  | 0.0000% | $5000.00           | $3778.44           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2047-04-01      | 3.0000%  | 0.0000% | $5000.00           | $3784.04           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2050-07-20      | 3.0000%  | 0.0000% | $14195.00          | $3911.71           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-02-01      | 3.0000%  | 0.0000% | $6059.00           | $4261.25           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2033-06-01      | 3.0000%  | 0.0000% | $34000.00          | $4361.92           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-11-01      | 3.0000%  | 0.0000% | $6000.00           | $4495.52           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2046-12-01      | 3.0000%  | 0.0000% | $20000.00          | $4720.73           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-04-01      | 3.0000%  | 0.0000% | $8000.00           | $5588.44           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-07-01      | 3.0000%  | 0.0000% | $10000.00          | $7338.60           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2047-02-01      | 3.0000%  | 0.0000% | $19854.00          | $9225.98           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2046-06-01      | 3.0000%  | 0.0000% | $70000.00          | $10342.54          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2049-10-01      | 3.0000%  | 0.0000% | $88000.00          | $10956.28          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2038-08-01      | 3.0000%  | 0.0000% | $20000.00          | $11481.83          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2051-07-20      | 3.0000%  | 0.0000% | $24731.00          | $13430.17          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2046-12-01      | 3.0000%  | 0.0000% | $87070.00          | $15583.77          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2040-03-01      | 3.0000%  | 0.0000% | $40968.00          | $24934.36          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2042-08-20      | 3.0000%  | 0.0000% | $443000.00         | $44714.72          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-03-01      | 3.0000%  | 0.0000% | $70974.00          | $44968.86          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2038-06-01      | 5.0000%  | 0.0000% | $1188.00           | $20.62             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2035-12-01      | 5.0000%  | 0.0000% | $2500.00           | $43.88             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2038-03-01      | 5.0000%  | 0.0000% | $4002.00           | $69.07             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2039-09-15      | 5.0000%  | 0.0000% | $2675.00           | $107.87            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2049-08-01      | 5.0000%  | 0.0000% | $1000.00           | $162.11            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2039-10-15      | 5.0000%  | 0.0000% | $11743.00          | $197.69            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2038-11-01      | 5.0000%  | 0.0000% | $27000.00          | $234.53            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-06-01      | 5.0000%  | 0.0000% | $1000.00           | $246.93            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2036-03-01      | 5.0000%  | 0.0000% | $28000.00          | $291.75            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2034-04-01      | 5.0000%  | 0.0000% | $44000.00          | $401.45            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2034-05-01      | 5.0000%  | 0.0000% | $20000.00          | $441.23            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-05-01      | 5.0000%  | 0.0000% | $3073.00           | $595.38            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2051-06-20      | 5.0000%  | 0.0000% | $1821.00           | $653.17            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2039-02-01      | 5.0000%  | 0.0000% | $84000.00          | $729.60            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2036-12-01      | 5.0000%  | 0.0000% | $53000.00          | $735.64            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $792.37            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-12-01      | 5.0000%  | 0.0000% | $1000.00           | $807.86            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-04-01      | 5.0000%  | 0.0000% | $1094.00           | $810.41            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-11-01      | 5.0000%  | 0.0000% | $1024.00           | $829.63            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-04-01      | 5.0000%  | 0.0000% | $1012.00           | $831.23            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $833.04            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $839.74            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $866.55            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-07-20      | 5.0000%  | 0.0000% | $1000.00           | $866.78            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-07-01      | 5.0000%  | 0.0000% | $1000.00           | $872.15            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-04-01      | 5.0000%  | 0.0000% | $1003.00           | $901.42            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-03-01      | 5.0000%  | 0.0000% | $1001.00           | $901.57            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $925.76            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2040-02-01      | 5.0000%  | 0.0000% | $1014.00           | $954.05            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-03-01      | 5.0000%  | 0.0000% | $1000.00           | $957.88            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-09-01      | 5.0000%  | 0.0000% | $1000.00           | $962.78            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-03-20      | 5.0000%  | 0.0000% | $1000.00           | $965.02            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-04-01      | 5.0000%  | 0.0000% | $1000.00           | $971.39            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-11-01      | 5.0000%  | 0.0000% | $12000.00          | $1009.18           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2048-11-01      | 5.0000%  | 0.0000% | $6004.00           | $1300.50           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2038-03-01      | 5.0000%  | 0.0000% | $132000.00         | $1418.47           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-01-01      | 5.0000%  | 0.0000% | $2000.00           | $1555.44           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-11-01      | 5.0000%  | 0.0000% | $2054.00           | $1581.65           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-01-01      | 5.0000%  | 0.0000% | $2010.00           | $1633.03           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-07-01      | 5.0000%  | 0.0000% | $2000.00           | $1634.35           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-05-01      | 5.0000%  | 0.0000% | $2000.00           | $1697.11           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-07-01      | 5.0000%  | 0.0000% | $2000.00           | $1719.09           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-10-01      | 5.0000%  | 0.0000% | $2002.00           | $1909.86           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-08-01      | 5.0000%  | 0.0000% | $2001.00           | $1925.36           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2049-11-01      | 5.0000%  | 0.0000% | $8796.00           | $1992.06           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-10-20      | 5.0000%  | 0.0000% | $2394.00           | $2147.47           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-05-01      | 5.0000%  | 0.0000% | $26000.00          | $2187.24           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-06-01      | 5.0000%  | 0.0000% | $3000.00           | $2236.47           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-04-01      | 5.0000%  | 0.0000% | $3000.00           | $2471.53           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-10-01      | 5.0000%  | 0.0000% | $3000.00           | $2813.96           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-10-01      | 5.0000%  | 0.0000% | $4000.00           | $3052.69           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2038-03-01      | 5.0000%  | 0.0000% | $772000.00         | $3374.45           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2047-07-01      | 5.0000%  | 0.0000% | $18000.00          | $3676.00           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-10-01      | 5.0000%  | 0.0000% | $4000.00           | $3713.65           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2035-06-01      | 5.0000%  | 0.0000% | $378000.00         | $3832.27           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2043-06-01      | 6.9550%  | 0.0000% | $71884.00          | $55093.50          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2038-01-01      | 6.9650%  | 0.0000% | $2212460.00        | $2299475.37        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2045-11-20      | 6.2500%  | 0.0000% | $1723.00           | $350.96            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2034-07-01      | 6.2520%  | 0.0000% | $3244.00           | $44.28             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2035-07-01      | 6.2640%  | 0.0000% | $100001008.00      | $542553.76         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2035-09-01      | 6.3000%  | 0.0000% | $533079.00         | $4360.92           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2043-03-20      | 6.3750%  | 0.0000% | $3474.00           | $28.03             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2037-06-01      | 6.3790%  | 0.0000% | $4992000.00        | $30093.55          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2043-05-01      | 6.3850%  | 0.0000% | $2861.00           | $88.44             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2035-10-01      | 6.4310%  | 0.0000% | $850000.00         | $14227.44          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2033-01-20      | 6.4500%  | 0.0000% | $797873.00         | $77107.06          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-01-01      | 6.4580%  | 0.0000% | $2153.00           | $26.74             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2026-05-01      | 6.5000%  | 0.0000% | $31015.00          | $4.38              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-12-01      | 6.5000%  | 0.0000% | $2224.00           | $17.40             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2026-04-01      | 6.5000%  | 0.0000% | $279500.00         | $18.92             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2033-12-01      | 6.5000%  | 0.0000% | $7158.00           | $37.32             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-04-01      | 6.5000%  | 0.0000% | $6170.00           | $45.87             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2038-09-01      | 6.5000%  | 0.0000% | $1719.00           | $56.54             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2039-09-01      | 6.5000%  | 0.0000% | $1006.00           | $62.37             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2038-01-01      | 6.5000%  | 0.0000% | $7500.00           | $65.86             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2034-04-01      | 6.5000%  | 0.0000% | $1147.00           | $65.97             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2032-07-01      | 6.5000%  | 0.0000% | $59971.00          | $94.43             | Agency Mortgage-Backed Securities         |
| U.S. Treasury                                          | 2039-11-15      | 0.0000%  | 0.0000% | $0.06              | $0.03              | U.S. Treasuries (including strips)        |
| U.S. Treasury                                          | 2035-11-15      | 0.0000%  | 0.0000% | $2.44              | $1.50              | U.S. Treasuries (including strips)        |
| U.S. Treasury                                          | 2037-05-15      | 0.0000%  | 0.0000% | $174.02            | $98.17             | U.S. Treasuries (including strips)        |
| U.S. Treasury                                          | 2038-08-15      | 0.0000%  | 0.0000% | $193.32            | $101.50            | U.S. Treasuries (including strips)        |
| U.S. Treasury                                          | 2037-08-15      | 0.0000%  | 0.0000% | $26060.64          | $14497.79          | U.S. Treasuries (including strips)        |
| U.S. Treasury                                          | 2033-02-15      | 0.0000%  | 0.0000% | $51050.44          | $36375.43          | U.S. Treasuries (including strips)        |
| U.S. Treasury                                          | 2036-02-15      | 0.0000%  | 0.0000% | $65269.26          | $39602.91          | U.S. Treasuries (including strips)        |
| U.S. Treasury                                          | 2034-05-15      | 0.0000%  | 0.0000% | $605748.95         | $404054.54         | U.S. Treasuries (including strips)        |

### Security 112: BNP Paribas Securities Corp.

- **C.1 - Title:** BNP Paribas Securities Corp. 4.430000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV81CUT5, C.3 - LEI: RCNB6OTYUAMMP879YW96, C.5 - Other ID: BIV81CUT5
- **C.18 - Value (incl. sponsor support):** $2100000000.00
- **C.18.a - Value (excl. sponsor support):** $2100000000.00
- **C.19 - Percentage of Net Assets:** 2.6300%
- **C.17 - Yield as of Reporting Date:** 4.9200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-08-20
- **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 | 2044-08-15      | 3.1250%  | 0.0000% | $6799000.00        | $5292925.64        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-08-15      | 3.3750%  | 0.0000% | $400.00            | $332.25            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-04-30      | 3.5000%  | 0.0000% | $15417000.00       | $15284618.24       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-02-15      | 3.6250%  | 0.0000% | $6020000.00        | $5099592.36        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 3.6250%  | 0.0000% | $33750900.00       | $27265946.89       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-08-15      | 3.8750%  | 0.0000% | $2000.00           | $1820.67           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-05-15      | 3.8750%  | 0.0000% | $3000.00           | $2627.10           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-11-15      | 4.0000%  | 0.0000% | $14950000.00       | $13375427.65       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-08-15      | 4.1250%  | 0.0000% | $200.00            | $181.64            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-08-15      | 4.2500%  | 0.0000% | $60665400.00       | $54896723.78       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-02-15      | 4.2500%  | 0.0000% | $80030600.00       | $72357261.67       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-03-15      | 4.2500%  | 0.0000% | $209800000.00      | $212572963.11      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-08-15      | 4.3750%  | 0.0000% | $100.00            | $94.55             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-02-15      | 4.5000%  | 0.0000% | $100.00            | $95.86             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2036-02-15      | 4.5000%  | 0.0000% | $500.00            | $510.76            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-05-31      | 4.5000%  | 0.0000% | $800.00            | $833.56            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-11-15      | 4.5000%  | 0.0000% | $66850300.00       | $62419077.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-11-15      | 4.6250%  | 0.0000% | $100.00            | $96.02             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-05-15      | 4.6250%  | 0.0000% | $1963800.00        | $1868997.93        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-02-15      | 4.6250%  | 0.0000% | $49914000.00       | $49870140.22       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-02-15      | 4.6250%  | 0.0000% | $69837200.00       | $67415056.85       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2037-02-15      | 4.7500%  | 0.0000% | $25000000.00       | $25918135.23       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-11-15      | 4.7500%  | 0.0000% | $89273900.00       | $86684612.39       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-02-15      | 0.1250%  | 0.0000% | $15064700.00       | $9777260.63        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-02-15      | 0.1250%  | 0.0000% | $124001700.00      | $73963332.74       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-02-15      | 0.2500%  | 0.0000% | $125517100.00      | $88049023.77       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-02-15      | 0.7500%  | 0.0000% | $19523100.00       | $21033262.68       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-02-15      | 0.7500%  | 0.0000% | $43203100.00       | $42084452.23       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-02-15      | 0.8750%  | 0.0000% | $77313000.00       | $72746286.29       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-02-15      | 1.0000%  | 0.0000% | $17198000.00       | $17265075.36       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-02-15      | 1.0000%  | 0.0000% | $25289000.00       | $23667035.27       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-02-15      | 1.0000%  | 0.0000% | $26172000.00       | $23667224.11       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-05-15      | 1.1250%  | 0.0000% | $300.00            | $181.93            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-11-15      | 1.3750%  | 0.0000% | $4000.00           | $2491.54           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-08-15      | 1.3750%  | 0.0000% | $87303100.00       | $42139222.49       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-02-15      | 1.3750%  | 0.0000% | $71000000.00       | $80532834.56       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 1.5000%  | 0.0000% | $24583900.00       | $20526967.18       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-11-15      | 1.6250%  | 0.0000% | $28403400.00       | $14575641.10       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-08-15      | 1.7500%  | 0.0000% | $141645400.00      | $92438867.94       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-06-30      | 1.8750%  | 0.0000% | $100.00            | $98.36             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-02-15      | 1.8750%  | 0.0000% | $698000.00         | $385282.56         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-11-15      | 1.8750%  | 0.0000% | $24999900.00       | $13551027.45       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-02-15      | 1.8750%  | 0.0000% | $24426100.00       | $16545598.71       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-11-15      | 2.0000%  | 0.0000% | $1000.00           | $672.26            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-02-15      | 2.0000%  | 0.0000% | $299999000.00      | $173232279.36      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-02-15      | 2.1250%  | 0.0000% | $56658500.00       | $53068441.69       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-02-15      | 2.1250%  | 0.0000% | $199949000.00      | $288708849.98      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-08-15      | 2.2500%  | 0.0000% | $44045700.00       | $28375917.55       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-08-15      | 2.2500%  | 0.0000% | $48714100.00       | $30069269.65       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-02-15      | 2.3750%  | 0.0000% | $200000.00         | $192521.19         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-02-15      | 2.3750%  | 0.0000% | $451000.00         | $323460.00         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-02-15      | 2.5000%  | 0.0000% | $55358000.00       | $37790322.49       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-08-15      | 2.7500%  | 0.0000% | $1530300.00        | $1155391.12        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-08-15      | 2.8750%  | 0.0000% | $52983100.00       | $39056315.68       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-05-15      | 2.8750%  | 0.0000% | $130263800.00      | $91354637.98       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-05-15      | 3.0000%  | 0.0000% | $3000.00           | $2343.55           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-08-15      | 3.0000%  | 0.0000% | $854800.00         | $624020.91         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-05-15      | 3.0000%  | 0.0000% | $17695800.00       | $12955357.54       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-05-15      | 3.0000%  | 0.0000% | $42503000.00       | $31808600.26       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-02-15      | 3.1250%  | 0.0000% | $3000.00           | $2383.60           | U.S. Treasuries (including strips) |

### Security 113: BNP Paribas Securities Corp.

- **C.1 - Title:** BNP Paribas Securities Corp. 4.410000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV89U7P1, C.3 - LEI: RCNB6OTYUAMMP879YW96, C.5 - Other ID: BIV89U7P1
- **C.18 - Value (incl. sponsor support):** $650000000.00
- **C.18.a - Value (excl. sponsor support):** $650000000.00
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-11-10
- **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 | 2025-09-11      | 0.0000%  | 0.0000% | $500.00            | $493.95            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-09-04      | 0.0000%  | 0.0000% | $1000000.00        | $988680.00         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-07-31      | 0.0000%  | 0.0000% | $1792000.00        | $1778961.41        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-06-26      | 0.0000%  | 0.0000% | $58824700.00       | $58638813.95       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-07-22      | 0.0000%  | 0.0000% | $67647200.00       | $67226907.95       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-15      | 0.1250%  | 0.0000% | $646500.00         | $715209.83         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-10-15      | 0.1250%  | 0.0000% | $23254400.00       | $28567681.14       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-07-15      | 0.1250%  | 0.0000% | $39568800.00       | $42950456.74       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-07-15      | 0.3750%  | 0.0000% | $800.00            | $1079.06           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-01-15      | 0.3750%  | 0.0000% | $7086500.00        | $9250757.52        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-15      | 0.3750%  | 0.0000% | $12079900.00       | $15559168.35       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-01-15      | 0.6250%  | 0.0000% | $16556900.00       | $22214729.95       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-07-31      | 0.6250%  | 0.0000% | $168544200.00      | $162175514.36      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-08-31      | 0.7500%  | 0.0000% | $100.00            | $96.11             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-02-15      | 0.7500%  | 0.0000% | $36200.00          | $39000.16          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-02-15      | 1.0000%  | 0.0000% | $17220400.00       | $16115932.39       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 1.5000%  | 0.0000% | $1400000.00        | $1168966.44        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-02-28      | 1.8750%  | 0.0000% | $12383400.00       | $11553669.46       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-11-15      | 2.0000%  | 0.0000% | $100.00            | $67.23             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-01-15      | 2.0000%  | 0.0000% | $100.00            | $162.81            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-02-15      | 2.6250%  | 0.0000% | $100000.00         | $96216.34          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-08-15      | 2.8750%  | 0.0000% | $32017300.00       | $23601446.05       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-08-15      | 3.0000%  | 0.0000% | $8572900.00        | $6111850.04        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-05-15      | 3.0000%  | 0.0000% | $29243000.00       | $22844100.14       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-11-15      | 3.3750%  | 0.0000% | $2599900.00        | $2010782.62        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 3.6250%  | 0.0000% | $499900.00         | $403848.40         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-06-30      | 3.7500%  | 0.0000% | $536900.00         | $538362.34         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-04-15      | 3.7500%  | 0.0000% | $22766400.00       | $22771878.87       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-04-15      | 3.8750%  | 0.0000% | $400.00            | $850.41            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-15      | 4.1250%  | 0.0000% | $136818700.00      | $138684610.03      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-15      | 4.5000%  | 0.0000% | $3837700.00        | $3894903.94        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-11-30      | 4.8750%  | 0.0000% | $3014600.00        | $3094830.78        | U.S. Treasuries (including strips) |

### Security 114: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 4.170000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8DA3J8, C.3 - LEI: 549300HXQQQCCUBS2Z23, C.5 - Other ID: BIV8DA3J8
- **C.18 - Value (incl. sponsor support):** $380000000.00
- **C.18.a - Value (excl. sponsor support):** $380000000.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2054-06-20      | 5.4783%  | 0.0000% | $1100.00           | $1065.51           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $111929803.00      | $63574897.38       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-04-01      | 2.5000%  | 0.0000% | $11055215.00       | $6602143.74        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-08-01      | 3.5000%  | 0.0000% | $500485120.00      | $77314483.62       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 5.5000%  | 0.0000% | $60414440.00       | $59671325.53       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 5.5000%  | 0.0000% | $62510831.00       | $60667600.17       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $13731569.00       | $14201673.84       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 6.0000%  | 0.0000% | $36822351.00       | $34007543.59       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-08-01      | 6.0000%  | 0.0000% | $79814202.00       | $75195924.16       | Agency Mortgage-Backed Securities         |

### Security 115: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 4.200000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8DA3M1, C.3 - LEI: 549300HXQQQCCUBS2Z23, C.5 - Other ID: BIV8DA3M1
- **C.18 - Value (incl. sponsor support):** $1133000000.00
- **C.18.a - Value (excl. sponsor support):** $1133000000.00
- **C.19 - Percentage of Net Assets:** 1.4200%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2054-06-20      | 5.4783%  | 0.0000% | $1048.00           | $1015.14           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 5.5000%  | 0.0000% | $116736813.00      | $100430641.68      | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-11-01      | 6.0000%  | 0.0000% | $44987711.00       | $40219209.46       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-03-01      | 6.5000%  | 0.0000% | $117210690.00      | $107782501.80      | Agency Mortgage-Backed Securities         |
| U.S. Treasury                            | 2027-08-15      | 3.7500%  | 0.0000% | $325559700.00      | $327969323.93      | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-10-15      | 3.8750%  | 0.0000% | $170533300.00      | $171259318.92      | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-05-31      | 4.5000%  | 0.0000% | $111735900.00      | $116529858.84      | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-04-30      | 4.6250%  | 0.0000% | $293023200.00      | $302389211.89      | U.S. Treasuries (including strips)        |

### Security 116: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 4.200000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8DAQP9, C.3 - LEI: 549300HXQQQCCUBS2Z23, C.5 - Other ID: BIV8DAQP9
- **C.18 - Value (incl. sponsor support):** $170000000.00
- **C.18.a - Value (excl. sponsor support):** $170000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2065-03-20      | 5.1283%  | 0.0000% | $50000000.00       | $49200189.90       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-04-01      | 2.5000%  | 0.0000% | $125317511.00      | $74839270.07       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 5.0000%  | 0.0000% | $5026293.00        | $4834388.40        | Agency Mortgage-Backed Securities         |
| U.S. Treasury                            | 2026-03-19      | 0.0000%  | 0.0000% | $418800.00         | $405289.09         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-09-25      | 0.0000%  | 0.0000% | $434800.00         | $428980.64         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-12-31      | 3.7500%  | 0.0000% | $31310400.00       | $31625810.76       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-11-30      | 4.2500%  | 0.0000% | $13309000.00       | $13635379.83       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-08-15      | 4.3750%  | 0.0000% | $73200.00          | $69362.86          | U.S. Treasuries (including strips)        |

### Security 117: Wells Fargo Securities, LLC

- **C.1 - Title:** Wells Fargo Securities, LLC 4.390000%
- **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: BIV8GAU89, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BIV8GAU89
- **C.18 - Value (incl. sponsor support):** $1585000000.00
- **C.18.a - Value (excl. sponsor support):** $1585000000.00
- **C.19 - Percentage of Net Assets:** 1.9900%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-06-13
- **C.12 - Maturity Date (WAL):** 2025-06-13
- **C.13 - Final Legal Maturity Date:** 2025-06-13
- **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? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2054-08-01      | 5.5000%  | 0.0000% | $26114.42          | $24306.82          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 5.5000%  | 0.0000% | $37706.32          | $33920.39          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 5.5000%  | 0.0000% | $36589.20          | $35917.19          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 5.5000%  | 0.0000% | $72540.05          | $58727.78          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.5000%  | 0.0000% | $72540.05          | $71856.72          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-10-01      | 5.5000%  | 0.0000% | $136012.59         | $103640.97         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 5.5000%  | 0.0000% | $169272.20         | $140336.24         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.5000%  | 0.0000% | $313931.56         | $227263.05         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-04-01      | 5.5000%  | 0.0000% | $330419.91         | $320733.35         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-10-01      | 5.5000%  | 0.0000% | $499111.78         | $337393.31         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-04-01      | 5.5000%  | 0.0000% | $417751.59         | $360362.02         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 5.5000%  | 0.0000% | $512858.12         | $487855.93         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 5.5000%  | 0.0000% | $725400.46         | $667634.02         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 5.5000%  | 0.0000% | $690538.44         | $677938.18         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-01-01      | 5.5000%  | 0.0000% | $733331.26         | $726975.86         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-05-01      | 5.5000%  | 0.0000% | $870682.21         | $749016.42         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 5.5000%  | 0.0000% | $766630.04         | $774150.34         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 5.5000%  | 0.0000% | $811723.11         | $806289.49         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-10-01      | 5.5000%  | 0.0000% | $909326.47         | $866712.71         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-02-01      | 5.5000%  | 0.0000% | $983060.52         | $947730.35         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 5.5000%  | 0.0000% | $1225926.77        | $963501.35         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-12-01      | 5.5000%  | 0.0000% | $1033318.44        | $1006002.73        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 5.5000%  | 0.0000% | $1040774.11        | $1041656.20        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 5.5000%  | 0.0000% | $1064559.99        | $1060563.49        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-01-01      | 5.5000%  | 0.0000% | $1103130.26        | $1075901.87        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-05-01      | 5.5000%  | 0.0000% | $1085328.21        | $1105622.28        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 5.5000%  | 0.0000% | $1131914.87        | $1128335.24        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 5.5000%  | 0.0000% | $1172852.12        | $1150583.30        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.5000%  | 0.0000% | $1227405.14        | $1220628.15        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-12-01      | 5.5000%  | 0.0000% | $1340423.26        | $1316831.26        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.5000%  | 0.0000% | $1375344.76        | $1369120.05        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-02-01      | 2.5000%  | 0.0000% | $2770998.56        | $1904989.47        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-05-01      | 2.5000%  | 0.0000% | $3055927.88        | $2096545.10        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.5000%  | 0.0000% | $3989702.52        | $2721871.75        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.5000%  | 0.0000% | $3710423.34        | $2782959.09        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-02-01      | 2.5000%  | 0.0000% | $3800052.37        | $3180379.39        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-04-01      | 2.5000%  | 0.0000% | $5789340.53        | $4055152.53        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 2.5000%  | 0.0000% | $14145308.92       | $9209236.46        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 3.0000%  | 0.0000% | $725.40            | $508.19            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 3.0000%  | 0.0000% | $725.40            | $511.12            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-10-01      | 3.0000%  | 0.0000% | $2203.77           | $584.97            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-10-01      | 3.0000%  | 0.0000% | $12058.33          | $973.48            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-10-01      | 3.0000%  | 0.0000% | $7979.41           | $1320.75           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-04-01      | 3.0000%  | 0.0000% | $7254.00           | $1496.61           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.0000%  | 0.0000% | $6528.60           | $4088.58           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-10-01      | 3.0000%  | 0.0000% | $797940.50         | $5366.42           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-07-01      | 3.0000%  | 0.0000% | $76167.05          | $6253.15           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-03-01      | 3.0000%  | 0.0000% | $30216.56          | $9467.78           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-08-01      | 3.0000%  | 0.0000% | $48420.48          | $9664.53           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-01-01      | 3.0000%  | 0.0000% | $30648.17          | $15063.09          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-01-01      | 3.0000%  | 0.0000% | $157411.90         | $26304.57          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-08-01      | 3.0000%  | 0.0000% | $72540.05          | $41296.46          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-04-01      | 3.0000%  | 0.0000% | $293787.19         | $50312.07          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-12-01      | 3.0000%  | 0.0000% | $423624.44         | $73582.73          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-04-01      | 3.0000%  | 0.0000% | $953901.60         | $75423.76          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-12-01      | 3.0000%  | 0.0000% | $725400.46         | $106933.31         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-09-01      | 3.0000%  | 0.0000% | $217620.14         | $126346.97         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-09-01      | 3.0000%  | 0.0000% | $1015560.64        | $156526.42         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-01-01      | 3.0000%  | 0.0000% | $715970.25         | $183060.81         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-10-01      | 3.0000%  | 0.0000% | $390406.17         | $248873.19         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-04-01      | 3.0000%  | 0.0000% | $3481922.20        | $261284.60         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-08-01      | 3.0000%  | 0.0000% | $407109.24         | $273819.36         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-05-01      | 3.0000%  | 0.0000% | $598455.38         | $416220.59         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-12-01      | 3.0000%  | 0.0000% | $1883864.99        | $421720.23         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-12-01      | 3.0000%  | 0.0000% | $1160640.73        | $652791.81         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-03-01      | 3.0000%  | 0.0000% | $3627002.29        | $842621.86         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.0000%  | 0.0000% | $2176201.37        | $1490313.31        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-04-01      | 3.0000%  | 0.0000% | $6270167.87        | $3866952.61        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-04-01      | 3.0000%  | 0.0000% | $24804640.66       | $15035636.93       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 3.0000%  | 0.0000% | $18777033.65       | $15662531.07       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 3.0000%  | 0.0000% | $21177296.71       | $17294545.74       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-07-01      | 3.0000%  | 0.0000% | $26248618.46       | $22241961.53       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-09-01      | 3.0000%  | 0.0000% | $26859954.05       | $23965330.39       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 3.5000%  | 0.0000% | $725.40            | $558.77            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-07-01      | 3.5000%  | 0.0000% | $11606.41          | $1163.46           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 3.5000%  | 0.0000% | $1450.80           | $1245.96           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 3.5000%  | 0.0000% | $2176.20           | $1668.22           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-01-01      | 3.5000%  | 0.0000% | $12331.81          | $1721.62           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-08-01      | 3.5000%  | 0.0000% | $10155.61          | $1761.16           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-07-01      | 3.5000%  | 0.0000% | $21762.01          | $2394.39           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-07-01      | 3.5000%  | 0.0000% | $61030.12          | $3136.53           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-05-01      | 3.5000%  | 0.0000% | $36843.09          | $9736.53           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-03-01      | 3.5000%  | 0.0000% | $94302.06          | $15614.84          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-03-01      | 3.5000%  | 0.0000% | $112328.26         | $22191.99          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-01-01      | 3.5000%  | 0.0000% | $845091.53         | $25828.35          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-07-01      | 3.5000%  | 0.0000% | $216169.34         | $42748.53          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-04-01      | 3.5000%  | 0.0000% | $612963.39         | $80015.87          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 3.5000%  | 0.0000% | $1356166.62        | $86320.68          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-09-01      | 3.5000%  | 0.0000% | $1900813.97        | $102072.49         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-09-01      | 3.5000%  | 0.0000% | $10155606.41       | $102920.65         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 3.5000%  | 0.0000% | $145080.09         | $106850.73         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 3.5000%  | 0.0000% | $143577.06         | $108432.06         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-04-01      | 3.5000%  | 0.0000% | $326430.21         | $110093.82         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-05-01      | 3.5000%  | 0.0000% | $435240.27         | $116155.64         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-12-01      | 3.5000%  | 0.0000% | $1143231.12        | $159251.97         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $1516261.78        | $1370882.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 5.5000%  | 0.0000% | $1465517.84        | $1455916.58        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.5000%  | 0.0000% | $1507593.24        | $1507553.78        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-03-01      | 5.5000%  | 0.0000% | $1568988.96        | $1587058.88        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 5.5000%  | 0.0000% | $1606417.45        | $1607776.55        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 5.5000%  | 0.0000% | $1787228.59        | $1776258.03        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 5.5000%  | 0.0000% | $1815271.12        | $1789079.25        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 5.5000%  | 0.0000% | $1791223.37        | $1792448.85        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.5000%  | 0.0000% | $1911198.08        | $1894403.64        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 5.5000%  | 0.0000% | $1920601.44        | $1922888.63        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $2357551.49        | $2024689.60        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-05-01      | 5.5000%  | 0.0000% | $2625021.87        | $2570726.65        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 5.5000%  | 0.0000% | $2603135.81        | $2584982.58        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.5000%  | 0.0000% | $2977101.51        | $2715662.75        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.5000%  | 0.0000% | $3589317.73        | $3574539.46        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-11-01      | 5.5000%  | 0.0000% | $4219387.51        | $4069264.62        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-06-01      | 5.5000%  | 0.0000% | $6266459.63        | $5437249.95        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 5.5000%  | 0.0000% | $7481054.92        | $6394590.94        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.5000%  | 0.0000% | $7674736.84        | $6478112.80        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 5.5000%  | 0.0000% | $10798311.21       | $9511446.37        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 5.5000%  | 0.0000% | $18473320.81       | $17696586.04       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 5.5000%  | 0.0000% | $21169361.56       | $20427286.97       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-03-01      | 5.5000%  | 0.0000% | $21152610.61       | $20834784.42       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 5.5000%  | 0.0000% | $32428331.08       | $27500492.67       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-02-01      | 5.5000%  | 0.0000% | $36673146.78       | $35823808.52       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 5.5000%  | 0.0000% | $55662169.28       | $55601083.16       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 5.5000%  | 0.0000% | $114993010.75      | $110437816.78      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $156546146.20      | $131585118.13      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-03-01      | 6.0000%  | 0.0000% | $181350.11         | $1614.62           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-09-01      | 6.0000%  | 0.0000% | $660786.86         | $2867.79           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-09-01      | 6.0000%  | 0.0000% | $362700.23         | $7687.95           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $33368.42          | $32475.27          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 6.0000%  | 0.0000% | $53679.63          | $48902.34          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-09-01      | 6.0000%  | 0.0000% | $1088100.69        | $67588.16          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 6.0000%  | 0.0000% | $82272.02          | $71657.86          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 6.0000%  | 0.0000% | $145080.09         | $102395.63         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 6.0000%  | 0.0000% | $145080.09         | $145327.71         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-07-01      | 6.0000%  | 0.0000% | $217620.14         | $161903.24         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 6.0000%  | 0.0000% | $217620.14         | $168039.01         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-01-01      | 6.0000%  | 0.0000% | $237204.50         | $186836.16         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-05-01      | 6.0000%  | 0.0000% | $3196070.89        | $193941.12         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-02-01      | 6.0000%  | 0.0000% | $493921.54         | $500730.01         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-02-01      | 6.0000%  | 0.0000% | $740197.18         | $534556.81         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 6.0000%  | 0.0000% | $785562.27         | $583399.89         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 6.0000%  | 0.0000% | $797940.50         | $678637.71         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-07-01      | 6.0000%  | 0.0000% | $734086.40         | $689905.37         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-12-01      | 6.0000%  | 0.0000% | $892859.15         | $725381.16         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-07-01      | 6.0000%  | 0.0000% | $726986.91         | $728976.25         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 6.0000%  | 0.0000% | $732281.61         | $745875.74         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 6.0000%  | 0.0000% | $765415.00         | $773094.32         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.0000%  | 0.0000% | $847267.73         | $854094.26         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 6.0000%  | 0.0000% | $898280.07         | $916692.75         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-03-01      | 6.0000%  | 0.0000% | $1218840.34        | $1007411.83        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-08-01      | 6.0000%  | 0.0000% | $1209030.75        | $1120635.65        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $1098620.44        | $1120855.37        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-03-01      | 6.0000%  | 0.0000% | $1347067.92        | $1352112.91        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 6.0000%  | 0.0000% | $1415574.74        | $1408556.33        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 6.0000%  | 0.0000% | $1741301.31        | $1749784.23        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-04-01      | 6.0000%  | 0.0000% | $2780470.11        | $2829872.45        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-09-01      | 3.5000%  | 0.0000% | $1236807.78        | $162166.50         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-07-01      | 3.5000%  | 0.0000% | $349722.09         | $176671.53         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 3.5000%  | 0.0000% | $233284.43         | $204152.93         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-11-01      | 3.5000%  | 0.0000% | $1187590.08        | $246796.65         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-08-01      | 3.5000%  | 0.0000% | $997425.63         | $261082.51         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 3.5000%  | 0.0000% | $332119.52         | $285826.76         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.5000%  | 0.0000% | $411376.05         | $301177.89         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-12-01      | 3.5000%  | 0.0000% | $2153713.96        | $322200.98         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-07-01      | 3.5000%  | 0.0000% | $1782896.50        | $378090.03         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-10-01      | 3.5000%  | 0.0000% | $1450800.92        | $571966.66         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 3.5000%  | 0.0000% | $1024195.81        | $724625.37         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-12-01      | 3.5000%  | 0.0000% | $1869028.37        | $1736438.83        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-25      | 3.5000%  | 0.0000% | $7016094.99        | $5609846.59        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 3.5000%  | 0.0000% | $10433434.78       | $8005330.95        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 3.5000%  | 0.0000% | $14432546.47       | $11923263.97       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-09-01      | 3.5000%  | 0.0000% | $19826617.74       | $15479714.09       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 3.5000%  | 0.0000% | $18514774.54       | $15774584.37       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-03-01      | 4.0000%  | 0.0000% | $127670.48         | $521.45            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-12-01      | 4.0000%  | 0.0000% | $725.40            | $608.66            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-09-01      | 4.0000%  | 0.0000% | $279279.18         | $1324.81           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-09-01      | 4.0000%  | 0.0000% | $326430.21         | $2879.51           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-05-01      | 4.0000%  | 0.0000% | $90675.06          | $5531.09           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-07-01      | 4.0000%  | 0.0000% | $55855.84          | $5620.97           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-05-01      | 4.0000%  | 0.0000% | $31192.22          | $5624.21           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-03-01      | 4.0000%  | 0.0000% | $72540.05          | $7444.66           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-05-01      | 4.0000%  | 0.0000% | $173195.89         | $11660.46          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-07-01      | 4.0000%  | 0.0000% | $5645357.25        | $14875.87          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 4.0000%  | 0.0000% | $19585.81          | $15616.94          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-05-01      | 4.0000%  | 0.0000% | $449681.55         | $23783.19          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-05-01      | 4.0000%  | 0.0000% | $260737.94         | $24352.69          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-04-01      | 4.0000%  | 0.0000% | $116064.07         | $29907.37          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 6.0000%  | 0.0000% | $3596410.70        | $3486274.57        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-10-01      | 4.0000%  | 0.0000% | $3496094.35        | $49286.03          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-01-01      | 4.0000%  | 0.0000% | $472399.64         | $49869.73          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-07-01      | 4.0000%  | 0.0000% | $2132677.35        | $79521.66          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 4.0000%  | 0.0000% | $145080.09         | $96591.35          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 4.0000%  | 0.0000% | $140308.41         | $116124.26         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-12-01      | 4.0000%  | 0.0000% | $899496.57         | $174788.95         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-07-01      | 4.0000%  | 0.0000% | $1088100.69        | $197939.90         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-10-01      | 4.0000%  | 0.0000% | $362700.23         | $238948.79         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-01-01      | 4.0000%  | 0.0000% | $3682103.71        | $396468.58         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-08-01      | 4.0000%  | 0.0000% | $2680827.65        | $490007.86         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-07-01      | 4.0000%  | 0.0000% | $2176201.37        | $604807.08         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-11-01      | 4.0000%  | 0.0000% | $4987128.15        | $731062.84         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-01-01      | 4.0000%  | 0.0000% | $1258325.33        | $1203004.54        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-02-01      | 4.0000%  | 0.0000% | $1726245.62        | $1596544.56        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-03-01      | 4.0000%  | 0.0000% | $2176201.37        | $1698241.70        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-07-01      | 4.0000%  | 0.0000% | $18049414.19       | $2955787.67        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-07-01      | 4.0000%  | 0.0000% | $18860411.90       | $5289680.88        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 4.0000%  | 0.0000% | $103329065.38      | $95053360.15       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-06-01      | 4.5000%  | 0.0000% | $8704.81           | $562.29            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-08-01      | 4.5000%  | 0.0000% | $8269.57           | $982.07            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-10-01      | 4.5000%  | 0.0000% | $11606.41          | $987.93            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-01-01      | 4.5000%  | 0.0000% | $55130.43          | $1130.08           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-12-01      | 4.5000%  | 0.0000% | $15958.81          | $1198.08           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-07-01      | 4.5000%  | 0.0000% | $183526.32         | $1439.54           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-01-01      | 4.5000%  | 0.0000% | $21762.01          | $1517.18           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-02-01      | 4.5000%  | 0.0000% | $36270.02          | $2478.36           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 4.5000%  | 0.0000% | $4352.40           | $3739.52           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-10-01      | 4.5000%  | 0.0000% | $21036.61          | $4145.63           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-07-01      | 4.5000%  | 0.0000% | $45700.23          | $4427.42           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-08-01      | 4.5000%  | 0.0000% | $761670.48         | $6023.25           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 4.5000%  | 0.0000% | $26660.64          | $24162.54          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 4.5000%  | 0.0000% | $36995.42          | $32434.01          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-08-01      | 4.5000%  | 0.0000% | $237931.35         | $35804.35          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-06-01      | 4.5000%  | 0.0000% | $1231875.06        | $37260.26          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-12-01      | 4.5000%  | 0.0000% | $72540.05          | $47457.24          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 4.5000%  | 0.0000% | $67607.32          | $54264.41          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-03-01      | 4.5000%  | 0.0000% | $181350.11         | $55865.27          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 4.5000%  | 0.0000% | $73152.28          | $67484.21          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 4.5000%  | 0.0000% | $257498.30         | $200361.43         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 4.5000%  | 0.0000% | $293258.37         | $234431.55         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2059-01-01      | 4.5000%  | 0.0000% | $797940.50         | $288530.72         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 4.5000%  | 0.0000% | $475428.91         | $434973.02         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 4.5000%  | 0.0000% | $710892.45         | $536796.60         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 4.5000%  | 0.0000% | $921258.58         | $757135.32         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-12-01      | 4.5000%  | 0.0000% | $824432.85         | $777247.12         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-12-01      | 1.5000%  | 0.0000% | $145080.09         | $79356.07          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-08-01      | 1.5000%  | 0.0000% | $184644.88         | $105232.77         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-09-01      | 1.5000%  | 0.0000% | $181350.11         | $110146.67         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-03-01      | 1.5000%  | 0.0000% | $359949.51         | $236296.78         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-02-01      | 1.5000%  | 0.0000% | $710892.45         | $271463.71         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-11-01      | 1.5000%  | 0.0000% | $1441000.76        | $879625.24         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-02-01      | 2.0000%  | 0.0000% | $68392.93          | $3399.28           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.0000%  | 0.0000% | $12331.81          | $8125.05           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-12-01      | 2.0000%  | 0.0000% | $36270.02          | $10045.67          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 2.0000%  | 0.0000% | $18860.41          | $12320.77          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-06-01      | 2.0000%  | 0.0000% | $17409.61          | $13505.35          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-11-01      | 2.0000%  | 0.0000% | $36478.21          | $22029.57          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-09-01      | 2.0000%  | 0.0000% | $72540.05          | $27420.16          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-05-01      | 2.0000%  | 0.0000% | $83421.05          | $42880.61          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-03-01      | 2.0000%  | 0.0000% | $71089.24          | $43276.36          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-06-01      | 2.0000%  | 0.0000% | $575295.52         | $44522.07          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-10-01      | 2.0000%  | 0.0000% | $113887.87         | $52593.18          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.0000%  | 0.0000% | $139049.11         | $80351.90          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-11-01      | 2.0000%  | 0.0000% | $477176.40         | $105814.61         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-12-01      | 2.0000%  | 0.0000% | $326430.21         | $158966.26         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-12-01      | 2.0000%  | 0.0000% | $395343.25         | $160719.61         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-12-01      | 2.0000%  | 0.0000% | $544050.34         | $216227.18         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 2.0000%  | 0.0000% | $290160.18         | $224811.41         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 2.0000%  | 0.0000% | $362700.23         | $245363.72         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-03-01      | 2.0000%  | 0.0000% | $515953.41         | $329739.23         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-11-01      | 2.0000%  | 0.0000% | $1088100.69        | $346177.71         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.0000%  | 0.0000% | $668658.18         | $422205.40         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-04-01      | 2.0000%  | 0.0000% | $849443.94         | $445666.39         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-11-01      | 2.0000%  | 0.0000% | $1130800.66        | $758425.62         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-05-01      | 2.0000%  | 0.0000% | $1247495.83        | $800150.73         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-05-01      | 2.0000%  | 0.0000% | $1777231.12        | $1033690.57        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $3850704.18        | $3918958.55        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-01-01      | 6.0000%  | 0.0000% | $5004228.01        | $4057888.07        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.0000%  | 0.0000% | $9430205.95        | $8564991.77        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 6.0000%  | 0.0000% | $9300223.62        | $9387372.07        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-02-01      | 6.0000%  | 0.0000% | $10709174.73       | $11039286.81       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 6.0000%  | 0.0000% | $30468507.23       | $30156870.14       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 6.0000%  | 0.0000% | $31400350.85       | $31601824.06       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $46058131.99       | $45901748.26       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-10-01      | 6.5000%  | 0.0000% | $13057.21          | $407.60            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-08-01      | 6.5000%  | 0.0000% | $941878.81         | $1048.72           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-12-01      | 6.5000%  | 0.0000% | $323528.60         | $1566.43           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-02-01      | 6.5000%  | 0.0000% | $507780.32         | $1787.53           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-10-01      | 6.5000%  | 0.0000% | $2430091.53        | $2267.79           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-01-01      | 6.5000%  | 0.0000% | $147965.01         | $2850.19           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 6.5000%  | 0.0000% | $319176.20         | $276684.15         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-01-01      | 6.5000%  | 0.0000% | $839819.32         | $304712.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-03-01      | 6.5000%  | 0.0000% | $965752.47         | $689552.66         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 6.5000%  | 0.0000% | $727963.30         | $766685.93         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 6.5000%  | 0.0000% | $756589.05         | $792179.84         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.5000%  | 0.0000% | $811059.37         | $843198.98         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.5000%  | 0.0000% | $828161.41         | $867119.04         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 6.5000%  | 0.0000% | $1033514.30        | $1073404.62        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-01-01      | 6.5000%  | 0.0000% | $1728365.97        | $1544394.83        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-05-01      | 6.5000%  | 0.0000% | $2081133.29        | $2162089.61        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 6.5000%  | 0.0000% | $2634090.10        | $2218061.99        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 6.5000%  | 0.0000% | $3052774.56        | $2406991.71        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 6.5000%  | 0.0000% | $2747091.53        | $2477991.26        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 6.5000%  | 0.0000% | $3244936.04        | $2810143.56        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-01-01      | 6.5000%  | 0.0000% | $4722356.98        | $4113627.66        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 6.5000%  | 0.0000% | $6499358.15        | $6698353.87        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 6.5000%  | 0.0000% | $8929571.55        | $9397472.35        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 6.5000%  | 0.0000% | $12053254.00       | $10978259.90       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-03-01      | 6.5000%  | 0.0000% | $17889809.40       | $17155331.72       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-08-01      | 6.5000%  | 0.0000% | $27307079.29       | $21414234.49       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 6.5000%  | 0.0000% | $22115732.05       | $21646006.68       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 6.5000%  | 0.0000% | $21857473.53       | $22470851.81       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.5000%  | 0.0000% | $24862593.63       | $24110243.01       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 6.5000%  | 0.0000% | $44548078.91       | $45352133.60       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-11-01      | 7.0000%  | 0.0000% | $43524.03          | $365.16            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-11-01      | 7.0000%  | 0.0000% | $111964.11         | $725.16            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-07-01      | 7.0000%  | 0.0000% | $166842.11         | $1629.74           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-06-01      | 7.0000%  | 0.0000% | $126219.68         | $4125.81           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-02-01      | 7.0000%  | 0.0000% | $383304.50         | $4971.77           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-11-01      | 7.0000%  | 0.0000% | $281789.79         | $5780.63           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-05-01      | 7.0000%  | 0.0000% | $1930408.13        | $6798.99           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-11-01      | 7.0000%  | 0.0000% | $246297.39         | $182781.92         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-12-01      | 7.0000%  | 0.0000% | $797940.50         | $480702.50         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-01-01      | 7.0000%  | 0.0000% | $114866676.45      | $90058201.10       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-12-01      | 7.5000%  | 0.0000% | $1048725.95        | $891535.03         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-10-01      | 2.0000%  | 0.0000% | $2603623.28        | $1696381.08        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $3627002.29        | $2015987.04        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-09-01      | 2.0000%  | 0.0000% | $4171052.63        | $2514081.41        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-01-01      | 2.0000%  | 0.0000% | $7689244.85        | $3624787.00        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-11-01      | 2.0000%  | 0.0000% | $6616596.65        | $4270253.23        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-08-01      | 2.0000%  | 0.0000% | $7254004.58        | $4375118.08        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-10-01      | 2.0000%  | 0.0000% | $9872663.96        | $6145891.75        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 2.0000%  | 0.0000% | $15539725.91       | $12955083.63       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-03-01      | 2.0000%  | 0.0000% | $15594463.18       | $13269443.86       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 2.0000%  | 0.0000% | $58843449.98       | $38390101.26       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 2.5000%  | 0.0000% | $725.40            | $569.60            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-04-01      | 2.5000%  | 0.0000% | $19469.75          | $5158.60           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-11-01      | 2.5000%  | 0.0000% | $18135.01          | $6326.48           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-11-01      | 2.5000%  | 0.0000% | $42798.63          | $8663.30           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-07-01      | 2.5000%  | 0.0000% | $308295.19         | $22531.63          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-10-01      | 2.5000%  | 0.0000% | $36270.02          | $23268.05          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 2.5000%  | 0.0000% | $72540.05          | $37406.14          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.5000%  | 0.0000% | $72540.05          | $39205.88          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-06-01      | 2.5000%  | 0.0000% | $72540.05          | $42780.67          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-09-01      | 2.5000%  | 0.0000% | $72540.05          | $53196.27          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-06-01      | 2.5000%  | 0.0000% | $117551.87         | $77874.02          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-02-01      | 2.5000%  | 0.0000% | $135781.91         | $83930.55          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-03-01      | 2.5000%  | 0.0000% | $170469.11         | $84401.54          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.5000%  | 0.0000% | $181350.11         | $90825.23          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-04-01      | 2.5000%  | 0.0000% | $182800.92         | $96041.55          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-04-01      | 2.5000%  | 0.0000% | $160607.29         | $107400.08         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-10-01      | 2.5000%  | 0.0000% | $174030.82         | $113439.40         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-08-01      | 2.5000%  | 0.0000% | $188604.12         | $115224.25         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-03-01      | 2.5000%  | 0.0000% | $170891.29         | $119239.10         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-08-01      | 2.5000%  | 0.0000% | $203112.13         | $127933.93         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 2.5000%  | 0.0000% | $273475.97         | $135076.69         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-08-01      | 2.5000%  | 0.0000% | $257181.30         | $159573.58         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-06-01      | 2.5000%  | 0.0000% | $243850.62         | $164207.06         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-11-01      | 2.5000%  | 0.0000% | $1740961.10        | $189200.91         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.5000%  | 0.0000% | $301041.19         | $192172.82         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-02-01      | 5.0000%  | 0.0000% | $512812.42         | $485463.59         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-04-01      | 5.0000%  | 0.0000% | $499379.46         | $499894.58         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-03-01      | 5.0000%  | 0.0000% | $610061.78         | $549464.32         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $766748.28         | $606594.81         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 5.0000%  | 0.0000% | $734336.67         | $719842.91         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-07-01      | 5.0000%  | 0.0000% | $783146.69         | $722493.07         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-05-01      | 5.0000%  | 0.0000% | $725400.46         | $728696.52         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-03-01      | 5.0000%  | 0.0000% | $773550.36         | $768232.67         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-01-01      | 5.0000%  | 0.0000% | $809086.28         | $801737.56         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 5.0000%  | 0.0000% | $925183.72         | $908251.73         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 5.0000%  | 0.0000% | $998444.09         | $967297.82         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.0000%  | 0.0000% | $1058843.84        | $1011872.10        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 5.0000%  | 0.0000% | $1265293.53        | $1119195.57        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 5.0000%  | 0.0000% | $1210539.58        | $1179477.44        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 5.0000%  | 0.0000% | $1220434.77        | $1189986.94        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-05-01      | 5.0000%  | 0.0000% | $1897208.00        | $1297495.37        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-05-01      | 5.0000%  | 0.0000% | $1519764.74        | $1526668.69        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-01-01      | 5.0000%  | 0.0000% | $1804997.27        | $1783689.80        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-01-01      | 5.0000%  | 0.0000% | $1960513.70        | $1863575.71        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 5.0000%  | 0.0000% | $2856316.53        | $2725482.94        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 5.0000%  | 0.0000% | $6606734.10        | $6346064.82        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 5.0000%  | 0.0000% | $7135017.86        | $6932160.59        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-01-01      | 5.0000%  | 0.0000% | $11729382.29       | $10627342.01       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $19965823.54       | $15237353.62       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-02-01      | 5.0000%  | 0.0000% | $21359432.43       | $20376765.44       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 5.0000%  | 0.0000% | $26233852.21       | $25562941.85       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 5.0000%  | 0.0000% | $45667153.47       | $44352659.99       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 5.0000%  | 0.0000% | $59053743.57       | $57544848.26       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-04-01      | 5.5000%  | 0.0000% | $102281.46         | $507.27            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-03-01      | 5.5000%  | 0.0000% | $4931521.12        | $3991.44           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-08-01      | 5.5000%  | 0.0000% | $3191762.01        | $8160.41           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-09-01      | 5.5000%  | 0.0000% | $21762.01          | $14141.79          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-04-01      | 5.5000%  | 0.0000% | $20311.21          | $14901.04          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-06-01      | 2.5000%  | 0.0000% | $725400.46         | $193697.51         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 2.5000%  | 0.0000% | $256066.36         | $198763.82         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-12-01      | 2.5000%  | 0.0000% | $921258.58         | $224470.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.5000%  | 0.0000% | $362700.23         | $226039.23         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-07-01      | 2.5000%  | 0.0000% | $351840.98         | $232499.79         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-04-01      | 2.5000%  | 0.0000% | $422817.79         | $255575.30         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-09-01      | 2.5000%  | 0.0000% | $423355.31         | $287755.29         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-05-01      | 2.5000%  | 0.0000% | $548262.74         | $331355.18         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.5000%  | 0.0000% | $985585.64         | $413127.37         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-06-01      | 2.5000%  | 0.0000% | $643567.31         | $429532.77         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-09-01      | 2.5000%  | 0.0000% | $641267.79         | $481489.01         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 2.5000%  | 0.0000% | $816075.51         | $524726.02         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-05-01      | 2.5000%  | 0.0000% | $1103369.64        | $547520.22         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-04-01      | 2.5000%  | 0.0000% | $809403.28         | $550017.84         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-10-01      | 2.5000%  | 0.0000% | $723326.54         | $564601.02         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-04-01      | 2.5000%  | 0.0000% | $1190229.09        | $690428.49         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-11-01      | 2.5000%  | 0.0000% | $1726343.55        | $1150739.01        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.5000%  | 0.0000% | $3026068.94        | $1555270.20        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-03-01      | 2.5000%  | 0.0000% | $2327519.91        | $1762961.42        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-03-01      | 2.5000%  | 0.0000% | $4243592.68        | $1861617.35        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 4.5000%  | 0.0000% | $936930.86         | $785160.10         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 4.5000%  | 0.0000% | $988720.82         | $814686.47         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-10-01      | 4.5000%  | 0.0000% | $4497482.84        | $822578.66         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-12-01      | 4.5000%  | 0.0000% | $854111.89         | $826752.55         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 4.5000%  | 0.0000% | $2796613.90        | $1804885.23        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-12-01      | 4.5000%  | 0.0000% | $2086504.88        | $1956459.17        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 4.5000%  | 0.0000% | $4019890.78        | $3718515.24        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-08-01      | 4.5000%  | 0.0000% | $254314519.45      | $5256059.70        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 4.5000%  | 0.0000% | $6613807.48        | $6036873.41        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-01-01      | 5.0000%  | 0.0000% | $127670.48         | $395.67            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-02-01      | 5.0000%  | 0.0000% | $339365.55         | $453.96            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.0000%  | 0.0000% | $725.40            | $683.16            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-09-01      | 5.0000%  | 0.0000% | $580320.37         | $821.14            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-12-01      | 5.0000%  | 0.0000% | $44921.87          | $1000.73           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-08-01      | 5.0000%  | 0.0000% | $195858.12         | $1037.13           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-09-01      | 5.0000%  | 0.0000% | $5803.20           | $1045.26           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-07-01      | 5.0000%  | 0.0000% | $826956.52         | $1619.92           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $5803.20           | $4046.35           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-03-01      | 5.0000%  | 0.0000% | $5107224.00        | $5392.16           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-03-01      | 5.0000%  | 0.0000% | $1748767.86        | $5408.55           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-01-01      | 5.0000%  | 0.0000% | $18561101.51       | $7076.91           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.0000%  | 0.0000% | $15958.81          | $13079.07          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-05-01      | 5.0000%  | 0.0000% | $25389.02          | $18788.86          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-09-01      | 5.0000%  | 0.0000% | $130289.18         | $22925.19          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-05-01      | 5.0000%  | 0.0000% | $480493.66         | $57264.26          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 5.0000%  | 0.0000% | $81377.60          | $76319.10          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 5.0000%  | 0.0000% | $108810.07         | $102213.06         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-03-01      | 5.0000%  | 0.0000% | $423690.45         | $104139.61         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-03-01      | 5.0000%  | 0.0000% | $193498.40         | $136744.68         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-03-01      | 5.0000%  | 0.0000% | $1059084.67        | $197117.88         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 5.0000%  | 0.0000% | $269650.21         | $207820.72         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 5.0000%  | 0.0000% | $265308.69         | $241441.37         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 5.0000%  | 0.0000% | $1278151.25        | $248592.63         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-09-01      | 5.0000%  | 0.0000% | $2305619.34        | $253842.78         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2059-01-01      | 5.0000%  | 0.0000% | $870480.55         | $336383.37         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.0000%  | 0.0000% | $371804.00         | $353771.66         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-09-01      | 5.0000%  | 0.0000% | $6567139.57        | $430255.73         | Agency Mortgage-Backed Securities |

### Security 118: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc. 4.400000%
- **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: BIV8GTD61, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BIV8GTD61
- **C.18 - Value (incl. sponsor support):** $1362000000.00
- **C.18.a - Value (excl. sponsor support):** $1362000000.00
- **C.19 - Percentage of Net Assets:** 1.7100%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-10-22
- **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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2050-07-25      | 1.5000%  | 0.0000% | $214150000.00      | $123030404.04      | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-04-25      | 1.7500%  | 0.0000% | $58932000.00       | $39450934.72       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-16      | 1.8000%  | 0.0000% | $18500000.00       | $3161115.31        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-10-25      | 2.0000%  | 0.0000% | $9000000.00        | $1329876.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-01-20      | 2.5000%  | 0.0000% | $4099999.00        | $464411.73         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-04-16      | 2.5000%  | 0.0000% | $35500000.00       | $5169474.66        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2025-11-25      | 2.9163%  | 0.0000% | $100000.00         | $26145.04          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-12-20      | 3.0000%  | 0.0000% | $1566918.00        | $491756.68         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-06-20      | 3.0000%  | 0.0000% | $6500000.00        | $644142.09         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-05-16      | 3.0000%  | 0.0000% | $50000000.00       | $6409426.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-04-16      | 3.0000%  | 0.0000% | $100000000.00      | $18121800.74       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-01-25      | 3.0000%  | 0.0000% | $487010304.00      | $123376128.97      | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | 3.0000%  | 0.0000% | $266426000.00      | $172603218.05      | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 3.0000%  | 0.0000% | $395000000.00      | $245308586.37      | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2038-05-25      | 3.4400%  | 0.0000% | $7396710.00        | $3546790.59        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2040-06-15      | 3.5000%  | 0.0000% | $961674.00         | $297856.15         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-03-25      | 3.5000%  | 0.0000% | $10065500.00       | $2827885.43        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2058-07-25      | 3.5000%  | 0.0000% | $13725000.00       | $3956955.08        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2044-02-25      | 4.0000%  | 0.0000% | $1045602.00        | $966427.16         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-01-20      | 4.7783%  | 0.0000% | $2900000.00        | $761347.11         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-06-20      | 4.9334%  | 0.0000% | $600000.00         | $183207.53         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-02-20      | 4.9735%  | 0.0000% | $8821088.00        | $3174607.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 5.0000%  | 0.0000% | $3784404.00        | $3358945.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 5.0000%  | 0.0000% | $86829568.00       | $85186555.73       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-06-25      | 5.0000%  | 0.0000% | $100000000.00      | $97955277.78       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-04-20      | 5.0534%  | 0.0000% | $2500000.00        | $554096.63         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-10-20      | 5.0834%  | 0.0000% | $1480000.00        | $312216.85         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-12-20      | 5.0834%  | 0.0000% | $3765844.00        | $791492.39         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-11-20      | 5.1134%  | 0.0000% | $4200000.00        | $933397.60         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-04-20      | 5.1183%  | 0.0000% | $999736.00         | $963056.57         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-01-20      | 5.1283%  | 0.0000% | $2900000.00        | $2863363.08        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-10-20      | 5.1834%  | 0.0000% | $2500000.00        | $583611.85         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-12-20      | 5.1994%  | 0.0000% | $1322962.00        | $515485.91         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-10-20      | 5.2034%  | 0.0000% | $199275.00         | $43795.45          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-09-20      | 5.2334%  | 0.0000% | $5000000.00        | $2803715.86        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-04-20      | 5.3334%  | 0.0000% | $5000000.00        | $1214435.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-11-20      | 5.3783%  | 0.0000% | $25000000.00       | $15373618.82       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-10-20      | 5.4283%  | 0.0000% | $7899999.00        | $8064237.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-08-20      | 5.4612%  | 0.0000% | $800000.00         | $330411.77         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $18398660.00       | $18214002.87       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $50000000.00       | $49605627.75       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-11-25      | 5.5720%  | 0.0000% | $6500000.00        | $6032210.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 5.6283%  | 0.0000% | $100000000.00      | $56387043.07       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-11-20      | 5.6834%  | 0.0000% | $9000000.00        | $6215051.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-12-20      | 5.6834%  | 0.0000% | $14338960.00       | $8508369.03        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-25      | 5.7220%  | 0.0000% | $48000000.00       | $44355289.82       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 5.8220%  | 0.0000% | $7000000.00        | $6065429.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-04-20      | 5.8283%  | 0.0000% | $3900000.00        | $2031657.99        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2036-07-15      | 6.0000%  | 0.0000% | $12000000.00       | $2679334.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-04-20      | 6.4726%  | 0.0000% | $2600000.00        | $964069.50         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2050-07-25      | 1.2500%  | 0.0000% | $194584000.00      | $81690406.76       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2049-09-25      | 5.5000%  | 0.0000% | $18320384.00       | $16830443.29       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2051-08-25      | 5.5000%  | 0.0000% | $30683000.00       | $25857901.83       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2053-11-25      | 5.8520%  | 0.0000% | $125000000.00      | $86652952.07       | Agency Debentures and Agency Strips       |

### Security 119: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc. 4.400000%
- **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: BIV8GWYT1, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BIV8GWYT1
- **C.18 - Value (incl. sponsor support):** $681000000.00
- **C.18.a - Value (excl. sponsor support):** $681000000.00
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-10-23
- **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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2039-11-25      | 2.2500%  | 0.0000% | $3500000.00        | $2416306.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-09-16      | 2.4000%  | 0.0000% | $6250000.00        | $676862.18         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-08-16      | 2.4000%  | 0.0000% | $50000000.00       | $5527094.04        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2062-04-25      | 3.0000%  | 0.0000% | $40446800.00       | $27136472.69       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-04-16      | 3.2500%  | 0.0000% | $100000000.00      | $12550385.56       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-05-25      | 3.5000%  | 0.0000% | $5684952.00        | $4345386.99        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-07-25      | 3.5000%  | 0.0000% | $149856000.00      | $24440260.08       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-03-20      | 4.7334%  | 0.0000% | $340000.00         | $55666.38          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-03-20      | 4.9334%  | 0.0000% | $399997.00         | $20100.14          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-06-20      | 4.9734%  | 0.0000% | $9750000.00        | $261191.68         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 5.2283%  | 0.0000% | $154481400.00      | $96637456.35       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-01-25      | 5.3720%  | 0.0000% | $3000000.00        | $2824031.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 5.4283%  | 0.0000% | $95233100.00       | $79532634.15       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-08-20      | 5.4334%  | 0.0000% | $9758016.00        | $5741323.67        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2033-02-15      | 5.5000%  | 0.0000% | $7000.00           | $437.81            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-01-25      | 5.5000%  | 0.0000% | $3092000.00        | $988471.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-12-20      | 5.5000%  | 0.0000% | $6684248.00        | $6718159.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-03-20      | 5.5834%  | 0.0000% | $99981.00          | $26152.28          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 5.7500%  | 0.0000% | $49999999.00       | $50415496.24       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2029-07-15      | 6.0000%  | 0.0000% | $324998.00         | $2809.76           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 6.0000%  | 0.0000% | $100000000.00      | $97382251.81       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2032-05-15      | 6.5000%  | 0.0000% | $12999.00          | $351.44            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2040-06-25      | 1.1200%  | 0.0000% | $9000000.00        | $5562841.09        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-02-25      | 1.2500%  | 0.0000% | $32045312.00       | $16317279.61       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2030-11-25      | 1.4870%  | 0.0000% | $80854000.00       | $69590541.44       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-04-25      | 1.5000%  | 0.0000% | $13540000.00       | $7908059.29        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-03-25      | 2.0000%  | 0.0000% | $63829056.00       | $39439643.81       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-11-16      | 2.1000%  | 0.0000% | $25000000.00       | $4758677.07        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2050-06-25      | 1.2500%  | 0.0000% | $13600000.00       | $6945204.11        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-11-25      | 5.4720%  | 0.0000% | $100000000.00      | $88874739.62       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-11-25      | 5.5720%  | 0.0000% | $40000000.00       | $36208419.48       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2036-11-25      | 1.2500%  | 0.0000% | $3165700.00        | $1315292.65        | Agency Debentures and Agency Strips       |

### Security 120: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc. 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8H9GW4, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BIV8H9GW4
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 1.2500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-07-28
- **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 | 2028-02-29      | 1.1250%  | 0.0000% | $108766400.00      | $101202450.52      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-02-15      | 2.0000%  | 0.0000% | $88388000.00       | $51039019.16       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-15      | 2.3750%  | 0.0000% | $105821800.00      | $102774986.25      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-02-15      | 2.3750%  | 0.0000% | $348234300.00      | $249755800.41      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-30      | 4.4919%  | 0.0000% | $488389600.00      | $490099729.39      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-09-30      | 5.0000%  | 0.0000% | $24879100.00       | $25128033.33       | U.S. Treasuries (including strips) |

### Security 121: CIBC World Markets Corp.

- **C.1 - Title:** CIBC World Markets Corp. 4.320000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8J5SC1, C.3 - LEI: 549300445CON3DBMU275, C.5 - Other ID: BIV8J5SC1
- **C.18 - Value (incl. sponsor support):** $1225000000.00
- **C.18.a - Value (excl. sponsor support):** $1225000000.00
- **C.19 - Percentage of Net Assets:** 1.5400%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-23
- **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 | 2026-02-19      | 0.0000%  | 0.0000% | $56.32             | $54.68             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-06-05      | 0.0000%  | 0.0000% | $56.32             | $56.30             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-08-14      | 0.0000%  | 0.0000% | $533931.03         | $529364.86         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-08-21      | 0.0000%  | 0.0000% | $584958.62         | $579463.52         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-08-12      | 0.0000%  | 0.0000% | $781578.16         | $775062.93         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-07-10      | 0.0000%  | 0.0000% | $1435925.29        | $1429515.32        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-06-17      | 0.0000%  | 0.0000% | $1445725.29        | $1443177.92        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-06-24      | 0.0000%  | 0.0000% | $2102325.29        | $2096907.60        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-08-26      | 0.0000%  | 0.0000% | $3404655.17        | $3370656.29        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-01-15      | 0.1250%  | 0.0000% | $56.32             | $65.63             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-10-15      | 0.1250%  | 0.0000% | $6483770.11        | $7967587.11        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-07-15      | 0.1250%  | 0.0000% | $6278251.72        | $8302872.58        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-07-31      | 0.2500%  | 0.0000% | $608951.72         | $605325.31         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-01-31      | 0.3750%  | 0.0000% | $1035871.26        | $1010707.61        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-11-30      | 0.3750%  | 0.0000% | $13516959.77       | $13279246.43       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-15      | 0.5000%  | 0.0000% | $14646606.90       | $18608122.78       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-01-15      | 0.6250%  | 0.0000% | $56.32             | $75.60             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-08-15      | 0.6250%  | 0.0000% | $112.64            | $95.05             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-07-15      | 0.6250%  | 0.0000% | $45946624.14       | $46785661.09       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-02-15      | 0.7500%  | 0.0000% | $563.22            | $550.81            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-07-15      | 0.7500%  | 0.0000% | $351279.31         | $441645.95         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-31      | 0.7500%  | 0.0000% | $639534.48         | $590586.09         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-01-15      | 1.1250%  | 0.0000% | $56.32             | $57.40             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-02-15      | 1.1250%  | 0.0000% | $112.64            | $96.55             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-05-15      | 1.1250%  | 0.0000% | $152857.47         | $92928.87          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-08-31      | 1.1250%  | 0.0000% | $10693208.05       | $9824544.53        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-08-15      | 1.1250%  | 0.0000% | $43804535.63       | $26458554.71       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-05-15      | 1.2500%  | 0.0000% | $52379.31          | $24503.70          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-04-15      | 1.2500%  | 0.0000% | $28384629.89       | $30162373.70       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-12-31      | 1.2500%  | 0.0000% | $106535180.46      | $102625611.85      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-11-15      | 1.3750%  | 0.0000% | $12728.74          | $7942.22           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-07-15      | 1.3750%  | 0.0000% | $8457794.25        | $8595668.47        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-11-15      | 1.3750%  | 0.0000% | $19950434.48       | $16847851.88       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-10-31      | 1.3750%  | 0.0000% | $51934818.39       | $47823550.35       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-01-31      | 1.5000%  | 0.0000% | $27597644.83       | $26634844.11       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-10-15      | 1.6250%  | 0.0000% | $56.32             | $57.82             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-11-15      | 1.6250%  | 0.0000% | $225.29            | $115.79            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-04-15      | 1.6250%  | 0.0000% | $225.29            | $227.10            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-08-15      | 1.7500%  | 0.0000% | $56.32             | $36.84             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-01-15      | 1.7500%  | 0.0000% | $225.29            | $231.37            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-15      | 1.7500%  | 0.0000% | $20903062.07       | $32446439.26       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-07-15      | 1.8750%  | 0.0000% | $56.32             | $57.23             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-11-15      | 1.8750%  | 0.0000% | $6355468.97        | $3448911.32        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-02-15      | 1.8750%  | 0.0000% | $90830455.17       | $50190705.98       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-02-15      | 2.0000%  | 0.0000% | $915567.82         | $529633.88         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-08-15      | 2.0000%  | 0.0000% | $5234101.15        | $2970257.43        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-04-15      | 2.1250%  | 0.0000% | $168.97            | $179.24            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-01-15      | 2.1250%  | 0.0000% | $164009.20         | $168321.54         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-02-15      | 2.2500%  | 0.0000% | $269218.39         | $162093.46         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-08-15      | 2.2500%  | 0.0000% | $1127337.93        | $697151.51         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-05-15      | 2.2500%  | 0.0000% | $45984078.16       | $32739703.50       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-05-15      | 2.3750%  | 0.0000% | $56.32             | $53.19             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-10-15      | 2.3750%  | 0.0000% | $168.97            | $183.05            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-05-15      | 2.3750%  | 0.0000% | $24781.61          | $15360.73          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-15      | 2.3750%  | 0.0000% | $3932109.20        | $3821145.35        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-01-15      | 2.3750%  | 0.0000% | $9195779.31        | $14960861.90       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-01-15      | 2.5000%  | 0.0000% | $1365354.02        | $2127022.06        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-05-15      | 2.5000%  | 0.0000% | $6640457.47        | $4489394.31        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-02-15      | 2.5000%  | 0.0000% | $9018027.59        | $6173383.85        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-02-15      | 2.5000%  | 0.0000% | $36533442.53       | $25376761.94       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-07-31      | 2.6250%  | 0.0000% | $22044255.17       | $21127349.60       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-31      | 2.6250%  | 0.0000% | $43980991.95       | $43459592.24       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-08-15      | 2.7500%  | 0.0000% | $889321.84         | $626477.04         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-08-15      | 2.7500%  | 0.0000% | $1533193.10        | $1407869.21        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-08-15      | 2.8750%  | 0.0000% | $19097609.20       | $14111026.14       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-05-15      | 2.8750%  | 0.0000% | $16895875.86       | $15589366.36       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-05-15      | 3.0000%  | 0.0000% | $56.32             | $42.26             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-02-15      | 3.0000%  | 0.0000% | $7152.87           | $5316.97           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-08-15      | 3.0000%  | 0.0000% | $526721.84         | $375967.09         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-08-15      | 3.0000%  | 0.0000% | $785971.26         | $574760.18         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-02-15      | 3.0000%  | 0.0000% | $4318814.94        | $3147434.79        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-02-15      | 3.1250%  | 0.0000% | $168.97            | $134.58            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-05-15      | 3.2500%  | 0.0000% | $978873.56         | $794949.81         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-06-30      | 3.2500%  | 0.0000% | $112079333.33      | $112131993.92      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-05-15      | 3.3750%  | 0.0000% | $168.97            | $136.27            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-05-15      | 3.3750%  | 0.0000% | $337.93            | $318.29            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-09-15      | 3.3750%  | 0.0000% | $1077605.75        | $1073049.75        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-09-30      | 3.5000%  | 0.0000% | $56.32             | $56.25             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-31      | 3.5000%  | 0.0000% | $225.29            | $225.68            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-05-15      | 3.6250%  | 0.0000% | $168.97            | $135.09            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-09-30      | 3.6250%  | 0.0000% | $28160806.90       | $27546496.44       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-08-31      | 3.6250%  | 0.0000% | $56321839.08       | $56118573.28       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-30      | 3.7500%  | 0.0000% | $168.97            | $168.91            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-15      | 3.7500%  | 0.0000% | $22442619.54       | $22608728.16       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-03-15      | 3.8750%  | 0.0000% | $337.93            | $340.65            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-02-15      | 3.8750%  | 0.0000% | $836886.21         | $743971.42         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-05-15      | 3.8750%  | 0.0000% | $3708567.82        | $3254359.06        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-10-15      | 3.8750%  | 0.0000% | $7304154.02        | $7335250.32        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-12-31      | 3.8750%  | 0.0000% | $14534132.18       | $14711515.89       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-08-15      | 3.8750%  | 0.0000% | $140804034.48      | $138411998.80      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-02-28      | 4.0000%  | 0.0000% | $56.32             | $56.97             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-04-30      | 4.0000%  | 0.0000% | $23429.89          | $23263.53          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-01-31      | 4.0000%  | 0.0000% | $1126380.46        | $1137857.34        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-07-31      | 4.0000%  | 0.0000% | $4191640.23        | $4255626.33        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-10-31      | 4.1250%  | 0.0000% | $56.32             | $56.57             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-08-15      | 4.1250%  | 0.0000% | $112.64            | $102.53            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-01-31      | 4.1250%  | 0.0000% | $450.57            | $457.66            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-03-31      | 4.1250%  | 0.0000% | $3097.70           | $3126.37           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-08-15      | 4.1250%  | 0.0000% | $7428062.07        | $6583215.30        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-11-30      | 4.1250%  | 0.0000% | $20275862.07       | $20833279.50       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-28      | 4.1250%  | 0.0000% | $21696693.10       | $21973269.70       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-05-15      | 4.2500%  | 0.0000% | $56.32             | $55.74             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-11-15      | 4.2500%  | 0.0000% | $9912.64           | $9826.65           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-01-31      | 4.2500%  | 0.0000% | $9558604.60        | $9805847.41        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-02-15      | 4.2500%  | 0.0000% | $10014079.31       | $10228319.97       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-12-31      | 4.3750%  | 0.0000% | $56.32             | $58.30             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-08-15      | 4.3750%  | 0.0000% | $112.64            | $106.74            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-05-15      | 4.3750%  | 0.0000% | $153589.66         | $146287.28         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-15      | 4.3750%  | 0.0000% | $2760164.37        | $2830423.27        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-12-15      | 4.3750%  | 0.0000% | $19403436.78       | $19891276.50       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-05-31      | 4.5000%  | 0.0000% | $225.29            | $234.95            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2038-05-15      | 4.5000%  | 0.0000% | $5445758.62        | $5424657.61        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-02-15      | 4.5000%  | 0.0000% | $13222058.62       | $12703346.38       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-10-31      | 4.5063%  | 0.0000% | $4298933.33        | $4317759.93        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-02-15      | 4.6250%  | 0.0000% | $56.32             | $54.46             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-11-15      | 4.6250%  | 0.0000% | $402250.57         | $387116.78         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-05-15      | 4.6250%  | 0.0000% | $583832.18         | $563030.35         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-05-15      | 4.6250%  | 0.0000% | $10239479.31       | $9759751.41        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-05-15      | 4.7500%  | 0.0000% | $1689655.17        | $1649635.93        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-11-15      | 4.7500%  | 0.0000% | $10305826.44       | $10022026.04       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-11-15      | 4.7500%  | 0.0000% | $58670628.74       | $57618613.96       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-10-31      | 4.8750%  | 0.0000% | $109039.08         | $113879.89         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-11-30      | 4.8750%  | 0.0000% | $6649637.93        | $6826166.34        | U.S. Treasuries (including strips) |

### Security 122: ING Financial Markets, LLC

- **C.1 - Title:** ING Financial Markets, LLC 4.330000%
- **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: BIV8J5SZ0, C.3 - LEI: KBVRJ5K57JZ3E2AVWX40, C.5 - Other ID: BIV8J5SZ0
- **C.18 - Value (incl. sponsor support):** $140000000.00
- **C.18.a - Value (excl. sponsor support):** $140000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-06-20
- **C.12 - Maturity Date (WAL):** 2025-06-20
- **C.13 - Final Legal Maturity Date:** 2025-06-20
- **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? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2053-06-01      | 5.0000%  | 0.0000% | $15909603.36       | $13928524.67       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 5.5000%  | 0.0000% | $46693764.32       | $38348940.85       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2053-08-01      | 5.5000%  | 0.0000% | $50344230.16       | $44415278.82       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 5.5000%  | 0.0000% | $51268000.00       | $46107255.81       | Agency Mortgage-Backed Securities |

### Security 123: Natixis

- **C.1 - Title:** Natixis 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8J5TA4, C.3 - LEI: 2549003L5ZG5M2ZSE107, C.5 - Other ID: BIV8J5TA4
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-23
- **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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2055-03-25      | 5.6220%  | 0.0000% | $11824884.00       | $11322886.74       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2054-12-25      | 6.0000%  | 0.0000% | $29602500.00       | $27666146.77       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp       | 2054-11-25      | 5.2620%  | 0.0000% | $195000.00         | $185792.04         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp       | 2049-08-01      | 4.0000%  | 0.0000% | $274977.00         | $48503.39          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2048-10-01      | 4.0000%  | 0.0000% | $311859200.00      | $23546485.43       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2030-04-01      | 4.4400%  | 0.0000% | $1000.00           | $1004.27           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2052-06-01      | 4.5000%  | 0.0000% | $1000.00           | $726.64            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $780.62            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp       | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $868.10            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2052-04-01      | 4.5000%  | 0.0000% | $2123855.00        | $1591493.04        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2030-04-01      | 4.7200%  | 0.0000% | $1000.00           | $1015.95           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp       | 2054-11-01      | 5.0000%  | 0.0000% | $1025.00           | $957.20            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp       | 2055-03-01      | 5.0000%  | 0.0000% | $1000.00           | $962.64            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp       | 2055-02-01      | 5.0000%  | 0.0000% | $1000.00           | $968.20            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp       | 2054-09-01      | 5.0000%  | 0.0000% | $1024.00           | $976.57            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp       | 2054-09-01      | 5.0000%  | 0.0000% | $2060.00           | $1955.56           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2054-11-01      | 5.0000%  | 0.0000% | $89393.00          | $85720.09          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2055-05-01      | 5.0000%  | 0.0000% | $1254448.00        | $1221428.14        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp       | 2055-05-01      | 5.0000%  | 0.0000% | $17674800.00       | $17181061.60       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2032-03-01      | 5.0600%  | 0.0000% | $1000.00           | $1023.81           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $769.85            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp       | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $805.87            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp       | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $870.10            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $874.99            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2055-03-01      | 5.5000%  | 0.0000% | $1000.00           | $980.27            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $983.25            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $989.18            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $995.42            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $996.18            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp       | 2052-12-01      | 5.5000%  | 0.0000% | $1225.00           | $1012.16           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2054-10-01      | 5.5000%  | 0.0000% | $1021.00           | $1013.70           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2055-05-01      | 5.5000%  | 0.0000% | $1024.00           | $1022.23           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp       | 2053-11-01      | 6.0000%  | 0.0000% | $1024.00           | $926.78            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2053-01-01      | 6.0000%  | 0.0000% | $1162.00           | $961.24            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $996.02            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1013.42           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1016.25           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp       | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1019.25           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1020.03           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp       | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1020.59           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp       | 2055-05-01      | 6.0000%  | 0.0000% | $2944.00           | $3003.38           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp       | 2053-11-01      | 6.0000%  | 0.0000% | $120709.00         | $112539.51         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $433659.00         | $440424.84         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp       | 2055-05-01      | 6.0000%  | 0.0000% | $691168.00         | $701042.26         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2055-05-01      | 6.0000%  | 0.0000% | $999536.00         | $1020845.44        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp       | 2054-10-01      | 6.0000%  | 0.0000% | $1299000.00        | $1151105.67        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2055-05-01      | 6.0000%  | 0.0000% | $1157843.00        | $1180840.46        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $1652268.00        | $1686404.41        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $1811790.00        | $1837673.84        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1038.17           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1040.27           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1042.76           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2055-06-01      | 6.5000%  | 0.0000% | $1357025.00        | $1410489.22        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2055-04-01      | 6.5000%  | 0.0000% | $1458526.00        | $1507828.98        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp       | 2055-04-01      | 6.5000%  | 0.0000% | $1541995.00        | $1597326.65        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp       | 2055-05-01      | 6.5000%  | 0.0000% | $1578294.00        | $1635695.15        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp       | 2039-01-01      | 6.5000%  | 0.0000% | $55000000.00       | $33676404.75       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2039-01-01      | 6.5000%  | 0.0000% | $43219330.00       | $38723498.14       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp       | 2040-02-01      | 6.5000%  | 0.0000% | $52370688.00       | $50392241.63       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp       | 2054-08-01      | 7.0000%  | 0.0000% | $1000.00           | $1040.58           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp       | 2055-04-01      | 7.0000%  | 0.0000% | $1000.00           | $1062.57           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp       | 2048-03-01      | 3.5000%  | 0.0000% | $763000.00         | $78746.31          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp       | 2042-09-01      | 3.5000%  | 0.0000% | $96625841.00       | $14709870.23       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2048-08-01      | 4.0000%  | 0.0000% | $1600.00           | $331.25            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp       | 2049-08-01      | 4.0000%  | 0.0000% | $149001.00         | $35376.00          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp       | 2050-11-01      | 2.5000%  | 0.0000% | $154321.00         | $80678.05          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp       | 2051-10-01      | 2.5000%  | 0.0000% | $374983.00         | $236218.78         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp       | 2036-01-01      | 3.0000%  | 0.0000% | $1000.00           | $140.93            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2051-04-01      | 3.0000%  | 0.0000% | $1000.00           | $394.03            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2046-11-01      | 3.0000%  | 0.0000% | $13561786.00       | $4293180.16        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp       | 2049-06-01      | 3.5000%  | 0.0000% | $1024.00           | $693.82            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2050-07-01      | 3.5000%  | 0.0000% | $1035.00           | $955.98            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp       | 2050-02-01      | 3.5000%  | 0.0000% | $21998.00          | $3197.89           | Agency Mortgage-Backed Securities         |
| U.S. Treasury                         | 2025-10-30      | 0.0000%  | 0.0000% | $100.00            | $98.22             | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2025-09-04      | 0.0000%  | 0.0000% | $200.00            | $197.74            | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2025-07-24      | 0.0000%  | 0.0000% | $1000.00           | $993.55            | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2048-05-15      | 0.0000%  | 0.0000% | $3522.25           | $1070.06           | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2026-04-16      | 0.0000%  | 0.0000% | $1200.00           | $1157.52           | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2025-09-25      | 0.0000%  | 0.0000% | $86033400.00       | $84853021.75       | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2025-07-31      | 0.0000%  | 0.0000% | $176072200.00      | $174791098.67      | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2028-07-15      | 0.7500%  | 0.0000% | $500.00            | $627.94            | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2026-04-30      | 0.7500%  | 0.0000% | $900.00            | $872.64            | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2029-01-15      | 0.8750%  | 0.0000% | $300.00            | $373.06            | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2031-05-15      | 1.6250%  | 0.0000% | $200.00            | $174.00            | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2035-01-15      | 2.1250%  | 0.0000% | $100.00            | $102.34            | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2047-11-15      | 2.7500%  | 0.0000% | $100.00            | $69.43             | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2052-08-15      | 3.0000%  | 0.0000% | $1400.00           | $998.10            | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2042-05-15      | 3.2500%  | 0.0000% | $100.00            | $81.04             | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2028-04-15      | 3.7500%  | 0.0000% | $100.00            | $100.02            | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2044-02-15      | 4.5000%  | 0.0000% | $533600.00         | $511524.00         | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2028-11-15      | 5.2500%  | 0.0000% | $9998400.00        | $10435109.58       | U.S. Treasuries (including strips)        |

### Security 124: Credit Agricole Corporate & Investment Bank

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8J5UZ7, C.3 - LEI: 254900BN8XS34XZDJ223, C.5 - Other ID: BIV8J5UZ7
- **C.18 - Value (incl. sponsor support):** $1190000000.00
- **C.18.a - Value (excl. sponsor support):** $1190000000.00
- **C.19 - Percentage of Net Assets:** 1.4900%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-09
- **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 | 2034-02-15      | 4.0000%  | 0.0000% | $155963351.60      | $154065388.81      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-12-15      | 4.0000%  | 0.0000% | $170349928.00      | $173940352.21      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-28      | 4.1250%  | 0.0000% | $272673839.20      | $276149723.88      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-05-15      | 4.3750%  | 0.0000% | $204363269.60      | $205154214.31      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-10-31      | 4.8750%  | 0.0000% | $243197444.00      | $251574911.34      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-06-30      | 3.2500%  | 0.0000% | $152843600.00      | $152915413.72      | U.S. Treasuries (including strips) |

### Security 125: Fixed Income Clearing Corp. - Wells Fargo Bank, N.A.

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. 4.400000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8JFGQ1, C.3 - LEI: N/A, C.5 - Other ID: BIV8JFGQ1
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 5.2000%
- **C.11 - Maturity Date (WAM):** 2025-08-08
- **C.12 - Maturity Date (WAL):** 2025-08-08
- **C.13 - Final Legal Maturity Date:** 2025-08-08
- **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? 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 | 2026-11-30      | 1.6250%  | 0.0000% | $100.00            | $97.36             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-05-15      | 2.3750%  | 0.0000% | $597000.00         | $370046.91         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-08-15      | 1.7500%  | 0.0000% | $1049800.00        | $686610.80         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-05-15      | 1.2500%  | 0.0000% | $819000.00         | $383138.45         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-08-15      | 4.1250%  | 0.0000% | $347200.00         | $316033.88         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-02-15      | 1.8750%  | 0.0000% | $113137100.00      | $98653032.77       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-11-15      | 4.2500%  | 0.0000% | $1690100.00        | $1591097.89        | U.S. Treasuries (including strips) |

### Security 126: CIBC World Markets Corp.

- **C.1 - Title:** CIBC World Markets Corp. 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8JFK52, C.3 - LEI: 549300445CON3DBMU275, C.5 - Other ID: BIV8JFK52
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-20
- **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 | 2052-02-15      | 0.1250%  | 0.0000% | $109.59            | $65.73             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-31      | 0.5000%  | 0.0000% | $547.95            | $513.45            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-08-15      | 0.6250%  | 0.0000% | $34849.32          | $29407.75          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-01-15      | 0.6250%  | 0.0000% | $21575506.85       | $28960722.68       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-11-15      | 0.8750%  | 0.0000% | $54.79             | $46.41             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-08-15      | 1.1250%  | 0.0000% | $54.79             | $33.10             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-02-15      | 1.1250%  | 0.0000% | $219.18            | $187.86            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-05-15      | 1.2500%  | 0.0000% | $547.95            | $256.34            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-04-15      | 1.2500%  | 0.0000% | $6367068.49        | $6765841.23        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-11-15      | 1.3750%  | 0.0000% | $54.79             | $46.27             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-10-31      | 1.3750%  | 0.0000% | $54.79             | $50.46             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-07-15      | 1.3750%  | 0.0000% | $33798356.16       | $34349318.02       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-02-15      | 1.5000%  | 0.0000% | $54.79             | $49.28             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-11-15      | 1.6250%  | 0.0000% | $54.79             | $28.16             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-10-15      | 1.6250%  | 0.0000% | $27397260.27       | $28124583.98       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-15      | 1.7500%  | 0.0000% | $9936712.33        | $15424100.64       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-08-15      | 2.0000%  | 0.0000% | $109.59            | $62.19             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-02-15      | 2.0000%  | 0.0000% | $219.18            | $126.79            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-08-15      | 2.2500%  | 0.0000% | $54.79             | $33.89             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-15      | 2.2500%  | 0.0000% | $767.12            | $738.32            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-05-15      | 2.3750%  | 0.0000% | $731506.85         | $690862.92         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-01-15      | 2.5000%  | 0.0000% | $1433260.27        | $2232810.07        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-08-15      | 2.7500%  | 0.0000% | $54.79             | $38.60             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-02-15      | 2.7500%  | 0.0000% | $54.79             | $53.62             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-11-15      | 2.7500%  | 0.0000% | $8672164.38        | $6032070.70        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-08-15      | 2.8750%  | 0.0000% | $54.79             | $40.49             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-15      | 2.8750%  | 0.0000% | $9286246.58        | $9035535.33        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-04-30      | 3.5000%  | 0.0000% | $33416000.00       | $33154662.19       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-02-15      | 3.8750%  | 0.0000% | $1843945.21        | $1639222.29        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-08-15      | 3.8750%  | 0.0000% | $10200931.51       | $9934805.49        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-02-28      | 4.0000%  | 0.0000% | $54.79             | $55.42             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-08-31      | 4.1250%  | 0.0000% | $699671.23         | $710370.89         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-10-15      | 4.2500%  | 0.0000% | $54.79             | $55.06             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-01-31      | 4.2500%  | 0.0000% | $54.79             | $56.21             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-05-31      | 4.5000%  | 0.0000% | $438.36            | $457.16            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-10-31      | 4.5063%  | 0.0000% | $2940821.92        | $2953700.85        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-05-15      | 4.6250%  | 0.0000% | $1617972.60        | $1560324.55        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-05-15      | 4.6250%  | 0.0000% | $5359780.82        | $5108670.75        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-06-30      | 4.6250%  | 0.0000% | $6194630.14        | $6344821.21        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-11-15      | 4.7500%  | 0.0000% | $636164.38         | $624757.41         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-11-30      | 4.8750%  | 0.0000% | $769972.60         | $790413.12         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-08-31      | 5.0000%  | 0.0000% | $9401972.60        | $9530028.69        | U.S. Treasuries (including strips) |

### Security 127: CIBC World Markets Corp.

- **C.1 - Title:** CIBC World Markets Corp. 4.320000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8JFK94, C.3 - LEI: 549300445CON3DBMU275, C.5 - Other ID: BIV8JFK94
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2030-01-15      | 0.1250%  | 0.0000% | $100.00            | $116.53            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-01-31      | 0.3750%  | 0.0000% | $1350.00           | $1317.21           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-15      | 0.5000%  | 0.0000% | $3040850.00        | $3863318.69        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-01-15      | 0.6250%  | 0.0000% | $100.00            | $134.23            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-01-15      | 0.8750%  | 0.0000% | $200.00            | $248.99            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-02-15      | 1.1250%  | 0.0000% | $100.00            | $85.71             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-10-15      | 1.6250%  | 0.0000% | $9781650.00        | $10692564.82       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-07-31      | 2.6250%  | 0.0000% | $4367700.00        | $4186030.52        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-31      | 2.6250%  | 0.0000% | $6703100.00        | $6623633.98        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-08-31      | 3.1250%  | 0.0000% | $2539600.00        | $2477840.95        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-15      | 3.7500%  | 0.0000% | $4638150.00        | $4672479.18        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-10-15      | 3.8750%  | 0.0000% | $4515650.00        | $4534874.68        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-08-15      | 3.8750%  | 0.0000% | $40691650.00       | $39630069.84       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-01-31      | 4.1250%  | 0.0000% | $200.00            | $203.14            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-15      | 4.5000%  | 0.0000% | $9920550.00        | $10072669.60       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-10-31      | 4.5063%  | 0.0000% | $65400.00          | $65686.41          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-06-30      | 4.6250%  | 0.0000% | $150.00            | $153.64            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-11-15      | 4.7500%  | 0.0000% | $33250.00          | $32334.37          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-04-30      | 4.8750%  | 0.0000% | $14999950.00       | $15146262.29       | U.S. Treasuries (including strips) |

### Security 128: Credit Agricole Corporate & Investment Bank

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8JQ8U7, C.3 - LEI: 254900BN8XS34XZDJ223, C.5 - Other ID: BIV8JQ8U7
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-16
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2029-09-30      | 3.5000%  | 0.0000% | $103248550.00      | $102000038.08      | U.S. Treasuries (including strips) |

### Security 129: Wells Fargo Securities, LLC

- **C.1 - Title:** Wells Fargo Securities, LLC 4.320000%
- **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: BIV8L5R21, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BIV8L5R21
- **C.18 - Value (incl. sponsor support):** $516000000.00
- **C.18.a - Value (excl. sponsor support):** $516000000.00
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-06-03
- **C.12 - Maturity Date (WAL):** 2025-06-03
- **C.13 - Final Legal Maturity Date:** 2025-06-03
- **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? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 | 2027-12-01      | 6.0000%  | 0.0000% | $1049200.00        | $4396.74           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-10-01      | 6.0000%  | 0.0000% | $1238400.00        | $9219.85           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-10-01      | 6.0000%  | 0.0000% | $3448600.00        | $54547.23          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 6.0000%  | 0.0000% | $192066.67         | $165374.76         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-01-01      | 6.0000%  | 0.0000% | $437709.04         | $234883.52         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 6.0000%  | 0.0000% | $429727.09         | $253999.15         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 6.0000%  | 0.0000% | $448044.52         | $355718.02         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 6.0000%  | 0.0000% | $680512.27         | $518968.05         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-04-01      | 6.0000%  | 0.0000% | $616257.08         | $628674.25         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $852950.29         | $874793.87         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 6.0000%  | 0.0000% | $872733.73         | $882696.19         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 6.0000%  | 0.0000% | $960520.24         | $983142.84         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $1436096.80        | $1484105.70        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.0000%  | 0.0000% | $1487551.17        | $1499499.99        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-06-01      | 6.0000%  | 0.0000% | $2101119.32        | $1799220.47        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 6.0000%  | 0.0000% | $2817714.32        | $2040308.59        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $2423692.13        | $2457520.87        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 6.0000%  | 0.0000% | $3404449.32        | $3142677.27        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 6.0000%  | 0.0000% | $7162497.96        | $7266163.79        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-05-01      | 6.5000%  | 0.0000% | $17200.00          | $287.72            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-12-01      | 6.5000%  | 0.0000% | $15480.00          | $9950.03           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-06-01      | 6.5000%  | 0.0000% | $57333.33          | $43359.97          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 6.5000%  | 0.0000% | $57333.33          | $56024.74          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-02-01      | 6.5000%  | 0.0000% | $293810.40         | $238885.28         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-07-01      | 6.5000%  | 0.0000% | $1269751.01        | $451164.08         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-02-01      | 6.5000%  | 0.0000% | $588240.00         | $497547.53         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-07-01      | 6.5000%  | 0.0000% | $622293.71         | $555370.10         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.5000%  | 0.0000% | $604254.35         | $633671.32         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.5000%  | 0.0000% | $1227551.96        | $1259557.40        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.5000%  | 0.0000% | $3313383.35        | $2833269.90        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-03-01      | 6.5000%  | 0.0000% | $4497381.47        | $4097117.35        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.5000%  | 0.0000% | $4659693.85        | $4825156.72        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 7.0000%  | 0.0000% | $60200.00          | $48498.91          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-02-01      | 7.5000%  | 0.0000% | $123916.25         | $64853.16          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 1.5000%  | 0.0000% | $22933.33          | $14209.22          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-11-01      | 1.5000%  | 0.0000% | $237933.33         | $146751.18         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-12-01      | 1.5000%  | 0.0000% | $573333.33         | $288784.46         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-06-01      | 1.5000%  | 0.0000% | $599560.47         | $393208.99         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-09-01      | 1.5000%  | 0.0000% | $5733333.33        | $3275379.76        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 2.0000%  | 0.0000% | $4586.67           | $2459.89           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-11-01      | 2.0000%  | 0.0000% | $41853.33          | $6408.12           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-12-01      | 2.0000%  | 0.0000% | $75672.55          | $13509.61          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-06-01      | 2.0000%  | 0.0000% | $33540.00          | $18424.59          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-03-01      | 2.0000%  | 0.0000% | $40877.52          | $23509.46          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 2.0000%  | 0.0000% | $34400.00          | $25187.98          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-05-01      | 2.0000%  | 0.0000% | $103200.00         | $55550.11          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-06-01      | 2.0000%  | 0.0000% | $137600.00         | $59038.15          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-07-01      | 2.0000%  | 0.0000% | $114666.67         | $71389.04          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-10-01      | 2.0000%  | 0.0000% | $245074.77         | $152516.21         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 2.0000%  | 0.0000% | $289533.33         | $181955.65         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-12-01      | 2.0000%  | 0.0000% | $533055.52         | $353519.79         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 2.0000%  | 0.0000% | $860000.00         | $413391.45         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 2.0000%  | 0.0000% | $2485973.33        | $1628309.07        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-10-01      | 2.0000%  | 0.0000% | $9594451.25        | $5972699.88        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 2.0000%  | 0.0000% | $10868028.69       | $7171824.37        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-06-01      | 2.5000%  | 0.0000% | $2866.67           | $1683.55           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-07-01      | 2.5000%  | 0.0000% | $90013.33          | $19472.81          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-08-01      | 2.5000%  | 0.0000% | $40133.33          | $22089.73          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.5000%  | 0.0000% | $57333.33          | $35834.11          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-03-01      | 2.5000%  | 0.0000% | $73386.67          | $38580.36          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-09-01      | 2.5000%  | 0.0000% | $344000.00         | $51104.98          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 2.5000%  | 0.0000% | $69373.33          | $51680.49          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-02-01      | 2.5000%  | 0.0000% | $114666.67         | $58111.79          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-06-01      | 2.5000%  | 0.0000% | $172000.00         | $101113.62         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.5000%  | 0.0000% | $173505.57         | $114988.46         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 2.5000%  | 0.0000% | $210413.33         | $135906.41         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-09-01      | 2.5000%  | 0.0000% | $251967.96         | $136667.09         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 2.5000%  | 0.0000% | $493066.67         | $200024.20         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 2.5000%  | 0.0000% | $333769.44         | $239115.55         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-07-01      | 2.5000%  | 0.0000% | $361318.68         | $261752.19         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-08-01      | 2.5000%  | 0.0000% | $455800.00         | $268287.66         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.5000%  | 0.0000% | $458666.67         | $272554.02         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-12-01      | 2.5000%  | 0.0000% | $715983.25         | $278634.08         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 2.5000%  | 0.0000% | $674111.00         | $467155.98         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-07-01      | 2.5000%  | 0.0000% | $955852.73         | $663116.90         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 2.5000%  | 0.0000% | $2006666.67        | $1048007.07        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 2.5000%  | 0.0000% | $1746350.40        | $1296053.41        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-06-01      | 2.5000%  | 0.0000% | $2693484.45        | $1378020.67        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-08-01      | 2.5000%  | 0.0000% | $2301420.77        | $1414433.31        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-01-01      | 2.5000%  | 0.0000% | $6550761.61        | $1488605.56        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-05-01      | 2.5000%  | 0.0000% | $5289000.00        | $2974891.22        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 2.5000%  | 0.0000% | $4646995.09        | $3273841.12        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-01-01      | 5.5000%  | 0.0000% | $1720.00           | $1556.56           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 5.5000%  | 0.0000% | $14669.88          | $12049.92          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.5000%  | 0.0000% | $29159.73          | $28627.31          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 5.5000%  | 0.0000% | $57853.92          | $56806.63          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-05-01      | 5.5000%  | 0.0000% | $9465401.95        | $74909.79          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-11-01      | 5.5000%  | 0.0000% | $186178.53         | $180257.82         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 5.5000%  | 0.0000% | $231053.33         | $207095.45         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 5.5000%  | 0.0000% | $242395.59         | $208052.73         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.5000%  | 0.0000% | $264306.67         | $216004.28         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-05-01      | 5.5000%  | 0.0000% | $415666.67         | $364013.42         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.5000%  | 0.0000% | $1096200.72        | $384666.76         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 5.5000%  | 0.0000% | $573704.28         | $574131.97         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-02-01      | 5.5000%  | 0.0000% | $602463.25         | $597969.56         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 5.5000%  | 0.0000% | $647390.23         | $600696.26         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 5.5000%  | 0.0000% | $607936.87         | $610204.75         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 5.5000%  | 0.0000% | $688000.00         | $615718.56         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-12-01      | 5.5000%  | 0.0000% | $676965.63         | $676080.05         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 5.5000%  | 0.0000% | $690064.00         | $687333.61         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 5.5000%  | 0.0000% | $856993.44         | $854635.28         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 5.5000%  | 0.0000% | $872941.85         | $863920.20         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.5000%  | 0.0000% | $940277.56         | $931550.71         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.5000%  | 0.0000% | $1272890.01        | $1106873.39        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 5.5000%  | 0.0000% | $1496848.35        | $1485603.31        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 5.5000%  | 0.0000% | $1919765.96        | $1877042.82        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-05-01      | 5.5000%  | 0.0000% | $3193914.44        | $2307508.11        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-01-01      | 5.5000%  | 0.0000% | $5341658.37        | $4761830.68        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-04-01      | 5.5000%  | 0.0000% | $14178229.47       | $14330170.05       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 5.5000%  | 0.0000% | $35057094.47       | $35053608.25       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 5.5000%  | 0.0000% | $40995828.48       | $40568042.17       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-11-01      | 5.5000%  | 0.0000% | $121504092.08      | $106530813.96      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-11-01      | 6.0000%  | 0.0000% | $134733.33         | $620.36            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-10-01      | 6.0000%  | 0.0000% | $55332.40          | $685.93            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-11-01      | 6.0000%  | 0.0000% | $370022.45         | $1395.86           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-07-01      | 2.5000%  | 0.0000% | $8074919.55        | $4345814.38        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-08-01      | 2.5000%  | 0.0000% | $18256859.16       | $8842959.97        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 2.5000%  | 0.0000% | $19421531.93       | $15520701.43       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-04-01      | 2.5000%  | 0.0000% | $35483026.67       | $19559377.49       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-06-01      | 3.0000%  | 0.0000% | $1720.00           | $457.44            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 3.0000%  | 0.0000% | $1146.67           | $850.42            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-04-01      | 3.0000%  | 0.0000% | $4013.33           | $1869.44           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 3.0000%  | 0.0000% | $8600.00           | $6694.31           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-08-01      | 3.0000%  | 0.0000% | $46454.91          | $16810.19          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-05-01      | 3.0000%  | 0.0000% | $66180.44          | $33277.56          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-02-01      | 3.0000%  | 0.0000% | $53893.33          | $33661.11          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-07-01      | 3.0000%  | 0.0000% | $242103.76         | $51247.54          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-07-01      | 3.0000%  | 0.0000% | $550400.00         | $54762.89          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-08-25      | 3.0000%  | 0.0000% | $114666.67         | $76445.05          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-07-01      | 3.0000%  | 0.0000% | $315333.33         | $78713.40          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-08-01      | 3.0000%  | 0.0000% | $243903.45         | $164548.02         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 3.0000%  | 0.0000% | $583000.31         | $416769.96         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-05-01      | 3.0000%  | 0.0000% | $838473.63         | $438700.79         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 3.0000%  | 0.0000% | $708640.00         | $490711.92         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-11-01      | 3.0000%  | 0.0000% | $782026.67         | $497496.55         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 3.0000%  | 0.0000% | $860000.00         | $564181.36         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-06-01      | 3.0000%  | 0.0000% | $6316413.33        | $626155.56         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-09-01      | 3.0000%  | 0.0000% | $11877146.96       | $9807533.56        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 3.5000%  | 0.0000% | $573.33            | $388.54            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-06-01      | 3.5000%  | 0.0000% | $1146.67           | $458.58            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-01-01      | 3.5000%  | 0.0000% | $5733.33           | $885.60            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-12-01      | 3.5000%  | 0.0000% | $7453.33           | $1034.31           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2025-11-01      | 3.5000%  | 0.0000% | $1261304.67        | $2192.31           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-07-01      | 3.5000%  | 0.0000% | $6134.67           | $3177.98           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 3.5000%  | 0.0000% | $5160.00           | $3760.14           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 3.5000%  | 0.0000% | $8600.00           | $6271.15           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-10-01      | 3.5000%  | 0.0000% | $10567564.76       | $9156499.27        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-02-01      | 3.5000%  | 0.0000% | $49362926.72       | $10288197.21       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-08-01      | 4.0000%  | 0.0000% | $2293.33           | $564.33            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 4.0000%  | 0.0000% | $3440.00           | $1555.04           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-01-01      | 4.0000%  | 0.0000% | $12252.13          | $1627.86           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 4.0000%  | 0.0000% | $2866.67           | $2302.93           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 4.0000%  | 0.0000% | $34430.39          | $22912.28          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 4.0000%  | 0.0000% | $54466.67          | $39197.37          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-06-01      | 4.0000%  | 0.0000% | $458666.67         | $64461.34          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 4.0000%  | 0.0000% | $79693.33          | $65883.33          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-06-01      | 4.0000%  | 0.0000% | $113616.32         | $67099.73          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-12-01      | 4.0000%  | 0.0000% | $786860.44         | $81154.85          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-02-01      | 4.0000%  | 0.0000% | $600595.91         | $90330.46          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2057-02-01      | 4.0000%  | 0.0000% | $575675.40         | $159011.68         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-08-01      | 4.0000%  | 0.0000% | $310649.20         | $170120.57         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-03-01      | 4.0000%  | 0.0000% | $533773.33         | $178861.47         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-04-01      | 4.0000%  | 0.0000% | $615530.67         | $426099.51         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-12-01      | 4.0000%  | 0.0000% | $690350.67         | $656555.57         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-12-01      | 4.0000%  | 0.0000% | $952753.29         | $905691.81         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 4.0000%  | 0.0000% | $4798800.00        | $3744088.20        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-12-01      | 4.5000%  | 0.0000% | $177917.37         | $2086.29           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-07-01      | 4.5000%  | 0.0000% | $60200.00          | $10155.76          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-07-01      | 4.5000%  | 0.0000% | $103600.19         | $11645.49          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-10-01      | 4.5000%  | 0.0000% | $126133.33         | $22818.49          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-04-01      | 4.5000%  | 0.0000% | $1240693.33        | $50868.36          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-01-01      | 4.5000%  | 0.0000% | $811266.67         | $196287.84         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 4.5000%  | 0.0000% | $295478.80         | $264550.36         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 4.5000%  | 0.0000% | $489979.27         | $363226.23         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 4.5000%  | 0.0000% | $729555.20         | $690002.11         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 4.5000%  | 0.0000% | $1325868.31        | $1254056.07        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-03-01      | 4.5000%  | 0.0000% | $1738147.15        | $1579097.76        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 4.5000%  | 0.0000% | $3190679.12        | $3016308.51        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 4.5000%  | 0.0000% | $4615548.91        | $3848395.33        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 4.5000%  | 0.0000% | $7052000.00        | $5354688.58        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 4.5000%  | 0.0000% | $21836583.36       | $18916883.05       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 4.5000%  | 0.0000% | $31027852.28       | $25250261.05       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-03-01      | 5.0000%  | 0.0000% | $4343351.45        | $1810.40           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-07-01      | 5.0000%  | 0.0000% | $2866.67           | $1930.23           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-04-01      | 5.0000%  | 0.0000% | $4013.33           | $2553.95           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-10-01      | 5.0000%  | 0.0000% | $260866.67         | $7059.14           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-09-01      | 5.0000%  | 0.0000% | $573333.33         | $10053.78          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-12-01      | 5.0000%  | 0.0000% | $403493.08         | $28854.57          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 5.0000%  | 0.0000% | $37303.93          | $32179.92          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-05-01      | 5.0000%  | 0.0000% | $3265604.04        | $78451.94          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 5.0000%  | 0.0000% | $573333.33         | $434449.84         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-02-01      | 5.0000%  | 0.0000% | $573333.91         | $556043.15         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-05-01      | 5.0000%  | 0.0000% | $4261238.65        | $670433.67         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 5.0000%  | 0.0000% | $803296.76         | $782624.70         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 5.0000%  | 0.0000% | $1171380.20        | $1130367.71        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-05-01      | 5.0000%  | 0.0000% | $1380126.28        | $1391002.75        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-04-01      | 5.0000%  | 0.0000% | $1707717.48        | $1707778.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 5.0000%  | 0.0000% | $11466666.67       | $10342341.04       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 5.0000%  | 0.0000% | $12165826.60       | $11632656.27       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-05-01      | 5.0000%  | 0.0000% | $33006096.52       | $32906020.64       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2025-08-01      | 5.5000%  | 0.0000% | $946000.00         | $391.30            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-01-01      | 5.5000%  | 0.0000% | $405434.39         | $401.83            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-12-01      | 5.5000%  | 0.0000% | $57333.33          | $615.98            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-01-01      | 3.5000%  | 0.0000% | $290445.51         | $75500.40          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 3.5000%  | 0.0000% | $581933.33         | $85043.78          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-02-01      | 3.5000%  | 0.0000% | $466859.60         | $119967.12         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-07-01      | 3.5000%  | 0.0000% | $570466.67         | $136121.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-05-01      | 3.5000%  | 0.0000% | $2894718.15        | $174160.87         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-03-01      | 3.5000%  | 0.0000% | $3067333.33        | $190815.71         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-03-01      | 3.5000%  | 0.0000% | $366395.55         | $205214.87         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-05-01      | 3.5000%  | 0.0000% | $1743068.64        | $410828.70         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-02-01      | 3.5000%  | 0.0000% | $1269933.33        | $499726.18         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-11-01      | 3.5000%  | 0.0000% | $825238.80         | $589153.19         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-08-01      | 3.5000%  | 0.0000% | $1429811.92        | $1276799.45        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.5000%  | 0.0000% | $2394492.27        | $1655857.37        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-04-01      | 3.5000%  | 0.0000% | $10400195.57       | $8327631.36        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-01-01      | 3.5000%  | 0.0000% | $10071568.93       | $8652848.32        | Agency Mortgage-Backed Securities |

### Security 130: Wells Fargo Securities, LLC

- **C.1 - Title:** Wells Fargo Securities, LLC 4.390000%
- **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: BIV8L9QA6, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BIV8L9QA6
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-26
- **C.12 - Maturity Date (WAL):** 2025-08-26
- **C.13 - Final Legal Maturity Date:** 2025-08-26
- **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? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2027-10-08      | 0.0000%  | 0.0000% | $97000.00          | $88044.96          | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2025-06-25      | 0.0000%  | 0.0000% | $200000.00         | $199370.00         | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2025-07-01      | 0.0000%  | 0.0000% | $258000.00         | $256998.96         | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2025-07-11      | 0.0000%  | 0.0000% | $560000.00         | $557172.00         | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp       | 2031-03-15      | 0.0000%  | 0.0000% | $5047000.00        | $3922578.87        | Agency Debentures and Agency Strips |
| Federal National Mortgage Association | 2030-01-15      | 0.0000%  | 0.0000% | $10000000.00       | $8222750.00        | Agency Debentures and Agency Strips |
| Tennessee Valley Authority            | 2025-06-04      | 0.0000%  | 0.0000% | $20000000.00       | $19986000.00       | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2025-07-30      | 0.0000%  | 0.0000% | $28541000.00       | $28333221.52       | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2025-11-12      | 0.0000%  | 0.0000% | $31600000.00       | $30989298.40       | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2025-11-14      | 0.0000%  | 0.0000% | $50000000.00       | $49022100.00       | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp       | 2032-07-15      | 0.0000%  | 0.0000% | $72782000.00       | $52689000.48       | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2025-11-19      | 0.0000%  | 0.0000% | $100000000.00      | $97987700.00       | Agency Debentures and Agency Strips |
| Federal National Mortgage Association | 2027-10-08      | 0.7500%  | 0.0000% | $1545000.00        | $1435968.32        | Agency Debentures and Agency Strips |
| Federal National Mortgage Association | 2030-08-05      | 0.8750%  | 0.0000% | $49000.00          | $41919.46          | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2031-12-12      | 1.6250%  | 0.0000% | $50000.00          | $42647.17          | Agency Debentures and Agency Strips |
| Federal National Mortgage Association | 2026-09-24      | 1.8750%  | 0.0000% | $1507000.00        | $1469809.50        | Agency Debentures and Agency Strips |
| Federal National Mortgage Association | 2026-04-24      | 2.1250%  | 0.0000% | $96000.00          | $94393.06          | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2027-09-10      | 2.3750%  | 0.0000% | $70000.00          | $67870.44          | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2029-06-08      | 2.7500%  | 0.0000% | $40000.00          | $38527.96          | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2028-03-10      | 3.0000%  | 0.0000% | $11300000.00       | $11092245.73       | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2028-09-08      | 3.2500%  | 0.0000% | $50000.00          | $49278.14          | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2028-12-08      | 3.5000%  | 0.0000% | $500000.00         | $500467.61         | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2027-03-10      | 4.0000%  | 0.0000% | $500000.00         | $504301.72         | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2028-06-30      | 4.0000%  | 0.0000% | $4000000.00        | $4072854.67        | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2028-03-03      | 4.0000%  | 0.0000% | $44000000.00       | $44037258.22       | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2030-06-14      | 4.1250%  | 0.0000% | $34215000.00       | $34917633.54       | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2027-12-10      | 4.2500%  | 0.0000% | $130000.00         | $133560.50         | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2025-08-29      | 4.3300%  | 0.0000% | $1000000.00        | $1000119.72        | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2025-11-25      | 4.3300%  | 0.0000% | $1000000.00        | $1000604.44        | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2025-12-02      | 4.3300%  | 0.0000% | $1000000.00        | $1007698.89        | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2025-11-12      | 4.3350%  | 0.0000% | $3000000.00        | $3006462.00        | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2025-10-23      | 4.3400%  | 0.0000% | $1000000.00        | $1004426.92        | Agency Debentures and Agency Strips |
| Federal Farm Credit Bank              | 2026-06-23      | 4.3750%  | 0.0000% | $98000.00          | $100061.32         | Agency Debentures and Agency Strips |
| Federal Farm Credit Bank              | 2026-05-14      | 4.4200%  | 0.0000% | $10000.00          | $10022.04          | Agency Debentures and Agency Strips |
| Federal National Mortgage Association | 2026-06-18      | 4.4300%  | 0.0000% | $1040000.00        | $1050003.07        | Agency Debentures and Agency Strips |
| Federal Farm Credit Bank              | 2026-03-24      | 4.4400%  | 0.0000% | $172000.00         | $173417.85         | Agency Debentures and Agency Strips |
| Federal Farm Credit Bank              | 2027-02-10      | 4.4450%  | 0.0000% | $160000000.00      | $160472533.33      | Agency Debentures and Agency Strips |
| Federal National Mortgage Association | 2026-09-11      | 4.4700%  | 0.0000% | $120000.00         | $121316.93         | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2026-01-02      | 4.4750%  | 0.0000% | $3375000.00        | $3401381.81        | Agency Debentures and Agency Strips |
| Federal Farm Credit Bank              | 2025-09-26      | 4.4800%  | 0.0000% | $15000.00          | $15124.78          | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2029-03-09      | 4.5000%  | 0.0000% | $50000.00          | $51381.65          | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2027-03-12      | 4.5000%  | 0.0000% | $65000.00          | $66155.18          | Agency Debentures and Agency Strips |
| Federal Farm Credit Bank              | 2026-08-14      | 4.5000%  | 0.0000% | $265000.00         | $269581.85         | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2028-03-10      | 4.5000%  | 0.0000% | $675000.00         | $691488.22         | Agency Debentures and Agency Strips |
| Federal Farm Credit Bank              | 2025-06-02      | 4.5250%  | 0.0000% | $6000.00           | $6067.10           | Agency Debentures and Agency Strips |
| Federal Farm Credit Bank              | 2025-12-29      | 4.6600%  | 0.0000% | $3300000.00        | $3331995.33        | Agency Debentures and Agency Strips |
| Federal Agricultural Mortgage Corp    | 2029-12-24      | 4.6700%  | 0.0000% | $1890000.00        | $1923446.70        | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2027-07-26      | 4.7150%  | 0.0000% | $10000.00          | $10143.64          | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2032-12-10      | 4.7500%  | 0.0000% | $180000.00         | $187988.50         | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2037-12-11      | 4.7500%  | 0.0000% | $725000.00         | $738636.24         | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2026-06-12      | 4.7500%  | 0.0000% | $1000000.00        | $1027711.67        | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2026-03-13      | 4.8750%  | 0.0000% | $55000.00          | $55814.83          | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2032-09-10      | 4.8750%  | 0.0000% | $38160000.00       | $39738043.20       | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2026-03-13      | 4.9460%  | 0.0000% | $10000.00          | $10155.65          | Agency Debentures and Agency Strips |
| Federal Agricultural Mortgage Corp    | 2027-01-06      | 5.0916%  | 0.0000% | $2700000.00        | $2746708.27        | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2036-07-15      | 5.5000%  | 0.0000% | $585000.00         | $638115.07         | Agency Debentures and Agency Strips |
| Federal National Mortgage Association | 2029-05-15      | 6.2500%  | 0.0000% | $4743000.00        | $5140578.02        | Agency Debentures and Agency Strips |
| Federal National Mortgage Association | 2030-11-15      | 6.6250%  | 0.0000% | $29996000.00       | $33713986.71       | Agency Debentures and Agency Strips |
| Federal National Mortgage Association | 2030-05-15      | 7.2500%  | 0.0000% | $6700000.00        | $7674855.58        | Agency Debentures and Agency Strips |
| Federal National Mortgage Association | 2051-07-01      | 1.5000%  | 0.0000% | $775000.00         | $472293.92         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2048-04-01      | 2.5000%  | 0.0000% | $86000.00          | $23937.58          | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2035-09-01      | 2.5000%  | 0.0000% | $265000.00         | $43025.70          | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2028-05-01      | 2.5000%  | 0.0000% | $1000000.00        | $51724.45          | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2052-04-01      | 2.5000%  | 0.0000% | $850000.00         | $574793.95         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2051-09-01      | 2.5000%  | 0.0000% | $3127551.00        | $2169118.61        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2037-11-01      | 2.5000%  | 0.0000% | $3054390.00        | $2608274.43        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2051-11-01      | 2.5000%  | 0.0000% | $10445073.00       | $7230773.72        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2050-02-01      | 3.0000%  | 0.0000% | $8000.00           | $1390.77           | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2035-08-01      | 3.0000%  | 0.0000% | $6000000.00        | $3749898.08        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2043-08-01      | 3.5000%  | 0.0000% | $4000.00           | $571.67            | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2027-08-01      | 3.5000%  | 0.0000% | $794000.00         | $24669.12          | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2035-07-01      | 3.5000%  | 0.0000% | $2257304.00        | $565556.00         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2052-02-01      | 3.5000%  | 0.0000% | $8382709.00        | $7198150.94        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2042-06-01      | 4.0000%  | 0.0000% | $6470000.00        | $546549.81         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2030-05-01      | 4.5000%  | 0.0000% | $280000.00         | $3011.70           | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2052-11-01      | 4.5000%  | 0.0000% | $70000.00          | $59774.54          | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2052-09-01      | 4.5000%  | 0.0000% | $1318957.00        | $1075621.19        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2051-09-01      | 4.5000%  | 0.0000% | $2909506.00        | $2768475.30        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2053-07-01      | 4.5000%  | 0.0000% | $15914264.00       | $12636724.61       | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2052-06-01      | 5.0000%  | 0.0000% | $100000.00         | $76629.54          | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2054-11-01      | 5.0000%  | 0.0000% | $400000.00         | $374076.89         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2055-02-01      | 5.0000%  | 0.0000% | $1337163.00        | $1297274.78        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2054-11-01      | 5.0000%  | 0.0000% | $4452879.00        | $4294720.28        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2040-04-01      | 5.0000%  | 0.0000% | $5344353.00        | $5344982.54        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2040-02-01      | 5.0000%  | 0.0000% | $8203315.00        | $7665049.94        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2054-09-01      | 5.5000%  | 0.0000% | $352893.00         | $339973.23         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2055-02-01      | 5.5000%  | 0.0000% | $1939544.00        | $1857568.14        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2054-08-01      | 5.5000%  | 0.0000% | $2714626.00        | $2384199.05        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2039-12-01      | 5.5000%  | 0.0000% | $3971428.00        | $3965480.88        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2054-08-01      | 6.0000%  | 0.0000% | $1801975.00        | $1815350.44        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2054-12-01      | 6.0000%  | 0.0000% | $2505157.00        | $2517813.65        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2055-05-01      | 6.0000%  | 0.0000% | $4352085.00        | $4429914.31        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2039-10-01      | 6.0000%  | 0.0000% | $8089405.00        | $7631378.89        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2037-04-01      | 6.5000%  | 0.0000% | $1630000.00        | $9623.52           | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2054-09-01      | 6.5000%  | 0.0000% | $18158038.00       | $17921802.10       | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2032-09-01      | 7.0000%  | 0.0000% | $196381.00         | $795.07            | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2054-09-01      | 7.0000%  | 0.0000% | $148000.00         | $129190.40         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2025-10-01      | 8.0000%  | 0.0000% | $4357165.00        | $843.28            | Agency Mortgage-Backed Securities   |

### Security 131: Fixed Income Clearing Corp. - Wells Fargo Bank, N.A.

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8L9QW8, C.3 - LEI: N/A, C.5 - Other ID: BIV8L9QW8
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-06-04
- **C.12 - Maturity Date (WAL):** 2025-06-04
- **C.13 - Final Legal Maturity Date:** 2025-06-04
- **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? 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 | 2026-11-15      | 2.0000%  | 0.0000% | $592400.00         | $575946.22         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-05-15      | 2.3750%  | 0.0000% | $200.00            | $123.97            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-05-15      | 3.2500%  | 0.0000% | $3300.00           | $2679.95           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-11-15      | 3.3750%  | 0.0000% | $594300.00         | $460343.99         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-01-31      | 1.7500%  | 0.0000% | $200.00            | $186.47            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-09-30      | 3.5000%  | 0.0000% | $2123800.00        | $2120934.37        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 3.6250%  | 0.0000% | $100.00            | $80.92             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-01-31      | 4.2500%  | 0.0000% | $25287100.00       | $25941175.98       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-08-15      | 4.1250%  | 0.0000% | $11100.00          | $10103.62          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-08-15      | 4.1250%  | 0.0000% | $312421800.00      | $276887828.31      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-08-31      | 1.1250%  | 0.0000% | $100.00            | $91.88             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-31      | 0.5000%  | 0.0000% | $400.00            | $371.47            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-08-15      | 3.8750%  | 0.0000% | $200.00            | $194.78            | U.S. Treasuries (including strips) |

### Security 132: Mitsubishi UFJ Trust & Banking Corp.

- **C.1 - Title:** Mitsubishi UFJ Trust & Banking Corp. 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8L9V69, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: BIV8L9V69
- **C.18 - Value (incl. sponsor support):** $714137500.00
- **C.18.a - Value (excl. sponsor support):** $714137500.00
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-06-04
- **C.12 - Maturity Date (WAL):** 2025-06-04
- **C.13 - Final Legal Maturity Date:** 2025-06-04
- **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? 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 NOTE 4.125 30-SEP-2027 | 2027-09-30      | 4.1250%  | 0.0000% | $29700000.00       | $30304956.33       | U.S. Treasuries (including strips) |
| TREASURY NOTE 4.0 15-DEC-2027   | 2027-12-15      | 4.0000%  | 0.0000% | $200000000.00      | $204073780.00      | U.S. Treasuries (including strips) |
| TREASURY NOTE 1.25 30-JUN-2028  | 2028-06-30      | 1.2500%  | 0.0000% | $227187500.00      | $231815059.47      | U.S. Treasuries (including strips) |
| TREASURY NOTE 3.875 15-OCT-2027 | 2027-10-15      | 3.8750%  | 0.0000% | $196500000.00      | $200502488.85      | U.S. Treasuries (including strips) |
| TREASURY BOND 1.375 15-NOV-2040 | 2040-11-15      | 1.3750%  | 0.0000% | $60750000.00       | $61987410.68       | U.S. Treasuries (including strips) |
| TREASURY BOND 1.375 15-NOV-2040 | 2040-11-15      | 1.3750%  | 0.0000% | $830000.00         | $529018.48         | U.S. Treasuries (including strips) |

### Security 133: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8LF101, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BIV8LF101
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-05
- **C.12 - Maturity Date (WAL):** 2025-06-05
- **C.13 - Final Legal Maturity Date:** 2025-06-05
- **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? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 | 2044-08-15      | 0.0000%  | 0.0000% | $10531840.00       | $3985174.53        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-05-15      | 0.0000%  | 0.0000% | $15928533.60       | $4400257.41        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-11-15      | 0.0000%  | 0.0000% | $16030480.00       | $5115133.80        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-11-15      | 0.0000%  | 0.0000% | $20738000.00       | $5162766.58        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-02-15      | 0.0000%  | 0.0000% | $14955127.20       | $5355700.24        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-08-15      | 0.0000%  | 0.0000% | $21830480.00       | $5397804.48        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-08-15      | 0.0000%  | 0.0000% | $22344560.00       | $5727849.20        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-05-15      | 0.0000%  | 0.0000% | $24819599.20       | $6264516.48        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-05-15      | 0.0000%  | 0.0000% | $23842240.00       | $6294017.57        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-11-15      | 0.0000%  | 0.0000% | $23846320.00       | $6313837.84        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-11-15      | 0.0000%  | 0.0000% | $28827600.00       | $6734329.15        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-02-15      | 0.0000%  | 0.0000% | $21253653.60       | $6890349.48        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-08-15      | 0.0000%  | 0.0000% | $23265280.00       | $6987377.87        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-08-15      | 0.0000%  | 0.0000% | $19507838.40       | $7172603.01        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-08-15      | 0.0000%  | 0.0000% | $29223760.00       | $7344281.57        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-11-15      | 0.0000%  | 0.0000% | $23122560.00       | $7961582.98        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-08-15      | 0.0000%  | 0.0000% | $29278160.00       | $8357889.94        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-02-15      | 0.0000%  | 0.0000% | $25899672.00       | $8820081.50        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-02-15      | 0.0000%  | 0.0000% | $26118880.00       | $9126929.19        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-11-15      | 0.0000%  | 0.0000% | $34095440.00       | $9444914.22        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-02-15      | 0.0000%  | 0.0000% | $36008968.00       | $9592897.10        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-08-15      | 0.0000%  | 0.0000% | $29476466.40       | $9800129.21        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-05-15      | 0.0000%  | 0.0000% | $50713595.20       | $11974189.82       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-02-15      | 0.0000%  | 0.0000% | $47520605.60       | $12132913.50       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-11-15      | 0.0000%  | 0.0000% | $58919999.20       | $14199837.65       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-08-15      | 0.0000%  | 0.0000% | $63518375.20       | $14949494.23       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-02-15      | 0.0000%  | 0.0000% | $50414171.20       | $15528421.77       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-02-15      | 0.0000%  | 0.0000% | $56532266.40       | $16545581.07       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-08-15      | 0.0000%  | 0.0000% | $51524532.80       | $17981752.80       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-08-15      | 0.0000%  | 0.0000% | $82124000.00       | $20015261.28       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 0.0000%  | 0.0000% | $98262925.60       | $24337171.84       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-05-15      | 0.0000%  | 0.0000% | $114657771.20      | $28155362.30       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-07-31      | 4.3750%  | 0.0000% | $21680.00          | $22050.34          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-05-15      | 0.0000%  | 0.0000% | $71758640.00       | $20582745.99       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-08-15      | 0.0000%  | 0.0000% | $710560.00         | $255074.70         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-02-15      | 0.0000%  | 0.0000% | $775600.00         | $285658.91         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-11-15      | 0.0000%  | 0.0000% | $1168960.00        | $301853.53         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-02-15      | 0.0000%  | 0.0000% | $1188880.00        | $311137.03         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-02-15      | 0.0000%  | 0.0000% | $992160.00         | $329208.61         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-08-15      | 0.0000%  | 0.0000% | $1720160.00        | $555677.05         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-11-15      | 0.0000%  | 0.0000% | $2783679.20        | $824330.92         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-11-15      | 0.0000%  | 0.0000% | $3072480.00        | $888579.65         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-08-15      | 0.0000%  | 0.0000% | $2799760.00        | $953267.88         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 0.0000%  | 0.0000% | $4118880.00        | $1037788.89        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-11-15      | 0.0000%  | 0.0000% | $3987120.00        | $1207431.51        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-11-15      | 0.0000%  | 0.0000% | $5018800.00        | $1233018.78        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-11-15      | 0.0000%  | 0.0000% | $3653044.00        | $1326581.01        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-05-15      | 0.0000%  | 0.0000% | $3949092.80        | $1396569.03        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-11-15      | 0.0000%  | 0.0000% | $4552164.80        | $1495240.47        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-05-15      | 0.0000%  | 0.0000% | $5634000.00        | $1526532.30        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-05-15      | 0.0000%  | 0.0000% | $4645893.60        | $1563821.72        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-05-15      | 0.0000%  | 0.0000% | $5327922.40        | $1705435.99        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-11-15      | 0.0000%  | 0.0000% | $4862640.00        | $1815461.78        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-08-15      | 0.0000%  | 0.0000% | $7556280.00        | $2060038.39        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-05-15      | 0.0000%  | 0.0000% | $6858800.00        | $2083696.58        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-08-15      | 0.0000%  | 0.0000% | $6665520.00        | $2104524.63        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-11-15      | 0.0000%  | 0.0000% | $6489680.00        | $2298008.67        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-08-15      | 0.0000%  | 0.0000% | $9216914.40        | $2397992.27        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-05-15      | 0.0000%  | 0.0000% | $9926480.00        | $2570064.94        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-08-15      | 0.0000%  | 0.0000% | $9403280.00        | $2637441.38        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-05-15      | 0.0000%  | 0.0000% | $9287839.20        | $2680619.00        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-11-15      | 0.0000%  | 0.0000% | $10678560.00       | $3011364.60        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-08-15      | 0.0000%  | 0.0000% | $11388400.00       | $3046032.57        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-11-15      | 0.0000%  | 0.0000% | $10012800.00       | $3126376.65        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-02-15      | 0.0000%  | 0.0000% | $11431431.20       | $3190958.27        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-02-15      | 0.0000%  | 0.0000% | $14436544.80       | $3343705.89        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-11-15      | 0.0000%  | 0.0000% | $13354800.00       | $3601522.46        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-02-15      | 0.0000%  | 0.0000% | $63.20             | $23.85             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-02-15      | 0.0000%  | 0.0000% | $80.00             | $31.20             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-11-15      | 0.0000%  | 0.0000% | $80.00             | $31.66             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-05-15      | 0.0000%  | 0.0000% | $7427.20           | $2768.30           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-11-15      | 0.0000%  | 0.0000% | $92240.00          | $21728.24          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-02-15      | 0.0000%  | 0.0000% | $155120.00         | $46473.33          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-05-15      | 0.0000%  | 0.0000% | $214240.00         | $51378.18          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-05-15      | 0.0000%  | 0.0000% | $215280.00         | $74338.98          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-11-15      | 0.0000%  | 0.0000% | $280560.00         | $94419.66          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-08-15      | 0.0000%  | 0.0000% | $342400.00         | $104993.88         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-05-15      | 0.0000%  | 0.0000% | $457280.00         | $113908.45         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-02-15      | 0.0000%  | 0.0000% | $401120.00         | $114750.40         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-02-15      | 0.0000%  | 0.0000% | $511200.00         | $121562.34         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-05-15      | 0.0000%  | 0.0000% | $365920.00         | $140618.66         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-05-15      | 0.0000%  | 0.0000% | $491760.00         | $152688.53         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-02-15      | 0.0000%  | 0.0000% | $642000.00         | $201889.74         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-08-15      | 0.0000%  | 0.0000% | $574720.00         | $218358.54         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-05-15      | 0.0000%  | 0.0000% | $611200.00         | $222292.83         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-02-15      | 0.0000%  | 0.0000% | $833520.00         | $228109.42         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-05-15      | 0.0000%  | 0.0000% | $761920.00         | $249483.85         | U.S. Treasuries (including strips) |

### Security 134: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8LF3J8, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BIV8LF3J8
- **C.18 - Value (incl. sponsor support):** $1030000000.00
- **C.18.a - Value (excl. sponsor support):** $1030000000.00
- **C.19 - Percentage of Net Assets:** 1.2900%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-05
- **C.12 - Maturity Date (WAL):** 2025-06-05
- **C.13 - Final Legal Maturity Date:** 2025-06-05
- **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? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 | 2027-10-31      | 0.5000%  | 0.0000% | $2466140.44        | $2273321.82        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-30      | 0.5000%  | 0.0000% | $12733043.11       | $11930601.76       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-11-15      | 2.0000%  | 0.0000% | $1229087.56        | $1194369.79        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-02-15      | 2.7500%  | 0.0000% | $29914564.67       | $29251853.91       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-05-15      | 2.8750%  | 0.0000% | $22.89             | $15.74             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 3.6250%  | 0.0000% | $297.56            | $240.38            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-08-31      | 3.6250%  | 0.0000% | $920616723.78      | $916247472.20      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-08-15      | 4.1250%  | 0.0000% | $12886.44          | $11406.25          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-08-15      | 4.2500%  | 0.0000% | $32812710.00       | $29692547.60       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-30      | 4.4919%  | 0.0000% | $7770503.11        | $7797712.06        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-11-15      | 4.5000%  | 0.0000% | $42011434.00       | $39226674.13       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-05-15      | 4.6250%  | 0.0000% | $611820.00         | $582284.51         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-02-15      | 4.6250%  | 0.0000% | $12836729.78       | $12391517.24       | U.S. Treasuries (including strips) |

### Security 135: Societe Generale

- **C.1 - Title:** Societe Generale 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8LF3L3, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: BIV8LF3L3
- **C.18 - Value (incl. sponsor support):** $220000000.00
- **C.18.a - Value (excl. sponsor support):** $220000000.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-05
- **C.12 - Maturity Date (WAL):** 2025-06-05
- **C.13 - Final Legal Maturity Date:** 2025-06-05
- **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? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $44391768.96       | $23241711.42       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $87742617.60       | $47017511.85       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-08-01      | 2.5000%  | 0.0000% | $28052455.64       | $16927841.84       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-11-01      | 2.5000%  | 0.0000% | $81974458.28       | $44248351.86       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2062-10-01      | 2.5000%  | 0.0000% | $60043737.60       | $45566263.96       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-07-01      | 2.5000%  | 0.0000% | $127027957.76      | $47398319.20       | Agency Mortgage-Backed Securities |

### Security 136: Societe Generale

- **C.1 - Title:** Societe Generale 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8LF3P4, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: BIV8LF3P4
- **C.18 - Value (incl. sponsor support):** $1780000000.00
- **C.18.a - Value (excl. sponsor support):** $1780000000.00
- **C.19 - Percentage of Net Assets:** 2.2300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-05
- **C.12 - Maturity Date (WAL):** 2025-06-05
- **C.13 - Final Legal Maturity Date:** 2025-06-05
- **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? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 | 2025-07-10      | 0.0000%  | 0.0000% | $4272.00           | $4251.44           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-03-19      | 0.0000%  | 0.0000% | $5972.89           | $5777.64           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-10-16      | 0.0000%  | 0.0000% | $13053.33          | $12842.42          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-06-26      | 0.0000%  | 0.0000% | $13923.56          | $13879.56          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-08-12      | 0.0000%  | 0.0000% | $14635.56          | $14508.52          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-09-18      | 0.0000%  | 0.0000% | $17958.22          | $17725.48          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-09-04      | 0.0000%  | 0.0000% | $19817.33          | $19593.00          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-08-05      | 0.0000%  | 0.0000% | $22151.11          | $21976.83          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-10-09      | 0.0000%  | 0.0000% | $26976.89          | $26563.60          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-09-02      | 0.0000%  | 0.0000% | $28875.56          | $28553.59          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-09-16      | 0.0000%  | 0.0000% | $29548.00          | $29170.38          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-08-07      | 0.0000%  | 0.0000% | $30418.22          | $30172.14          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-07-15      | 0.0000%  | 0.0000% | $32277.33          | $32103.81          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-08-19      | 0.0000%  | 0.0000% | $35204.44          | $34868.95          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-02-19      | 0.0000%  | 0.0000% | $50472.89          | $48970.82          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-07-22      | 0.0000%  | 0.0000% | $49958.67          | $49648.27          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-07-17      | 0.0000%  | 0.0000% | $59847.56          | $59511.21          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-09-09      | 0.0000%  | 0.0000% | $67640.00          | $66831.03          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-07-24      | 0.0000%  | 0.0000% | $70052.89          | $69601.05          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-06-20      | 0.0000%  | 0.0000% | $129386.22         | $129066.64         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-11-06      | 0.0000%  | 0.0000% | $156837.78         | $153930.01         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-12-26      | 0.0000%  | 0.0000% | $158024.44         | $154233.44         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-07-31      | 0.0000%  | 0.0000% | $163404.00         | $162215.07         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-09-11      | 0.0000%  | 0.0000% | $213283.56         | $210702.82         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-08-14      | 0.0000%  | 0.0000% | $228591.56         | $226557.09         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-06-05      | 0.0000%  | 0.0000% | $227602.67         | $227442.43         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-07-29      | 0.0000%  | 0.0000% | $273408.00         | $271483.21         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-01-22      | 0.0000%  | 0.0000% | $291880.44         | $284122.26         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-09-23      | 0.0000%  | 0.0000% | $301413.33         | $297314.11         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-07-03      | 0.0000%  | 0.0000% | $307702.67         | $306477.70         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-09-25      | 0.0000%  | 0.0000% | $321468.00         | $317057.46         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-10-30      | 0.0000%  | 0.0000% | $367431.56         | $360898.62         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-06-03      | 0.0000%  | 0.0000% | $614851.56         | $614562.58         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-05-14      | 0.0000%  | 0.0000% | $713740.44         | $686332.81         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-10-23      | 0.0000%  | 0.0000% | $739609.78         | $727088.18         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-07-01      | 0.0000%  | 0.0000% | $885490.67         | $882178.93         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-06-10      | 0.0000%  | 0.0000% | $949333.33         | $948106.79         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-04-16      | 0.0000%  | 0.0000% | $1272502.22        | $1227455.64        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-10-02      | 0.0000%  | 0.0000% | $1284171.11        | $1265473.58        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-07-08      | 0.0000%  | 0.0000% | $1776360.89        | $1768239.37        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-11-13      | 0.0000%  | 0.0000% | $2159733.33        | $2117899.30        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-06-24      | 0.0000%  | 0.0000% | $3826802.22        | $3815589.69        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-08-21      | 0.0000%  | 0.0000% | $7601430.67        | $7527316.72        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-11-20      | 0.0000%  | 0.0000% | $9016293.33        | $8834470.76        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-08-26      | 0.0000%  | 0.0000% | $10689849.33       | $10579423.19       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-06-12      | 0.0000%  | 0.0000% | $16023876.44       | $15999359.91       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-06-17      | 0.0000%  | 0.0000% | $26173396.89       | $26117909.29       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-11-28      | 0.0000%  | 0.0000% | $57974046.22       | $56752533.07       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-08-28      | 0.0000%  | 0.0000% | $107893711.11      | $106750037.77      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-11-15      | 1.8750%  | 0.0000% | $212425358.22      | $115143734.95      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-05-15      | 2.2500%  | 0.0000% | $151240112.89      | $107488483.74      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-05-15      | 2.8750%  | 0.0000% | $143452494.22      | $108101765.04      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-05-15      | 3.2500%  | 0.0000% | $151942619.56      | $123129395.40      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-02-15      | 3.8750%  | 0.0000% | $205042234.67      | $181887757.68      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-08-15      | 4.1250%  | 0.0000% | $43027148.89       | $38084871.10       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-02-15      | 4.5000%  | 0.0000% | $127095045.78      | $121836892.04      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-11-15      | 4.5000%  | 0.0000% | $369179713.33      | $344708355.14      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-11-15      | 4.6250%  | 0.0000% | $116374778.22      | $111739011.04      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-05-15      | 4.6250%  | 0.0000% | $119861204.89      | $115329874.81      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-02-15      | 4.7500%  | 0.0000% | $196788058.22      | $197847842.40      | U.S. Treasuries (including strips) |

### Security 137: Metropolitan Life Insurance Co.

- **C.1 - Title:** Metropolitan Life Insurance Co. 4.350000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8LF3Q2, C.3 - LEI: 549300H7EXFMRS487544, C.5 - Other ID: BIV8LF3Q2
- **C.18 - Value (incl. sponsor support):** $170000000.00
- **C.18.a - Value (excl. sponsor support):** $170000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-06-05
- **C.12 - Maturity Date (WAL):** 2025-06-05
- **C.13 - Final Legal Maturity Date:** 2025-06-05
- **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? 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) CSTRIP 15-FEB-2043 | 2043-02-15      | 0.0000%  | 0.0000% | $4843000.00        | $2045796.68        | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) CSTRIP 15-FEB-2043 | 2043-02-15      | 0.0000%  | 0.0000% | $170000000.00      | $173441905.00      | U.S. Treasuries (including strips) |

### Security 138: Teacher Retirement System of Texas

- **C.1 - Title:** Teacher Retirement System of Texas 4.410000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8LGDY2, C.3 - LEI: UVCP0ONBRH8AI9HEYC97, C.5 - Other ID: BIV8LGDY2
- **C.18 - Value (incl. sponsor support):** $743297142.90
- **C.18.a - Value (excl. sponsor support):** $743297142.90
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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 BOND 1.875 15-FEB-2051 | 2051-02-15      | 1.8750%  | 0.0000% | $225197142.86      | $236457000.00      | U.S. Treasuries (including strips) |
| TREASURY BOND 2.5 15-FEB-2045   | 2045-02-15      | 2.5000%  | 0.0000% | $230400000.00      | $241920000.00      | U.S. Treasuries (including strips) |
| TREASURY BOND 2.0 15-FEB-2050   | 2050-02-15      | 2.0000%  | 0.0000% | $287700000.00      | $302085000.00      | U.S. Treasuries (including strips) |

### Security 139: Fixed Income Clearing Corp. - Wells Fargo Bank, N.A.

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8LKGF1, C.3 - LEI: N/A, C.5 - Other ID: BIV8LKGF1
- **C.18 - Value (incl. sponsor support):** $1030000000.00
- **C.18.a - Value (excl. sponsor support):** $1030000000.00
- **C.19 - Percentage of Net Assets:** 1.2900%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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 | 2043-08-15      | 4.3750%  | 0.0000% | $71700.00          | $67941.49          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-06-30      | 4.0000%  | 0.0000% | $100.00            | $102.00            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-02-15      | 4.0000%  | 0.0000% | $2000.00           | $1975.66           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-08-15      | 3.1250%  | 0.0000% | $9346800.00        | $7292587.41        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-02-15      | 3.1250%  | 0.0000% | $26412000.00       | $21036521.50       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-11-15      | 1.3750%  | 0.0000% | $277293400.00      | $173019840.68      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-02-29      | 4.0000%  | 0.0000% | $4175200.00        | $4228334.86        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-05-15      | 2.3750%  | 0.0000% | $16911100.00       | $10482245.07       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-05-15      | 3.3750%  | 0.0000% | $25152000.00       | $20284425.97       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-11-15      | 1.8750%  | 0.0000% | $100.00            | $54.27             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-09-30      | 3.5000%  | 0.0000% | $800.00            | $798.92            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-02-15      | 3.5000%  | 0.0000% | $49897200.00       | $47982307.58       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-05-15      | 3.6250%  | 0.0000% | $100.00            | $79.95             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-02-15      | 2.3750%  | 0.0000% | $36454200.00       | $26202958.31       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-02-28      | 2.5000%  | 0.0000% | $1000000.00        | $993245.06         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-02-15      | 1.8750%  | 0.0000% | $2000.00           | $1743.96           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-02-15      | 1.8750%  | 0.0000% | $14500.00          | $9840.12           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-05-15      | 1.2500%  | 0.0000% | $1300800.00        | $608530.51         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-08-15      | 1.2500%  | 0.0000% | $395869100.00      | $335492791.68      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-05-15      | 4.3750%  | 0.0000% | $3485900.00        | $3499391.44        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-11-30      | 4.3750%  | 0.0000% | $21423000.00       | $22209198.56       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-15      | 4.3750%  | 0.0000% | $38396500.00       | $39373867.86       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-30      | 2.7500%  | 0.0000% | $100.00            | $98.05             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-11-15      | 2.7500%  | 0.0000% | $5107000.00        | $3812477.25        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-08-15      | 2.8750%  | 0.0000% | $3400.00           | $3323.37           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-02-15      | 4.2500%  | 0.0000% | $29711100.00       | $26905568.33       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-02-28      | 4.2500%  | 0.0000% | $84257400.00       | $85928183.04       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-10-31      | 4.1250%  | 0.0000% | $100.00            | $100.84            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-08-15      | 4.1250%  | 0.0000% | $300.00            | $273.07            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-07-31      | 4.1250%  | 0.0000% | $600.00            | $612.25            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-03-31      | 3.6250%  | 0.0000% | $100.00            | $99.92             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-03-15      | 3.8750%  | 0.0000% | $400.00            | $403.22            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-08-15      | 3.8750%  | 0.0000% | $2066300.00        | $2031196.86        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-02-15      | 3.8750%  | 0.0000% | $28702500.00       | $25515822.07       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-08-15      | 3.0000%  | 0.0000% | $51602700.00       | $37735701.75       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-31      | 3.1250%  | 0.0000% | $100.00            | $99.11             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-07-24      | 0.0000%  | 0.0000% | $100.00            | $99.39             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-05-14      | 0.0000%  | 0.0000% | $200.00            | $192.41            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-11-20      | 0.0000%  | 0.0000% | $200.00            | $196.04            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-11-15      | 4.5000%  | 0.0000% | $600.00            | $609.67            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-05-31      | 4.5000%  | 0.0000% | $1000.00           | $1042.90           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-02-28      | 4.6250%  | 0.0000% | $100.00            | $101.39            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-09-30      | 4.6250%  | 0.0000% | $200.00            | $207.20            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-05-15      | 4.6250%  | 0.0000% | $10500.00          | $10125.89          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-01-31      | 4.2500%  | 0.0000% | $600.00            | $615.52            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-03-31      | 3.6250%  | 0.0000% | $6551100.00        | $6486333.36        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-15      | 3.7500%  | 0.0000% | $100.00            | $100.74            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-11-15      | 0.8750%  | 0.0000% | $100.00            | $84.70             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-02-15      | 1.1250%  | 0.0000% | $100.00            | $85.71             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-07-01      | 0.0000%  | 0.0000% | $27000000.00       | $26908551.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-31      | 0.5000%  | 0.0000% | $800.00            | $742.94            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-06-30      | 0.5000%  | 0.0000% | $1100.00           | $1027.77           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-10-31      | 1.1250%  | 0.0000% | $76999300.00       | $74004806.46       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-11-15      | 3.0000%  | 0.0000% | $100.00            | $75.43             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-08-31      | 3.7500%  | 0.0000% | $49001300.00       | $48461408.48       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-02-15      | 4.2500%  | 0.0000% | $900.00            | $919.25            | U.S. Treasuries (including strips) |

### Security 140: Fixed Income Clearing Corp. - Wells Fargo Bank, N.A.

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8LKGM6, C.3 - LEI: N/A, C.5 - Other ID: BIV8LKGM6
- **C.18 - Value (incl. sponsor support):** $4000000000.00
- **C.18.a - Value (excl. sponsor support):** $4000000000.00
- **C.19 - Percentage of Net Assets:** 5.0200%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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 | 2035-02-15      | 0.0000%  | 0.0000% | $500000.00         | $321262.50         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-11-15      | 0.0000%  | 0.0000% | $10190000.00       | $2535822.26        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-08-15      | 0.0000%  | 0.0000% | $17675000.00       | $4451413.40        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-15      | 0.0000%  | 0.0000% | $10000000.00       | $9101930.00        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2039-02-15      | 0.0000%  | 0.0000% | $20000000.00       | $10583540.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-08-15      | 0.0000%  | 0.0000% | $48825000.00       | $12721011.97       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-11-15      | 0.0000%  | 0.0000% | $48000000.00       | $17984592.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-08-15      | 0.0000%  | 0.0000% | $78666000.00       | $19212282.52       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-11-15      | 0.0000%  | 0.0000% | $76005000.00       | $19652764.86       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-05-15      | 0.0000%  | 0.0000% | $78965000.00       | $20893349.35       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-11-15      | 0.0000%  | 0.0000% | $80000000.00       | $21607280.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 0.0000%  | 0.0000% | $91000600.00       | $22983475.54       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-08-15      | 0.0000%  | 0.0000% | $66000000.00       | $24348786.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-08-15      | 0.0000%  | 0.0000% | $89000000.00       | $25475093.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-11-15      | 0.0000%  | 0.0000% | $84000000.00       | $27679764.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-05-15      | 0.0000%  | 0.0000% | $88000000.00       | $30500448.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-05-15      | 0.0000%  | 0.0000% | $82000000.00       | $31628138.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-08-15      | 0.0000%  | 0.0000% | $76000000.00       | $33422444.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-02-15      | 0.0000%  | 0.0000% | $50000000.00       | $33875800.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-05-15      | 0.0000%  | 0.0000% | $134340000.00      | $33961152.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-11-15      | 0.0000%  | 0.0000% | $95000000.00       | $36543650.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-02-15      | 0.0000%  | 0.0000% | $148487054.00      | $37962942.66       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-05-15      | 0.0000%  | 0.0000% | $157860000.00      | $38837980.08       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-11-15      | 0.0000%  | 0.0000% | $131866700.00      | $42197344.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-08-15      | 0.0000%  | 0.0000% | $119000000.00      | $45218691.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-02-15      | 0.0000%  | 0.0000% | $103000000.00      | $46512637.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-08-15      | 0.0000%  | 0.0000% | $123000000.00      | $50868003.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-08-15      | 0.0000%  | 0.0000% | $135000000.00      | $52728030.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 0.0000%  | 0.0000% | $231880667.00      | $57532144.17       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-05-15      | 0.0000%  | 0.0000% | $184000000.00      | $59059216.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-05-15      | 0.0000%  | 0.0000% | $145000000.00      | $60873465.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-02-15      | 0.0000%  | 0.0000% | $131000000.00      | $64923731.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-02-15      | 0.0000%  | 0.0000% | $208000000.00      | $69228016.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2037-02-15      | 0.0000%  | 0.0000% | $128192409.69      | $73705507.88       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2039-05-15      | 0.0000%  | 0.0000% | $150000000.00      | $75121200.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-02-15      | 0.0000%  | 0.0000% | $217000000.00      | $77996310.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2039-11-15      | 0.0000%  | 0.0000% | $170000000.00      | $82691910.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-02-15      | 0.0000%  | 0.0000% | $200000000.00      | $85081600.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-08-15      | 0.0000%  | 0.0000% | $146000000.00      | $91290442.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2038-11-15      | 0.0000%  | 0.0000% | $206000000.00      | $106881040.00      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2036-08-15      | 0.0000%  | 0.0000% | $223000000.00      | $131943079.00      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-08-15      | 0.0000%  | 0.0000% | $439000000.00      | $134895481.00      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2037-11-15      | 0.0000%  | 0.0000% | $265000000.00      | $145678450.00      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-08-15      | 0.0000%  | 0.0000% | $157000000.00      | $155955950.00      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2036-11-15      | 0.0000%  | 0.0000% | $270000000.00      | $157539060.00      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-08-15      | 0.0000%  | 0.0000% | $229000000.00      | $159474913.00      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2036-02-15      | 0.0000%  | 0.0000% | $281000000.00      | $170966582.00      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-08-15      | 0.0000%  | 0.0000% | $255000000.00      | $252870240.00      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-31      | 0.5000%  | 0.0000% | $200.00            | $185.73            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-31      | 0.5000%  | 0.0000% | $10599400.00       | $9932170.57        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-30      | 0.6250%  | 0.0000% | $4796500.00        | $4441265.60        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-04-30      | 0.7500%  | 0.0000% | $1200.00           | $1163.89           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-10-31      | 1.1250%  | 0.0000% | $100.00            | $96.11             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-02-15      | 1.1250%  | 0.0000% | $1000.00           | $857.09            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-31      | 1.2500%  | 0.0000% | $100.00            | $93.21             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-11-30      | 1.2500%  | 0.0000% | $100.00            | $96.62             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-08-15      | 1.3750%  | 0.0000% | $100.00            | $48.36             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-12-31      | 1.3750%  | 0.0000% | $9000000.00        | $8295052.63        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-02-15      | 1.5000%  | 0.0000% | $800.00            | $719.53            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-11-15      | 1.6250%  | 0.0000% | $18752100.00       | $9637554.86        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-01-31      | 1.7500%  | 0.0000% | $200.00            | $186.47            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-08-15      | 1.7500%  | 0.0000% | $263801600.00      | $172536699.27      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-11-15      | 1.8750%  | 0.0000% | $200.00            | $108.53            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-02-15      | 1.8750%  | 0.0000% | $8419500.00        | $5713714.68        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-02-28      | 1.8750%  | 0.0000% | $32092500.00       | $29976755.37       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-11-15      | 2.3750%  | 0.0000% | $43191200.00       | $27151243.93       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-05-15      | 2.3750%  | 0.0000% | $381595700.00      | $236529832.16      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-31      | 2.7500%  | 0.0000% | $100.00            | $98.51             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-08-15      | 2.7500%  | 0.0000% | $4182600.00        | $2946405.60        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-08-15      | 2.7500%  | 0.0000% | $17502700.00       | $16072021.46       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-06-15      | 2.8750%  | 0.0000% | $1000.00           | $1012.31           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-05-15      | 2.8750%  | 0.0000% | $6908100.00        | $5219034.15        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-11-15      | 3.3750%  | 0.0000% | $300.00            | $232.38            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 3.6250%  | 0.0000% | $29659600.00       | $23999847.32       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-12-31      | 3.7500%  | 0.0000% | $966000.00         | $975731.17         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-02-15      | 3.8750%  | 0.0000% | $650000.00         | $577834.14         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-08-15      | 3.8750%  | 0.0000% | $80616600.00       | $78513441.65       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-11-15      | 4.0000%  | 0.0000% | $100.00            | $85.75             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-11-15      | 4.0000%  | 0.0000% | $41269900.00       | $37003765.85       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-02-28      | 4.0000%  | 0.0000% | $142552500.00      | $144189331.14      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-08-15      | 4.1250%  | 0.0000% | $8729800.00        | $7946176.74        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-08-15      | 4.2500%  | 0.0000% | $100.00            | $90.64             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-02-28      | 4.2500%  | 0.0000% | $100.00            | $101.98            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-12-31      | 4.2500%  | 0.0000% | $23991100.00       | $24404718.49       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-05-15      | 4.3750%  | 0.0000% | $600.00            | $571.47            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-08-15      | 4.3750%  | 0.0000% | $499800.00         | $507634.40         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-08-15      | 4.3750%  | 0.0000% | $4814800.00        | $4562408.48        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-11-15      | 4.5000%  | 0.0000% | $11100.00          | $10381.21          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-11-15      | 4.5000%  | 0.0000% | $10900.00          | $11075.66          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-05-31      | 4.5000%  | 0.0000% | $4500000.00        | $4693069.68        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-02-15      | 4.5000%  | 0.0000% | $25346200.00       | $24351847.71       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-02-28      | 4.6250%  | 0.0000% | $100.00            | $101.39            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-11-15      | 4.6250%  | 0.0000% | $11062000.00       | $10645816.48       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-05-15      | 4.6250%  | 0.0000% | $23794900.00       | $22680089.66       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-05-15      | 4.6250%  | 0.0000% | $67273700.00       | $64876750.85       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-11-15      | 4.7500%  | 0.0000% | $300.00            | $294.62            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-11-15      | 4.7500%  | 0.0000% | $133632100.00      | $129952158.07      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-05-31      | 4.8750%  | 0.0000% | $3999200.00        | $4122083.70        | U.S. Treasuries (including strips) |

### Security 141: Fixed Income Clearing Corp. - State Street Bank

- **C.1 - Title:** Fixed Income Clearing Corp. - State Street Bank 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8LKGQ7, C.3 - LEI: N/A, C.5 - Other ID: BIV8LKGQ7
- **C.18 - Value (incl. sponsor support):** $1250000000.00
- **C.18.a - Value (excl. sponsor support):** $1250000000.00
- **C.19 - Percentage of Net Assets:** 1.5700%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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 Note 2.125 04/15/2029 | 2029-04-15      | 2.1250%  | 0.0000% | $1250000000.00     | $1275000097.91     | U.S. Treasuries (including strips) |

### Security 142: Fixed Income Clearing Corp. - Bank of New York Mellon (The)

- **C.1 - Title:** Fixed Income Clearing Corp. - Bank of New York Mellon (The) 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8LKHP8, C.3 - LEI: N/A, C.5 - Other ID: BIV8LKHP8
- **C.18 - Value (incl. sponsor support):** $4450000000.00
- **C.18.a - Value (excl. sponsor support):** $4450000000.00
- **C.19 - Percentage of Net Assets:** 5.5800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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 | 2050-02-15      | 0.2500%  | 0.0000% | $400000000.00      | $280596106.09      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-30      | 0.6250%  | 0.0000% | $349100000.00      | $322950605.15      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-05-15      | 0.6250%  | 0.0000% | $391000000.00      | $332006606.20      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-07-31      | 1.0000%  | 0.0000% | $304400000.00      | $279088315.99      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-01-15      | 1.7500%  | 0.0000% | $306362100.00      | $313756657.61      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-28      | 1.8750%  | 0.0000% | $308000000.00      | $298459253.09      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-05-15      | 2.3750%  | 0.0000% | $335600000.00      | $316634596.63      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-11-15      | 3.1250%  | 0.0000% | $314185000.00      | $306339102.12      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-08-31      | 3.7500%  | 0.0000% | $280779000.00      | $282144455.79      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-15      | 3.7500%  | 0.0000% | $295350000.00      | $294555075.22      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-01-31      | 4.0000%  | 0.0000% | $275000000.00      | $277411522.02      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-01-31      | 4.0000%  | 0.0000% | $323000000.00      | $327763982.23      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-03-31      | 4.1250%  | 0.0000% | $240801000.00      | $242684616.46      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-12-15      | 4.3750%  | 0.0000% | $279207300.00      | $286124360.15      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-06-15      | 4.6250%  | 0.0000% | $269937200.00      | $279204692.86      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-10-31      | 4.8750%  | 0.0000% | $95187600.00       | $99280113.28       | U.S. Treasuries (including strips) |

### Security 143: Fixed Income Clearing Corp. - BNP Paribas Securities Corp.

- **C.1 - Title:** Fixed Income Clearing Corp. - BNP Paribas Securities Corp. 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8LKHW3, C.3 - LEI: N/A, C.5 - Other ID: BIV8LKHW3
- **C.18 - Value (incl. sponsor support):** $3675000000.00
- **C.18.a - Value (excl. sponsor support):** $3675000000.00
- **C.19 - Percentage of Net Assets:** 4.6100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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 | 2045-02-15      | 4.7500%  | 0.0000% | $391500.00         | $387429.73         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2039-11-15      | 4.3750%  | 0.0000% | $1000.00           | $963.83            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-12-15      | 4.3750%  | 0.0000% | $1000.00           | $1025.14           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-12-31      | 3.8750%  | 0.0000% | $33895800.00       | $34309485.70       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-03-15      | 3.8750%  | 0.0000% | $34850000.00       | $35130497.79       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-05-15      | 3.8750%  | 0.0000% | $41031500.00       | $36006145.87       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-08-15      | 3.8750%  | 0.0000% | $50000000.00       | $48695579.85       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-10-31      | 4.0000%  | 0.0000% | $200.00            | $201.00            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-04-30      | 4.0000%  | 0.0000% | $1100.00           | $1092.19           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-02-15      | 4.0000%  | 0.0000% | $1800.00           | $1817.29           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-08-15      | 3.1250%  | 0.0000% | $1324300.00        | $1332514.50        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-02-15      | 3.1250%  | 0.0000% | $1742900.00        | $1388177.85        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-08-15      | 3.1250%  | 0.0000% | $3161600.00        | $2466752.72        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-05-15      | 3.1250%  | 0.0000% | $5611200.00        | $4168003.72        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-31      | 3.1250%  | 0.0000% | $14117100.00       | $13991790.72       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-08-31      | 3.1250%  | 0.0000% | $24999600.00       | $24391649.28       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-11-15      | 3.1250%  | 0.0000% | $121860000.00      | $118938866.77      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-08-15      | 2.0000%  | 0.0000% | $16771100.00       | $9517294.96        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-02-15      | 2.0000%  | 0.0000% | $50014600.00       | $28932238.55       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-05-31      | 2.1250%  | 0.0000% | $4004600.00        | $3966875.15        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-02-15      | 2.2500%  | 0.0000% | $100.00            | $60.21             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-08-15      | 2.2500%  | 0.0000% | $100.00            | $61.84             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-11-15      | 2.2500%  | 0.0000% | $300.00            | $297.48            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-15      | 2.2500%  | 0.0000% | $138100.00         | $134183.36         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-05-15      | 2.2500%  | 0.0000% | $31334000.00       | $22309153.75       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-12-31      | 1.3750%  | 0.0000% | $123200.00         | $113550.05         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-11-15      | 1.3750%  | 0.0000% | $7339700.00        | $4579675.26        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-10-31      | 1.3750%  | 0.0000% | $33434000.00       | $30787295.15       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-02-15      | 1.5000%  | 0.0000% | $200.00            | $179.88            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-11-30      | 1.5000%  | 0.0000% | $46517200.00       | $43231122.24       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-05-15      | 1.6250%  | 0.0000% | $100.00            | $87.13             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-02-15      | 4.7500%  | 0.0000% | $722100.00         | $727434.45         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-10-31      | 4.8750%  | 0.0000% | $993800.00         | $1037919.93        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-06-30      | 4.0000%  | 0.0000% | $2000.00           | $2039.94           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-02-28      | 4.0000%  | 0.0000% | $6391700.00        | $6465091.44        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-11-15      | 4.0000%  | 0.0000% | $14328100.00       | $12287025.40       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-01-31      | 4.0000%  | 0.0000% | $28669800.00       | $28961921.49       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-07-31      | 4.0000%  | 0.0000% | $34007100.00       | $34440764.35       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-01-31      | 4.0000%  | 0.0000% | $77692000.00       | $78909291.54       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-08-15      | 4.1250%  | 0.0000% | $100.00            | $88.63             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-08-15      | 2.2500%  | 0.0000% | $155566600.00      | $100469435.40      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-04-30      | 2.3750%  | 0.0000% | $100.00            | $98.56             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-03-31      | 2.3750%  | 0.0000% | $358100.00         | $339827.75         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-02-15      | 2.3750%  | 0.0000% | $662000.00         | $475839.78         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-05-15      | 2.3750%  | 0.0000% | $10984000.00       | $6808367.28        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-06-30      | 3.2500%  | 0.0000% | $8600.00           | $8492.39           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-05-15      | 3.2500%  | 0.0000% | $12000.00          | $9745.28           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-05-15      | 3.3750%  | 0.0000% | $1900.00           | $1532.30           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-09-15      | 3.3750%  | 0.0000% | $11400.00          | $11351.80          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-11-15      | 3.3750%  | 0.0000% | $495100.00         | $383503.81         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-05-15      | 3.3750%  | 0.0000% | $45460700.00       | $42818964.13       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-11-30      | 1.6250%  | 0.0000% | $499800.00         | $486589.96         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-11-15      | 1.6250%  | 0.0000% | $18771000.00       | $9647268.43        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-12-31      | 1.7500%  | 0.0000% | $255900.00         | $248962.14         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-08-15      | 1.7500%  | 0.0000% | $86363900.00       | $56485412.68       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-11-30      | 4.8750%  | 0.0000% | $2224900.00        | $2283964.58        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-08-31      | 5.0000%  | 0.0000% | $3839900.00        | $3892199.94        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-11-15      | 5.2500%  | 0.0000% | $3812300.00        | $3981794.65        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-08-15      | 5.5000%  | 0.0000% | $1125100.00        | $1198964.06        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-08-15      | 6.1250%  | 0.0000% | $12900.00          | $14200.59          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-15      | 6.1250%  | 0.0000% | $495000.00         | $521987.70         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-05-15      | 6.2500%  | 0.0000% | $5356300.00        | $5908066.14        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-15      | 6.3750%  | 0.0000% | $119900.00         | $128335.43         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-15      | 6.6250%  | 0.0000% | $11000.00          | $11726.94          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-08-15      | 6.7500%  | 0.0000% | $54000.00          | $56806.23          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-31      | 3.5000%  | 0.0000% | $600000.00         | $601044.31         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-02-15      | 3.5000%  | 0.0000% | $75414000.00       | $72519855.70       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-01-31      | 3.5000%  | 0.0000% | $79192300.00       | $78516118.53       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-11-15      | 2.3750%  | 0.0000% | $57393300.00       | $36079096.86       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-02-15      | 2.5000%  | 0.0000% | $300.00            | $208.39            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-02-15      | 2.5000%  | 0.0000% | $120094700.00      | $82212066.26       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-07-31      | 2.6250%  | 0.0000% | $100.00            | $95.84             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-12-31      | 2.6250%  | 0.0000% | $396100.00         | $396664.47         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-11-15      | 1.8750%  | 0.0000% | $500.00            | $271.33            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-07-31      | 1.8750%  | 0.0000% | $1200.00           | $1176.96           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-06-30      | 1.8750%  | 0.0000% | $100100.00         | $98481.02          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-02-15      | 1.8750%  | 0.0000% | $6162600.00        | $5373650.02        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-03-31      | 1.2500%  | 0.0000% | $599900.00         | $559053.52         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-09-30      | 1.2500%  | 0.0000% | $899900.00         | $827631.89         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-31      | 1.2500%  | 0.0000% | $1074100.00        | $1001196.17        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-06-30      | 1.2500%  | 0.0000% | $2609000.00        | $2424143.37        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-08-15      | 1.2500%  | 0.0000% | $10044100.00       | $8512215.65        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-04-30      | 1.2500%  | 0.0000% | $33999800.00       | $31583128.96       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-11-15      | 1.3750%  | 0.0000% | $100.00            | $84.45             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-08-31      | 1.3750%  | 0.0000% | $100.00            | $97.08             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-07-31      | 4.3750%  | 0.0000% | $883000.00         | $898342.92         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-11-30      | 4.3750%  | 0.0000% | $8508000.00        | $8820233.46        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-05-15      | 4.3750%  | 0.0000% | $20144000.00       | $20221963.08       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-08-15      | 4.3750%  | 0.0000% | $195999000.00      | $185724744.38      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-02-15      | 2.6250%  | 0.0000% | $50019000.00       | $48177172.17       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-08-31      | 2.7500%  | 0.0000% | $1254900.00        | $1258445.43        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-08-15      | 2.7500%  | 0.0000% | $3415600.00        | $3136407.33        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-08-15      | 2.7500%  | 0.0000% | $15027900.00       | $10586307.26       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-05-31      | 2.7500%  | 0.0000% | $57366100.00       | $55655124.57       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-11-15      | 2.7500%  | 0.0000% | $145712400.00      | $101352725.86      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-05-15      | 2.8750%  | 0.0000% | $100.00            | $70.26             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-08-15      | 2.8750%  | 0.0000% | $1000.00           | $738.89            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-11-15      | 2.8750%  | 0.0000% | $1400.00           | $1009.63           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-05-15      | 2.8750%  | 0.0000% | $88200.00          | $81379.75          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-07-31      | 2.8750%  | 0.0000% | $514900.00         | $518465.67         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-15      | 4.2500%  | 0.0000% | $9151800.00        | $9376874.32        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-02-15      | 4.2500%  | 0.0000% | $57136600.00       | $51741359.13       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-06-30      | 4.2500%  | 0.0000% | $55157500.00       | $56563933.35       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-11-15      | 4.2500%  | 0.0000% | $73704000.00       | $73064642.64       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-12-31      | 4.2500%  | 0.0000% | $72515000.00       | $74057430.09       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-02-28      | 4.2500%  | 0.0000% | $102073300.00      | $104097363.63      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-05-15      | 4.3750%  | 0.0000% | $200.00            | $190.49            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-15      | 4.1250%  | 0.0000% | $1000.00           | $1006.87           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-02-29      | 4.1250%  | 0.0000% | $1200.00           | $1209.41           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-11-15      | 4.6250%  | 0.0000% | $7295900.00        | $7368984.42        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-03-15      | 4.6250%  | 0.0000% | $11070100.00       | $11206789.50       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-02-15      | 4.6250%  | 0.0000% | $12565600.00       | $12577440.48       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-02-15      | 4.6250%  | 0.0000% | $29657300.00       | $30589111.40       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-11-15      | 4.6250%  | 0.0000% | $39328100.00       | $37848466.37       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-02-28      | 4.6250%  | 0.0000% | $61199900.00       | $62048119.66       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-02-15      | 4.6250%  | 0.0000% | $85791900.00       | $82961307.19       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-05-15      | 4.6250%  | 0.0000% | $113281700.00      | $109245494.55      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-05-15      | 4.6250%  | 0.0000% | $257507900.00      | $245443446.30      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-05-15      | 4.7500%  | 0.0000% | $1000.00           | $976.32            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-03-31      | 4.1250%  | 0.0000% | $478800.00         | $480780.46         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-10-31      | 4.1250%  | 0.0000% | $1133200.00        | $1144715.32        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-10-31      | 4.1250%  | 0.0000% | $1815200.00        | $1820127.85        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-11-30      | 4.1250%  | 0.0000% | $2691000.00        | $2743209.91        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-15      | 4.1250%  | 0.0000% | $3220100.00        | $3265174.41        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-10-31      | 4.1250%  | 0.0000% | $4690300.00        | $4711062.89        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-11-15      | 4.1250%  | 0.0000% | $9905300.00        | $9872051.73        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-08-31      | 4.1250%  | 0.0000% | $15065900.00       | $15296293.89       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-05-15      | 3.6250%  | 0.0000% | $3300.00           | $2638.30           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-08-15      | 3.8750%  | 0.0000% | $6000.00           | $5898.07           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-01-15      | 3.8750%  | 0.0000% | $73900.00          | $74817.91          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-04-30      | 3.8750%  | 0.0000% | $150600.00         | $150392.02         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-02-15      | 3.8750%  | 0.0000% | $1039600.00        | $924179.03         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-08-15      | 3.8750%  | 0.0000% | $5690200.00        | $5191457.37        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-10-15      | 3.8750%  | 0.0000% | $5170700.00        | $5192713.45        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-30      | 3.8750%  | 0.0000% | $19840400.00       | $20212477.81       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-05-15      | 3.0000%  | 0.0000% | $2869600.00        | $2105436.50        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-05-15      | 3.0000%  | 0.0000% | $6376200.00        | $4784559.09        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-02-15      | 3.0000%  | 0.0000% | $28585900.00       | $21005170.45       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-09-25      | 0.0000%  | 0.0000% | $200.00            | $197.32            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-06-20      | 0.0000%  | 0.0000% | $1800.00           | $1796.19           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-12-31      | 0.6250%  | 0.0000% | $900.00            | $830.62            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-30      | 0.6250%  | 0.0000% | $1211400.00        | $1121682.30        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-08-15      | 0.6250%  | 0.0000% | $18497500.00       | $15609200.09       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-05-15      | 0.6250%  | 0.0000% | $37550100.00       | $31934473.35       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-08-31      | 0.7500%  | 0.0000% | $600.00            | $576.95            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-28      | 1.8750%  | 0.0000% | $27470300.00       | $26634009.27       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-02-28      | 1.8750%  | 0.0000% | $49999800.00       | $46703490.64       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-02-15      | 1.8750%  | 0.0000% | $90040600.00       | $49754251.18       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-10-31      | 4.4713%  | 0.0000% | $100.00            | $100.41            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-07-31      | 4.4833%  | 0.0000% | $10946600.00       | $10996650.02       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-11-15      | 4.5000%  | 0.0000% | $100.00            | $93.52             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-07-15      | 4.5000%  | 0.0000% | $200.00            | $204.17            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-15      | 4.5000%  | 0.0000% | $300.00            | $304.60            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-03-31      | 4.5000%  | 0.0000% | $3000100.00        | $3028793.10        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-11-15      | 4.5000%  | 0.0000% | $54318300.00       | $55193652.39       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-10-31      | 4.5063%  | 0.0000% | $12504000.00       | $12558759.57       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-10-15      | 4.6250%  | 0.0000% | $200.00            | $202.64            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-06-30      | 4.6250%  | 0.0000% | $4500.00           | $4609.10           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-09-30      | 4.6250%  | 0.0000% | $959100.00         | $987881.60         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-06-30      | 4.6250%  | 0.0000% | $2252300.00        | $2295666.61        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-03-31      | 4.1250%  | 0.0000% | $53906800.00       | $54405615.52       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-28      | 4.1250%  | 0.0000% | $69508000.00       | $70394046.84       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-12-31      | 4.2500%  | 0.0000% | $100.00            | $101.72            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-08-15      | 3.6250%  | 0.0000% | $22600.00          | $19295.37          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-03-31      | 3.6250%  | 0.0000% | $591500.00         | $591027.17         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 3.6250%  | 0.0000% | $6499900.00        | $5259565.45        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-09-30      | 3.6250%  | 0.0000% | $22343100.00       | $21855699.19       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-08-15      | 3.7500%  | 0.0000% | $100.00            | $88.91             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-04-15      | 3.7500%  | 0.0000% | $100.00            | $100.05            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-15      | 3.7500%  | 0.0000% | $1000.00           | $998.05            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-11-30      | 2.8750%  | 0.0000% | $1804100.00        | $1816840.58        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-05-31      | 0.7500%  | 0.0000% | $1703500.00        | $1653092.41        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-06-30      | 0.8750%  | 0.0000% | $7862600.00        | $7620846.21        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-07-31      | 1.0000%  | 0.0000% | $98622800.00       | $90523332.82       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-09-16      | 0.0000%  | 0.0000% | $159600.00         | $157618.25         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-07-17      | 0.0000%  | 0.0000% | $319500.00         | $317814.32         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-08-07      | 0.0000%  | 0.0000% | $598200.00         | $593563.95         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-08-28      | 0.0000%  | 0.0000% | $1280900.00        | $1267764.37        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-09-18      | 0.0000%  | 0.0000% | $2196500.00        | $2168824.10        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-07-03      | 0.0000%  | 0.0000% | $2344600.00        | $2336091.45        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-11-28      | 0.0000%  | 0.0000% | $2578700.00        | $2525235.81        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-07-01      | 0.0000%  | 0.0000% | $5751800.00        | $5732318.65        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-07-31      | 0.0000%  | 0.0000% | $7312300.00        | $7261669.63        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-08-19      | 0.0000%  | 0.0000% | $8357700.00        | $8281151.83        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-10-23      | 0.0000%  | 0.0000% | $22943000.00       | $22562857.43       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-10-30      | 0.0000%  | 0.0000% | $28048300.00       | $27559221.79       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-08-31      | 0.2500%  | 0.0000% | $100.00            | $99.06             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-06-30      | 0.2500%  | 0.0000% | $900.00            | $897.93            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-09-30      | 0.2500%  | 0.0000% | $1499900.00        | $1480456.55        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-07-31      | 0.2500%  | 0.0000% | $8400800.00        | $8350771.75        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-01-31      | 0.3750%  | 0.0000% | $100.00            | $97.57             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-31      | 0.3750%  | 0.0000% | $996700.00         | $925322.06         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-09-30      | 0.3750%  | 0.0000% | $3556800.00        | $3282420.46        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-10-31      | 0.5000%  | 0.0000% | $200.00            | $184.53            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-30      | 0.5000%  | 0.0000% | $40000000.00       | $37508184.36       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-02-29      | 1.1250%  | 0.0000% | $100.00            | $93.13             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-08-31      | 1.1250%  | 0.0000% | $400.00            | $367.51            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-02-15      | 1.1250%  | 0.0000% | $1200.00           | $1028.51           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-05-15      | 1.1250%  | 0.0000% | $1050400.00        | $638584.97         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-10-31      | 1.1250%  | 0.0000% | $22886100.00       | $21996062.32       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-12-31      | 1.2500%  | 0.0000% | $100.00            | $96.33             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-04-30      | 2.8750%  | 0.0000% | $8827100.00        | $8511378.91        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-15      | 2.8750%  | 0.0000% | $22552900.00       | $21944013.99       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-08-15      | 2.8750%  | 0.0000% | $73425200.00       | $71770245.11       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-05-15      | 2.8750%  | 0.0000% | $222360900.00      | $167992520.35      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-08-15      | 3.0000%  | 0.0000% | $200.00            | $142.76            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-02-15      | 3.0000%  | 0.0000% | $92600.00          | $67484.36          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-08-31      | 3.7500%  | 0.0000% | $4800000.00        | $4825195.67        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-05-31      | 3.7500%  | 0.0000% | $4935500.00        | $4972654.34        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-08-31      | 3.7500%  | 0.0000% | $8006600.00        | $7918384.07        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-06-30      | 3.7500%  | 0.0000% | $26709000.00       | $26815987.55       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-12-31      | 3.7500%  | 0.0000% | $79425800.00       | $79463977.92       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-11-30      | 3.8750%  | 0.0000% | $100.00            | $101.56            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2039-05-15      | 4.2500%  | 0.0000% | $900.00            | $861.34            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-02-28      | 4.2500%  | 0.0000% | $10000.00          | $10216.84          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-01-31      | 4.2500%  | 0.0000% | $58000.00          | $59500.23          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-06-30      | 4.2500%  | 0.0000% | $101700.00         | $104664.20         | U.S. Treasuries (including strips) |

### Security 144: Prudential Insurance Co. of America

- **C.1 - Title:** Prudential Insurance Co. of America 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8LKM72, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: BIV8LKM72
- **C.18 - Value (incl. sponsor support):** $692440000.00
- **C.18.a - Value (excl. sponsor support):** $692440000.00
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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 BOND 2.75 15-NOV-2042           | 2042-11-15      | 2.7500%  | 0.0000% | $16790000.00       | $17132031.25       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-AUG-2052  | 2052-08-15      | 0.0000%  | 0.0000% | $12375000.00       | $12589000.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-AUG-2052  | 2052-08-15      | 0.0000%  | 0.0000% | $12375000.00       | $12589000.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-AUG-2052  | 2052-08-15      | 0.0000%  | 0.0000% | $12375000.00       | $12589000.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-AUG-2052  | 2052-08-15      | 0.0000%  | 0.0000% | $12375000.00       | $12589000.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-FEB-2050  | 2050-02-15      | 0.0000%  | 0.0000% | $13812500.00       | $14034000.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-AUG-2050  | 2050-08-15      | 0.0000%  | 0.0000% | $13500000.00       | $13718500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-AUG-2050 | 2050-08-15      | 0.0000%  | 0.0000% | $13812500.00       | $14044500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-AUG-2050 | 2050-08-15      | 0.0000%  | 0.0000% | $13812500.00       | $14044500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-AUG-2050 | 2050-08-15      | 0.0000%  | 0.0000% | $13812500.00       | $14044500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-AUG-2050 | 2050-08-15      | 0.0000%  | 0.0000% | $13812500.00       | $14044500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-AUG-2050 | 2050-08-15      | 0.0000%  | 0.0000% | $13812500.00       | $14044500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-AUG-2050 | 2050-08-15      | 0.0000%  | 0.0000% | $13812500.00       | $14044500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-AUG-2050 | 2050-08-15      | 0.0000%  | 0.0000% | $6906250.00        | $7022250.00        | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-FEB-2051  | 2051-02-15      | 0.0000%  | 0.0000% | $13125000.00       | $13368000.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-FEB-2051  | 2051-02-15      | 0.0000%  | 0.0000% | $5250000.00        | $5347200.00        | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-NOV-2050  | 2050-11-15      | 0.0000%  | 0.0000% | $10650000.00       | $10823600.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-MAY-2052  | 2052-05-15      | 0.0000%  | 0.0000% | $12437500.00       | $12661500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-MAY-2052  | 2052-05-15      | 0.0000%  | 0.0000% | $10447500.00       | $10635660.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-MAY-2050  | 2050-05-15      | 0.0000%  | 0.0000% | $13625000.00       | $13887500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-MAY-2050  | 2050-05-15      | 0.0000%  | 0.0000% | $5450000.00        | $5555000.00        | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-FEB-2038  | 2038-02-15      | 0.0000%  | 0.0000% | $12720000.00       | $12950160.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-MAY-2039  | 2039-05-15      | 0.0000%  | 0.0000% | $12250000.00       | $12497750.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-NOV-2041  | 2041-11-15      | 0.0000%  | 0.0000% | $16950000.00       | $17246800.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-MAY-2038  | 2038-05-15      | 0.0000%  | 0.0000% | $26125000.00       | $26653000.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-FEB-2040  | 2040-02-15      | 0.0000%  | 0.0000% | $23500000.00       | $23949000.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-AUG-2051  | 2051-08-15      | 0.0000%  | 0.0000% | $12875000.00       | $13078500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-FEB-2052  | 2052-02-15      | 0.0000%  | 0.0000% | $12562500.00       | $12802000.00       | U.S. Treasuries (including strips) |
| TREASURY BOND 2.875 15-NOV-2046          | 2046-11-15      | 2.8750%  | 0.0000% | $35250000.00       | $35965093.75       | U.S. Treasuries (including strips) |
| TREASURY BOND 2.875 15-NOV-2046          | 2046-11-15      | 2.8750%  | 0.0000% | $10575000.00       | $10789528.12       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-MAY-2039 | 2039-05-15      | 0.0000%  | 0.0000% | $25375000.00       | $25874500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-MAY-2039 | 2039-05-15      | 0.0000%  | 0.0000% | $25375000.00       | $25874500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-MAY-2039 | 2039-05-15      | 0.0000%  | 0.0000% | $25375000.00       | $25874500.00       | U.S. Treasuries (including strips) |
| TREASURY BOND 3.375 15-MAY-2044          | 2044-05-15      | 3.3750%  | 0.0000% | $18141250.00       | $18503630.62       | U.S. Treasuries (including strips) |
| TREASURY NOTE 4.375 31-JUL-2026          | 2026-07-31      | 4.3750%  | 0.0000% | $49875000.00       | $50848095.30       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-NOV-2037  | 2037-11-15      | 0.0000%  | 0.0000% | $26937500.00       | $27437000.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-FEB-2042  | 2042-02-15      | 0.0000%  | 0.0000% | $19622500.00       | $19985340.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-AUG-2042  | 2042-08-15      | 0.0000%  | 0.0000% | $20250000.00       | $20652500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-FEB-2041  | 2041-02-15      | 0.0000%  | 0.0000% | $22125000.00       | $22528000.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-FEB-2050 | 2050-02-15      | 0.0000%  | 0.0000% | $14062500.00       | $14334500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-FEB-2050 | 2050-02-15      | 0.0000%  | 0.0000% | $14062500.00       | $14334500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-FEB-2050 | 2050-02-15      | 0.0000%  | 0.0000% | $14062500.00       | $14334500.00       | U.S. Treasuries (including strips) |

### Security 145: Fixed Income Clearing Corp. - Wells Fargo Bank, N.A.

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. 4.400000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8LKMB3, C.3 - LEI: N/A, C.5 - Other ID: BIV8LKMB3
- **C.18 - Value (incl. sponsor support):** $735000000.00
- **C.18.a - Value (excl. sponsor support):** $735000000.00
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 5.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-29
- **C.12 - Maturity Date (WAL):** 2025-08-29
- **C.13 - Final Legal Maturity Date:** 2025-08-29
- **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? 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 | 2045-02-15      | 4.7500%  | 0.0000% | $22000.00          | $21771.27          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-11-30      | 4.3750%  | 0.0000% | $7000.00           | $7265.70           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-31      | 3.1250%  | 0.0000% | $10139200.00       | $10049200.22       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-02-15      | 2.0000%  | 0.0000% | $111200.00         | $64326.52          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-08-15      | 1.3750%  | 0.0000% | $35053900.00       | $16951865.39       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-08-15      | 1.5000%  | 0.0000% | $100.00            | $97.39             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-11-15      | 4.7500%  | 0.0000% | $2761100.00        | $2711591.11        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-05-31      | 4.8750%  | 0.0000% | $11500.00          | $11853.36          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-02-29      | 4.0000%  | 0.0000% | $9399600.00        | $9519222.17        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-11-15      | 4.0000%  | 0.0000% | $11809400.00       | $10588643.84       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-02-15      | 2.3750%  | 0.0000% | $8903900.00        | $6400045.00        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-11-15      | 3.3750%  | 0.0000% | $200.00            | $154.92            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-05-15      | 3.3750%  | 0.0000% | $41758300.00       | $39331711.78       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-01-31      | 1.7500%  | 0.0000% | $1100.00           | $1025.58           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-08-15      | 1.7500%  | 0.0000% | $1085100.00        | $709698.40         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-31      | 3.5000%  | 0.0000% | $900.00            | $901.57            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-11-15      | 2.3750%  | 0.0000% | $49999800.00       | $31431327.82       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-02-15      | 1.8750%  | 0.0000% | $40757000.00       | $22521329.44       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-01-31      | 4.3750%  | 0.0000% | $56533400.00       | $58044362.87       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-02-15      | 2.6250%  | 0.0000% | $4395300.00        | $4233453.78        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-08-15      | 2.7500%  | 0.0000% | $6482200.00        | $4566343.99        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-08-15      | 2.8750%  | 0.0000% | $1000.00           | $977.46            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-04-30      | 2.8750%  | 0.0000% | $2100.00           | $2024.89           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-05-15      | 4.3750%  | 0.0000% | $100.00            | $95.25             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2039-11-15      | 4.3750%  | 0.0000% | $100.00            | $96.38             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-08-31      | 4.1250%  | 0.0000% | $100.00            | $101.53            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-15      | 4.1250%  | 0.0000% | $500.00            | $503.44            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-02-15      | 4.6250%  | 0.0000% | $8974900.00        | $9256885.01        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-11-15      | 4.6250%  | 0.0000% | $38348500.00       | $36905721.67       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-04-30      | 4.6250%  | 0.0000% | $86336900.00       | $89096519.14       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-05-15      | 3.6250%  | 0.0000% | $200.00            | $159.90            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-03-31      | 3.6250%  | 0.0000% | $800.00            | $799.36            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 3.6250%  | 0.0000% | $3800.00           | $3074.87           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-02-15      | 3.8750%  | 0.0000% | $19425300.00       | $17268617.66       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-08-15      | 3.0000%  | 0.0000% | $99999700.00       | $71378464.36       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-05-15      | 3.1250%  | 0.0000% | $100.00            | $74.28             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-08-15      | 0.6250%  | 0.0000% | $200.00            | $168.77            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-02-15      | 1.8750%  | 0.0000% | $89485000.00       | $78028928.06       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-05-15      | 4.6250%  | 0.0000% | $1100.00           | $1060.81           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-05-31      | 4.6250%  | 0.0000% | $2000.00           | $2101.63           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-08-15      | 4.1250%  | 0.0000% | $19689000.00       | $17921633.24       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-08-15      | 4.1250%  | 0.0000% | $32292700.00       | $28619819.66       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-01-31      | 4.2500%  | 0.0000% | $100.00            | $102.59            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-03-31      | 3.6250%  | 0.0000% | $3248700.00        | $3216582.13        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-11-15      | 3.7500%  | 0.0000% | $800.00            | $686.20            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-31      | 0.7500%  | 0.0000% | $1232500.00        | $1138167.49        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-04-30      | 0.7500%  | 0.0000% | $18921100.00       | $18351752.99       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-11-15      | 0.8750%  | 0.0000% | $8998400.00        | $7621632.72        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-07-31      | 1.0000%  | 0.0000% | $10710800.00       | $9831167.98        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-10-31      | 0.5000%  | 0.0000% | $400.00            | $369.06            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-31      | 0.5000%  | 0.0000% | $400.00            | $371.47            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-28      | 1.1250%  | 0.0000% | $300.00            | $286.56            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-10-31      | 1.1250%  | 0.0000% | $6747100.00        | $6484706.09        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-08-31      | 1.1250%  | 0.0000% | $8529200.00        | $7836329.83        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-05-15      | 2.8750%  | 0.0000% | $30317000.00       | $21299325.83       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-11-15      | 3.0000%  | 0.0000% | $11000.00          | $8297.22           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-12-31      | 3.7500%  | 0.0000% | $107167000.00      | $108246565.42      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-05-15      | 3.8750%  | 0.0000% | $100.00            | $87.75             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-12-31      | 3.8750%  | 0.0000% | $200.00            | $202.44            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-02-15      | 4.2500%  | 0.0000% | $10400.00          | $9417.96           | U.S. Treasuries (including strips) |

### Security 146: Standard Chartered Bank

- **C.1 - Title:** Standard Chartered Bank 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8LKT42, C.3 - LEI: RILFO74KP1CM8P6PCT96, C.5 - Other ID: BIV8LKT42
- **C.18 - Value (incl. sponsor support):** $820000000.00
- **C.18.a - Value (excl. sponsor support):** $820000000.00
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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                            | 2054-02-15      | 4.2500%  | 0.0000% | $54.67             | $49.50             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2035-05-15      | 4.2500%  | 0.0000% | $54.67             | $54.10             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2040-11-15      | 4.2500%  | 0.0000% | $273.33            | $257.32            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-02-28      | 4.2500%  | 0.0000% | $273.33            | $278.75            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-01-31      | 4.2500%  | 0.0000% | $239330.67         | $245521.19         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2054-08-15      | 4.2500%  | 0.0000% | $3235774.67        | $2932838.03        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-12-31      | 4.2500%  | 0.0000% | $5128334.67        | $5216749.71        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-10-15      | 4.2500%  | 0.0000% | $6286666.67        | $6317335.60        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-02-28      | 4.2500%  | 0.0000% | $13666612.00       | $13962952.13       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-07-31      | 4.4833%  | 0.0000% | $54.67             | $54.92             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-07-15      | 4.5000%  | 0.0000% | $67021.33          | $68418.24          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-05-31      | 4.5000%  | 0.0000% | $219186.00         | $228590.04         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-05-15      | 4.5000%  | 0.0000% | $2571520.00        | $2602813.44        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-04-15      | 4.5000%  | 0.0000% | $14128135.33       | $14344773.15       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2033-11-15      | 4.5000%  | 0.0000% | $37319566.67       | $37920980.40       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-01-31      | 4.5463%  | 0.0000% | $1394.00           | $1400.79           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-04-30      | 4.6250%  | 0.0000% | $54.67             | $56.22             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-11-15      | 4.6250%  | 0.0000% | $102855.33         | $98985.63          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2055-02-15      | 4.6250%  | 0.0000% | $4290978.00        | $4149402.73        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-04-30      | 4.6250%  | 0.0000% | $6095278.67        | $6290104.37        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-06-15      | 4.6250%  | 0.0000% | $22935946.67       | $23733751.39       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-11-15      | 4.7500%  | 0.0000% | $382.67            | $375.81            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2055-05-15      | 4.7500%  | 0.0000% | $88150.00          | $86062.18          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-10-31      | 4.8750%  | 0.0000% | $27.33             | $28.27             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-11-15      | 6.1250%  | 0.0000% | $27.33             | $28.82             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-09-04      | 0.0000%  | 0.0000% | $27.33             | $27.03             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-08-28      | 0.0000%  | 0.0000% | $27.33             | $27.05             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-08-07      | 0.0000%  | 0.0000% | $27.33             | $27.12             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-07-24      | 0.0000%  | 0.0000% | $27.33             | $27.17             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-06-20      | 0.0000%  | 0.0000% | $27.33             | $27.28             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-06-05      | 0.0000%  | 0.0000% | $82.00             | $81.97             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-09-25      | 0.0000%  | 0.0000% | $1776.67           | $1752.89           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-07-17      | 0.0000%  | 0.0000% | $1831.33           | $1821.67           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-11-13      | 0.0000%  | 0.0000% | $2979.33           | $2922.64           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-07-10      | 0.0000%  | 0.0000% | $42448.67          | $42259.18          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-06-17      | 0.0000%  | 0.0000% | $1946516.00        | $1943086.24        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-01-15      | 0.1250%  | 0.0000% | $109.33            | $127.40            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-08-31      | 0.2500%  | 0.0000% | $5138.67           | $5090.60           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-07-31      | 0.2500%  | 0.0000% | $843014.67         | $837994.37         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-06-30      | 0.5000%  | 0.0000% | $27.33             | $25.54             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-08-15      | 0.6250%  | 0.0000% | $55209643.33       | $46588910.39       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-03-31      | 0.7500%  | 0.0000% | $54.67             | $53.20             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-01-31      | 0.7500%  | 0.0000% | $7817.33           | $7219.01           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2047-02-15      | 0.8750%  | 0.0000% | $109.33            | $103.25            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-06-30      | 0.8750%  | 0.0000% | $3006.67           | $2914.22           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-07-31      | 1.0000%  | 0.0000% | $5276754.67        | $4843397.46        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-02-28      | 1.1250%  | 0.0000% | $2084986.67        | $1991581.20        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-02-15      | 1.1250%  | 0.0000% | $2407438.00        | $2063391.14        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-03-31      | 1.2500%  | 0.0000% | $464.67            | $433.03            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-09-30      | 1.2500%  | 0.0000% | $1530.67           | $1407.74           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2050-05-15      | 1.2500%  | 0.0000% | $28405319.33       | $13288363.76       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-11-15      | 1.3750%  | 0.0000% | $8353613.33        | $7054505.02        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-05-15      | 1.6250%  | 0.0000% | $11999.33          | $10454.75          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-11-30      | 1.6250%  | 0.0000% | $22304.00          | $21714.49          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2041-08-15      | 1.7500%  | 0.0000% | $27.33             | $17.88             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-02-15      | 1.8750%  | 0.0000% | $1558.00           | $1358.54           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-02-28      | 1.8750%  | 0.0000% | $2979.33           | $2888.63           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2052-02-15      | 2.2500%  | 0.0000% | $54.67             | $32.91             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-11-15      | 2.2500%  | 0.0000% | $5822.00           | $5603.37           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2051-05-15      | 2.3750%  | 0.0000% | $27.33             | $16.94             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-05-15      | 2.3750%  | 0.0000% | $120594.67         | $113894.19         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-05-31      | 2.7500%  | 0.0000% | $54.67             | $53.04             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-08-15      | 2.7500%  | 0.0000% | $218.67            | $200.79            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-06-30      | 2.7500%  | 0.0000% | $1331188.00        | $1344485.27        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-07-31      | 2.7500%  | 0.0000% | $4478047.33        | $4411302.28        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2045-08-15      | 2.8750%  | 0.0000% | $54.67             | $40.39             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-04-30      | 2.8750%  | 0.0000% | $3757595.33        | $3623196.48        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2048-02-15      | 3.0000%  | 0.0000% | $2350.67           | $1727.29           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2049-02-15      | 3.0000%  | 0.0000% | $5042781.33        | $3675041.80        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2047-05-15      | 3.0000%  | 0.0000% | $9566776.00        | $7019180.15        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2048-05-15      | 3.1250%  | 0.0000% | $27.33             | $20.30             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2041-11-15      | 3.1250%  | 0.0000% | $27.33             | $21.98             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-08-31      | 3.1250%  | 0.0000% | $2678.67           | $2654.89           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-02-15      | 3.1250%  | 0.0000% | $3334.67           | $2655.98           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2033-05-15      | 3.3750%  | 0.0000% | $1995.33           | $1879.38           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-04-30      | 3.5000%  | 0.0000% | $109.33            | $107.26            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2053-05-15      | 3.6250%  | 0.0000% | $6122.67           | $4894.97           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-08-31      | 3.6250%  | 0.0000% | $678632.00         | $676182.81         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-11-15      | 3.7500%  | 0.0000% | $27.33             | $23.45             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-08-31      | 3.7500%  | 0.0000% | $27.33             | $27.48             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-04-15      | 3.7500%  | 0.0000% | $4127.33           | $4131.45           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-06-30      | 3.7500%  | 0.0000% | $7926666.67        | $7958418.31        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-12-31      | 3.7500%  | 0.0000% | $41798898.67       | $41818990.31       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-03-31      | 3.8750%  | 0.0000% | $122125.33         | $122730.76         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-11-30      | 3.8750%  | 0.0000% | $1396378.00        | $1422565.04        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-05-15      | 3.8750%  | 0.0000% | $2042264.67        | $1792137.25        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-04-30      | 3.8750%  | 0.0000% | $2957548.67        | $2953464.19        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-02-29      | 4.0000%  | 0.0000% | $1503.33           | $1522.47           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2042-11-15      | 4.0000%  | 0.0000% | $67513.33          | $60534.37          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-06-30      | 4.0000%  | 0.0000% | $1364316.00        | $1391560.83        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-01-31      | 4.0000%  | 0.0000% | $2733333.33        | $2776159.67        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-07-31      | 4.0000%  | 0.0000% | $9894940.00        | $10045987.95       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-01-31      | 4.0000%  | 0.0000% | $11026512.67       | $11138863.69       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2053-08-15      | 4.1250%  | 0.0000% | $27.33             | $24.22             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-10-31      | 4.1250%  | 0.0000% | $27.33             | $27.41             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-11-15      | 4.1250%  | 0.0000% | $54.67             | $54.48             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-07-31      | 4.1250%  | 0.0000% | $54.67             | $55.46             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-02-28      | 4.1250%  | 0.0000% | $5138.67           | $5204.17           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-09-30      | 4.1250%  | 0.0000% | $458052.00         | $463473.64         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-03-31      | 4.1250%  | 0.0000% | $27865240.00       | $28248534.60       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-03-31      | 4.1250%  | 0.0000% | $31699013.33       | $31830129.80       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-06-30      | 4.2500%  | 0.0000% | $27.33             | $28.13             | U.S. Treasuries (including strips)        |
| Government National Mortgage Association | 2053-01-20      | 5.3283%  | 0.0000% | $13666666.67       | $11218114.87       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 5.3783%  | 0.0000% | $13666666.67       | $5590232.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 5.3783%  | 0.0000% | $8200000.00        | $7896814.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 5.3783%  | 0.0000% | $8200000.00        | $8159332.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 5.4783%  | 0.0000% | $8200000.00        | $8190227.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 5.4783%  | 0.0000% | $13666666.67       | $9907814.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 5.5000%  | 0.0000% | $13666666.67       | $9686362.18        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-05-01      | 3.5000%  | 0.0000% | $273.33            | $197.32            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-07-15      | 3.5000%  | 0.0000% | $17337.53          | $1280.16           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-03-20      | 3.5000%  | 0.0000% | $11717089.33       | $5524681.78        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-01-20      | 3.5000%  | 0.0000% | $15434085.92       | $7031014.13        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-02-20      | 3.5000%  | 0.0000% | $28880825.58       | $7422326.83        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-06-20      | 3.5000%  | 0.0000% | $17910877.33       | $9901208.42        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-02-20      | 3.5000%  | 0.0000% | $151067948.37      | $15133770.71       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-04-20      | 4.0000%  | 0.0000% | $505.12            | $9.95              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2044-09-20      | 4.0000%  | 0.0000% | $43342291.19       | $2912040.54        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-10-20      | 4.0000%  | 0.0000% | $8711575.04        | $2960754.85        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-10-20      | 4.0000%  | 0.0000% | $35104261.50       | $32020679.51       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-02-15      | 4.4700%  | 0.0000% | $4171.34           | $3931.32           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-09-20      | 4.5000%  | 0.0000% | $273.33            | $212.06            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2057-11-15      | 4.5000%  | 0.0000% | $273.33            | $256.71            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-11-15      | 4.5000%  | 0.0000% | $19680.00          | $847.88            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-08-20      | 4.5000%  | 0.0000% | $7833.46           | $6020.53           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-11-20      | 4.5000%  | 0.0000% | $6459516.93        | $6025496.65        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 5.0000%  | 0.0000% | $7050163.20        | $6841140.55        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-01-20      | 5.0000%  | 0.0000% | $14755894.26       | $14240616.36       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-06-15      | 5.0300%  | 0.0000% | $317.89            | $321.59            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2058-04-15      | 5.0800%  | 0.0000% | $3807806.67        | $3726800.02        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2060-01-15      | 5.1300%  | 0.0000% | $50561.47          | $49847.61          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-04-20      | 5.5000%  | 0.0000% | $273.33            | $211.89            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-09-20      | 5.5000%  | 0.0000% | $1032.38           | $974.54            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $2651.88           | $2616.67           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $2684983.95        | $2692583.94        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 5.5000%  | 0.0000% | $3007945.87        | $3017542.27        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $3074794.45        | $3100301.58        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $3614013.33        | $3615363.37        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $3878947.13        | $3880396.14        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-05-20      | 5.5000%  | 0.0000% | $4197282.34        | $3921528.40        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $4003950.39        | $4001240.57        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $6152186.94        | $6148070.98        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $6403084.80        | $6380901.67        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $9811170.99        | $9694399.43        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-03-20      | 5.5000%  | 0.0000% | $14261668.23       | $12314445.90       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $67799510.60       | $67399250.69       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-07-01      | 6.0000%  | 0.0000% | $3617.02           | $38.52             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-11-20      | 6.0000%  | 0.0000% | $212256.73         | $2416.85           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $2790877.11        | $2849393.26        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 6.0000%  | 0.0000% | $6037415.09        | $6073550.93        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-05-01      | 6.0000%  | 0.0000% | $6752151.42        | $6238694.28        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-02-20      | 6.0000%  | 0.0000% | $19257782.27       | $19285247.53       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-01-20      | 6.0000%  | 0.0000% | $48102953.98       | $48217830.58       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-02-15      | 6.5000%  | 0.0000% | $6833.33           | $59.36             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-08-20      | 7.0000%  | 0.0000% | $3300051.73        | $3236080.36        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-11-20      | 7.0000%  | 0.0000% | $3675957.23        | $3866546.42        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-06-01      | 2.0000%  | 0.0000% | $368.73            | $128.03            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-10-01      | 2.0000%  | 0.0000% | $715.86            | $320.20            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-10-01      | 2.0000%  | 0.0000% | $1750447.71        | $912933.62         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-12-01      | 2.5000%  | 0.0000% | $273.33            | $2.07              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-03-20      | 2.5000%  | 0.0000% | $9392384.96        | $6459873.75        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-04-20      | 2.5000%  | 0.0000% | $13662232.65       | $7684818.66        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-06-20      | 2.5000%  | 0.0000% | $22440867.84       | $12565278.54       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-02-20      | 2.5000%  | 0.0000% | $23162712.75       | $12754894.96       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-07-20      | 2.5000%  | 0.0000% | $25191991.62       | $16711194.46       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-10-20      | 3.0000%  | 0.0000% | $273.33            | $39.89             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2027-01-01      | 3.0000%  | 0.0000% | $4582.43           | $46.44             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-04-01      | 3.0000%  | 0.0000% | $3929.17           | $869.69            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-07-01      | 3.0000%  | 0.0000% | $2581.91           | $1897.00           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-07-20      | 3.0000%  | 0.0000% | $6790247.80        | $4133547.12        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-12-20      | 3.0000%  | 0.0000% | $14757977.33       | $7127461.05        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-01-20      | 3.0000%  | 0.0000% | $17145076.05       | $9019396.26        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-06-20      | 3.0000%  | 0.0000% | $13663557.23       | $9104583.32        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2026-10-01      | 3.5000%  | 0.0000% | $2794.83           | $21.66             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-08-20      | 3.5000%  | 0.0000% | $273.33            | $25.61             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-04-20      | 3.5000%  | 0.0000% | $590.13            | $44.03             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-01-01      | 3.5000%  | 0.0000% | $380.21            | $49.33             | Agency Mortgage-Backed Securities         |

### Security 147: Banco Santander

- **C.1 - Title:** Banco Santander 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8LKT75, C.3 - LEI: 5493006QMFDDMYWIAM13, C.5 - Other ID: BIV8LKT75
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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 MORT BACKED SECURITY    | 2052-09-01      | 5.0000%  | 0.0000% | $739968.00         | $569523.42         | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-06-20      | 3.5000%  | 0.0000% | $84235.00          | $41852.63          | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-07-01      | 5.5000%  | 0.0000% | $577150.00         | $504201.70         | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2048-11-20      | 4.5000%  | 0.0000% | $499741.50         | $37663.37          | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2037-03-20      | 3.0000%  | 0.0000% | $250000.00         | $136850.41         | Agency Mortgage-Backed Securities  |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2042-05-01      | 3.5000%  | 0.0000% | $3782212.00        | $970164.95         | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2047-10-20      | 3.5000%  | 0.0000% | $5472057.25        | $668079.49         | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-07-20      | 5.5000%  | 0.0000% | $11021704.25       | $10348518.27       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-04-01      | 6.0000%  | 0.0000% | $9075088.00        | $7749360.49        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-12-01      | 5.5000%  | 0.0000% | $25850656.00       | $25212236.39       | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-07-20      | 2.5000%  | 0.0000% | $7250.00           | $4182.34           | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2051-12-01      | 2.0000%  | 0.0000% | $925667.00         | $588153.34         | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-11-20      | 3.5000%  | 0.0000% | $1334083.50        | $880863.16         | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-01-20      | 4.0000%  | 0.0000% | $62428.50          | $21076.53          | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-06-01      | 3.5000%  | 0.0000% | $3569.50           | $2541.13           | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-08-01      | 6.5000%  | 0.0000% | $447297.75         | $461591.87         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-02-01      | 5.5000%  | 0.0000% | $10893701.00       | $10720245.78       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-02-01      | 6.0000%  | 0.0000% | $4505960.50        | $4229461.95        | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-06-20      | 3.0000%  | 0.0000% | $878622.25         | $449794.59         | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2047-04-20      | 4.0000%  | 0.0000% | $13479893.50       | $1216184.50        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-08-01      | 5.0000%  | 0.0000% | $3704339.00        | $3307247.46        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-05-01      | 5.5000%  | 0.0000% | $1998992.50        | $1682144.62        | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2052-06-20      | 3.0000%  | 0.0000% | $659470.25         | $457634.30         | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2048-04-20      | 4.0000%  | 0.0000% | $159500.00         | $12866.38          | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2047-07-20      | 4.5000%  | 0.0000% | $15685627.50       | $1414821.12        | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-01-01      | 3.0000%  | 0.0000% | $162089.00         | $114285.65         | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-09-20      | 4.0000%  | 0.0000% | $117350.00         | $65375.38          | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-04-01      | 6.0000%  | 0.0000% | $8605424.00        | $7939789.90        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-06-01      | 5.5000%  | 0.0000% | $16808352.00       | $16175269.87       | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-07-20      | 3.0000%  | 0.0000% | $13501371.00       | $7331919.74        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-12-01      | 5.5000%  | 0.0000% | $41757952.00       | $39935097.75       | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2049-10-20      | 2.5000%  | 0.0000% | $250.00            | $45.30             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2049-05-01      | 4.5000%  | 0.0000% | $4703925.00        | $1514456.33        | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2049-01-20      | 4.0000%  | 0.0000% | $1128346.75        | $91247.80          | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2049-04-20      | 3.0000%  | 0.0000% | $476500.00         | $63810.45          | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2050-12-20      | 3.5000%  | 0.0000% | $524323.75         | $180633.70         | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2049-03-20      | 3.5000%  | 0.0000% | $949995.00         | $86528.40          | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2049-07-20      | 3.0000%  | 0.0000% | $279999.50         | $38654.28          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-11-01      | 5.5000%  | 0.0000% | $773878.00         | $498358.09         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-12-01      | 5.0000%  | 0.0000% | $10640704.00       | $8742562.40        | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2049-05-20      | 5.5000%  | 0.0000% | $18250.00          | $1612.57           | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-02-01      | 4.0000%  | 0.0000% | $1735952.00        | $1326254.60        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-11-01      | 5.0000%  | 0.0000% | $49595392.00       | $44241281.90       | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2050-10-20      | 2.5000%  | 0.0000% | $10826.00          | $4295.50           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-10-01      | 5.5000%  | 0.0000% | $9754750.00        | $8338575.04        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-01-01      | 5.0000%  | 0.0000% | $3163840.00        | $2597217.59        | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2047-03-20      | 4.0000%  | 0.0000% | $239223.00         | $21286.98          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-04-01      | 5.0000%  | 0.0000% | $10994720.00       | $8929730.57        | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-08-01      | 5.0000%  | 0.0000% | $710011.50         | $445745.50         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-07-01      | 6.0000%  | 0.0000% | $960946.75         | $887027.24         | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2052-05-20      | 3.0000%  | 0.0000% | $83743.25          | $57973.87          | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-05-20      | 3.5000%  | 0.0000% | $272645.50         | $128648.09         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-04-01      | 6.5000%  | 0.0000% | $1701154.00        | $1514230.20        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORT ADJUSTABLE RATE   | 2050-12-01      | 2.8350%  | 0.0000% | $67035.50          | $53594.85          | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-08-20      | 5.0000%  | 0.0000% | $4750.00           | $1477.78           | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2053-05-20      | 5.0000%  | 0.0000% | $5300616.75        | $4476493.79        | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-11-01      | 6.0000%  | 0.0000% | $5471899.50        | $4490851.54        | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-07-01      | 4.0000%  | 0.0000% | $537426.50         | $408974.44         | Agency Mortgage-Backed Securities  |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2044-02-01      | 4.5000%  | 0.0000% | $2042764.00        | $355867.87         | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2052-05-20      | 2.5000%  | 0.0000% | $45250.00          | $29536.95          | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2053-07-20      | 5.5000%  | 0.0000% | $19160.75          | $15691.36          | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-10-20      | 5.0000%  | 0.0000% | $6250.25           | $2708.71           | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2048-09-20      | 4.0000%  | 0.0000% | $608283.00         | $57814.36          | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-01-01      | 5.5000%  | 0.0000% | $6602680.00        | $6482182.01        | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2053-05-20      | 6.0000%  | 0.0000% | $12015265.00       | $8199721.32        | Agency Mortgage-Backed Securities  |
| U.S. TREASURY BOND                       | 2043-11-15      | 4.7500%  | 0.0000% | $7696350.00        | $7558347.83        | U.S. Treasuries (including strips) |

### Security 148: Standard Chartered Bank

- **C.1 - Title:** Standard Chartered Bank 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8LKTU4, C.3 - LEI: RILFO74KP1CM8P6PCT96, C.5 - Other ID: BIV8LKTU4
- **C.18 - Value (incl. sponsor support):** $1293470681.00
- **C.18.a - Value (excl. sponsor support):** $1293470681.00
- **C.19 - Percentage of Net Assets:** 1.6200%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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 | 2025-09-11      | 0.0000%  | 0.0000% | $164960.63         | $163020.36         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-09-25      | 0.0000%  | 0.0000% | $319803.44         | $315523.19         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-08-14      | 0.0000%  | 0.0000% | $487954.63         | $483781.64         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-06-05      | 0.0000%  | 0.0000% | $503217.58         | $503040.45         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-11-13      | 0.0000%  | 0.0000% | $571742.78         | $560862.52         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-07-10      | 0.0000%  | 0.0000% | $977288.96         | $972926.34         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-01-22      | 0.0000%  | 0.0000% | $1279386.22        | $1245957.14        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-06-26      | 0.0000%  | 0.0000% | $1538770.21        | $1534443.19        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-10-30      | 0.0000%  | 0.0000% | $2125603.49        | $2088539.34        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-06-20      | 0.0000%  | 0.0000% | $7533518.17        | $7517577.25        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-06-17      | 0.0000%  | 0.0000% | $18767483.50       | $18734415.19       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-08-28      | 0.0000%  | 0.0000% | $66873497.73       | $66187710.01       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-07-15      | 0.1250%  | 0.0000% | $473065.34         | $625620.23         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-31      | 0.3750%  | 0.0000% | $2012065.50        | $1867972.91        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-08-15      | 0.6250%  | 0.0000% | $28.74             | $24.26             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-02-15      | 0.6250%  | 0.0000% | $28.74             | $29.22             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-05-15      | 0.6250%  | 0.0000% | $86.23             | $73.34             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-03-31      | 0.7500%  | 0.0000% | $5490.06           | $5343.11           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-31      | 0.7500%  | 0.0000% | $69732.44          | $64395.29          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-02-15      | 0.7500%  | 0.0000% | $751305.26         | $811958.26         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-07-15      | 0.7500%  | 0.0000% | $9255213.88        | $11636118.69       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-11-15      | 0.8750%  | 0.0000% | $19344.57          | $16384.83          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-02-15      | 0.8750%  | 0.0000% | $1888438.45        | $1783358.22        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-06-30      | 0.8750%  | 0.0000% | $4455489.11        | $4318494.81        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-05-15      | 1.1250%  | 0.0000% | $28.74             | $17.47             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-02-15      | 1.1250%  | 0.0000% | $28.74             | $24.64             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-03-31      | 2.5000%  | 0.0000% | $4340.31           | $4247.72           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-05-15      | 2.5000%  | 0.0000% | $1206319.50        | $815552.83         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-02-15      | 2.5000%  | 0.0000% | $13431945.68       | $9194977.04        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-02-15      | 2.6250%  | 0.0000% | $28.74             | $27.69             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-11-15      | 2.7500%  | 0.0000% | $28.74             | $19.99             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-11-15      | 2.7500%  | 0.0000% | $28.74             | $21.46             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-02-15      | 2.7500%  | 0.0000% | $292410.61         | $286148.21         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-05-31      | 2.7500%  | 0.0000% | $319487.26         | $309958.38         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-30      | 2.7500%  | 0.0000% | $3927666.84        | $3850896.07        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-08-31      | 2.7500%  | 0.0000% | $7185890.74        | $7206192.84        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-08-15      | 2.8750%  | 0.0000% | $57.49             | $56.19             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-15      | 2.8750%  | 0.0000% | $318452.48         | $309854.86         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-05-15      | 2.8750%  | 0.0000% | $1697464.69        | $1192560.40        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-08-15      | 2.8750%  | 0.0000% | $1785133.26        | $1319016.52        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-11-15      | 2.8750%  | 0.0000% | $1879987.78        | $1355777.39        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-06-15      | 2.8750%  | 0.0000% | $7184970.94        | $7273434.20        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-04-30      | 2.8750%  | 0.0000% | $62612920.28       | $60373428.31       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-05-15      | 3.0000%  | 0.0000% | $86.23             | $63.27             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-08-15      | 3.0000%  | 0.0000% | $344.93            | $252.23            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-02-15      | 3.0000%  | 0.0000% | $4627.75           | $3400.51           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-02-15      | 3.0000%  | 0.0000% | $1384847.20        | $1009238.95        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-02-15      | 3.0000%  | 0.0000% | $2281452.33        | $1695878.32        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-05-15      | 3.0000%  | 0.0000% | $4030167.20        | $3024148.11        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-08-15      | 3.0000%  | 0.0000% | $4854826.62        | $3465311.09        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-05-15      | 3.0000%  | 0.0000% | $5797393.08        | $4540175.21        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-02-15      | 3.1250%  | 0.0000% | $28.74             | $22.89             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-11-15      | 3.1250%  | 0.0000% | $28.74             | $28.05             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-11-15      | 3.1250%  | 0.0000% | $329605.07         | $265018.23         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-05-15      | 3.1250%  | 0.0000% | $2520112.04        | $1871941.18        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-08-31      | 3.1250%  | 0.0000% | $2745003.48        | $2678249.34        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-31      | 3.1250%  | 0.0000% | $4393000.10        | $4354006.00        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-05-15      | 3.2500%  | 0.0000% | $134865.88         | $109525.49         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-05-15      | 3.3750%  | 0.0000% | $28.74             | $27.07             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-04-15      | 3.3750%  | 0.0000% | $4627.75           | $9240.02           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-08-15      | 3.3750%  | 0.0000% | $198562.12         | $165250.57         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-09-15      | 3.3750%  | 0.0000% | $9116381.36        | $9077838.29        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-01-31      | 3.5000%  | 0.0000% | $143.72            | $142.49            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-09-30      | 3.5000%  | 0.0000% | $107817.97         | $107672.49         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-04-30      | 3.5000%  | 0.0000% | $7312622.12        | $7174064.47        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-04-30      | 3.5000%  | 0.0000% | $22382820.28       | $22207770.09       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-09-30      | 3.5000%  | 0.0000% | $71859482.28       | $70990536.22       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-02-15      | 3.6250%  | 0.0000% | $229.95            | $195.24            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-08-15      | 3.6250%  | 0.0000% | $1374125.76        | $1173197.47        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-08-31      | 3.6250%  | 0.0000% | $1323392.97        | $1318616.84        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-03-31      | 3.6250%  | 0.0000% | $1437132.16        | $1435983.35        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-05-15      | 3.6250%  | 0.0000% | $2021292.26        | $2013384.12        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-05-15      | 3.6250%  | 0.0000% | $6291153.95        | $5029674.30        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-30      | 3.7500%  | 0.0000% | $28.74             | $28.73             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-12-31      | 3.7500%  | 0.0000% | $86.23             | $87.10             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-04-15      | 3.7500%  | 0.0000% | $52744.86          | $52797.43          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-15      | 3.7500%  | 0.0000% | $229921.60         | $229473.37         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-15      | 3.7500%  | 0.0000% | $4895815.27        | $4932051.56        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-05-31      | 3.7500%  | 0.0000% | $5543959.06        | $5585693.86        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-11-15      | 3.7500%  | 0.0000% | $14594172.21       | $12518144.39       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-08-31      | 3.7500%  | 0.0000% | $41028343.87       | $40576297.60       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-12-31      | 3.7500%  | 0.0000% | $136161876.47      | $136227325.95      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-05-15      | 3.8750%  | 0.0000% | $86.23             | $75.67             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-03-31      | 3.8750%  | 0.0000% | $258.69            | $259.98            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-12-31      | 3.8750%  | 0.0000% | $1178.50           | $1192.88           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-08-15      | 3.8750%  | 0.0000% | $200459.21         | $195229.55         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-01-31      | 4.0000%  | 0.0000% | $57.49             | $58.07             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-02-29      | 4.0000%  | 0.0000% | $76113.56          | $77082.21          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-11-15      | 4.0000%  | 0.0000% | $817760.91         | $701268.77         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-11-15      | 4.0000%  | 0.0000% | $1607324.16        | $1441172.54        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-02-28      | 4.0000%  | 0.0000% | $11813670.14       | $11949318.29       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-02-15      | 4.0000%  | 0.0000% | $28743792.91       | $28394001.45       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-06-30      | 4.0000%  | 0.0000% | $28743764.17       | $29317765.24       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-07-31      | 4.0000%  | 0.0000% | $36449630.12       | $37006039.96       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-07-31      | 4.0000%  | 0.0000% | $91758149.00       | $92928264.61       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-08-31      | 4.1250%  | 0.0000% | $28.74             | $29.18             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-02-29      | 4.1250%  | 0.0000% | $11411.29          | $11500.73          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-11-15      | 4.1250%  | 0.0000% | $76056.08          | $75800.79          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-10-31      | 4.1250%  | 0.0000% | $329346.38         | $332101.29         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-08-15      | 4.1250%  | 0.0000% | $399768.67         | $354300.11         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-11-30      | 4.1250%  | 0.0000% | $586890.76         | $603025.37         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-28      | 4.1250%  | 0.0000% | $775794.97         | $785684.35         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-10-31      | 4.1250%  | 0.0000% | $3673629.20        | $3689891.52        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-09-30      | 4.1250%  | 0.0000% | $7789136.72        | $7881331.24        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-07-31      | 4.1250%  | 0.0000% | $14371896.46       | $14579571.55       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-03-31      | 4.1250%  | 0.0000% | $15654444.50       | $15869776.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-03-31      | 4.1250%  | 0.0000% | $18948856.83       | $19027234.89       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-08-15      | 4.1250%  | 0.0000% | $29122521.13       | $26508362.16       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-10-31      | 4.1250%  | 0.0000% | $64990980.50       | $65167416.19       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-12-31      | 4.2500%  | 0.0000% | $28.74             | $29.24             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-15      | 4.2500%  | 0.0000% | $57.49             | $58.90             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-12-31      | 4.2500%  | 0.0000% | $632.36            | $645.81            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-11-15      | 4.2500%  | 0.0000% | $21126.69          | $19889.14          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2039-05-15      | 4.2500%  | 0.0000% | $1660528.92        | $1589201.46        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-08-15      | 4.2500%  | 0.0000% | $6521995.36        | $5911399.27        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-02-15      | 4.2500%  | 0.0000% | $12936086.51       | $11714569.96       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-01-31      | 4.2500%  | 0.0000% | $13045169.21       | $13382595.47       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-02-28      | 4.2500%  | 0.0000% | $19833705.75       | $20226998.44       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-06-30      | 4.2500%  | 0.0000% | $22707510.17       | $23369354.55       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-06-30      | 4.2500%  | 0.0000% | $27049921.19       | $27739653.53       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-11-30      | 4.3750%  | 0.0000% | $28.74             | $29.83             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-11-30      | 4.3750%  | 0.0000% | $172.46            | $178.79            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-12-31      | 4.3750%  | 0.0000% | $229.95            | $238.02            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-12-15      | 4.3750%  | 0.0000% | $3132929.71        | $3211697.59        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-07-31      | 4.3750%  | 0.0000% | $5403804.32        | $5497700.32        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-01-31      | 4.3750%  | 0.0000% | $12934678.07       | $13280381.99       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-07-31      | 4.4833%  | 0.0000% | $130496.82         | $131093.48         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-02-15      | 4.5000%  | 0.0000% | $28.74             | $27.62             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2036-02-15      | 4.5000%  | 0.0000% | $28.74             | $29.42             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-11-15      | 4.5000%  | 0.0000% | $263695.56         | $264293.15         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-07-15      | 4.5000%  | 0.0000% | $3399125.97        | $3469973.17        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2039-08-15      | 4.5000%  | 0.0000% | $5691299.74        | $5637591.95        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-05-31      | 4.5000%  | 0.0000% | $33658234.16       | $35102319.63       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-15      | 4.5000%  | 0.0000% | $58738774.38       | $59453580.57       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-01-31      | 4.5463%  | 0.0000% | $218452.83         | $219517.50         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-09-30      | 4.6250%  | 0.0000% | $28.74             | $29.78             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-02-15      | 4.6250%  | 0.0000% | $74791.35          | $77141.24          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-11-15      | 4.6250%  | 0.0000% | $270392.86         | $260219.92         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-02-15      | 4.6250%  | 0.0000% | $925463.90         | $926335.96         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-09-15      | 4.6250%  | 0.0000% | $1137046.96        | $1155612.24        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-02-15      | 4.6250%  | 0.0000% | $2129828.82        | $2059557.88        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-02-15      | 1.3750%  | 0.0000% | $57.49             | $65.43             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-11-15      | 1.3750%  | 0.0000% | $1946558.40        | $1643840.27        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-10-31      | 1.3750%  | 0.0000% | $9473752.94        | $8723790.99        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-08-15      | 1.5000%  | 0.0000% | $28.74             | $27.99             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-01-31      | 1.5000%  | 0.0000% | $172.46            | $166.45            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-08-15      | 1.6250%  | 0.0000% | $28.74             | $26.36             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-04-15      | 1.6250%  | 0.0000% | $2490247.24        | $2510238.56        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-08-15      | 1.7500%  | 0.0000% | $4963449.42        | $3246292.59        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-11-15      | 1.8750%  | 0.0000% | $57.49             | $31.20             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-02-15      | 1.8750%  | 0.0000% | $517.39            | $451.15            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-07-15      | 1.8750%  | 0.0000% | $488.64            | $496.50            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-06-30      | 1.8750%  | 0.0000% | $1063.52           | $1046.32           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-07-31      | 1.8750%  | 0.0000% | $5130594.57        | $5032106.01        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-28      | 1.8750%  | 0.0000% | $7193967.75        | $6974958.54        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-02-15      | 1.8750%  | 0.0000% | $10932098.01       | $7418835.90        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-11-15      | 2.0000%  | 0.0000% | $114.98            | $111.78            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-08-15      | 2.0000%  | 0.0000% | $3782108.27        | $2146277.82        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-05-31      | 2.1250%  | 0.0000% | $3041495.70        | $3012843.66        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-08-15      | 2.2500%  | 0.0000% | $28.74             | $18.56             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-08-15      | 2.2500%  | 0.0000% | $73986.52          | $45753.64          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-15      | 2.2500%  | 0.0000% | $790914.21         | $761213.89         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-11-15      | 2.2500%  | 0.0000% | $874874.82         | $867511.98         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-15      | 2.2500%  | 0.0000% | $2653598.22        | $2578339.75        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-02-15      | 2.2500%  | 0.0000% | $4428182.50        | $2666160.37        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-05-15      | 2.2500%  | 0.0000% | $12491994.91       | $8894039.54        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-15      | 2.3750%  | 0.0000% | $28.74             | $27.93             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-03-31      | 2.3750%  | 0.0000% | $1782.12           | $1691.18           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-05-15      | 2.3750%  | 0.0000% | $2414.48           | $2280.33           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-05-15      | 2.3750%  | 0.0000% | $4052.87           | $2512.15           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-02-15      | 2.3750%  | 0.0000% | $14573016.77       | $10474956.27       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-02-15      | 2.5000%  | 0.0000% | $86.23             | $59.90             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-07-17      | 0.0000%  | 0.0000% | $8881.83           | $8834.97           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-07-03      | 0.0000%  | 0.0000% | $21816.54          | $21737.37          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-08-07      | 0.0000%  | 0.0000% | $41218.60          | $40899.15          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-09-04      | 0.0000%  | 0.0000% | $42195.89          | $41730.38          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-07-31      | 0.0000%  | 0.0000% | $54440.74          | $54063.80          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-07-29      | 0.0000%  | 0.0000% | $57430.10          | $57046.18          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-05-15      | 4.6250%  | 0.0000% | $3723154.75        | $3590499.46        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-06-15      | 4.6250%  | 0.0000% | $6332832.45        | $6553113.91        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-05-15      | 4.6250%  | 0.0000% | $9310775.63        | $8874558.25        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-04-30      | 4.6250%  | 0.0000% | $10106403.82       | $10394278.47       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-04-30      | 4.6250%  | 0.0000% | $12219532.50       | $12610110.06       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-06-30      | 4.6250%  | 0.0000% | $14371982.69       | $14720436.65       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-11-15      | 4.7500%  | 0.0000% | $41937.19          | $41185.22          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-02-15      | 4.7500%  | 0.0000% | $196435.08         | $197886.23         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-02-15      | 4.7500%  | 0.0000% | $1165790.75        | $1153670.50        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-11-15      | 4.7500%  | 0.0000% | $4432839.00        | $4310768.10        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-11-30      | 4.8750%  | 0.0000% | $114.98            | $118.03            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-10-31      | 4.8750%  | 0.0000% | $5346.35           | $5583.70           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-10-31      | 4.8750%  | 0.0000% | $18568.49          | $19208.12          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-15      | 6.1250%  | 0.0000% | $905601.94         | $954975.90         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-28      | 1.1250%  | 0.0000% | $3268657.90        | $3122225.06        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-04-30      | 1.2500%  | 0.0000% | $28.74             | $26.70             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-12-31      | 1.2500%  | 0.0000% | $143.72            | $138.44            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-03-31      | 1.2500%  | 0.0000% | $14486.87          | $13500.48          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-08-15      | 1.2500%  | 0.0000% | $3825741.35        | $3242255.19        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-05-15      | 1.2500%  | 0.0000% | $13766954.59       | $6440353.60        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-31      | 1.2500%  | 0.0000% | $11784811.37       | $10984925.07       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-08-31      | 1.3750%  | 0.0000% | $28.74             | $27.91             | U.S. Treasuries (including strips) |

### Security 149: RBC Dominion Securities Inc.

- **C.1 - Title:** RBC Dominion Securities Inc. 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8LKTW0, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: BIV8LKTW0
- **C.18 - Value (incl. sponsor support):** $2360000000.00
- **C.18.a - Value (excl. sponsor support):** $2360000000.00
- **C.19 - Percentage of Net Assets:** 2.9600%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2054-04-20      | 5.4283%  | 0.0000% | $31093544.14       | $22162738.18       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 5.4383%  | 0.0000% | $272255.07         | $221018.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 5.4783%  | 0.0000% | $1243.74           | $988.53            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 5.4783%  | 0.0000% | $43749599.16       | $41845139.04       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 5.5283%  | 0.0000% | $9068743.08        | $4951091.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 5.5283%  | 0.0000% | $13863056.03       | $5833139.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 5.5283%  | 0.0000% | $22866625.80       | $18855636.40       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 5.5283%  | 0.0000% | $31092300.40       | $22252972.97       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 5.5783%  | 0.0000% | $6217458.87        | $3511209.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 5.6283%  | 0.0000% | $62187088.27       | $36845002.87       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 5.6283%  | 0.0000% | $62187088.27       | $38629913.99       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 2.5000%  | 0.0000% | $173514.41         | $108531.24         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $43460351.46       | $26340377.58       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | 3.0000%  | 0.0000% | $82825739.13       | $53327852.33       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | 3.0000%  | 0.0000% | $120764499.65      | $76926784.04       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 3.5000%  | 0.0000% | $9687104.75        | $5758946.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | 3.5000%  | 0.0000% | $31092031.13       | $15933965.96       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 3.5000%  | 0.0000% | $31093544.14       | $20601878.67       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 3.5000%  | 0.0000% | $31093544.14       | $21634530.09       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 3.5000%  | 0.0000% | $41605224.18       | $28250076.56       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 3.5000%  | 0.0000% | $73895051.38       | $50041900.51       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-04-20      | 4.0000%  | 0.0000% | $86213804.88       | $61426133.31       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 5.2283%  | 0.0000% | $31093544.14       | $18804467.42       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 5.2283%  | 0.0000% | $204139797.27      | $127701786.42      | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 5.3283%  | 0.0000% | $12437417.65       | $8693205.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 5.3283%  | 0.0000% | $14443635.31       | $9829647.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 5.3283%  | 0.0000% | $31090399.96       | $17510058.08       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 5.3283%  | 0.0000% | $31092300.40       | $18569456.49       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 5.3783%  | 0.0000% | $2065388.67        | $1469102.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 5.3983%  | 0.0000% | $2516333.99        | $2373950.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 5.4283%  | 0.0000% | $7123058.34        | $6208752.80        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2054-11-25      | 5.4720%  | 0.0000% | $1718827.49        | $1522221.01        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-05-25      | 5.8720%  | 0.0000% | $62187088.27       | $62217469.84       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-05-25      | 5.8720%  | 0.0000% | $62186466.40       | $62394576.58       | Agency Debentures and Agency Strips       |
| Government National Mortgage Association | 2060-03-15      | 5.7500%  | 0.0000% | $98019.91          | $101637.30         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2060-04-15      | 5.7900%  | 0.0000% | $5120416.44        | $5293352.00        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.0000%  | 0.0000% | $37934.12          | $27656.99          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 2.0000%  | 0.0000% | $42287.22          | $29110.53          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $52859.03          | $30593.88          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $53480.90          | $34891.51          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-05-01      | 2.0000%  | 0.0000% | $75868.25          | $54231.08          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 2.0000%  | 0.0000% | $279286.57         | $196908.12         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 2.0000%  | 0.0000% | $827641.12         | $546161.30         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $2537233.20        | $1428995.88        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-05-01      | 2.0000%  | 0.0000% | $3106579.63        | $1992577.37        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-04-01      | 2.0000%  | 0.0000% | $5851407.01        | $3336172.44        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-04-01      | 2.0000%  | 0.0000% | $7036732.71        | $4067266.71        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-09-01      | 2.0000%  | 0.0000% | $15090295.83       | $9467814.69        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-10-01      | 2.0000%  | 0.0000% | $19007000.96       | $9612689.53        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-01-20      | 2.5000%  | 0.0000% | $626.85            | $321.29            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-01-20      | 2.5000%  | 0.0000% | $621.87            | $366.64            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-07-20      | 2.5000%  | 0.0000% | $696.50            | $379.99            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-04-01      | 2.5000%  | 0.0000% | $621.87            | $383.47            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-01-01      | 2.5000%  | 0.0000% | $621.87            | $393.35            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-10-20      | 2.5000%  | 0.0000% | $621.87            | $407.54            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-05-20      | 2.5000%  | 0.0000% | $621.87            | $411.24            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-08-01      | 2.5000%  | 0.0000% | $621.87            | $411.60            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 2.5000%  | 0.0000% | $621.87            | $413.93            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-06-01      | 2.5000%  | 0.0000% | $621.87            | $415.05            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 2.5000%  | 0.0000% | $621.87            | $476.99            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-09-01      | 2.5000%  | 0.0000% | $1243.74           | $745.23            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 2.5000%  | 0.0000% | $1243.74           | $856.78            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-11-01      | 2.5000%  | 0.0000% | $1243.74           | $877.95            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-02-20      | 2.5000%  | 0.0000% | $1830.79           | $1008.15           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-02-01      | 2.5000%  | 0.0000% | $6218.71           | $4458.09           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-09-01      | 3.0000%  | 0.0000% | $49749.67          | $28344.44          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-11-01      | 3.0000%  | 0.0000% | $51679.96          | $30207.47          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 3.0000%  | 0.0000% | $46640.32          | $31534.41          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-01-20      | 3.0000%  | 0.0000% | $54118.31          | $34846.81          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-03-20      | 3.0000%  | 0.0000% | $462980.38         | $38306.72          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $59699.60          | $38618.19          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $62187.09          | $40307.11          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-01-01      | 3.0000%  | 0.0000% | $182247.97         | $41698.31          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $9952.42           | $5810.70           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.5000%  | 0.0000% | $10688.09          | $6860.81           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-10-01      | 2.5000%  | 0.0000% | $22387.35          | $16219.96          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-08-01      | 2.5000%  | 0.0000% | $32337.29          | $19246.63          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2029-06-20      | 2.5000%  | 0.0000% | $180342.56         | $19767.59          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.5000%  | 0.0000% | $30471.67          | $20546.50          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-09-01      | 2.5000%  | 0.0000% | $32959.16          | $21570.79          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-10-01      | 2.5000%  | 0.0000% | $35446.64          | $22212.15          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-05-01      | 2.5000%  | 0.0000% | $46510.35          | $26695.69          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-09-20      | 2.5000%  | 0.0000% | $55230.22          | $32572.34          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $47746.00          | $32863.39          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-09-01      | 2.5000%  | 0.0000% | $49749.67          | $34503.97          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-10-20      | 2.5000%  | 0.0000% | $60924.69          | $35586.81          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-05-01      | 2.5000%  | 0.0000% | $70271.41          | $44993.39          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $78977.60          | $51287.46          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-12-01      | 2.5000%  | 0.0000% | $1368115.94        | $54531.55          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-08-01      | 2.5000%  | 0.0000% | $120021.70         | $73298.14          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-06-01      | 2.5000%  | 0.0000% | $1259288.54        | $79526.37          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $169668.14         | $101437.81         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-09-01      | 2.5000%  | 0.0000% | $302001.02         | $201908.63         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 2.5000%  | 0.0000% | $475178.38         | $308323.47         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-09-01      | 2.5000%  | 0.0000% | $748732.54         | $369817.91         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-09-01      | 2.5000%  | 0.0000% | $726618.81         | $472398.28         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-08-01      | 2.5000%  | 0.0000% | $746245.06         | $488894.33         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 2.5000%  | 0.0000% | $996237.15         | $644834.16         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-08-01      | 2.5000%  | 0.0000% | $1313975.24        | $748276.54         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-11-01      | 2.5000%  | 0.0000% | $2199296.13        | $1370203.54        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-05-01      | 2.5000%  | 0.0000% | $4301812.35        | $2093367.50        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-05-01      | 2.5000%  | 0.0000% | $5365571.63        | $2497617.29        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-11-20      | 2.5000%  | 0.0000% | $4083993.99        | $2537089.43        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-06-20      | 2.5000%  | 0.0000% | $8167011.03        | $4488623.76        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-10-01      | 6.0000%  | 0.0000% | $1353.19           | $18.74             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-11-01      | 6.0000%  | 0.0000% | $7126.02           | $98.25             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-01-15      | 6.0000%  | 0.0000% | $621.87            | $165.07            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-12-01      | 6.0000%  | 0.0000% | $621.87            | $455.87            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-09-20      | 6.0000%  | 0.0000% | $621.87            | $515.17            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-04-01      | 6.0000%  | 0.0000% | $621.87            | $533.26            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-10-01      | 6.0000%  | 0.0000% | $621.87            | $563.56            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 6.0000%  | 0.0000% | $621.87            | $563.64            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 6.0000%  | 0.0000% | $621.87            | $567.48            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-07-01      | 6.0000%  | 0.0000% | $53758.87          | $572.56            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 6.0000%  | 0.0000% | $621.87            | $574.58            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 6.0000%  | 0.0000% | $621.87            | $601.16            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 6.0000%  | 0.0000% | $621.87            | $628.92            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 6.0000%  | 0.0000% | $621.87            | $632.76            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 6.0000%  | 0.0000% | $621.87            | $634.03            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 6.0000%  | 0.0000% | $621.87            | $634.06            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 6.0000%  | 0.0000% | $621.87            | $635.19            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 6.0000%  | 0.0000% | $621.87            | $635.75            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-03-20      | 3.0000%  | 0.0000% | $68405.80          | $46573.52          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-12-01      | 3.0000%  | 0.0000% | $281270.96         | $62365.92          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-07-01      | 3.0000%  | 0.0000% | $105519.05         | $64303.63          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $95301.71          | $64553.51          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 3.0000%  | 0.0000% | $102608.70         | $66494.80          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-02-20      | 3.0000%  | 0.0000% | $171636.36         | $81322.25          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-07-01      | 3.0000%  | 0.0000% | $209570.49         | $109894.97         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-09-01      | 3.0000%  | 0.0000% | $1085164.69        | $127590.93         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-04-01      | 3.0000%  | 0.0000% | $1189349.21        | $137140.27         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 3.0000%  | 0.0000% | $183967.44         | $139234.63         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-02-01      | 3.0000%  | 0.0000% | $248748.35         | $155365.15         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $310935.44         | $207460.67         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-05-01      | 3.0000%  | 0.0000% | $991884.06         | $379516.30         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-06-01      | 3.0000%  | 0.0000% | $735051.38         | $395065.71         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-03-01      | 3.0000%  | 0.0000% | $1610023.72        | $494818.32         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-11-01      | 3.0000%  | 0.0000% | $1386956.14        | $831786.12         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 3.0000%  | 0.0000% | $1243741.77        | $872587.45         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $1243117.41        | $888668.47         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-04-20      | 3.0000%  | 0.0000% | $1588840.31        | $1026180.78        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-09-01      | 3.0000%  | 0.0000% | $9623276.54        | $1408715.74        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-10-01      | 3.0000%  | 0.0000% | $3053873.58        | $1891746.81        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-10-01      | 3.0000%  | 0.0000% | $19611919.64       | $2928305.18        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-07-20      | 3.0000%  | 0.0000% | $10594329.79       | $4019952.84        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-12-01      | 3.0000%  | 0.0000% | $31468458.28       | $8523835.41        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-08-01      | 3.0000%  | 0.0000% | $28018537.52       | $17616056.90       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-05-01      | 3.0000%  | 0.0000% | $31160686.29       | $22231814.00       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-08-01      | 3.0000%  | 0.0000% | $121787193.68      | $23156230.27       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-04-01      | 3.5000%  | 0.0000% | $717.64            | $20.40             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-08-01      | 3.5000%  | 0.0000% | $626.85            | $76.85             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-09-01      | 2.5000%  | 0.0000% | $9745960.47        | $5876045.75        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-10-01      | 2.5000%  | 0.0000% | $12089900.04       | $8833559.32        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-05-01      | 2.5000%  | 0.0000% | $15314798.68       | $12414320.97       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-02-20      | 3.0000%  | 0.0000% | $1258.67           | $195.05            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-03-01      | 3.0000%  | 0.0000% | $621.87            | $196.75            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-11-20      | 3.0000%  | 0.0000% | $636.80            | $268.57            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-07-20      | 3.0000%  | 0.0000% | $621.87            | $354.37            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-01-01      | 3.0000%  | 0.0000% | $1243.74           | $356.51            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-04-20      | 3.0000%  | 0.0000% | $621.87            | $362.26            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-12-20      | 3.0000%  | 0.0000% | $636.17            | $375.15            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 3.0000%  | 0.0000% | $621.87            | $386.12            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-07-20      | 3.0000%  | 0.0000% | $621.87            | $389.02            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-10-01      | 3.0000%  | 0.0000% | $621.87            | $461.13            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-05-01      | 3.0000%  | 0.0000% | $621.87            | $471.98            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 3.0000%  | 0.0000% | $621.87            | $483.63            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-08-20      | 3.0000%  | 0.0000% | $895.49            | $596.69            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-11-01      | 3.0000%  | 0.0000% | $1243.74           | $791.29            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-09-01      | 3.0000%  | 0.0000% | $18034.26          | $13698.89          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $23631.09          | $16533.08          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-10-20      | 3.0000%  | 0.0000% | $124394.08         | $16832.26          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 3.0000%  | 0.0000% | $27984.19          | $18387.60          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-09-01      | 3.0000%  | 0.0000% | $44677.07          | $24127.77          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-09-01      | 3.0000%  | 0.0000% | $63857.43          | $25405.58          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-03-01      | 3.0000%  | 0.0000% | $37312.25          | $27965.10          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-02-01      | 1.5000%  | 0.0000% | $92439.86          | $46050.69          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-04-01      | 1.5000%  | 0.0000% | $27482156.47       | $15410232.63       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-10-01      | 2.0000%  | 0.0000% | $636.80            | $332.12            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-10-01      | 2.0000%  | 0.0000% | $636.80            | $332.70            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-12-01      | 2.0000%  | 0.0000% | $621.87            | $336.71            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 2.0000%  | 0.0000% | $621.87            | $376.65            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-05-01      | 2.0000%  | 0.0000% | $621.87            | $392.83            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-10-01      | 2.0000%  | 0.0000% | $621.87            | $396.08            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 2.0000%  | 0.0000% | $621.87            | $401.31            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 2.0000%  | 0.0000% | $621.87            | $477.50            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-03-20      | 2.0000%  | 0.0000% | $2524.17           | $1303.17           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-01-01      | 2.0000%  | 0.0000% | $14303.03          | $7430.37           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-11-01      | 2.0000%  | 0.0000% | $14924.90          | $9423.08           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-01-01      | 2.0000%  | 0.0000% | $30471.67          | $19512.62          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.0000%  | 0.0000% | $31093.54          | $20293.29          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 2.0000%  | 0.0000% | $31093.54          | $21571.92          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 2.0000%  | 0.0000% | $32959.16          | $23960.80          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-03-01      | 6.0000%  | 0.0000% | $774.23            | $787.08            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $1243.74           | $1258.95           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-04-01      | 6.0000%  | 0.0000% | $19227.00          | $18600.50          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 6.0000%  | 0.0000% | $21515.49          | $21608.85          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 6.0000%  | 0.0000% | $25555.16          | $23922.15          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 6.0000%  | 0.0000% | $24939.51          | $25088.78          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 6.0000%  | 0.0000% | $33845.32          | $29654.58          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-02-01      | 6.0000%  | 0.0000% | $39167.29          | $33124.24          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-12-01      | 6.0000%  | 0.0000% | $78206.48          | $64864.57          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 6.0000%  | 0.0000% | $78355.73          | $78133.66          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 6.0000%  | 0.0000% | $115046.11         | $90828.01          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-03-01      | 6.0000%  | 0.0000% | $180391.06         | $177465.08         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 6.0000%  | 0.0000% | $200864.30         | $194747.36         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-10-01      | 6.0000%  | 0.0000% | $248748.35         | $214860.47         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-03-01      | 6.0000%  | 0.0000% | $314013.08         | $296630.42         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 6.0000%  | 0.0000% | $293472.69         | $299050.46         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 6.0000%  | 0.0000% | $586919.25         | $598622.94         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-12-01      | 6.0000%  | 0.0000% | $703350.89         | $643128.47         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-04-20      | 6.0000%  | 0.0000% | $826870.00         | $752189.82         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 6.0000%  | 0.0000% | $1032376.56        | $1035995.23        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-03-01      | 6.0000%  | 0.0000% | $1448492.75        | $1291966.37        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 6.0000%  | 0.0000% | $1353964.65        | $1379200.07        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 6.0000%  | 0.0000% | $1884301.11        | $1837939.95        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 6.0000%  | 0.0000% | $1912658.42        | $1967426.12        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 6.0000%  | 0.0000% | $1972769.09        | $2009971.01        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-01-20      | 6.0000%  | 0.0000% | $3804195.00        | $2371498.02        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 6.0000%  | 0.0000% | $2656965.73        | $2583492.13        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 6.0000%  | 0.0000% | $3593209.76        | $2727814.18        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-03-01      | 6.0000%  | 0.0000% | $3529420.73        | $2792097.87        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 6.0000%  | 0.0000% | $2795414.09        | $2847337.58        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $2805051.85        | $2885501.67        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 6.0000%  | 0.0000% | $2951259.91        | $3012279.97        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-01-01      | 3.5000%  | 0.0000% | $621.87            | $99.77             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-06-01      | 3.5000%  | 0.0000% | $621.87            | $107.98            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2030-09-20      | 3.5000%  | 0.0000% | $621.87            | $128.89            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-12-20      | 3.5000%  | 0.0000% | $1262.40           | $131.76            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-10-01      | 3.5000%  | 0.0000% | $621.87            | $140.93            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-08-20      | 3.5000%  | 0.0000% | $626.22            | $241.87            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-06-01      | 3.5000%  | 0.0000% | $1243.74           | $251.44            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-09-01      | 3.5000%  | 0.0000% | $636.80            | $261.81            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-09-20      | 3.5000%  | 0.0000% | $621.87            | $373.28            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-10-01      | 3.5000%  | 0.0000% | $621.87            | $408.13            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 3.5000%  | 0.0000% | $621.87            | $433.98            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.5000%  | 0.0000% | $621.87            | $442.97            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-04-01      | 3.5000%  | 0.0000% | $626.85            | $452.10            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-04-01      | 3.5000%  | 0.0000% | $621.87            | $457.65            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 3.5000%  | 0.0000% | $621.87            | $494.65            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-01-20      | 3.5000%  | 0.0000% | $621.87            | $535.31            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 3.5000%  | 0.0000% | $1243.74           | $803.91            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 3.5000%  | 0.0000% | $1243.74           | $894.46            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-07-20      | 3.5000%  | 0.0000% | $1381.18           | $998.10            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 3.5000%  | 0.0000% | $1243.74           | $1005.65           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 3.5000%  | 0.0000% | $1243.74           | $1012.15           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-03-01      | 3.5000%  | 0.0000% | $9950.56           | $7997.43           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $23631.09          | $17687.26          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 3.5000%  | 0.0000% | $25496.71          | $20417.11          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 3.5000%  | 0.0000% | $28312.54          | $22364.73          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $37312.25          | $28978.65          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 3.5000%  | 0.0000% | $40421.61          | $31549.29          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-11-01      | 3.5000%  | 0.0000% | $127483.53         | $42138.22          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.5000%  | 0.0000% | $77162.98          | $56517.75          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 3.5000%  | 0.0000% | $79356.32          | $59131.86          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.5000%  | 0.0000% | $87683.79          | $60388.61          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 6.0000%  | 0.0000% | $3456454.13        | $3244330.58        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $3709917.51        | $3802978.33        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 6.0000%  | 0.0000% | $4262905.00        | $4288926.04        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 6.0000%  | 0.0000% | $5692234.80        | $4564655.16        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 6.0000%  | 0.0000% | $4658161.16        | $4751229.29        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 6.0000%  | 0.0000% | $6449189.10        | $6144454.90        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-05-01      | 6.0000%  | 0.0000% | $8502437.61        | $8102368.60        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 6.0000%  | 0.0000% | $9679415.31        | $8987823.97        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-02-01      | 6.0000%  | 0.0000% | $15238843.99       | $13561088.57       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $25786647.27       | $26327948.71       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-10-20      | 6.0000%  | 0.0000% | $31089191.04       | $30551891.85       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 6.0000%  | 0.0000% | $38869640.28       | $39268797.49       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-11-01      | 6.5000%  | 0.0000% | $649.23            | $490.70            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-12-01      | 6.5000%  | 0.0000% | $636.80            | $498.33            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 6.5000%  | 0.0000% | $621.87            | $518.65            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-11-01      | 6.5000%  | 0.0000% | $621.87            | $526.92            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-09-01      | 6.5000%  | 0.0000% | $621.87            | $538.70            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 6.5000%  | 0.0000% | $636.80            | $576.01            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 6.5000%  | 0.0000% | $621.87            | $582.33            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-11-01      | 6.5000%  | 0.0000% | $621.87            | $586.76            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-04-01      | 6.5000%  | 0.0000% | $621.87            | $612.42            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-01-01      | 6.5000%  | 0.0000% | $621.87            | $634.69            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 6.5000%  | 0.0000% | $621.87            | $641.31            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 6.5000%  | 0.0000% | $621.87            | $641.94            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 6.5000%  | 0.0000% | $1243.74           | $1285.89           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $1243.74           | $1293.09           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-12-15      | 6.5000%  | 0.0000% | $1386322.46        | $17369.53          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-12-01      | 6.5000%  | 0.0000% | $21044110.67       | $39317.79          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-01-20      | 6.5000%  | 0.0000% | $60943.35          | $48055.59          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-05-01      | 6.5000%  | 0.0000% | $62187.09          | $64258.05          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 4.5000%  | 0.0000% | $62187.09          | $57292.50          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-08-01      | 4.5000%  | 0.0000% | $342028.99         | $62669.14          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 4.5000%  | 0.0000% | $155467.72         | $109744.72         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-03-01      | 4.5000%  | 0.0000% | $147037.02         | $113713.23         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-01-01      | 4.5000%  | 0.0000% | $744369.50         | $119273.10         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 4.5000%  | 0.0000% | $164795.78         | $129922.80         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-11-01      | 4.5000%  | 0.0000% | $387525.06         | $338981.94         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-11-20      | 4.5000%  | 0.0000% | $574328.85         | $454559.87         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 4.5000%  | 0.0000% | $608500.66         | $571503.35         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-05-01      | 4.5000%  | 0.0000% | $1008659.03        | $996838.55         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-05-01      | 4.5000%  | 0.0000% | $1514950.23        | $1496776.89        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 4.5000%  | 0.0000% | $1665434.28        | $1547592.30        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 4.5000%  | 0.0000% | $1722221.66        | $1623093.12        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 4.5000%  | 0.0000% | $2135370.29        | $1904038.95        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 4.5000%  | 0.0000% | $2250979.19        | $2132192.77        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-01-01      | 5.0000%  | 0.0000% | $1976.31           | $38.70             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-07-01      | 5.0000%  | 0.0000% | $621.87            | $59.94             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-10-01      | 5.0000%  | 0.0000% | $621.87            | $435.03            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-01-01      | 5.0000%  | 0.0000% | $13199.83          | $514.75            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-05-01      | 5.0000%  | 0.0000% | $621.87            | $524.20            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-10-01      | 5.0000%  | 0.0000% | $626.85            | $538.87            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-08-01      | 5.0000%  | 0.0000% | $621.87            | $541.34            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-02-01      | 5.0000%  | 0.0000% | $621.87            | $546.14            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 5.0000%  | 0.0000% | $621.87            | $568.30            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 5.0000%  | 0.0000% | $621.87            | $597.41            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 5.0000%  | 0.0000% | $621.87            | $606.46            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 5.0000%  | 0.0000% | $621.87            | $607.58            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-01-01      | 5.0000%  | 0.0000% | $1243.74           | $1126.89           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-02-15      | 3.5000%  | 0.0000% | $680207.35         | $93674.88          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-06-01      | 3.5000%  | 0.0000% | $1421942.60        | $109829.83         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-10-01      | 3.5000%  | 0.0000% | $799724.09         | $114384.63         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 3.5000%  | 0.0000% | $170521.97         | $126114.92         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-02-01      | 3.5000%  | 0.0000% | $1989986.82        | $161705.59         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 3.5000%  | 0.0000% | $249376.44         | $163564.03         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-07-01      | 3.5000%  | 0.0000% | $2670534.96        | $184662.95         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 3.5000%  | 0.0000% | $347166.26         | $226270.87         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-09-01      | 3.5000%  | 0.0000% | $1896706.19        | $273647.27         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-01-01      | 3.5000%  | 0.0000% | $1260115.63        | $289088.91         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-12-01      | 3.5000%  | 0.0000% | $450234.52         | $341270.31         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-05-20      | 3.5000%  | 0.0000% | $4950360.87        | $360688.71         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 3.5000%  | 0.0000% | $515959.43         | $451528.75         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $583415.63         | $464461.99         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-05-01      | 3.5000%  | 0.0000% | $4251241.19        | $605558.89         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 3.5000%  | 0.0000% | $1301120.55        | $1102580.25        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-09-01      | 3.5000%  | 0.0000% | $4337105.39        | $2324364.48        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-12-01      | 3.5000%  | 0.0000% | $44216947.56       | $2328991.41        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-04-20      | 3.5000%  | 0.0000% | $11637184.25       | $2362002.60        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-09-01      | 3.5000%  | 0.0000% | $12418413.28       | $2366902.51        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 3.5000%  | 0.0000% | $3061554.31        | $2605924.56        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-01-01      | 3.5000%  | 0.0000% | $7569780.53        | $2862212.58        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-07-01      | 3.5000%  | 0.0000% | $40117223.97       | $4413945.55        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 3.5000%  | 0.0000% | $14678889.69       | $12632860.30       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 3.5000%  | 0.0000% | $22055123.48       | $14350532.66       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-08-01      | 3.5000%  | 0.0000% | $141169769.82      | $15610562.71       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-03-20      | 3.5000%  | 0.0000% | $36907768.24       | $28525826.44       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-04-20      | 3.5000%  | 0.0000% | $52733103.02       | $37287106.80       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-12-15      | 4.0000%  | 0.0000% | $639.28            | $35.95             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 6.5000%  | 0.0000% | $555598.72         | $573674.94         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-02-01      | 6.5000%  | 0.0000% | $700410.07         | $618739.65         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-02-01      | 6.5000%  | 0.0000% | $1030796.38        | $882258.90         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 6.5000%  | 0.0000% | $1623796.91        | $1589289.01        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 6.5000%  | 0.0000% | $1638987.97        | $1687896.79        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 6.5000%  | 0.0000% | $3112025.35        | $2976605.93        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 6.5000%  | 0.0000% | $5561943.53        | $5191722.03        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 6.5000%  | 0.0000% | $6688512.38        | $6897870.06        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-09-01      | 6.5000%  | 0.0000% | $10284452.77       | $8955517.54        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 6.5000%  | 0.0000% | $18574579.31       | $15844619.92       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $17563623.72       | $18068632.54       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $26603706.01       | $28255385.83       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-08-20      | 6.5000%  | 0.0000% | $35980235.38       | $28616350.94       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2039-03-01      | 7.0000%  | 0.0000% | $1243.74           | $54.29             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 7.0000%  | 0.0000% | $621.87            | $565.48            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 7.0000%  | 0.0000% | $621.87            | $650.56            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 7.0000%  | 0.0000% | $1256.18           | $1243.34           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 7.0000%  | 0.0000% | $1243.74           | $1306.28           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 7.0000%  | 0.0000% | $3052.14           | $3223.31           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 7.0000%  | 0.0000% | $76582.78          | $61897.06          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 7.0000%  | 0.0000% | $91179.95          | $83235.49          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 7.0000%  | 0.0000% | $271380.10         | $265855.86         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 7.0000%  | 0.0000% | $683933.60         | $710122.31         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-11-01      | 7.0000%  | 0.0000% | $1113788.16        | $912679.75         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-09-01      | 7.0000%  | 0.0000% | $8352223.45        | $6934737.47        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-12-01      | 7.0000%  | 0.0000% | $7971296.44        | $7251853.21        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-01-01      | 7.0000%  | 0.0000% | $17462691.58       | $13667298.67       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-04-20      | 7.0000%  | 0.0000% | $18825752.96       | $17961794.81       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-01-01      | 7.5000%  | 0.0000% | $621.87            | $314.31            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-12-01      | 7.5000%  | 0.0000% | $35400.62          | $863.60            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 7.5000%  | 0.0000% | $771545.25         | $578620.00         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-03-01      | 8.0000%  | 0.0000% | $885.54            | $13.36             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 5.0000%  | 0.0000% | $1251.20           | $1214.90           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 5.0000%  | 0.0000% | $2145.45           | $2061.61           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 5.0000%  | 0.0000% | $3109.35           | $2695.70           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 5.0000%  | 0.0000% | $21765.48          | $17515.68          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $24874.84          | $19674.68          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-12-01      | 5.0000%  | 0.0000% | $23009.22          | $20859.67          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-02-01      | 5.0000%  | 0.0000% | $28606.06          | $20941.90          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $27781.46          | $22425.69          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 5.0000%  | 0.0000% | $41043.48          | $29691.31          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-12-01      | 5.0000%  | 0.0000% | $52208.55          | $46219.83          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-06-20      | 5.0000%  | 0.0000% | $1395852.63        | $51480.88          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 5.0000%  | 0.0000% | $97633.73          | $90009.54          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-09-20      | 5.0000%  | 0.0000% | $123130.43         | $98154.98          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-10-20      | 5.0000%  | 0.0000% | $172395.05         | $134553.02         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 5.0000%  | 0.0000% | $217654.81         | $163147.66         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-03-01      | 5.0000%  | 0.0000% | $472032.96         | $333584.13         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-08-01      | 5.0000%  | 0.0000% | $1296600.79        | $354382.58         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-07-01      | 5.0000%  | 0.0000% | $50954209.64       | $533344.17         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-06-15      | 5.0000%  | 0.0000% | $29997373.58       | $741331.51         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-01-20      | 5.0000%  | 0.0000% | $798842.90         | $761348.92         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-09-01      | 5.0000%  | 0.0000% | $1414819.69        | $1423645.02        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $1943819.13        | $1583668.86        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 5.0000%  | 0.0000% | $2467275.21        | $2159089.74        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-11-01      | 5.0000%  | 0.0000% | $2595990.05        | $2324300.60        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2058-04-15      | 5.0000%  | 0.0000% | $3704030.88        | $3585279.33        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 5.0000%  | 0.0000% | $8002988.85        | $6159325.49        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-02-01      | 5.0000%  | 0.0000% | $8295956.57        | $6752358.12        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 5.0000%  | 0.0000% | $10913366.35       | $10581406.88       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-01-20      | 5.0000%  | 0.0000% | $14064046.57       | $11109311.23       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 5.0000%  | 0.0000% | $14840087.95       | $12020070.90       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-08-20      | 5.0000%  | 0.0000% | $29842200.62       | $23390136.86       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 5.5000%  | 0.0000% | $1109321.89        | $1104881.47        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $1493991.94        | $1494550.03        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 5.5000%  | 0.0000% | $2107644.80        | $1630465.34        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-08-01      | 5.5000%  | 0.0000% | $2324242.42        | $1993282.67        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $2116853.46        | $2126293.44        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 5.5000%  | 0.0000% | $2262640.52        | $2259126.53        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $2465752.87        | $2467713.08        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.5000%  | 0.0000% | $2846278.78        | $2837925.00        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 5.5000%  | 0.0000% | $2948865.09        | $2954310.53        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 5.5000%  | 0.0000% | $3196448.05        | $3078898.46        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $3090463.22        | $3085676.78        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $3383666.01        | $3376450.51        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 5.5000%  | 0.0000% | $3544375.48        | $3517546.18        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-05-01      | 5.5000%  | 0.0000% | $3656536.12        | $3524813.67        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $3551745.90        | $3549488.83        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 5.5000%  | 0.0000% | $5413381.06        | $4492918.96        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-10-01      | 5.5000%  | 0.0000% | $5507003.72        | $5301072.36        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 5.5000%  | 0.0000% | $7360831.92        | $5935028.25        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 5.5000%  | 0.0000% | $6389250.70        | $6297542.00        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-04-01      | 5.5000%  | 0.0000% | $8148200.05        | $7385810.52        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-12-20      | 5.5000%  | 0.0000% | $8695165.97        | $8558998.40        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $11578862.71       | $11568313.60       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 5.5000%  | 0.0000% | $15240935.97       | $14881151.25       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 5.5000%  | 0.0000% | $15346201.30       | $15142171.67       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 5.5000%  | 0.0000% | $15282455.80       | $15164995.04       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-07-01      | 5.5000%  | 0.0000% | $18262148.89       | $15953922.65       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-10-20      | 5.5000%  | 0.0000% | $29672038.09       | $21761045.99       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 5.5000%  | 0.0000% | $31653009.03       | $26842989.27       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-04-20      | 5.5000%  | 0.0000% | $43465167.85       | $33695258.81       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 5.5000%  | 0.0000% | $37004145.17       | $35944766.53       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $53253970.26       | $52546988.91       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-03-20      | 5.5000%  | 0.0000% | $212693931.00      | $183653683.69      | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2042-04-01      | 4.0000%  | 0.0000% | $621.87            | $44.90             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-07-20      | 4.0000%  | 0.0000% | $621.87            | $61.33             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-03-01      | 4.0000%  | 0.0000% | $1243.74           | $160.76            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2044-12-20      | 4.0000%  | 0.0000% | $621.87            | $420.29            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 4.0000%  | 0.0000% | $621.87            | $482.40            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 4.0000%  | 0.0000% | $621.87            | $488.60            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-09-01      | 4.0000%  | 0.0000% | $1243.74           | $545.77            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-03-01      | 4.0000%  | 0.0000% | $9949.93           | $8540.28           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-12-01      | 4.0000%  | 0.0000% | $95096.50          | $10861.39          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-09-20      | 4.0000%  | 0.0000% | $338296.52         | $16843.65          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 4.0000%  | 0.0000% | $23631.09          | $19118.72          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-05-01      | 4.0000%  | 0.0000% | $27362.32          | $22436.88          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $31093.54          | $23728.16          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-12-20      | 4.0000%  | 0.0000% | $273623.19         | $28337.41          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-02-20      | 4.0000%  | 0.0000% | $207374.04         | $31092.76          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-02-01      | 4.0000%  | 0.0000% | $105718.05         | $68650.21          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-08-01      | 4.0000%  | 0.0000% | $305487.85         | $72952.96          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-06-01      | 4.0000%  | 0.0000% | $951462.45         | $80374.28          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-09-01      | 4.0000%  | 0.0000% | $868623.65         | $90060.31          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-10-01      | 4.0000%  | 0.0000% | $726603.89         | $110921.65         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-12-20      | 4.0000%  | 0.0000% | $2336714.04        | $212494.74         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-02-01      | 4.0000%  | 0.0000% | $1880017.04        | $428214.29         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 4.0000%  | 0.0000% | $621898.25         | $473124.92         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-11-01      | 4.0000%  | 0.0000% | $2510706.68        | $571235.69         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-01-15      | 4.0000%  | 0.0000% | $22047126.22       | $1129766.46        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 4.0000%  | 0.0000% | $1578319.49        | $1310920.90        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-08-01      | 4.0000%  | 0.0000% | $2803762.09        | $1842276.98        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-09-01      | 4.0000%  | 0.0000% | $2947025.59        | $2586605.15        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 4.0000%  | 0.0000% | $4543550.98        | $4172507.44        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-11-01      | 4.0000%  | 0.0000% | $29500409.81       | $4745625.15        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-11-01      | 4.0000%  | 0.0000% | $7531453.39        | $6651847.88        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-01-20      | 5.0000%  | 0.0000% | $34461795.84       | $33258385.08       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-08-20      | 5.0000%  | 0.0000% | $67950726.91       | $64434218.78       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2060-06-15      | 5.3900%  | 0.0000% | $2294561.77        | $2318574.23        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2060-06-15      | 5.3900%  | 0.0000% | $3611390.78        | $3649183.78        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-12-01      | 5.5000%  | 0.0000% | $658.56            | $6.58              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-12-15      | 5.5000%  | 0.0000% | $1243.74           | $21.12             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2037-05-15      | 5.5000%  | 0.0000% | $621.87            | $41.92             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-12-01      | 5.5000%  | 0.0000% | $9500.32           | $442.69            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 5.5000%  | 0.0000% | $621.87            | $547.78            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-07-01      | 5.5000%  | 0.0000% | $621.87            | $548.70            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-08-01      | 5.5000%  | 0.0000% | $621.87            | $555.03            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 5.5000%  | 0.0000% | $621.87            | $562.67            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 5.5000%  | 0.0000% | $621.87            | $580.87            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-07-20      | 5.5000%  | 0.0000% | $621.87            | $583.89            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-06-01      | 5.5000%  | 0.0000% | $621.87            | $593.08            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 5.5000%  | 0.0000% | $621.87            | $617.42            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $621.87            | $617.67            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $621.87            | $617.97            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 5.5000%  | 0.0000% | $621.87            | $619.33            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 5.5000%  | 0.0000% | $621.87            | $619.99            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 5.5000%  | 0.0000% | $621.87            | $620.56            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $621.87            | $622.54            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 5.5000%  | 0.0000% | $626.85            | $625.17            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 5.5000%  | 0.0000% | $659.18            | $656.73            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 5.5000%  | 0.0000% | $1253.69           | $995.06            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-03-01      | 5.5000%  | 0.0000% | $1243.74           | $1148.45           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 5.5000%  | 0.0000% | $1243.74           | $1152.60           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-09-01      | 5.5000%  | 0.0000% | $1366.25           | $1216.93           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 5.5000%  | 0.0000% | $1243.74           | $1218.53           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 5.5000%  | 0.0000% | $1865.61           | $1518.87           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-06-01      | 4.0000%  | 0.0000% | $20146601.74       | $6770439.11        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2044-09-20      | 4.0000%  | 0.0000% | $133419514.90      | $8964063.18        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-06-20      | 4.0000%  | 0.0000% | $28657770.41       | $21141485.39       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-04-20      | 4.0000%  | 0.0000% | $29923592.95       | $21487023.15       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-01-01      | 4.5000%  | 0.0000% | $621.87            | $17.26             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2043-12-01      | 4.5000%  | 0.0000% | $621.87            | $112.66            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-12-01      | 4.5000%  | 0.0000% | $621.87            | $202.91            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-07-01      | 4.5000%  | 0.0000% | $1273.59           | $327.98            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 4.5000%  | 0.0000% | $625.60            | $485.75            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-04-01      | 4.5000%  | 0.0000% | $621.87            | $486.21            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 4.5000%  | 0.0000% | $621.87            | $527.51            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-12-01      | 4.5000%  | 0.0000% | $621.87            | $566.95            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 4.5000%  | 0.0000% | $621.87            | $583.49            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 4.5000%  | 0.0000% | $621.87            | $583.99            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-03-01      | 4.5000%  | 0.0000% | $621.87            | $587.43            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 4.5000%  | 0.0000% | $1243.74           | $1171.73           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 4.5000%  | 0.0000% | $6840.58           | $5896.14           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 4.5000%  | 0.0000% | $9328.06           | $7439.77           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 4.5000%  | 0.0000% | $9579.92           | $7994.46           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 4.5000%  | 0.0000% | $39799.74          | $25824.79          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 4.5000%  | 0.0000% | $40421.61          | $30648.76          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-04-20      | 4.5000%  | 0.0000% | $42349.41          | $36406.75          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 4.5000%  | 0.0000% | $46640.32          | $37768.90          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 4.5000%  | 0.0000% | $55968.38          | $51922.49          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-10-01      | 5.5000%  | 0.0000% | $6673.30           | $6373.34           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-09-01      | 5.5000%  | 0.0000% | $19278.00          | $16664.09          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $22387.35          | $18827.26          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-12-01      | 5.5000%  | 0.0000% | $26118.58          | $19594.62          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-05-20      | 5.5000%  | 0.0000% | $23008.60          | $21496.98          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-03-01      | 5.5000%  | 0.0000% | $27984.19          | $21640.79          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-03-01      | 5.5000%  | 0.0000% | $27984.19          | $25234.62          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 5.5000%  | 0.0000% | $33730.28          | $29057.00          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $33151.94          | $29668.99          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-11-01      | 5.5000%  | 0.0000% | $39648.00          | $29774.94          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-03-01      | 5.5000%  | 0.0000% | $35217.79          | $34859.28          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-08-01      | 5.5000%  | 0.0000% | $53480.90          | $40233.10          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-03-15      | 5.5000%  | 0.0000% | $2497697.76        | $40241.15          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2035-02-15      | 5.5000%  | 0.0000% | $2798665.86        | $40475.48          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 5.5000%  | 0.0000% | $55968.38          | $41121.19          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 5.5000%  | 0.0000% | $54102.77          | $53687.51          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 5.5000%  | 0.0000% | $62187.09          | $61656.48          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 5.5000%  | 0.0000% | $248748.35         | $235325.14         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 5.5000%  | 0.0000% | $343272.73         | $244130.57         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 5.5000%  | 0.0000% | $364390.22         | $304961.39         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-02-01      | 5.5000%  | 0.0000% | $461288.90         | $438448.46         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 5.5000%  | 0.0000% | $477655.29         | $478327.05         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 5.5000%  | 0.0000% | $729265.50         | $599228.45         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-05-01      | 5.5000%  | 0.0000% | $639890.84         | $646505.74         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-10-01      | 5.5000%  | 0.0000% | $740378.33         | $734272.13         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 5.5000%  | 0.0000% | $746407.37         | $737677.90         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 5.5000%  | 0.0000% | $886213.27         | $854745.92         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 5.5000%  | 0.0000% | $968148.49         | $911892.54         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $1083158.53        | $1085767.84        | Agency Mortgage-Backed Securities         |
| U.S. Treasury                            | 2039-08-15      | 0.0000%  | 0.0000% | $26.83             | $13.24             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-11-15      | 0.0000%  | 0.0000% | $62.19             | $23.30             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-08-28      | 0.0000%  | 0.0000% | $62.19             | $61.55             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2045-08-15      | 0.0000%  | 0.0000% | $186.56            | $67.20             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2046-08-15      | 0.0000%  | 0.0000% | $248.75            | $85.02             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-11-15      | 0.0000%  | 0.0000% | $373.12            | $148.22            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-02-15      | 0.0000%  | 0.0000% | $497.50            | $206.10            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-07-24      | 0.0000%  | 0.0000% | $27673.25          | $27504.78          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-07-31      | 0.0000%  | 0.0000% | $78604.48          | $78060.22          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-08-14      | 0.0000%  | 0.0000% | $679145.19         | $673337.14         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-06-17      | 0.0000%  | 0.0000% | $1975683.79        | $1972202.64        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-07-17      | 0.0000%  | 0.0000% | $2308322.53        | $2296143.82        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-01-15      | 0.1250%  | 0.0000% | $621.87            | $643.55            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-01-31      | 0.3750%  | 0.0000% | $3668167.59        | $3579059.49        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2050-05-15      | 1.2500%  | 0.0000% | $497.50            | $232.74            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-05-31      | 1.2500%  | 0.0000% | $2191410.80        | $2042670.24        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-08-15      | 1.5000%  | 0.0000% | $2597119.37        | $2529442.05        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-11-30      | 1.5000%  | 0.0000% | $2769128.85        | $2573511.47        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2054-02-15      | 2.1250%  | 0.0000% | $1243.74           | $1170.03           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2049-02-15      | 3.0000%  | 0.0000% | $260004.22         | $189484.00         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-08-15      | 3.1250%  | 0.0000% | $62.19             | $48.52             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-08-31      | 3.1250%  | 0.0000% | $175429.78         | $171163.60         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-02-15      | 3.1250%  | 0.0000% | $1268616.60        | $1010422.55        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-08-31      | 3.1250%  | 0.0000% | $9836131.75        | $9748822.14        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-12-31      | 3.7500%  | 0.0000% | $373.12            | $373.30            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-06-30      | 3.7500%  | 0.0000% | $411118.84         | $412765.65         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-03-31      | 3.8750%  | 0.0000% | $230030.04         | $231170.40         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-07-31      | 4.0000%  | 0.0000% | $1910387.35        | $1939549.74        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2034-11-15      | 4.2500%  | 0.0000% | $621.87            | $616.48            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-01-15      | 4.2500%  | 0.0000% | $4586919.63        | $4699727.80        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-12-31      | 4.3750%  | 0.0000% | $621.87            | $643.69            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-08-15      | 4.3750%  | 0.0000% | $2916014.76        | $2763157.44        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-07-31      | 4.3750%  | 0.0000% | $11109474.57       | $11302511.76       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-04-30      | 4.6250%  | 0.0000% | $621.87            | $639.58            | U.S. Treasuries (including strips)        |

### Security 150: Bank of Nova Scotia

- **C.1 - Title:** Bank of Nova Scotia 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8LKTZ3, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, C.5 - Other ID: BIV8LKTZ3
- **C.18 - Value (incl. sponsor support):** $70000000.00
- **C.18.a - Value (excl. sponsor support):** $70000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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    | 2042-02-01      | 4.0000%  | 0.0000% | $233092.88         | $17456.29          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-10-01      | 4.0000%  | 0.0000% | $619956.93         | $171938.32         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 4.0000%  | 0.0000% | $244784.17         | $195473.32         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2052-10-01      | 4.5000%  | 0.0000% | $251009.79         | $198464.82         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 4.5000%  | 0.0000% | $906760.40         | $736815.76         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-12-01      | 4.5000%  | 0.0000% | $7069844.66        | $1623121.96        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 4.5000%  | 0.0000% | $3249849.17        | $2490133.56        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-09-01      | 4.7600%  | 0.0000% | $233333.33         | $231872.20         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-01-01      | 5.0000%  | 0.0000% | $58.33             | $50.96             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2053-02-01      | 5.0000%  | 0.0000% | $407435.00         | $340059.28         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-06-01      | 5.0000%  | 0.0000% | $876297.57         | $788158.45         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-01-01      | 5.0000%  | 0.0000% | $1166666.67        | $937429.19         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 5.0000%  | 0.0000% | $1245906.67        | $1027385.63        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 5.0000%  | 0.0000% | $3785250.00        | $3662243.52        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 5.0000%  | 0.0000% | $5532472.11        | $5155148.55        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 5.0000%  | 0.0000% | $7953829.45        | $6203091.91        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 5.0000%  | 0.0000% | $8358097.07        | $7977487.66        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2053-05-01      | 5.5000%  | 0.0000% | $424993.33         | $352739.56         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 5.5000%  | 0.0000% | $1748270.24        | $1713758.37        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 5.5000%  | 0.0000% | $2771307.99        | $2701700.59        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 5.5000%  | 0.0000% | $5895432.08        | $5850425.63        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 5.5000%  | 0.0000% | $6483686.88        | $6057720.25        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $11341800.40       | $11274843.16       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-08-01      | 6.0000%  | 0.0000% | $153920.90         | $11965.00          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2054-10-01      | 6.0000%  | 0.0000% | $1356075.00        | $1337716.83        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2053-10-01      | 6.5000%  | 0.0000% | $58.39             | $52.43             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 6.5000%  | 0.0000% | $58.33             | $52.54             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 6.5000%  | 0.0000% | $65.10             | $63.90             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-11-01      | 6.5000%  | 0.0000% | $306267.50         | $306825.66         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-11-01      | 6.5000%  | 0.0000% | $1463186.67        | $1412515.18        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 6.5000%  | 0.0000% | $12051709.60       | $6529697.39        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-05-01      | 7.0000%  | 0.0000% | $58.33             | $54.53             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-07-01      | 7.0000%  | 0.0000% | $58.33             | $55.78             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-07-01      | 7.0000%  | 0.0000% | $403742.50         | $371672.36         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $58.33             | $42.50             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-06-01      | 2.5000%  | 0.0000% | $2962.58           | $1340.14           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2052-03-01      | 2.5000%  | 0.0000% | $443345.88         | $334872.07         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2028-05-01      | 3.0000%  | 0.0000% | $425.43            | $33.83             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-11-01      | 3.0000%  | 0.0000% | $5048283.33        | $1163994.75        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-10-01      | 3.5000%  | 0.0000% | $433125.00         | $74950.24          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-05-01      | 3.5000%  | 0.0000% | $780067.75         | $140542.24         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-12-01      | 4.0000%  | 0.0000% | $106.17            | $6.95              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2049-03-01      | 4.0000%  | 0.0000% | $367.44            | $56.70             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2048-01-01      | 4.0000%  | 0.0000% | $633.33            | $206.71            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2048-08-01      | 4.0000%  | 0.0000% | $23910.89          | $5763.32           | Agency Mortgage-Backed Securities |

### Security 151: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc. 4.360000%
- **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: BIV8LKU16, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BIV8LKU16
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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    | 2047-12-25      | 1.5000%  | 0.0000% | $1528461.54        | $941763.50         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2053-11-25      | 14.0720% | 0.0000% | $931270.77         | $1057539.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-16      | 2.0500%  | 0.0000% | $38461.54          | $3344.48           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-09-16      | 2.4000%  | 0.0000% | $7913993.46        | $142285.30         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-01-16      | 2.4500%  | 0.0000% | $3653846.15        | $297445.29         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-02-16      | 2.5000%  | 0.0000% | $615384.62         | $39660.33          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-07-25      | 2.5000%  | 0.0000% | $208678.46         | $190004.43         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-01-25      | 2.5000%  | 0.0000% | $288461.54         | $226223.04         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-03-25      | 2.5000%  | 0.0000% | $24223076.92       | $2704941.85        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-03-25      | 3.0000%  | 0.0000% | $119230.77         | $98518.20          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-04-16      | 3.0000%  | 0.0000% | $3846153.85        | $764266.19         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | 3.0000%  | 0.0000% | $82243076.92       | $52388702.28       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-05-25      | 3.5000%  | 0.0000% | $117430.77         | $89760.15          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2057-08-27      | 3.5000%  | 0.0000% | $13738461.54       | $3387634.53        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2028-02-25      | 3.8790%  | 0.0000% | $117692.31         | $56376.61          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2033-08-25      | 4.5000%  | 0.0000% | $7692307.31        | $7624891.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-09-16      | 4.5580%  | 0.0000% | $15384.62          | $1544.45           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-10-20      | 4.8334%  | 0.0000% | $3461538.46        | $529302.16         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-02-20      | 4.8387%  | 0.0000% | $428789.23         | $801.63            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-03-20      | 4.9134%  | 0.0000% | $230769.23         | $13708.18          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-07-20      | 4.9334%  | 0.0000% | $307692.31         | $24962.94          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-07-20      | 4.9334%  | 0.0000% | $269230.77         | $129009.59         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2034-10-20      | 5.0000%  | 0.0000% | $3846.15           | $396.33            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 5.0000%  | 0.0000% | $1155004.62        | $1112754.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-05-20      | 5.0634%  | 0.0000% | $1423076.92        | $531370.17         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-08-20      | 5.1283%  | 0.0000% | $4050400.00        | $1401121.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-02-20      | 5.2083%  | 0.0000% | $189765.00         | $185335.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-12-20      | 5.3283%  | 0.0000% | $384115.00         | $371274.67         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-09-25      | 5.4220%  | 0.0000% | $3230769.23        | $3024108.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2033-08-20      | 5.5000%  | 0.0000% | $4615.38           | $383.62            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 5.5283%  | 0.0000% | $9615384.62        | $7636950.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 5.5283%  | 0.0000% | $107781923.08      | $88876110.06       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 5.5783%  | 0.0000% | $15384615.38       | $15050909.02       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 5.5783%  | 0.0000% | $38461538.46       | $29150153.92       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-05-20      | 5.5834%  | 0.0000% | $115384.62         | $67490.30          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-04-20      | 5.5918%  | 0.0000% | $730769.23         | $224186.10         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2034-05-25      | 5.6252%  | 0.0000% | $2266664.62        | $138236.93         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-06-20      | 6.2971%  | 0.0000% | $19249993.85       | $4834669.92        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2051-12-25      | 2.0000%  | 0.0000% | $38461.54          | $29799.74          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2051-08-25      | 2.0000%  | 0.0000% | $288461.54         | $155825.22         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2049-05-25      | 2.5000%  | 0.0000% | $87692.31          | $52618.96          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-04-25      | 5.2720%  | 0.0000% | $19230769.23       | $18072682.51       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2035-11-25      | 5.5000%  | 0.0000% | $4629615.38        | $4576005.94        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2051-06-25      | 5.5000%  | 0.0000% | $13496538.46       | $8794930.35        | Agency Debentures and Agency Strips       |

### Security 152: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8LKU65, C.3 - LEI: 549300HXQQQCCUBS2Z23, C.5 - Other ID: BIV8LKU65
- **C.18 - Value (incl. sponsor support):** $2655000000.00
- **C.18.a - Value (excl. sponsor support):** $2655000000.00
- **C.19 - Percentage of Net Assets:** 3.3300%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2055-05-20      | 0.0000%  | 0.0000% | $44381486.66       | $44475708.56       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 0.0000%  | 0.0000% | $51625000.00       | $51769963.00       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 5.4783%  | 0.0000% | $2430.80           | $2354.58           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 5.5000%  | 0.0000% | $3807910.89        | $3778729.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 5.6283%  | 0.0000% | $59411735.19       | $41446156.93       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 5.7313%  | 0.0000% | $98333333.09       | $98757840.27       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2037-04-25      | 1.5000%  | 0.0000% | $8265908.11        | $400399.68         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2051-01-25      | 1.5000%  | 0.0000% | $73750000.00       | $5429382.63        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2037-07-25      | 2.0000%  | 0.0000% | $4605960.38        | $277200.76         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2042-04-25      | 2.0000%  | 0.0000% | $5243265.84        | $443039.18         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2051-10-25      | 2.0000%  | 0.0000% | $60672251.75       | $6841506.06        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2038-02-15      | 2.2978%  | 0.0000% | $616743049.48      | $2278102.76        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2037-08-25      | 2.5000%  | 0.0000% | $1618397.29        | $82006.90          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2052-01-25      | 2.5000%  | 0.0000% | $8296875.00        | $998977.11         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2050-07-15      | 2.5000%  | 0.0000% | $23660541.38       | $2012531.49        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2053-03-01      | 2.5000%  | 0.0000% | $57751021.63       | $7961325.43        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2052-05-25      | 2.5000%  | 0.0000% | $73750000.00       | $9328803.75        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2037-11-25      | 3.0000%  | 0.0000% | $2556508.35        | $134395.07         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2048-09-15      | 3.0000%  | 0.0000% | $7684887.91        | $251630.60         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2043-06-15      | 3.0000%  | 0.0000% | $40011550.63       | $526437.54         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2052-05-15      | 3.0000%  | 0.0000% | $14137995.21       | $2028777.62        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2050-01-25      | 3.0000%  | 0.0000% | $27656250.00       | $3421379.13        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2053-04-25      | 3.0000%  | 0.0000% | $38027660.88       | $5872200.24        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2052-10-01      | 3.0000%  | 0.0000% | $72522744.69       | $11230188.95       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2038-07-25      | 3.5000%  | 0.0000% | $1892763.51        | $160065.69         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2043-12-15      | 3.5000%  | 0.0000% | $22314680.58       | $345558.10         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2043-08-15      | 3.5000%  | 0.0000% | $31607142.23       | $762766.36         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2043-12-15      | 3.5000%  | 0.0000% | $103654970.10      | $2388141.30        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2047-12-15      | 3.5000%  | 0.0000% | $96850247.88       | $2799127.12        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2053-04-25      | 3.5000%  | 0.0000% | $21918126.09       | $3914555.03        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2048-06-25      | 3.5000%  | 0.0000% | $36871049.95       | $4645733.46        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2038-08-25      | 4.0000%  | 0.0000% | $2726136.30        | $260206.94         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2052-12-25      | 4.0000%  | 0.0000% | $1860032.53        | $348118.67         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2047-11-15      | 4.0000%  | 0.0000% | $10822337.55       | $418017.61         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2043-01-15      | 4.0000%  | 0.0000% | $37933328.73       | $638046.13         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2037-11-15      | 4.0000%  | 0.0000% | $6495638.93        | $644715.08         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2045-08-15      | 4.0000%  | 0.0000% | $35153842.41       | $983228.54         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2053-10-01      | 4.0000%  | 0.0000% | $14750000.00       | $3014232.25        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2043-12-15      | 4.5000%  | 0.0000% | $16081527.49       | $335944.00         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2038-08-25      | 4.5000%  | 0.0000% | $3930833.70        | $359154.22         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2053-06-25      | 4.5000%  | 0.0000% | $2845218.21        | $564861.62         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2053-08-25      | 4.5000%  | 0.0000% | $22862500.00       | $5052439.69        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-04-25      | 4.5000%  | 0.0000% | $35789578.48       | $7491842.93        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2052-08-25      | 4.5000%  | 0.0000% | $44796814.95       | $8297120.37        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2052-11-15      | 4.5000%  | 0.0000% | $55312500.00       | $10882700.36       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2037-10-15      | 4.8002%  | 0.0000% | $9614135.55        | $642063.67         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2038-08-25      | 5.0000%  | 0.0000% | $3658826.74        | $300446.35         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2043-01-25      | 5.0000%  | 0.0000% | $7278853.60        | $997139.85         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2053-09-01      | 5.0000%  | 0.0000% | $29500000.00       | $6538463.18        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2053-11-25      | 5.0000%  | 0.0000% | $33982796.40       | $7106354.19        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2038-08-25      | 5.5000%  | 0.0000% | $1089140.74        | $72713.05          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2038-06-15      | 5.5000%  | 0.0000% | $68806576.59       | $128433.49         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2039-06-15      | 5.5000%  | 0.0000% | $22788750.00       | $478116.33         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-02-25      | 5.5000%  | 0.0000% | $18437500.00       | $4180028.17        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2053-01-25      | 5.5000%  | 0.0000% | $51625000.00       | $9829480.80        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-05-25      | 5.5000%  | 0.0000% | $123443137.93      | $28656737.08       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2053-09-25      | 6.0000%  | 0.0000% | $1052479.61        | $165757.84         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2053-11-25      | 6.0000%  | 0.0000% | $33998750.00       | $6731270.60        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2053-09-25      | 6.0000%  | 0.0000% | $36745782.63       | $7220017.64        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-05-25      | 6.0000%  | 0.0000% | $44535057.03       | $9461999.15        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2053-06-25      | 6.0000%  | 0.0000% | $78323477.19       | $14789395.14       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2039-04-15      | 6.5000%  | 0.0000% | $30408706.94       | $617857.64         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2053-09-25      | 6.5000%  | 0.0000% | $12676827.76       | $2310448.65        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2053-09-25      | 7.0000%  | 0.0000% | $1049199.21        | $181218.25         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2042-05-01      | 3.5000%  | 0.0000% | $73997152.48       | $5755219.97        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 6.0000%  | 0.0000% | $2489657.66        | $2593857.49        | Agency Mortgage-Backed Securities         |
| U.S. Treasury                            | 2029-04-30      | 2.8750%  | 0.0000% | $27672843.75       | $26683062.23       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-07-15      | 3.0000%  | 0.0000% | $529967.50         | $534953.35         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-01-31      | 3.5000%  | 0.0000% | $155612.50         | $155883.35         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-01-31      | 3.5000%  | 0.0000% | $17626987.50       | $17476479.91       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-09-30      | 3.5000%  | 0.0000% | $32686368.75       | $32291115.54       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2033-02-15      | 3.5000%  | 0.0000% | $41873553.75       | $40266582.80       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-04-30      | 3.5000%  | 0.0000% | $170061600.00      | $166839317.19      | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-09-30      | 3.6250%  | 0.0000% | $12496863.75       | $12224252.45       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-05-15      | 3.6250%  | 0.0000% | $22125000.00       | $22038437.75       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-04-15      | 3.7500%  | 0.0000% | $9064465.00        | $9073499.15        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-08-31      | 3.7500%  | 0.0000% | $72845161.25       | $73227532.64       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-11-30      | 3.8750%  | 0.0000% | $1117460.00        | $1138416.34        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-03-15      | 3.8750%  | 0.0000% | $57286123.75       | $57747203.55       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-12-15      | 4.0000%  | 0.0000% | $3687500.00        | $3751167.48        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-01-15      | 4.0000%  | 0.0000% | $6166975.00        | $6258678.70        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-02-15      | 4.0000%  | 0.0000% | $9738023.75        | $9831583.89        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-01-31      | 4.0000%  | 0.0000% | $11062205.00       | $11174919.70       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-02-28      | 4.0000%  | 0.0000% | $11137135.00       | $11265014.97       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-07-31      | 4.0000%  | 0.0000% | $14750000.00       | $14938094.52       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-03-31      | 4.0000%  | 0.0000% | $44394328.75       | $44737646.83       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2034-02-15      | 4.0000%  | 0.0000% | $190914412.50      | $188591120.22      | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-10-31      | 4.1250%  | 0.0000% | $18437.50          | $18591.73          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-03-31      | 4.1250%  | 0.0000% | $1963962.50        | $1990977.38        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-08-31      | 4.1250%  | 0.0000% | $3687500.00        | $3743890.75        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-11-30      | 4.1250%  | 0.0000% | $10562622.50       | $10767555.08       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-02-29      | 4.1250%  | 0.0000% | $28654751.25       | $28879358.88       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-03-31      | 4.1250%  | 0.0000% | $220867090.00      | $222910838.34      | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-02-15      | 4.2500%  | 0.0000% | $16228097.50       | $16575280.53       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-12-31      | 4.2500%  | 0.0000% | $143874966.25      | $146935258.29      | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-06-30      | 4.2500%  | 0.0000% | $267457325.00      | $275252769.12      | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-11-30      | 4.2500%  | 0.0000% | $281792407.50      | $288702870.90      | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-08-15      | 4.3750%  | 0.0000% | $188800.00         | $191759.45         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-08-31      | 4.3750%  | 0.0000% | $20139650.00       | $20643717.53       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-12-15      | 4.3750%  | 0.0000% | $54947511.25       | $56328997.35       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-01-31      | 4.3993%  | 0.0000% | $4226612.50        | $4242086.97        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-05-31      | 4.5000%  | 0.0000% | $203191796.25      | $211909613.07      | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-05-31      | 4.6250%  | 0.0000% | $10076093.75       | $10588099.77       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-09-30      | 4.6250%  | 0.0000% | $96249502.50       | $99137850.64       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-02-28      | 1.8750%  | 0.0000% | $3598483.75        | $3361248.49        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-08-31      | 2.7500%  | 0.0000% | $18437.50          | $18489.59          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-08-15      | 2.7500%  | 0.0000% | $2277842.50        | $2091650.63        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-11-30      | 2.8750%  | 0.0000% | $695388.75         | $700299.60         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-10-31      | 0.5000%  | 0.0000% | $14750221.25       | $13609359.62       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-05-15      | 0.6250%  | 0.0000% | $9035260.00        | $7684034.65        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-11-15      | 0.8750%  | 0.0000% | $7329717.50        | $6208260.89        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-11-30      | 1.5000%  | 0.0000% | $28313731.25       | $26313586.73       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-05-15      | 1.6250%  | 0.0000% | $38102642.50       | $37217646.29       | U.S. Treasuries (including strips)        |

### Security 153: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp. 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8LKU99, C.3 - LEI: 5U0XI89JRFVHWIBS4F54, C.5 - Other ID: BIV8LKU99
- **C.18 - Value (incl. sponsor support):** $1311278107.00
- **C.18.a - Value (excl. sponsor support):** $1311278107.00
- **C.19 - Percentage of Net Assets:** 1.6500%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2042-10-20      | 3.0000%  | 0.0000% | $19625662.58       | $2134935.17        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-02-20      | 5.0000%  | 0.0000% | $30980737.90       | $24869229.83       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-11-20      | 5.0000%  | 0.0000% | $33093023.90       | $26246933.31       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-10-20      | 5.0000%  | 0.0000% | $56232062.48       | $43888696.64       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-04-01      | 5.5000%  | 0.0000% | $491844.85         | $396573.80         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 5.5000%  | 0.0000% | $22358814.99       | $21917439.04       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-02-20      | 5.5000%  | 0.0000% | $35096083.44       | $25978618.78       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-05-01      | 5.5000%  | 0.0000% | $57449257.20       | $46950331.84       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $59872664.15       | $59160065.81       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 5.5000%  | 0.0000% | $134878398.28      | $133848719.97      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 5.5000%  | 0.0000% | $185390234.57      | $173210427.66      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 5.5000%  | 0.0000% | $390072482.20      | $364056008.03      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-08-20      | 6.0000%  | 0.0000% | $5933260.80        | $4193094.07        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.0000%  | 0.0000% | $155850118.15      | $136138036.28      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 6.0000%  | 0.0000% | $394864998.25      | $283686579.12      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 6.5000%  | 0.0000% | $1842721.64        | $1056713.19        | Agency Mortgage-Backed Securities |

### Security 154: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp. 4.380000%
- **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: BIV8LL5T1, C.3 - LEI: RUC0QBLBRPRCU4W1NE59, C.5 - Other ID: BIV8LL5T1
- **C.18 - Value (incl. sponsor support):** $950000000.00
- **C.18.a - Value (excl. sponsor support):** $950000000.00
- **C.19 - Percentage of Net Assets:** 1.1900%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-07-07
- **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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2030-12-25      | 0.8330%  | 0.0000% | $3000000.00        | $2148337.22        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-11-25      | 1.0000%  | 0.0000% | $1110000.00        | $31504.57          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2031-01-25      | 1.1810%  | 0.0000% | $115000.00         | $12509.07          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2031-03-25      | 1.1980%  | 0.0000% | $1050000.00        | $877858.56         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-06-25      | 2.0000%  | 0.0000% | $5000000.00        | $132789.93         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-03-25      | 2.0000%  | 0.0000% | $10000000.00       | $1024261.46        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-07-25      | 2.0000%  | 0.0000% | $6000000.00        | $3467652.67        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-07-25      | 2.0000%  | 0.0000% | $9998537.00        | $6963422.21        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-09-25      | 2.5000%  | 0.0000% | $980000.00         | $601538.71         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2027-09-25      | 2.9679%  | 0.0000% | $100000.00         | $78515.26          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-08-25      | 3.0000%  | 0.0000% | $500000.00         | $41021.52          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-09-25      | 3.0000%  | 0.0000% | $1373997.00        | $144312.16         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-08-25      | 3.0000%  | 0.0000% | $1000000.00        | $161501.05         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-11-25      | 3.0000%  | 0.0000% | $559433.00         | $435376.87         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-10-25      | 3.5000%  | 0.0000% | $300000.00         | $77662.17          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-05-25      | 3.5000%  | 0.0000% | $500000.00         | $343610.68         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-01-25      | 3.5000%  | 0.0000% | $23000000.00       | $3563507.18        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2031-02-25      | 3.6100%  | 0.0000% | $70000.00          | $59198.98          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2036-06-20      | 4.0000%  | 0.0000% | $2532000.00        | $2400626.75        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-03-25      | 4.0000%  | 0.0000% | $6229000.00        | $4522006.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 4.5000%  | 0.0000% | $149179.00         | $144208.65         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-05-25      | 4.5000%  | 0.0000% | $231367.00         | $211057.84         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2039-12-25      | 4.5000%  | 0.0000% | $37500000.00       | $315219.68         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 4.5000%  | 0.0000% | $1077126.00        | $998164.05         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2036-04-20      | 4.5000%  | 0.0000% | $4789596.00        | $4574449.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 4.5000%  | 0.0000% | $9467075.00        | $8634464.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-20      | 4.5000%  | 0.0000% | $11479400.00       | $11208473.41       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-04-25      | 4.7364%  | 0.0000% | $290000.00         | $6349.05           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-16      | 4.7500%  | 0.0000% | $28202700.00       | $27544065.11       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2037-07-25      | 4.9065%  | 0.0000% | $665000.00         | $5759.57           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 5.0000%  | 0.0000% | $62001.00          | $58815.75          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 5.0000%  | 0.0000% | $102251.00         | $95868.47          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-11-16      | 5.0000%  | 0.0000% | $1000000.00        | $983180.78         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 5.0000%  | 0.0000% | $1714424.00        | $1437314.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 5.0000%  | 0.0000% | $1742000.00        | $1624710.75        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-25      | 5.0000%  | 0.0000% | $2482032.00        | $2232465.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 5.0000%  | 0.0000% | $3886000.00        | $3597595.76        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 5.0000%  | 0.0000% | $5410704.00        | $5287520.12        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-03-25      | 5.0000%  | 0.0000% | $6172382.00        | $5685910.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 5.0000%  | 0.0000% | $7964960.00        | $7892759.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 5.0000%  | 0.0000% | $19999000.00       | $19870361.99       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-25      | 5.0000%  | 0.0000% | $27521531.00       | $26643526.44       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 5.1000%  | 0.0000% | $1514483.00        | $1398496.82        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 5.1283%  | 0.0000% | $1000.00           | $951.99            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 5.2500%  | 0.0000% | $26696.00          | $26606.15          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 5.2500%  | 0.0000% | $8897000.00        | $8627991.78        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-01-25      | 5.2720%  | 0.0000% | $3200000.00        | $3087363.35        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-25      | 5.3220%  | 0.0000% | $400000.00         | $389590.79         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-03-25      | 5.4720%  | 0.0000% | $700000.00         | $665783.46         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-04-20      | 5.4783%  | 0.0000% | $1013.00           | $1010.66           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-04-20      | 5.4783%  | 0.0000% | $120715247.00      | $119819668.98      | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $1009.00           | $1015.15           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-03-25      | 5.5000%  | 0.0000% | $14000.00          | $12779.14          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2035-08-25      | 5.5000%  | 0.0000% | $800000.00         | $18628.97          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 5.5000%  | 0.0000% | $679100.00         | $605756.22         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-25      | 5.5000%  | 0.0000% | $5104962.00        | $4883705.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-02-20      | 5.5283%  | 0.0000% | $13986300.00       | $13759993.37       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 5.5783%  | 0.0000% | $1748320.00        | $1739914.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 5.6837%  | 0.0000% | $15000000.00       | $15063926.87       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-25      | 6.0000%  | 0.0000% | $2000000.00        | $1950519.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $10000000.00       | $10040396.67       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2055-02-25      | 5.3220%  | 0.0000% | $3200000.00        | $2994645.61        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-06-25      | 5.5299%  | 0.0000% | $20000000.00       | $19934340.94       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-11-25      | 5.6220%  | 0.0000% | $500000.00         | $457634.15         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-06-25      | 5.7299%  | 0.0000% | $20000000.00       | $20081556.50       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-06-25      | 5.8740%  | 0.0000% | $40498622.00       | $40841395.42       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-07-25      | 0.1250%  | 0.0000% | $726273.00         | $514025.21         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-12-25      | 0.1250%  | 0.0000% | $9113532.00        | $6768841.30        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2048-07-25      | 2.5000%  | 0.0000% | $351000.00         | $201372.53         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2047-12-25      | 2.5000%  | 0.0000% | $670000.00         | $421929.94         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2049-01-25      | 3.0000%  | 0.0000% | $1250000.00        | $462526.37         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2052-03-25      | 3.0000%  | 0.0000% | $3000000.00        | $1916641.59        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2052-08-25      | 3.2500%  | 0.0000% | $428343.00         | $282826.77         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2052-08-25      | 3.2500%  | 0.0000% | $428343.00         | $282826.77         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-09-25      | 4.7500%  | 0.0000% | $186000.00         | $156388.13         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-10-25      | 4.7500%  | 0.0000% | $253000.00         | $212782.97         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-02-25      | 5.0000%  | 0.0000% | $2004765.00        | $1850656.26        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-05-25      | 5.0000%  | 0.0000% | $4205589.00        | $4051387.59        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-02-25      | 5.0000%  | 0.0000% | $6069020.00        | $5677597.21        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-03-25      | 5.0000%  | 0.0000% | $7314667.00        | $6824524.17        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2043-03-25      | 5.0000%  | 0.0000% | $7938065.00        | $7540105.55        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-05-25      | 5.0000%  | 0.0000% | $8335750.00        | $8110207.98        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-05-25      | 5.0000%  | 0.0000% | $24826048.00       | $23727246.37       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-05-25      | 5.0000%  | 0.0000% | $38707839.00       | $37405891.62       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-02-25      | 5.2500%  | 0.0000% | $17860140.00       | $17185511.91       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-05-25      | 5.2520%  | 0.0000% | $1188360.00        | $1187910.14        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-02-25      | 5.2720%  | 0.0000% | $3200000.00        | $3068685.57        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-03-25      | 5.2720%  | 0.0000% | $5700000.00        | $5433109.58        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2030-11-25      | 1.2552%  | 0.0000% | $1300000.00        | $975204.01         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-01-25      | 1.4619%  | 0.0000% | $8142400.00        | $6351193.09        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-03-25      | 1.7252%  | 0.0000% | $1000000.00        | $504626.55         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-01-25      | 2.3464%  | 0.0000% | $1495000.00        | $1248157.31        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-04-01      | 3.0000%  | 0.0000% | $41654311.00       | $37262266.58       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-02-01      | 3.2690%  | 0.0000% | $1001.00           | $99.25             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-04-25      | 3.4335%  | 0.0000% | $1500000.00        | $1412486.61        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.5000%  | 0.0000% | $1048.00           | $756.55            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-09-25      | 3.7506%  | 0.0000% | $5000000.00        | $4566446.37        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-04-25      | 4.0039%  | 0.0000% | $120000.00         | $51194.21          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-08-20      | 6.5000%  | 0.0000% | $453646975.00      | $360801448.39      | Agency Mortgage-Backed Securities         |

### Security 155: Teacher Retirement System of Texas

- **C.1 - Title:** Teacher Retirement System of Texas 4.420000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8LLVH8, C.3 - LEI: UVCP0ONBRH8AI9HEYC97, C.5 - Other ID: BIV8LLVH8
- **C.18 - Value (incl. sponsor support):** $747813809.50
- **C.18.a - Value (excl. sponsor support):** $747813809.50
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-06-03
- **C.12 - Maturity Date (WAL):** 2025-06-03
- **C.13 - Final Legal Maturity Date:** 2025-06-03
- **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? 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 1.875 15-FEB-2051 | 2051-02-15      | 1.8750%  | 0.0000% | $226630476.19      | $237962000.00      | U.S. Treasuries (including strips) |
| TREASURY BOND 2.5 15-FEB-2045   | 2045-02-15      | 2.5000%  | 0.0000% | $231733333.33      | $243320000.00      | U.S. Treasuries (including strips) |
| TREASURY BOND 2.0 15-FEB-2050   | 2050-02-15      | 2.0000%  | 0.0000% | $289450000.00      | $303922500.00      | U.S. Treasuries (including strips) |

### Security 156: Federal Reserve Bank of New York

- **C.1 - Title:** Federal Reserve Bank of New York 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8LMKT2, C.3 - LEI: 254900Y8NKGV541U8Q32, C.5 - Other ID: BIV8LMKT2
- **C.18 - Value (incl. sponsor support):** $3000000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000000.00
- **C.19 - Percentage of Net Assets:** 3.7600%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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 | 2029-08-15      | 1.6250%  | 0.0000% | $1378874100.00     | $1262936308.39     | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-11-15      | 1.7500%  | 0.0000% | $1895411100.00     | $1727501018.53     | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-05-15      | 2.8750%  | 0.0000% | $11533300.00       | $10625235.72       | U.S. Treasuries (including strips) |

### Security 157: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc. 4.150000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8LNHM9, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BIV8LNHM9
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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 | 2052-05-15      | 2.8750%  | 0.0000% | $49871700.00       | $34284892.39       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-09-30      | 3.5000%  | 0.0000% | $217289200.00      | $216923655.47      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-08-31      | 3.6250%  | 0.0000% | $260025600.00      | $258791517.20      | U.S. Treasuries (including strips) |

### Security 158: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc. 4.150000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8LNHR8, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BIV8LNHR8
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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 | 2027-04-30      | 0.5000%  | 0.0000% | $8699400.00        | $8151160.41        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-02-15      | 2.1250%  | 0.0000% | $214146000.00      | $309208075.00      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-08-31      | 3.7500%  | 0.0000% | $12038400.00       | $12096943.92       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-01-31      | 4.1250%  | 0.0000% | $27131500.00       | $27543901.05       | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** SHORT TERM INVESTMENTS TRUST

**Date:** 2025-06-06

**By:** Adrien Deberghes

**Name of Signing Officer:** Adrien Deberghes

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