# EDGAR Filing Document

**Accession Number:** 0000740766
**File Stem:** 0000740766-25-000030
**Filing Date:** 2025-10
**Character Count:** 1936183
**Document Hash:** 91bc1fdcfaf76e3dcbff9572001dc17a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000740766-25-000030.hdr.sgml**: 20251006

**ACCESSION NUMBER**: 0000740766-25-000030

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251006

**DATE AS OF CHANGE**: 20251006

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03964
- **FILM NUMBER:** 251376072

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

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

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

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

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

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2025-09-30

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

**CIK Number of Registrant:** 0000740766

**LEI of Registrant:** 549300F7IDB6WRO7VJ11

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

**LEI of Series:** 5493000Q69I5Q3QZIA91

**EDGAR Series Identifier:** S000000128

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

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

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

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

### Service Providers
| Role                          | Details                                    | File/CIK Number   |
|:---|:---|:---|
| Investment Adviser            | BNY Mellon Investment Adviser, Inc.        | 801-08147         |
| Independent Public Accountant | Ernst@Young<br>City: New York<br>State: NY |  |
| Administrator                 | none                                       |  |
| Transfer Agent                | BNY Mellon Transfer Inc<br>CIK: 0001285911 | 084-06102         |

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 39 days

- **WAL:** 92 days

- **Total Value of Portfolio Securities:** $153030137684.27

- **Amortized Cost of Portfolio Securities:** $153007690878.72

- **Cash:** $830907661.62

- **Total Other Assets:** $1245864015.85

- **Total Liabilities:** $600622184.17

- **Net Assets of Series:** $153652932710.40

- **Number of Shares Outstanding (Series):** 153654769874.5100

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2025-09-02 | $111980626001.35          | $125152945887.64           | 72.3500%                  | 80.8600%                   |
| 2025-09-03 | $108285692042.98          | $123657436912.98           | 71.2000%                  | 81.3000%                   |
| 2025-09-04 | $108733547959.04          | $124105292829.04           | 71.2800%                  | 81.3600%                   |
| 2025-09-05 | $109699733694.35          | $126071478564.35           | 71.4500%                  | 82.1100%                   |
| 2025-09-08 | $112382308581.26          | $128754053451.26           | 71.4000%                  | 81.8000%                   |
| 2025-09-09 | $113697021432.40          | $130068766302.40           | 71.6300%                  | 81.9400%                   |
| 2025-09-10 | $111532687967.03          | $127904432837.03           | 70.7300%                  | 81.1200%                   |
| 2025-09-11 | $117251814021.22          | $133623558891.22           | 71.7300%                  | 81.7400%                   |
| 2025-09-12 | $115479860255.22          | $132486256534.19           | 71.4100%                  | 81.9200%                   |
| 2025-09-15 | $118328606566.01          | $135789621359.68           | 71.9000%                  | 82.5200%                   |
| 2025-09-16 | $117241313646.30          | $134702502893.61           | 71.6700%                  | 82.3400%                   |
| 2025-09-17 | $114110847812.22          | $131572211513.20           | 71.5900%                  | 82.5500%                   |
| 2025-09-18 | $113352232022.51          | $130521270177.13           | 71.5100%                  | 82.3400%                   |
| 2025-09-19 | $114084760137.35          | $131254321652.93           | 71.6300%                  | 82.4100%                   |
| 2025-09-22 | $113683783675.02          | $131251993187.63           | 71.5600%                  | 82.6100%                   |
| 2025-09-23 | $110877010605.44          | $131445406102.27           | 69.7100%                  | 82.6400%                   |
| 2025-09-24 | $109220388959.38          | $129788970440.41           | 69.3600%                  | 82.4300%                   |
| 2025-09-25 | $111060873987.18          | $131629641452.43           | 69.7100%                  | 82.6200%                   |
| 2025-09-26 | $112015994061.41          | $132285319479.29           | 70.0100%                  | 82.6800%                   |
| 2025-09-29 | $111909735422.27          | $132279246824.34           | 69.9900%                  | 82.7300%                   |
| 2025-09-30 | $106279170251.62          | $126648867637.91           | 68.9000%                  | 82.1000%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-09-02 | 4.3300%             |
| 2025-09-03 | 4.3300%             |
| 2025-09-04 | 4.3300%             |
| 2025-09-05 | 4.3000%             |
| 2025-09-08 | 4.3500%             |
| 2025-09-09 | 4.3500%             |
| 2025-09-10 | 4.3500%             |
| 2025-09-11 | 4.3500%             |
| 2025-09-12 | 4.3400%             |
| 2025-09-15 | 4.3400%             |
| 2025-09-16 | 4.3400%             |
| 2025-09-17 | 4.3400%             |
| 2025-09-18 | 4.3200%             |
| 2025-09-19 | 4.3000%             |
| 2025-09-22 | 4.2400%             |
| 2025-09-23 | 4.2200%             |
| 2025-09-24 | 4.2000%             |
| 2025-09-25 | 4.2000%             |
| 2025-09-26 | 4.2000%             |
| 2025-09-29 | 4.2000%             |
| 2025-09-30 | 4.2100%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-09-02 | 1.0001                      |
|  |  |
| 2025-09-03 | 1.0001                      |
|  |  |
| 2025-09-04 | 1.0002                      |
|  |  |
| 2025-09-05 | 1.0002                      |
|  |  |
| 2025-09-08 | 1.0002                      |
|  |  |
| 2025-09-09 | 1.0002                      |
|  |  |
| 2025-09-10 | 1.0002                      |
|  |  |
| 2025-09-11 | 1.0002                      |
|  |  |
| 2025-09-12 | 1.0001                      |
|  |  |
| 2025-09-15 | 1.0002                      |
|  |  |
| 2025-09-16 | 1.0002                      |
|  |  |
| 2025-09-17 | 1.0002                      |
|  |  |
| 2025-09-18 | 1.0002                      |
|  |  |
| 2025-09-19 | 1.0002                      |
|  |  |
| 2025-09-22 | 1.0001                      |
|  |  |
| 2025-09-23 | 1.0002                      |
|  |  |
| 2025-09-24 | 1.0001                      |
|  |  |
| 2025-09-25 | 1.0001                      |
|  |  |
| 2025-09-26 | 1.0001                      |
|  |  |
| 2025-09-29 | 1.0001                      |
|  |  |
| 2025-09-30 | 1.0001                      |
|  |  |

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

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

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $109192645215.65

- **Number of Shares Outstanding:** 109193757816.8000

- **Expense Reimbursement/Waiver:** 3670383.79

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-09-02 | 1.0001          |
|  |  |
| 2025-09-03 | 1.0001          |
|  |  |
| 2025-09-04 | 1.0002          |
|  |  |
| 2025-09-05 | 1.0002          |
|  |  |
| 2025-09-08 | 1.0002          |
|  |  |
| 2025-09-09 | 1.0002          |
|  |  |
| 2025-09-10 | 1.0002          |
|  |  |
| 2025-09-11 | 1.0002          |
|  |  |
| 2025-09-12 | 1.0001          |
|  |  |
| 2025-09-15 | 1.0002          |
|  |  |
| 2025-09-16 | 1.0002          |
|  |  |
| 2025-09-17 | 1.0002          |
|  |  |
| 2025-09-18 | 1.0002          |
|  |  |
| 2025-09-19 | 1.0002          |
|  |  |
| 2025-09-22 | 1.0001          |
|  |  |
| 2025-09-23 | 1.0002          |
|  |  |
| 2025-09-24 | 1.0001          |
|  |  |
| 2025-09-25 | 1.0001          |
|  |  |
| 2025-09-26 | 1.0001          |
|  |  |
| 2025-09-29 | 1.0001          |
|  |  |
| 2025-09-30 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-09-02 | $8459217257.95            | $2786644308.15          |
| 2025-09-03 | $1770898162.11            | $5331702122.08          |
| 2025-09-04 | $2594679498.61            | $1168440223.52          |
| 2025-09-05 | $2583690458.49            | $1737090842.70          |
| 2025-09-08 | $2280414341.11            | $1140720543.42          |
| 2025-09-09 | $2567313401.41            | $1169592833.46          |
| 2025-09-10 | $711639361.38             | $2566992240.20          |
| 2025-09-11 | $3398308410.31            | $1163944629.74          |
| 2025-09-12 | $1727561581.28            | $2353804887.43          |
| 2025-09-15 | $3497094855.23            | $741765105.03           |
| 2025-09-16 | $5827819109.72            | $1553470450.33          |
| 2025-09-17 | $1066935858.81            | $5000465005.37          |
| 2025-09-18 | $2650733229.56            | $3046002030.60          |
| 2025-09-19 | $3351769847.35            | $3055801824.34          |
| 2025-09-22 | $2308405934.54            | $2286353869.03          |
| 2025-09-23 | $2534783740.59            | $2405518935.56          |
| 2025-09-24 | $1144182365.09            | $3808886115.12          |
| 2025-09-25 | $2047424869.11            | $1437808989.52          |
| 2025-09-26 | $3364454722.00            | $1199426341.64          |
| 2025-09-29 | $3424193830.15            | $3053586344.49          |
| 2025-09-30 | $2211639056.32            | $7628599214.56          |

**Total Gross Subscriptions (Month):** $59523159891.12

**Total Gross Redemptions (Month):** $54636616856.29

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-09-02 | 4.1800%           |
| 2025-09-03 | 4.1800%           |
| 2025-09-04 | 4.1800%           |
| 2025-09-05 | 4.1800%           |
| 2025-09-08 | 4.1800%           |
| 2025-09-09 | 4.1800%           |
| 2025-09-10 | 4.1800%           |
| 2025-09-11 | 4.1800%           |
| 2025-09-12 | 4.1800%           |
| 2025-09-15 | 4.1800%           |
| 2025-09-16 | 4.1800%           |
| 2025-09-17 | 4.1700%           |
| 2025-09-18 | 4.1600%           |
| 2025-09-19 | 4.1000%           |
| 2025-09-22 | 4.0800%           |
| 2025-09-23 | 4.0600%           |
| 2025-09-24 | 4.0400%           |
| 2025-09-25 | 4.0400%           |
| 2025-09-26 | 4.0400%           |
| 2025-09-29 | 4.0400%           |
| 2025-09-30 | 4.0400%           |

**Beneficial/Record Owner Categories**
| Category                                                                    | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                                               |  | 0.0000%          | 12.3500%             |
| Depository institution or other banking institution                         |  | 0.0000%          | 69.8900%             |
| Insurance company                                                           |  | 0.0000%          | 0.1300%              |
| Non-financial corporation                                                   |  | 0.0000%          | 11.6400%             |
| Non-profit                                                                  |  | 0.0000%          | 0.2800%              |
| Other                                                                       | Other            | 0.0000%          | 3.6100%              |
| Pension plan                                                                |  | 0.0000%          | 0.2600%              |
| Registered investment company                                               |  | 0.0000%          | 0.7000%              |
| Retail investor                                                             |  | 0.0000%          | 1.0900%              |
| State or municipal government entity (excluding governmental pension plans) |  | 0.0000%          | 0.1100%              |

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

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $14133467485.04

- **Number of Shares Outstanding:** 14133694170.6200

- **Expense Reimbursement/Waiver:** 469022.60

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-09-02 | 1.0001          |
|  |  |
| 2025-09-03 | 1.0001          |
|  |  |
| 2025-09-04 | 1.0002          |
|  |  |
| 2025-09-05 | 1.0002          |
|  |  |
| 2025-09-08 | 1.0002          |
|  |  |
| 2025-09-09 | 1.0002          |
|  |  |
| 2025-09-10 | 1.0002          |
|  |  |
| 2025-09-11 | 1.0002          |
|  |  |
| 2025-09-12 | 1.0001          |
|  |  |
| 2025-09-15 | 1.0002          |
|  |  |
| 2025-09-16 | 1.0002          |
|  |  |
| 2025-09-17 | 1.0002          |
|  |  |
| 2025-09-18 | 1.0002          |
|  |  |
| 2025-09-19 | 1.0002          |
|  |  |
| 2025-09-22 | 1.0001          |
|  |  |
| 2025-09-23 | 1.0002          |
|  |  |
| 2025-09-24 | 1.0001          |
|  |  |
| 2025-09-25 | 1.0001          |
|  |  |
| 2025-09-26 | 1.0001          |
|  |  |
| 2025-09-29 | 1.0001          |
|  |  |
| 2025-09-30 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-09-02 | $91713418.67              | $78558186.41            |
| 2025-09-03 | $148756590.53             | $12433250.38            |
| 2025-09-04 | $117192395.30             | $77662717.48            |
| 2025-09-05 | $93049756.03              | $29433460.18            |
| 2025-09-08 | $63970099.37              | $18541233.99            |
| 2025-09-09 | $71793342.31              | $38701442.34            |
| 2025-09-10 | $45434828.64              | $28372175.76            |
| 2025-09-11 | $61372352.28              | $21929570.39            |
| 2025-09-12 | $140456951.51             | $84075727.17            |
| 2025-09-15 | $91536398.47              | $248882441.48           |
| 2025-09-16 | $83090247.94              | $16094434.60            |
| 2025-09-17 | $18160663.81              | $94762638.98            |
| 2025-09-18 | $56493274.48              | $20499193.36            |
| 2025-09-19 | $109104504.18             | $37186832.34            |
| 2025-09-22 | $44561510.20              | $43532070.17            |
| 2025-09-23 | $29916383.18              | $34043012.48            |
| 2025-09-24 | $37294909.66              | $118745497.90           |
| 2025-09-25 | $50736888.23              | $41469207.56            |
| 2025-09-26 | $24310576.41              | $183030007.65           |
| 2025-09-29 | $48777636.54              | $42818307.96            |
| 2025-09-30 | $59219882.04              | $70851474.43            |

**Total Gross Subscriptions (Month):** $1486942609.78

**Total Gross Redemptions (Month):** $1341622883.01

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-09-02 | 3.9300%           |
| 2025-09-03 | 3.9300%           |
| 2025-09-04 | 3.9300%           |
| 2025-09-05 | 3.9300%           |
| 2025-09-08 | 3.9300%           |
| 2025-09-09 | 3.9300%           |
| 2025-09-10 | 3.9300%           |
| 2025-09-11 | 3.9300%           |
| 2025-09-12 | 3.9300%           |
| 2025-09-15 | 3.9300%           |
| 2025-09-16 | 3.9300%           |
| 2025-09-17 | 3.9200%           |
| 2025-09-18 | 3.9100%           |
| 2025-09-19 | 3.8500%           |
| 2025-09-22 | 3.8300%           |
| 2025-09-23 | 3.8100%           |
| 2025-09-24 | 3.7900%           |
| 2025-09-25 | 3.7900%           |
| 2025-09-26 | 3.7900%           |
| 2025-09-29 | 3.7900%           |
| 2025-09-30 | 3.7900%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 0.0000%          | 90.7000%             |
| Depository institution or other banking institution |  | 0.0000%          | 8.7400%              |
| Non-financial corporation                           |  | 0.0000%          | 0.1200%              |
| Non-profit                                          |  | 0.0000%          | 0.0100%              |
| Other                                               | Other            | 0.0000%          | 0.4200%              |
| Pension plan                                        |  | 0.0000%          | 0.2100%              |
| Retail investor                                     |  | 0.0100%          | 0.0900%              |

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

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $3767186797.63

- **Number of Shares Outstanding:** 3767293906.9400

- **Expense Reimbursement/Waiver:** 120299.40

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-09-02 | 1.0001          |
|  |  |
| 2025-09-03 | 1.0001          |
|  |  |
| 2025-09-04 | 1.0002          |
|  |  |
| 2025-09-05 | 1.0002          |
|  |  |
| 2025-09-08 | 1.0002          |
|  |  |
| 2025-09-09 | 1.0002          |
|  |  |
| 2025-09-10 | 1.0002          |
|  |  |
| 2025-09-11 | 1.0002          |
|  |  |
| 2025-09-12 | 1.0001          |
|  |  |
| 2025-09-15 | 1.0002          |
|  |  |
| 2025-09-16 | 1.0002          |
|  |  |
| 2025-09-17 | 1.0002          |
|  |  |
| 2025-09-18 | 1.0002          |
|  |  |
| 2025-09-19 | 1.0002          |
|  |  |
| 2025-09-22 | 1.0001          |
|  |  |
| 2025-09-23 | 1.0002          |
|  |  |
| 2025-09-24 | 1.0001          |
|  |  |
| 2025-09-25 | 1.0001          |
|  |  |
| 2025-09-26 | 1.0001          |
|  |  |
| 2025-09-29 | 1.0001          |
|  |  |
| 2025-09-30 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-09-02 | $54358763.35              | $23847744.52            |
| 2025-09-03 | $80925129.63              | $29072819.68            |
| 2025-09-04 | $15000845.88              | $32151901.45            |
| 2025-09-05 | $39559664.46              | $52443234.05            |
| 2025-09-08 | $11589396.77              | $29563407.74            |
| 2025-09-09 | $21483901.59              | $18408645.68            |
| 2025-09-10 | $26593740.80              | $34065390.81            |
| 2025-09-11 | $26414228.73              | $23624748.40            |
| 2025-09-12 | $109784544.92             | $35825103.61            |
| 2025-09-15 | $29927219.03              | $31302223.60            |
| 2025-09-16 | $52294510.94              | $28306320.75            |
| 2025-09-17 | $55619763.72              | $51593197.63            |
| 2025-09-18 | $49456134.96              | $35048076.20            |
| 2025-09-19 | $33591061.56              | $19014335.52            |
| 2025-09-22 | $47374584.27              | $23075548.77            |
| 2025-09-23 | $50819742.58              | $30740322.12            |
| 2025-09-24 | $21312994.87              | $49827554.31            |
| 2025-09-25 | $32901571.63              | $41496285.70            |
| 2025-09-26 | $42075602.79              | $21970793.97            |
| 2025-09-29 | $18750146.99              | $25862211.97            |
| 2025-09-30 | $59708153.17              | $16157295.54            |

**Total Gross Subscriptions (Month):** $879541702.64

**Total Gross Redemptions (Month):** $653397162.02

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-09-02 | 4.0800%           |
| 2025-09-03 | 4.0700%           |
| 2025-09-04 | 4.0700%           |
| 2025-09-05 | 4.0800%           |
| 2025-09-08 | 4.0800%           |
| 2025-09-09 | 4.0800%           |
| 2025-09-10 | 4.0800%           |
| 2025-09-11 | 4.0800%           |
| 2025-09-12 | 4.0700%           |
| 2025-09-15 | 4.0800%           |
| 2025-09-16 | 4.0800%           |
| 2025-09-17 | 4.0700%           |
| 2025-09-18 | 4.0600%           |
| 2025-09-19 | 4.0000%           |
| 2025-09-22 | 3.9700%           |
| 2025-09-23 | 3.9500%           |
| 2025-09-24 | 3.9400%           |
| 2025-09-25 | 3.9300%           |
| 2025-09-26 | 3.9400%           |
| 2025-09-29 | 3.9400%           |
| 2025-09-30 | 3.9400%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 0.0000%          | 74.1000%             |
| Depository institution or other banking institution |  | 0.0000%          | 26.0900%             |
| Non-financial corporation                           |  | 0.0000%          | 0.0000%              |
| Other                                               | Other            | 0.0000%          | 0.0200%              |
| Pension plan                                        |  | 0.0000%          | 0.0300%              |
| Retail investor                                     |  | 0.0000%          | 0.0000%              |

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

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $2982953123.30

- **Number of Shares Outstanding:** 2982981954.8000

- **Expense Reimbursement/Waiver:** 89733.02

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-09-02 | 1.0001          |
|  |  |
| 2025-09-03 | 1.0001          |
|  |  |
| 2025-09-04 | 1.0002          |
|  |  |
| 2025-09-05 | 1.0002          |
|  |  |
| 2025-09-08 | 1.0002          |
|  |  |
| 2025-09-09 | 1.0002          |
|  |  |
| 2025-09-10 | 1.0002          |
|  |  |
| 2025-09-11 | 1.0002          |
|  |  |
| 2025-09-12 | 1.0001          |
|  |  |
| 2025-09-15 | 1.0002          |
|  |  |
| 2025-09-16 | 1.0002          |
|  |  |
| 2025-09-17 | 1.0002          |
|  |  |
| 2025-09-18 | 1.0002          |
|  |  |
| 2025-09-19 | 1.0002          |
|  |  |
| 2025-09-22 | 1.0001          |
|  |  |
| 2025-09-23 | 1.0002          |
|  |  |
| 2025-09-24 | 1.0001          |
|  |  |
| 2025-09-25 | 1.0001          |
|  |  |
| 2025-09-26 | 1.0001          |
|  |  |
| 2025-09-29 | 1.0001          |
|  |  |
| 2025-09-30 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-09-02 | $69548481.03              | $2620706.39             |
| 2025-09-03 | $31376144.72              | $36377143.44            |
| 2025-09-04 | $5419713.19               | $30748131.37            |
| 2025-09-05 | $143575975.40             | $45587432.11            |
| 2025-09-08 | $13482783.65              | $17573463.65            |
| 2025-09-09 | $14410546.35              | $20381144.60            |
| 2025-09-10 | $12525696.40              | $42930507.11            |
| 2025-09-11 | $57094802.83              | $172794299.41           |
| 2025-09-12 | $27182520.79              | $25776250.69            |
| 2025-09-15 | $29318963.33              | $74218828.54            |
| 2025-09-16 | $26975317.59              | $12311688.53            |
| 2025-09-17 | $8850801.12               | $26530552.53            |
| 2025-09-18 | $9527277.08               | $14535011.68            |
| 2025-09-19 | $48981771.82              | $16927259.12            |
| 2025-09-22 | $17860821.22              | $3949577.65             |
| 2025-09-23 | $217067522.09             | $18509052.40            |
| 2025-09-24 | $180327175.41             | $17330726.38            |
| 2025-09-25 | $599685751.56             | $4994684.09             |
| 2025-09-26 | $299364849.60             | $81381299.51            |
| 2025-09-29 | $57287626.79              | $343748261.08           |
| 2025-09-30 | $123639082.36             | $507022560.88           |

**Total Gross Subscriptions (Month):** $1993503624.33

**Total Gross Redemptions (Month):** $1516248581.16

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-09-02 | 3.7800%           |
| 2025-09-03 | 3.7800%           |
| 2025-09-04 | 3.7800%           |
| 2025-09-05 | 3.7800%           |
| 2025-09-08 | 3.7800%           |
| 2025-09-09 | 3.7800%           |
| 2025-09-10 | 3.7800%           |
| 2025-09-11 | 3.7800%           |
| 2025-09-12 | 3.7800%           |
| 2025-09-15 | 3.7800%           |
| 2025-09-16 | 3.7800%           |
| 2025-09-17 | 3.7700%           |
| 2025-09-18 | 3.7600%           |
| 2025-09-19 | 3.7000%           |
| 2025-09-22 | 3.6800%           |
| 2025-09-23 | 3.6600%           |
| 2025-09-24 | 3.6400%           |
| 2025-09-25 | 3.6400%           |
| 2025-09-26 | 3.6400%           |
| 2025-09-29 | 3.6400%           |
| 2025-09-30 | 3.6400%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 0.0000%          | 36.3700%             |
| Depository institution or other banking institution |  | 0.0000%          | 60.4300%             |
| Insurance company                                   |  | 0.0000%          | 0.0300%              |
| Non-financial corporation                           |  | 0.0000%          | 0.0400%              |
| Other                                               | Other            | 0.0000%          | 3.1800%              |
| Pension plan                                        |  | 0.0000%          | 0.0200%              |
| Retail investor                                     |  | 0.0000%          | 0.0500%              |

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

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $5955065558.66

- **Number of Shares Outstanding:** 5955169563.6500

- **Expense Reimbursement/Waiver:** 191345.04

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-09-02 | 1.0001          |
|  |  |
| 2025-09-03 | 1.0001          |
|  |  |
| 2025-09-04 | 1.0002          |
|  |  |
| 2025-09-05 | 1.0002          |
|  |  |
| 2025-09-08 | 1.0002          |
|  |  |
| 2025-09-09 | 1.0002          |
|  |  |
| 2025-09-10 | 1.0002          |
|  |  |
| 2025-09-11 | 1.0002          |
|  |  |
| 2025-09-12 | 1.0001          |
|  |  |
| 2025-09-15 | 1.0002          |
|  |  |
| 2025-09-16 | 1.0002          |
|  |  |
| 2025-09-17 | 1.0002          |
|  |  |
| 2025-09-18 | 1.0002          |
|  |  |
| 2025-09-19 | 1.0002          |
|  |  |
| 2025-09-22 | 1.0001          |
|  |  |
| 2025-09-23 | 1.0002          |
|  |  |
| 2025-09-24 | 1.0001          |
|  |  |
| 2025-09-25 | 1.0001          |
|  |  |
| 2025-09-26 | 1.0001          |
|  |  |
| 2025-09-29 | 1.0001          |
|  |  |
| 2025-09-30 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-09-02 | $19480710.65              | $57040637.91            |
| 2025-09-03 | $114867689.87             | $2145634.26             |
| 2025-09-04 | $3239766.76               | $44984392.15            |
| 2025-09-05 | $31579711.08              | $10364898.76            |
| 2025-09-08 | $4888124.24               | $30003337.69            |
| 2025-09-09 | $25532059.59              | $4172412.48             |
| 2025-09-10 | $67471064.48              | $4914784.30             |
| 2025-09-11 | $3800972.09               | $78156390.80            |
| 2025-09-12 | $32420903.26              | $1803337.60             |
| 2025-09-15 | $15934480.15              | $30923065.14            |
| 2025-09-16 | $24105626.53              | $64539836.42            |
| 2025-09-17 | $98385983.95              | $10236667.23            |
| 2025-09-18 | $8234248.17               | $89650646.57            |
| 2025-09-19 | $48630962.59              | $17722444.80            |
| 2025-09-22 | $5591083.52               | $59669286.29            |
| 2025-09-23 | $16115411.25              | $20757739.81            |
| 2025-09-24 | $48820708.32              | $6862529.20             |
| 2025-09-25 | $34237676.24              | $65956121.18            |
| 2025-09-26 | $28578233.38              | $13344122.35            |
| 2025-09-29 | $3929900.71               | $51637837.42            |
| 2025-09-30 | $99112230.81              | $16413973.10            |

**Total Gross Subscriptions (Month):** $734957547.64

**Total Gross Redemptions (Month):** $681300095.46

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-09-02 | 3.3800%           |
| 2025-09-03 | 3.3800%           |
| 2025-09-04 | 3.3800%           |
| 2025-09-05 | 3.3800%           |
| 2025-09-08 | 3.3800%           |
| 2025-09-09 | 3.3800%           |
| 2025-09-10 | 3.3800%           |
| 2025-09-11 | 3.3800%           |
| 2025-09-12 | 3.3800%           |
| 2025-09-15 | 3.3800%           |
| 2025-09-16 | 3.3800%           |
| 2025-09-17 | 3.3700%           |
| 2025-09-18 | 3.3600%           |
| 2025-09-19 | 3.3000%           |
| 2025-09-22 | 3.2800%           |
| 2025-09-23 | 3.2600%           |
| 2025-09-24 | 3.2400%           |
| 2025-09-25 | 3.2400%           |
| 2025-09-26 | 3.2400%           |
| 2025-09-29 | 3.2400%           |
| 2025-09-30 | 3.2400%           |

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

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

- **Minimum Initial Investment:** $2500.00

- **Net Assets of Class:** $9854469344.91

- **Number of Shares Outstanding:** 9854598919.8100

- **Expense Reimbursement/Waiver:** 320067.95

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-09-02 | 1.0001          |
|  |  |
| 2025-09-03 | 1.0001          |
|  |  |
| 2025-09-04 | 1.0002          |
|  |  |
| 2025-09-05 | 1.0002          |
|  |  |
| 2025-09-08 | 1.0002          |
|  |  |
| 2025-09-09 | 1.0002          |
|  |  |
| 2025-09-10 | 1.0002          |
|  |  |
| 2025-09-11 | 1.0002          |
|  |  |
| 2025-09-12 | 1.0001          |
|  |  |
| 2025-09-15 | 1.0002          |
|  |  |
| 2025-09-16 | 1.0002          |
|  |  |
| 2025-09-17 | 1.0002          |
|  |  |
| 2025-09-18 | 1.0002          |
|  |  |
| 2025-09-19 | 1.0002          |
|  |  |
| 2025-09-22 | 1.0001          |
|  |  |
| 2025-09-23 | 1.0002          |
|  |  |
| 2025-09-24 | 1.0001          |
|  |  |
| 2025-09-25 | 1.0001          |
|  |  |
| 2025-09-26 | 1.0001          |
|  |  |
| 2025-09-29 | 1.0001          |
|  |  |
| 2025-09-30 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-09-02 | $38564536.96              | $70217263.73            |
| 2025-09-03 | $99894327.93              | $5433622.67             |
| 2025-09-04 | $2439193.18               | $3526077.83             |
| 2025-09-05 | $96207569.13              | $17814865.18            |
| 2025-09-08 | $2164835.65               | $1045715.62             |
| 2025-09-09 | $11331124.05              | $5905958.95             |
| 2025-09-10 | $1360306.11               | $44203616.66            |
| 2025-09-11 | $8536934.96               | $6548134.42             |
| 2025-09-12 | $18663617.39              | $18203449.82            |
| 2025-09-15 | $827175.68                | $27420478.94            |
| 2025-09-16 | $97482191.81              | $17992946.12            |
| 2025-09-17 | $6574206.90               | $47272549.20            |
| 2025-09-18 | $1520032.00               | $23968930.45            |
| 2025-09-19 | $16552441.76              | $23298922.99            |
| 2025-09-22 | $5735757.61               | $11271327.24            |
| 2025-09-23 | $22765192.45              | $25554146.63            |
| 2025-09-24 | $60132710.13              | $16311737.07            |
| 2025-09-25 | $11736804.14              | $14118239.62            |
| 2025-09-26 | $157409094.43             | $29643212.84            |
| 2025-09-29 | $22642977.07              | $5889372.20             |
| 2025-09-30 | $96305361.49              | $114256312.79           |

**Total Gross Subscriptions (Month):** $778846390.83

**Total Gross Redemptions (Month):** $529896880.97

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-09-02 | 3.9300%           |
| 2025-09-03 | 3.9300%           |
| 2025-09-04 | 3.9300%           |
| 2025-09-05 | 3.9300%           |
| 2025-09-08 | 3.9300%           |
| 2025-09-09 | 3.9300%           |
| 2025-09-10 | 3.9300%           |
| 2025-09-11 | 3.9300%           |
| 2025-09-12 | 3.9300%           |
| 2025-09-15 | 3.9300%           |
| 2025-09-16 | 3.9300%           |
| 2025-09-17 | 3.9200%           |
| 2025-09-18 | 3.9100%           |
| 2025-09-19 | 3.8500%           |
| 2025-09-22 | 3.8300%           |
| 2025-09-23 | 3.8100%           |
| 2025-09-24 | 3.7900%           |
| 2025-09-25 | 3.7900%           |
| 2025-09-26 | 3.7900%           |
| 2025-09-29 | 3.7900%           |
| 2025-09-30 | 3.7900%           |

**Beneficial/Record Owner Categories**
| Category                                                                    | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                                               |  | 0.0000%          | 99.2400%             |
| Depository institution or other banking institution                         |  | 0.0000%          | 0.0300%              |
| Non-financial corporation                                                   |  | 0.0400%          | 0.0000%              |
| Non-profit                                                                  |  | 0.0000%          | 0.0000%              |
| Other                                                                       | Other            | 0.0200%          | 0.0000%              |
| Pension plan                                                                |  | 0.5200%          | 0.0200%              |
| Retail investor                                                             |  | 0.3900%          | 0.0500%              |
| State or municipal government entity (excluding governmental pension plans) |  | 0.0000%          | 0.0000%              |

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

- **Minimum Initial Investment:** $50000000.00

- **Net Assets of Class:** $5122839852.33

- **Number of Shares Outstanding:** 5122942911.3700

- **Expense Reimbursement/Waiver:** 173474.48

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-09-02 | 1.0001          |
|  |  |
| 2025-09-03 | 1.0001          |
|  |  |
| 2025-09-04 | 1.0002          |
|  |  |
| 2025-09-05 | 1.0002          |
|  |  |
| 2025-09-08 | 1.0002          |
|  |  |
| 2025-09-09 | 1.0002          |
|  |  |
| 2025-09-10 | 1.0002          |
|  |  |
| 2025-09-11 | 1.0002          |
|  |  |
| 2025-09-12 | 1.0001          |
|  |  |
| 2025-09-15 | 1.0002          |
|  |  |
| 2025-09-16 | 1.0002          |
|  |  |
| 2025-09-17 | 1.0002          |
|  |  |
| 2025-09-18 | 1.0002          |
|  |  |
| 2025-09-19 | 1.0002          |
|  |  |
| 2025-09-22 | 1.0001          |
|  |  |
| 2025-09-23 | 1.0002          |
|  |  |
| 2025-09-24 | 1.0001          |
|  |  |
| 2025-09-25 | 1.0001          |
|  |  |
| 2025-09-26 | 1.0001          |
|  |  |
| 2025-09-29 | 1.0001          |
|  |  |
| 2025-09-30 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-09-02 | $74618793.29              | $46809485.29            |
| 2025-09-03 | $1075305156.83            | $25617650.00            |
| 2025-09-04 | $2027037.04               | $1034141188.02          |
| 2025-09-05 | $340000.00                | $89041889.54            |
| 2025-09-08 | $101946211.27             | $33933943.63            |
| 2025-09-09 | $214781003.03             | $2380000.00             |
| 2025-09-10 | $120032416.71             | $208591693.36           |
| 2025-09-11 | $105739779.73             | $75075457.91            |
| 2025-09-12 | $0.00                     | $319510725.95           |
| 2025-09-15 | $128644699.35             | $237250298.68           |
| 2025-09-16 | $171039848.30             | $179713.06              |
| 2025-09-17 | $0.00                     | $217301184.24           |
| 2025-09-18 | $179679656.31             | $45604945.74            |
| 2025-09-19 | $93865168.99              | $700692.22              |
| 2025-09-22 | $168122268.56             | $132723891.43           |
| 2025-09-23 | $124381600.35             | $89731729.93            |
| 2025-09-24 | $166376762.95             | $100704402.01           |
| 2025-09-25 | $9011749.31               | $47878696.81            |
| 2025-09-26 | $6500000.00               | $244255936.69           |
| 2025-09-29 | $1750000.00               | $176010078.01           |
| 2025-09-30 | $349459682.26             | $149830933.35           |

**Total Gross Subscriptions (Month):** $3093621834.28

**Total Gross Redemptions (Month):** $3277274535.87

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-09-02 | 4.1800%           |
| 2025-09-03 | 4.1800%           |
| 2025-09-04 | 4.1800%           |
| 2025-09-05 | 4.1800%           |
| 2025-09-08 | 4.1800%           |
| 2025-09-09 | 4.1800%           |
| 2025-09-10 | 4.1800%           |
| 2025-09-11 | 4.1800%           |
| 2025-09-12 | 4.1800%           |
| 2025-09-15 | 4.1800%           |
| 2025-09-16 | 4.1800%           |
| 2025-09-17 | 4.1700%           |
| 2025-09-18 | 4.1600%           |
| 2025-09-19 | 4.1000%           |
| 2025-09-22 | 4.0800%           |
| 2025-09-23 | 4.0600%           |
| 2025-09-24 | 4.0400%           |
| 2025-09-25 | 4.0400%           |
| 2025-09-26 | 4.0400%           |
| 2025-09-29 | 4.0400%           |
| 2025-09-30 | 4.0400%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 0.0000%          | 2.7900%              |
| Depository institution or other banking institution |  | 0.0000%          | 92.8800%             |
| Non-financial corporation                           |  | 0.0000%          | 4.3300%              |
| Other                                               | Other            | 0.0000%          | 0.0200%              |

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

- **Minimum Initial Investment:** $50000000.00

- **Net Assets of Class:** $2644265331.79

- **Number of Shares Outstanding:** 2644290630.5200

- **Expense Reimbursement/Waiver:** 101473.60

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-09-02 | 1.0001          |
|  |  |
| 2025-09-03 | 1.0001          |
|  |  |
| 2025-09-04 | 1.0002          |
|  |  |
| 2025-09-05 | 1.0002          |
|  |  |
| 2025-09-08 | 1.0002          |
|  |  |
| 2025-09-09 | 1.0002          |
|  |  |
| 2025-09-10 | 1.0002          |
|  |  |
| 2025-09-11 | 1.0002          |
|  |  |
| 2025-09-12 | 1.0001          |
|  |  |
| 2025-09-15 | 1.0002          |
|  |  |
| 2025-09-16 | 1.0002          |
|  |  |
| 2025-09-17 | 1.0002          |
|  |  |
| 2025-09-18 | 1.0002          |
|  |  |
| 2025-09-19 | 1.0002          |
|  |  |
| 2025-09-22 | 1.0001          |
|  |  |
| 2025-09-23 | 1.0002          |
|  |  |
| 2025-09-24 | 1.0001          |
|  |  |
| 2025-09-25 | 1.0001          |
|  |  |
| 2025-09-26 | 1.0001          |
|  |  |
| 2025-09-29 | 1.0001          |
|  |  |
| 2025-09-30 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-09-02 | $281641930.00             | $0.00                   |
| 2025-09-03 | $125913833.06             | $889538.20              |
| 2025-09-04 | $77188577.56              | $0.00                   |
| 2025-09-05 | $0.00                     | $60374044.04            |
| 2025-09-08 | $0.00                     | $13521680.60            |
| 2025-09-09 | $22766626.42              | $32461051.55            |
| 2025-09-10 | $94636505.81              | $0.00                   |
| 2025-09-11 | $0.00                     | $25958816.42            |
| 2025-09-12 | $0.00                     | $20009207.37            |
| 2025-09-15 | $8574942.12               | $0.00                   |
| 2025-09-16 | $254875.72                | $3233591.43             |
| 2025-09-17 | $0.00                     | $27300341.58            |
| 2025-09-18 | $0.00                     | $155441979.59           |
| 2025-09-19 | $12717864.04              | $250000000.00           |
| 2025-09-22 | $4844094.10               | $50000000.00            |
| 2025-09-23 | $0.00                     | $26557408.87            |
| 2025-09-24 | $0.00                     | $382932.82              |
| 2025-09-25 | $0.00                     | $10055208.43            |
| 2025-09-26 | $0.00                     | $5372047.35             |
| 2025-09-29 | $0.00                     | $7657101.94             |
| 2025-09-30 | $1715618.51               | $150000000.00           |

**Total Gross Subscriptions (Month):** $630254867.34

**Total Gross Redemptions (Month):** $839214950.19

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-09-02 | 4.1800%           |
| 2025-09-03 | 4.1800%           |
| 2025-09-04 | 4.1800%           |
| 2025-09-05 | 4.1800%           |
| 2025-09-08 | 4.1800%           |
| 2025-09-09 | 4.1800%           |
| 2025-09-10 | 4.1800%           |
| 2025-09-11 | 4.1800%           |
| 2025-09-12 | 4.1800%           |
| 2025-09-15 | 4.1800%           |
| 2025-09-16 | 4.1800%           |
| 2025-09-17 | 4.1700%           |
| 2025-09-18 | 4.1600%           |
| 2025-09-19 | 4.1000%           |
| 2025-09-22 | 4.0800%           |
| 2025-09-23 | 4.0600%           |
| 2025-09-24 | 4.0400%           |
| 2025-09-25 | 4.0400%           |
| 2025-09-26 | 4.0400%           |
| 2025-09-29 | 4.0400%           |
| 2025-09-30 | 4.0400%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 0.0000%          | 0.0000%              |
| Depository institution or other banking institution |  | 0.0000%          | 96.2200%             |
| Non-financial corporation                           |  | 0.0000%          | 3.7800%              |

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

- **Minimum Initial Investment:** $25000.00

- **Net Assets of Class:** $40001.09

- **Number of Shares Outstanding:** 40000.0000

- **Expense Reimbursement/Waiver:** 3.28

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-09-02 | 1.0001          |
|  |  |
| 2025-09-03 | 1.0001          |
|  |  |
| 2025-09-04 | 1.0002          |
|  |  |
| 2025-09-05 | 1.0002          |
|  |  |
| 2025-09-08 | 1.0002          |
|  |  |
| 2025-09-09 | 1.0002          |
|  |  |
| 2025-09-10 | 1.0002          |
|  |  |
| 2025-09-11 | 1.0002          |
|  |  |
| 2025-09-12 | 1.0001          |
|  |  |
| 2025-09-15 | 1.0002          |
|  |  |
| 2025-09-16 | 1.0002          |
|  |  |
| 2025-09-17 | 1.0002          |
|  |  |
| 2025-09-18 | 1.0002          |
|  |  |
| 2025-09-19 | 1.0002          |
|  |  |
| 2025-09-22 | 1.0001          |
|  |  |
| 2025-09-23 | 1.0002          |
|  |  |
| 2025-09-24 | 1.0001          |
|  |  |
| 2025-09-25 | 1.0001          |
|  |  |
| 2025-09-26 | 1.0001          |
|  |  |
| 2025-09-29 | 1.0001          |
|  |  |
| 2025-09-30 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-09-02 | $0.00                     | $0.00                   |
| 2025-09-03 | $0.00                     | $0.00                   |
| 2025-09-04 | $0.00                     | $0.00                   |
| 2025-09-05 | $0.00                     | $0.00                   |
| 2025-09-08 | $0.00                     | $0.00                   |
| 2025-09-09 | $0.00                     | $0.00                   |
| 2025-09-10 | $0.00                     | $0.00                   |
| 2025-09-11 | $0.00                     | $0.00                   |
| 2025-09-12 | $0.00                     | $0.00                   |
| 2025-09-15 | $0.00                     | $0.00                   |
| 2025-09-16 | $0.00                     | $0.00                   |
| 2025-09-17 | $0.00                     | $0.00                   |
| 2025-09-18 | $0.00                     | $0.00                   |
| 2025-09-19 | $0.00                     | $0.00                   |
| 2025-09-22 | $0.00                     | $0.00                   |
| 2025-09-23 | $0.00                     | $0.00                   |
| 2025-09-24 | $0.00                     | $0.00                   |
| 2025-09-25 | $0.00                     | $0.00                   |
| 2025-09-26 | $0.00                     | $0.00                   |
| 2025-09-29 | $0.00                     | $0.00                   |
| 2025-09-30 | $0.00                     | $0.00                   |

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

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-09-02 | 3.8600%           |
| 2025-09-03 | 3.8600%           |
| 2025-09-04 | 3.8600%           |
| 2025-09-05 | 3.8600%           |
| 2025-09-08 | 3.8700%           |
| 2025-09-09 | 3.8700%           |
| 2025-09-10 | 3.8700%           |
| 2025-09-11 | 3.8700%           |
| 2025-09-12 | 3.8600%           |
| 2025-09-15 | 3.8600%           |
| 2025-09-16 | 3.8600%           |
| 2025-09-17 | 3.8600%           |
| 2025-09-18 | 3.8500%           |
| 2025-09-19 | 3.7900%           |
| 2025-09-22 | 3.7600%           |
| 2025-09-23 | 3.7500%           |
| 2025-09-24 | 3.7300%           |
| 2025-09-25 | 3.7200%           |
| 2025-09-26 | 3.7400%           |
| 2025-09-29 | 3.7400%           |
| 2025-09-30 | 3.7500%           |

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

## Part C: Schedule of Portfolio Securities

### Security 1: ABN AMRO BANK NV

- **C.1 - Title:** ABN AMRO BANK NV
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM6A7U32, C.3 - LEI: 894500815LOLO4M5QL67
- **C.18 - Value (incl. sponsor support):** $10000000.00
- **C.18.a - Value (excl. sponsor support):** $10000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** FITCH'S RATING: F1; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips) | 2028-08-15      | 2.8750%  | 2.8750% | $144913.33         | $142388.76         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-11-15      | 3.1250%  | 3.1250% | $363921.33         | $362483.75         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-01-15      | 0.3750%  | 0.3750% | $326666.66         | $433717.72         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-05-15      | 0.6250%  | 0.6250% | $1622862.00        | $1414205.35        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-08-15      | 0.6250%  | 0.6250% | $42.00             | $36.23             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-09-30      | 0.3750%  | 0.3750% | $333333.33         | $312536.00         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-07-31      | 1.0000%  | 1.0000% | $1718743.33        | $1599999.84        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-08-15      | 1.2500%  | 1.2500% | $262197.33         | $227194.90         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-11-15      | 1.3750%  | 1.3750% | $506710.00         | $441172.76         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-05-31      | 3.7500%  | 3.7500% | $262758.66         | $266135.11         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-10-15      | 4.6250%  | 4.6250% | $165870.00         | $170922.31         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-10-31      | 4.8750%  | 4.8750% | $43248.00          | $45649.92          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-10-31      | 4.8750%  | 4.8750% | $71258.00          | $76335.01          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-11-15      | 4.5000%  | 4.5000% | $1521990.00        | $1599999.59        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-11-30      | 4.3750%  | 4.3750% | $18182.66          | $18959.30          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-11-30      | 4.3750%  | 4.3750% | $229998.66         | $238231.08         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-12-15      | 4.3750%  | 4.3750% | $98638.66          | $100659.40         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-12-31      | 3.7500%  | 3.7500% | $610722.66         | $615660.35         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-01-31      | 4.0000%  | 4.0000% | $82707.33          | $84121.49          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-01-31      | 4.0000%  | 4.0000% | $6666.66           | $6779.53           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-02-15      | 4.1250%  | 4.1250% | $106666.66         | $107804.40         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-02-28      | 4.2500%  | 4.2500% | $17.33             | $17.78             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-02-28      | 4.2500%  | 4.2500% | $4200.66           | $4293.72           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-03-15      | 4.2500%  | 4.2500% | $70910.66          | $71597.86          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-03-31      | 4.1250%  | 4.1250% | $153333.33         | $155609.41         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-04-30      | 4.6250%  | 4.6250% | $90410.66          | $95846.96          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-04-30      | 4.6250%  | 4.6250% | $128760.66         | $135300.02         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-05-15      | 4.5000%  | 4.5000% | $241210.66         | $248344.47         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-05-31      | 4.6250%  | 4.6250% | $100000.00         | $105635.46         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-06-30      | 4.2500%  | 4.2500% | $86188.66          | $88784.23          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-06-30      | 4.6250%  | 4.6250% | $86666.66          | $88190.48          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-08-15      | 3.8750%  | 3.8750% | $1.33              | $1.32              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-10-31      | 4.1250%  | 4.1250% | $174896.66         | $178592.25         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-11-15      | 4.2500%  | 4.2500% | $57704.66          | $59311.59          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-02-15      | 4.6250%  | 4.6250% | $624050.00         | $652619.78         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-05-15      | 4.2500%  | 4.2500% | $49591.33          | $50862.23          | U.S. Treasuries (including strips) |

### Security 2: BANCO SANTANDER SA

- **C.1 - Title:** BANCO SANTANDER SA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM6A7U57, C.3 - LEI: 5493006QMFDDMYWIAM13
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** FITCH'S RATING: F1; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips) | 2025-10-02      | 0.0000%  | 0.0000% | $100.00            | $99.98             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-10-30      | 0.0000%  | 0.0000% | $100.00            | $99.67             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-11-15      | 2.7500%  | 2.7500% | $1413100.00        | $1110205.54        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-05-15      | 2.8750%  | 2.8750% | $294700.00         | $234190.79         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2046-05-15      | 2.5000%  | 2.5000% | $11218200.00       | $7999956.43        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2048-02-15      | 3.0000%  | 3.0000% | $10525000.00       | $7999968.29        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2049-11-15      | 2.3750%  | 2.3750% | $300000.00         | $199401.67         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2050-02-15      | 2.0000%  | 2.0000% | $100.00            | $60.15             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2050-05-15      | 1.2500%  | 1.2500% | $100.00            | $49.62             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2050-08-15      | 1.3750%  | 1.3750% | $100.00            | $50.57             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2050-11-15      | 1.6250%  | 1.6250% | $5251800.00        | $2857009.39        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2051-05-15      | 2.3750%  | 2.3750% | $2925000.00        | $1913617.63        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2052-11-15      | 4.0000%  | 4.0000% | $8872100.00        | $7999928.20        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-11-15      | 4.0000%  | 4.0000% | $8505100.00        | $7999956.59        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-02-15      | 3.8750%  | 3.8750% | $145200.00         | $132672.54         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2053-05-15      | 3.6250%  | 3.6250% | $250000.00         | $210354.18         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-05-15      | 3.8750%  | 3.8750% | $1019600.00        | $939817.57         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2053-08-15      | 4.1250%  | 4.1250% | $1085100.00        | $988943.04         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2054-02-15      | 4.2500%  | 4.2500% | $8596300.00        | $7999944.58        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-02-15      | 4.5000%  | 4.5000% | $1000.00           | $985.14            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2054-08-15      | 4.2500%  | 4.2500% | $2311900.00        | $2152174.29        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-11-15      | 4.6250%  | 4.6250% | $258200.00         | $260582.60         | U.S. Treasuries (including strips) |

### Security 3: BANCO SANTANDER SA/NY

- **C.1 - Title:** BANCO SANTANDER SA/NY
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM6A7W55, C.3 - LEI: 5493006QMFDDMYWIAM13
- **C.18 - Value (incl. sponsor support):** $450000000.00
- **C.18.a - Value (excl. sponsor support):** $450000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** FITCH'S RATING: F1; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips)                          | 2026-01-15      | 0.6250%  | 0.6250% | $1632600.00        | $2216257.73        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2025-10-15      | 0.1250%  | 0.1250% | $6600000.00        | $8217759.82        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2026-10-15      | 0.1250%  | 0.1250% | $300000.00         | $352808.39         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2030-04-15      | 1.6250%  | 1.6250% | $5307600.00        | $5510456.03        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2035-07-15      | 1.8750%  | 1.8750% | $24291700.00       | $24749077.34       | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2032-12-01      | 6.5000%  | 6.5000% | $1740000.00        | $16681.24          | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2032-10-01      | 4.0000%  | 4.0000% | $54000.00          | $3468.93           | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2033-12-01      | 4.5000%  | 4.5000% | $20000.00          | $1437.64           | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2038-07-01      | 5.5000%  | 5.5000% | $2179324.00        | $14259.88          | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2038-08-01      | 5.5000%  | 5.5000% | $1948020.00        | $15193.23          | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2038-09-01      | 5.5000%  | 5.5000% | $2089352.00        | $14523.95          | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2041-04-01      | 4.0000%  | 4.0000% | $14000.00          | $1179.08           | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2039-03-01      | 7.0000%  | 7.0000% | $200000.00         | $8005.39           | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2045-02-01      | 4.0000%  | 4.0000% | $85000.00          | $14927.20          | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2026-01-01      | 3.5000%  | 3.5000% | $4364288.00        | $3270.64           | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2028-10-01      | 3.5000%  | 3.5000% | $1000.00           | $10.20             | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2027-05-01      | 3.5000%  | 3.5000% | $1000000.00        | $13408.47          | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2027-08-01      | 3.5000%  | 3.5000% | $1500000.00        | $7630.53           | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2030-04-01      | 3.5000%  | 3.5000% | $29000.00          | $1959.80           | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2026-12-01      | 4.5000%  | 4.5000% | $565000.00         | $2607.09           | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2032-09-01      | 3.5000%  | 3.5000% | $105000.00         | $7179.56           | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2047-12-01      | 3.0000%  | 3.0000% | $108000.00         | $16236.56          | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2048-07-01      | 5.0000%  | 5.0000% | $85000.00          | $8956.60           | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2048-10-01      | 4.0000%  | 4.0000% | $240000.00         | $17399.97          | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2049-01-01      | 5.0000%  | 5.0000% | $100000.00         | $8789.37           | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2046-04-01      | 3.0000%  | 3.0000% | $15000.00          | $1970.86           | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2046-09-01      | 3.0000%  | 3.0000% | $131012.00         | $20560.37          | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2046-10-01      | 3.0000%  | 3.0000% | $9000.00           | $1433.47           | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2029-03-01      | 3.0000%  | 3.0000% | $349000.00         | $17136.16          | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2031-03-01      | 3.0000%  | 3.0000% | $11000.00          | $1089.95           | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2032-03-01      | 2.5000%  | 2.5000% | $36000.00          | $6149.93           | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2033-07-01      | 3.0000%  | 3.0000% | $21000.00          | $1946.50           | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2030-04-01      | 4.5000%  | 4.5000% | $1248000.00        | $18980.29          | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2030-08-01      | 4.5000%  | 4.5000% | $131000.00         | $2231.98           | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2031-01-01      | 4.0000%  | 4.0000% | $46000.00          | $1549.38           | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2026-04-01      | 3.5000%  | 3.5000% | $556068.00         | $1530.31           | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2038-08-01      | 6.0000%  | 6.0000% | $400000.00         | $1787.83           | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2028-09-01      | 7.0000%  | 7.0000% | $15998975.00       | $7319.53           | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2034-02-01      | 5.0000%  | 5.0000% | $500000.00         | $4742.12           | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2030-08-01      | 3.5000%  | 3.5000% | $30000.00          | $1310.17           | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2030-09-01      | 3.5000%  | 3.5000% | $25000.00          | $3726.07           | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2030-10-01      | 3.0000%  | 3.0000% | $181715.00         | $22491.07          | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2032-09-01      | 6.0000%  | 6.0000% | $630609.00         | $2755.24           | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2034-01-01      | 6.0000%  | 6.0000% | $326500.00         | $1720.71           | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2035-04-01      | 6.0000%  | 6.0000% | $110000.00         | $1034.97           | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2035-06-01      | 6.0000%  | 6.0000% | $165000.00         | $3709.03           | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2036-10-01      | 6.0000%  | 6.0000% | $934364.00         | $22680.46          | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2036-10-01      | 6.0000%  | 6.0000% | $105000.00         | $1307.00           | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2037-05-01      | 6.0000%  | 6.0000% | $305000.00         | $1734.65           | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2032-03-01      | 6.5000%  | 6.5000% | $5943296.00        | $4467.57           | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2026-12-01      | 3.0000%  | 3.0000% | $260000.00         | $3219.49           | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2042-09-01      | 3.5000%  | 3.5000% | $150000.00         | $18401.85          | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2046-12-01      | 4.0000%  | 4.0000% | $83226.00          | $13016.11          | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2047-01-01      | 3.5000%  | 3.5000% | $36752.00          | $5640.50           | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2043-02-01      | 3.5000%  | 3.5000% | $100000.00         | $12040.62          | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2033-10-01      | 6.0000%  | 6.0000% | $3600000.00        | $19361.18          | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2042-04-01      | 3.5000%  | 3.5000% | $22000.00          | $2669.55           | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2043-01-01      | 3.5000%  | 3.5000% | $75000.00          | $8708.02           | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2038-09-01      | 3.5000%  | 3.5000% | $152248.00         | $13147.99          | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2047-12-01      | 4.0000%  | 4.0000% | $70601.00          | $9151.09           | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2032-12-01      | 6.0000%  | 6.0000% | $2658650.00        | $4207.59           | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2029-10-01      | 6.0000%  | 6.0000% | $500000.00         | $5628.59           | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2033-07-01      | 6.0000%  | 6.0000% | $357287.00         | $5286.17           | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2033-02-01      | 6.0000%  | 6.0000% | $440539.00         | $5250.48           | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2033-05-01      | 6.0000%  | 6.0000% | $125295.00         | $4356.98           | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2039-07-01      | 4.5000%  | 4.5000% | $92000.00          | $2208.87           | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2043-08-01      | 3.5000%  | 3.5000% | $100000.00         | $14197.09          | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2034-07-01      | 6.0000%  | 6.0000% | $530000.00         | $4294.99           | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2035-10-01      | 6.0000%  | 6.0000% | $141140.00         | $1876.25           | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2044-08-01      | 3.5000%  | 3.5000% | $175000.00         | $13564.20          | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2045-08-01      | 3.5000%  | 3.5000% | $18000.00          | $1778.68           | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2046-11-01      | 2.5000%  | 2.5000% | $57500.00          | $14497.14          | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2047-05-01      | 3.5000%  | 3.5000% | $26000.00          | $2734.14           | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2030-04-01      | 3.5000%  | 3.5000% | $42000.00          | $2835.36           | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2029-12-01      | 3.5000%  | 3.5000% | $133000.00         | $7269.93           | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2032-09-01      | 3.5000%  | 3.5000% | $99000.00          | $6762.18           | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2030-12-01      | 3.5000%  | 3.5000% | $296000.00         | $15058.09          | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2033-05-01      | 3.0000%  | 3.0000% | $23000.00          | $3532.88           | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2031-05-01      | 3.5000%  | 3.5000% | $15000.00          | $1600.79           | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2027-05-01      | 3.0000%  | 3.0000% | $955000.00         | $13852.03          | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2029-04-01      | 3.5000%  | 3.5000% | $397198.00         | $17526.84          | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2029-10-01      | 3.0000%  | 3.0000% | $26000.00          | $1508.61           | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2030-06-01      | 3.0000%  | 3.0000% | $23000.00          | $1987.24           | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2030-09-01      | 3.0000%  | 3.0000% | $19000.00          | $1601.44           | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2030-11-01      | 3.0000%  | 3.0000% | $37000.00          | $3331.54           | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2031-03-01      | 3.0000%  | 3.0000% | $14000.00          | $1385.75           | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2032-02-01      | 2.5000%  | 2.5000% | $31000.00          | $5204.98           | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2032-09-01      | 3.0000%  | 3.0000% | $137000.00         | $16510.44          | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2033-01-01      | 3.5000%  | 3.5000% | $8000.00           | $1099.08           | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2033-04-01      | 3.0000%  | 3.0000% | $40000.00          | $4641.62           | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2035-08-01      | 3.0000%  | 3.0000% | $135000.00         | $23952.27          | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2038-01-01      | 3.5000%  | 3.5000% | $100000.00         | $22887.66          | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2045-10-01      | 3.5000%  | 3.5000% | $19000.00          | $3510.90           | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2045-12-01      | 3.5000%  | 3.5000% | $6000.00           | $1112.02           | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2046-04-01      | 3.5000%  | 3.5000% | $23000.00          | $4111.51           | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2033-12-01      | 2.5000%  | 2.5000% | $37000.00          | $6846.56           | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2048-05-01      | 4.0000%  | 4.0000% | $8000.00           | $3471.46           | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2034-10-01      | 2.5000%  | 2.5000% | $10000.00          | $2827.83           | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2035-06-01      | 3.5000%  | 3.5000% | $5000.00           | $1353.23           | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2035-05-01      | 2.5000%  | 2.5000% | $21000.00          | $5021.07           | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2038-03-01      | 5.0000%  | 5.0000% | $10000.00          | $6188.73           | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2040-10-01      | 2.5000%  | 2.5000% | $35000.00          | $15965.60          | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2049-12-01      | 3.0000%  | 3.0000% | $16021.00          | $5695.15           | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-10-01      | 4.0000%  | 4.0000% | $20000.00          | $14909.17          | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-02-01      | 2.5000%  | 2.5000% | $13000.00          | $3204.13           | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2049-09-01      | 4.0000%  | 4.0000% | $4000.00           | $1108.51           | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-05-01      | 3.0000%  | 3.0000% | $41000.00          | $18670.85          | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-04-01      | 3.0000%  | 3.0000% | $13000.00          | $9154.39           | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2041-09-01      | 4.0000%  | 4.0000% | $53000.00          | $4815.12           | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2043-01-01      | 3.5000%  | 3.5000% | $100000.00         | $11806.25          | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2042-10-01      | 4.0000%  | 4.0000% | $100000.00         | $11445.65          | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2042-12-01      | 3.5000%  | 3.5000% | $100000.00         | $5646.25           | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2043-02-01      | 3.5000%  | 3.5000% | $100000.00         | $17934.29          | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2044-02-01      | 3.5000%  | 3.5000% | $10000.00          | $1670.27           | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2043-10-01      | 4.5000%  | 4.5000% | $433955.00         | $10445.52          | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2033-09-01      | 3.5000%  | 3.5000% | $200000.00         | $19142.80          | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2044-02-01      | 4.0000%  | 4.0000% | $98000.00          | $10405.39          | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2045-12-01      | 4.0000%  | 4.0000% | $53055.00          | $10947.76          | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2045-12-01      | 4.0000%  | 4.0000% | $68752.00          | $9987.81           | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2046-03-01      | 4.5000%  | 4.5000% | $25000.00          | $5267.62           | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2031-12-01      | 4.8040%  | 4.8040% | $6166763.00        | $6145721.32        | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2049-04-01      | 4.5000%  | 4.5000% | $100000.00         | $16509.61          | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2048-11-01      | 4.5000%  | 4.5000% | $90000.00          | $15791.17          | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2049-07-01      | 3.5000%  | 3.5000% | $100000.00         | $8313.44           | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2044-03-01      | 4.5000%  | 4.5000% | $25000.00          | $3163.46           | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2045-01-01      | 3.5000%  | 3.5000% | $48000.00          | $11960.37          | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2047-07-01      | 4.5000%  | 4.5000% | $31000.00          | $6194.36           | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2049-10-01      | 3.5000%  | 3.5000% | $60000.00          | $20996.82          | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-01-01      | 3.0000%  | 3.0000% | $40639.00          | $16654.63          | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-04-01      | 3.0000%  | 3.0000% | $4000.00           | $1136.78           | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-07-01      | 3.0000%  | 3.0000% | $10438.00          | $4847.96           | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-11-01      | 2.5000%  | 2.5000% | $25000.00          | $15712.54          | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-03-01      | 2.5000%  | 2.5000% | $40000.00          | $12380.34          | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2040-05-01      | 2.5000%  | 2.5000% | $45000.00          | $12428.65          | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-05-25      | 0.0100%  | 0.0100% | $18363936.00       | $12883495.41       | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2036-01-25      | 5.0000%  | 5.0000% | $3395076.00        | $3265705.39        | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-09-25      | 5.4060%  | 5.4060% | $5449856.00        | $5433617.78        | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-08-25      | 0.0100%  | 0.0100% | $31077440.00       | $22624600.69       | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2052-05-25      | 4.5000%  | 4.5000% | $84238000.00       | $83855222.52       | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2034-09-01      | 6.0000%  | 6.0000% | $625000.00         | $3831.75           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2026-12-01      | 6.0000%  | 6.0000% | $1400000.00        | $1868.03           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2027-03-01      | 6.0000%  | 6.0000% | $329803.00         | $1061.81           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2027-04-01      | 6.0000%  | 6.0000% | $1548658.00        | $3305.00           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-07-01      | 7.0000%  | 7.0000% | $395000.00         | $1391.38           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-02-01      | 5.5000%  | 5.5000% | $15754.00          | $54.53             | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-08-01      | 5.5000%  | 5.5000% | $4135144.00        | $17939.39          | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2038-02-01      | 6.5000%  | 6.5000% | $215000.00         | $2784.52           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2038-06-01      | 5.0000%  | 5.0000% | $1291588.00        | $21900.28          | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-03-01      | 6.0000%  | 6.0000% | $5390000.00        | $7276.93           | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2051-08-25      | 5.0000%  | 5.0000% | $5420.00           | $3350.78           | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-04-25      | 4.7000%  | 4.7000% | $19000000.00       | $19199984.05       | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2036-03-25      | 5.0000%  | 5.0000% | $12146.00          | $11901.20          | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-10-25      | 5.4000%  | 5.4000% | $23448000.00       | $23782345.03       | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-10-01      | 8.0000%  | 8.0000% | $1243.00           | $0.59              | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-11-01      | 6.0000%  | 6.0000% | $2724720.00        | $6183.68           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-03-01      | 6.0000%  | 6.0000% | $1000.00           | $2.50              | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-02-01      | 7.5000%  | 7.5000% | $558973.00         | $1318.15           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2026-01-01      | 3.5000%  | 3.5000% | $14999552.00       | $12848.93          | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2026-01-01      | 3.5000%  | 3.5000% | $2563000.00        | $2917.18           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2041-04-01      | 5.0000%  | 5.0000% | $100000.00         | $2291.51           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2026-02-01      | 4.0000%  | 4.0000% | $1200000.00        | $1638.10           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2041-03-01      | 4.0000%  | 4.0000% | $34000.00          | $1883.37           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2026-05-01      | 3.5000%  | 3.5000% | $760000.00         | $2692.22           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2041-09-01      | 4.5000%  | 4.5000% | $15000.00          | $1006.58           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-01-01      | 5.0000%  | 5.0000% | $100000.00         | $10274.84          | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-01-01      | 4.0000%  | 4.0000% | $14000.00          | $1617.24           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2041-08-01      | 5.0000%  | 5.0000% | $599000.00         | $16706.14          | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2027-10-01      | 2.5000%  | 2.5000% | $800000.00         | $22612.65          | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2027-11-01      | 3.5000%  | 3.5000% | $300000.00         | $4861.58           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-08-01      | 2.5000%  | 2.5000% | $29000.00          | $1108.34           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-09-01      | 6.0000%  | 6.0000% | $300000.00         | $22788.72          | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2034-04-01      | 4.0000%  | 4.0000% | $25000.00          | $3299.27           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2029-05-01      | 3.5000%  | 3.5000% | $292000.00         | $14045.80          | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2029-10-01      | 3.5000%  | 3.5000% | $210000.00         | $11449.35          | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2044-10-01      | 4.0000%  | 4.0000% | $13000.00          | $1970.86           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-01-01      | 4.5000%  | 4.5000% | $188000.00         | $11276.14          | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2041-01-01      | 4.0000%  | 4.0000% | $287465.00         | $19777.69          | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-04-01      | 3.5000%  | 3.5000% | $45000.00          | $3463.01           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2045-02-01      | 5.0000%  | 5.0000% | $12000.00          | $1697.21           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-11-01      | 3.5000%  | 3.5000% | $54000.00          | $5521.12           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-11-01      | 3.5000%  | 3.5000% | $237282.00         | $17704.42          | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-10-01      | 3.5000%  | 3.5000% | $13000.00          | $1321.64           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-02-01      | 3.5000%  | 3.5000% | $17000.00          | $3232.65           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-12-01      | 3.5000%  | 3.5000% | $22000.00          | $2346.46           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-03-01      | 3.5000%  | 3.5000% | $49000.00          | $5465.03           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2041-09-01      | 5.0000%  | 5.0000% | $25000.00          | $3132.15           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-05-01      | 3.5000%  | 3.5000% | $12210.00          | $1819.12           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-06-01      | 3.5000%  | 3.5000% | $18207.00          | $1869.36           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2027-07-01      | 3.0000%  | 3.0000% | $99999.00          | $1364.08           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-07-01      | 3.5000%  | 3.5000% | $37640.00          | $6529.48           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-08-01      | 3.5000%  | 3.5000% | $10000.00          | $1234.36           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-10-01      | 4.0000%  | 4.0000% | $20000.00          | $2460.14           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-10-01      | 3.0000%  | 3.0000% | $42000.00          | $1931.92           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-10-01      | 4.0000%  | 4.0000% | $17000.00          | $1687.30           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-08-01      | 4.0000%  | 4.0000% | $100000.00         | $15258.33          | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-11-01      | 3.5000%  | 3.5000% | $35000.00          | $1289.54           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2044-07-01      | 4.0000%  | 4.0000% | $67000.00          | $7391.12           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2044-11-01      | 3.5000%  | 3.5000% | $20000.00          | $3104.19           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2045-07-01      | 3.5000%  | 3.5000% | $17000.00          | $2931.21           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-02-01      | 3.0000%  | 3.0000% | $123828.00         | $9443.66           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-04-01      | 3.0000%  | 3.0000% | $34503.00          | $4097.13           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-09-01      | 2.5000%  | 2.5000% | $73000.00          | $10632.94          | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-07-01      | 2.5000%  | 2.5000% | $30000.00          | $3782.97           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-07-01      | 2.5000%  | 2.5000% | $48000.00          | $5446.01           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-04-01      | 3.0000%  | 3.0000% | $158400.00         | $19986.68          | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-05-01      | 3.0000%  | 3.0000% | $157500.00         | $21481.03          | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-04-01      | 3.0000%  | 3.0000% | $1108.00           | $54.76             | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-05-01      | 3.0000%  | 3.0000% | $309000.00         | $14739.14          | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-08-01      | 4.5000%  | 4.5000% | $160000.00         | $7211.21           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-10-01      | 3.0000%  | 3.0000% | $328000.00         | $23873.99          | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2044-03-01      | 4.0000%  | 4.0000% | $34000.00          | $3666.36           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2029-04-01      | 3.5000%  | 3.5000% | $301579.00         | $15546.18          | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2029-07-01      | 3.5000%  | 3.5000% | $420821.00         | $11214.61          | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-01-01      | 3.5000%  | 3.5000% | $97429.00          | $15051.89          | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2029-11-01      | 3.0000%  | 3.0000% | $110000.00         | $7764.44           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-05-01      | 2.5000%  | 2.5000% | $16000.00          | $1691.40           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-07-01      | 3.5000%  | 3.5000% | $50000.00          | $3725.74           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2045-09-01      | 3.5000%  | 3.5000% | $139128.00         | $17208.15          | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-04-01      | 6.5000%  | 6.5000% | $1009.00           | $3.26              | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-01-01      | 6.0000%  | 6.0000% | $595000.00         | $1398.66           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-03-01      | 6.0000%  | 6.0000% | $1168526.00        | $13989.82          | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-05-01      | 6.0000%  | 6.0000% | $499000.00         | $8385.10           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2034-03-01      | 6.0000%  | 6.0000% | $3100000.00        | $17472.83          | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2034-08-01      | 6.0000%  | 6.0000% | $554591.00         | $4128.69           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2034-08-01      | 6.0000%  | 6.0000% | $3239172.00        | $21701.87          | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2034-10-01      | 6.0000%  | 6.0000% | $321160.00         | $2420.18           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2034-12-01      | 6.0000%  | 6.0000% | $573634.00         | $4247.17           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-04-01      | 6.0000%  | 6.0000% | $1000.00           | $9.16              | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-11-01      | 6.0000%  | 6.0000% | $1974560.00        | $12541.24          | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2034-07-01      | 6.0000%  | 6.0000% | $986000.00         | $2363.56           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2034-08-01      | 6.0000%  | 6.0000% | $173548.00         | $1865.97           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-07-01      | 6.0000%  | 6.0000% | $1309000.00        | $9144.51           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2036-02-01      | 6.0000%  | 6.0000% | $1004.00           | $3.73              | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-08-01      | 4.0000%  | 4.0000% | $31000.00          | $6551.87           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-10-01      | 4.0000%  | 4.0000% | $25000.00          | $6420.84           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-07-01      | 4.5000%  | 4.5000% | $25000.00          | $4071.40           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-11-01      | 3.0000%  | 3.0000% | $52220.00          | $19394.07          | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-11-01      | 3.0000%  | 3.0000% | $52220.00          | $16339.21          | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-11-01      | 3.0000%  | 3.0000% | $31332.00          | $9736.96           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-11-01      | 3.0000%  | 3.0000% | $93997.00          | $18061.80          | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-06-01      | 4.0000%  | 4.0000% | $124000.00         | $13953.92          | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-12-01      | 3.0000%  | 3.0000% | $31332.00          | $9596.14           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-02-01      | 3.0000%  | 3.0000% | $14000.00          | $3245.00           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-09-01      | 4.0000%  | 4.0000% | $73186.00          | $8082.96           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-10-01      | 4.0000%  | 4.0000% | $81000.00          | $10840.34          | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-08-01      | 4.5000%  | 4.5000% | $90000.00          | $10976.94          | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-04-01      | 3.5000%  | 3.5000% | $100000.00         | $13726.40          | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-02-01      | 4.0000%  | 4.0000% | $42000.00          | $6690.15           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-02-01      | 4.0000%  | 4.0000% | $38000.00          | $7357.85           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-06-01      | 3.5000%  | 3.5000% | $1000.00           | $82.72             | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-10-01      | 3.5000%  | 3.5000% | $1000.00           | $24.60             | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-12-01      | 3.0000%  | 3.0000% | $170000.00         | $17310.98          | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-11-01      | 3.5000%  | 3.5000% | $27000.00          | $1315.51           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2041-07-01      | 6.0000%  | 6.0000% | $65000.00          | $14785.20          | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-03-01      | 3.5000%  | 3.5000% | $8000.00           | $2108.03           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-04-01      | 3.5000%  | 3.5000% | $28000.00          | $6146.50           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-02-01      | 3.0000%  | 3.0000% | $19000.00          | $3111.76           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-07-01      | 4.0000%  | 4.0000% | $125000.00         | $21549.25          | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2038-11-01      | 4.5000%  | 4.5000% | $10000.00          | $1705.32           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-11-01      | 4.5000%  | 4.5000% | $170000.00         | $14948.08          | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2034-01-01      | 4.0000%  | 4.0000% | $30000.00          | $1798.12           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-11-01      | 3.0000%  | 3.0000% | $100000.00         | $18289.22          | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2034-10-01      | 3.0000%  | 3.0000% | $69690.00          | $14248.33          | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-11-01      | 3.0000%  | 3.0000% | $1000.00           | $240.39            | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2034-12-01      | 3.0000%  | 3.0000% | $11000.00          | $3349.79           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-01-01      | 3.0000%  | 3.0000% | $70000.00          | $17000.20          | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-03-01      | 3.0000%  | 3.0000% | $31000.00          | $5174.75           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-09-01      | 2.5000%  | 2.5000% | $34129.00          | $15084.55          | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-10-01      | 3.0000%  | 3.0000% | $36000.00          | $19650.66          | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-08-01      | 4.0000%  | 4.0000% | $14000.00          | $7240.07           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2034-10-01      | 4.3490%  | 4.3490% | $60000000.00       | $59576230.02       | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-11-01      | 3.0000%  | 3.0000% | $17000.00          | $3168.81           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-02-01      | 4.0000%  | 4.0000% | $123000.00         | $23708.94          | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-01-01      | 4.5000%  | 4.5000% | $320000.00         | $21128.67          | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-04-01      | 4.0000%  | 4.0000% | $63585.00          | $14760.76          | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-06-01      | 4.0000%  | 4.0000% | $99000.00          | $9046.27           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-07-01      | 4.0000%  | 4.0000% | $56000.00          | $16206.94          | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2034-12-01      | 2.5000%  | 2.5000% | $70000.00          | $18814.01          | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-07-01      | 3.0000%  | 3.0000% | $78000.00          | $21087.46          | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-12-01      | 1.5000%  | 1.5000% | $38600.00          | $21503.53          | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-02-01      | 3.0000%  | 3.0000% | $20000.00          | $10488.31          | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-09-01      | 3.5000%  | 3.5000% | $30000.00          | $16340.58          | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-07-01      | 3.0000%  | 3.0000% | $34834.00          | $19425.01          | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-07-01      | 3.5000%  | 3.5000% | $25000.00          | $19475.89          | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-11-01      | 3.5000%  | 3.5000% | $22000.00          | $2946.39           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-06-01      | 3.5000%  | 3.5000% | $34000.00          | $3967.91           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-07-01      | 3.0000%  | 3.0000% | $24000.00          | $3374.93           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-03-01      | 3.0000%  | 3.0000% | $78791.00          | $24856.00          | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-04-01      | 3.0000%  | 3.0000% | $9000.00           | $1822.04           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-11-01      | 4.0000%  | 4.0000% | $145000.00         | $21185.82          | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-05-01      | 3.5000%  | 3.5000% | $102000.00         | $12332.83          | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2034-07-01      | 3.5000%  | 3.5000% | $16000.00          | $1864.58           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-12-01      | 3.5000%  | 3.5000% | $15000.00          | $3065.39           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-09-01      | 3.0000%  | 3.0000% | $24870.00          | $10643.22          | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-08-01      | 2.5000%  | 2.5000% | $50000.00          | $10968.76          | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2044-11-01      | 4.0000%  | 4.0000% | $31000.00          | $13020.39          | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-01-01      | 3.5000%  | 3.5000% | $11000.00          | $4944.67           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-01-01      | 3.5000%  | 3.5000% | $5000.00           | $2052.83           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-11-01      | 3.5000%  | 3.5000% | $15000.00          | $7417.51           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-07-01      | 4.5000%  | 4.5000% | $6000.00           | $2663.02           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-03-01      | 3.5000%  | 3.5000% | $10000.00          | $3461.87           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-08-01      | 3.0000%  | 3.0000% | $4000.00           | $1795.13           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-05-01      | 3.5000%  | 3.5000% | $4000.00           | $1412.28           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-06-01      | 2.0000%  | 2.0000% | $13000.00          | $8898.50           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-09-01      | 3.5000%  | 3.5000% | $22000.00          | $17024.10          | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-05-01      | 6.0000%  | 6.0000% | $13000.00          | $11621.29          | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-11-01      | 6.0000%  | 6.0000% | $1422680.00        | $23144.73          | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-09-01      | 6.0000%  | 6.0000% | $195000.00         | $1250.28           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-04-01      | 6.0000%  | 6.0000% | $225000.00         | $3205.44           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2038-02-01      | 6.0000%  | 6.0000% | $244999.00         | $3201.48           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2038-05-01      | 6.0000%  | 6.0000% | $199000.00         | $1247.34           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-09-01      | 5.0000%  | 5.0000% | $911700.00         | $13919.42          | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2036-12-01      | 6.0000%  | 6.0000% | $3395880.00        | $9009.51           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2036-12-01      | 6.0000%  | 6.0000% | $1005.00           | $3.04              | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2038-11-01      | 7.0000%  | 7.0000% | $1000.00           | $3.40              | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-07-01      | 6.0000%  | 6.0000% | $250000.00         | $1616.46           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2036-09-01      | 6.0000%  | 6.0000% | $460000.00         | $7076.74           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-11-01      | 7.0000%  | 7.0000% | $100000.00         | $2927.74           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2038-03-01      | 6.0000%  | 6.0000% | $45000.00          | $2392.96           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-09-01      | 6.0000%  | 6.0000% | $140000.00         | $1134.26           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2036-09-01      | 6.0000%  | 6.0000% | $500000.00         | $9966.32           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-05-01      | 3.0000%  | 3.0000% | $185000.00         | $21947.17          | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-06-01      | 3.0000%  | 3.0000% | $30792.00          | $5005.27           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-06-01      | 4.5000%  | 4.5000% | $200000.00         | $6296.34           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-10-01      | 4.0000%  | 4.0000% | $69000.00          | $3104.67           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-01-01      | 4.5000%  | 4.5000% | $90000.00          | $1432.88           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-01-01      | 4.0000%  | 4.0000% | $95000.00          | $2827.07           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-05-01      | 4.5000%  | 4.5000% | $600000.00         | $18401.99          | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-04-01      | 4.5000%  | 4.5000% | $200000.00         | $5203.06           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-11-01      | 4.5000%  | 4.5000% | $100000.00         | $4761.01           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-11-01      | 4.5000%  | 4.5000% | $100000.00         | $4888.20           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-04-01      | 3.0000%  | 3.0000% | $1007.00           | $93.72             | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-07-01      | 4.0000%  | 4.0000% | $200000.00         | $19197.50          | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-08-01      | 3.5000%  | 3.5000% | $65888.00          | $8021.21           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-06-01      | 3.0000%  | 3.0000% | $31000.00          | $3408.76           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-06-01      | 3.0000%  | 3.0000% | $1000.00           | $39.42             | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-09-01      | 3.0000%  | 3.0000% | $50000.00          | $2224.18           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2034-07-01      | 4.0000%  | 4.0000% | $218000.00         | $21884.68          | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-09-01      | 5.0000%  | 5.0000% | $70000.00          | $6343.07           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-11-01      | 3.5000%  | 3.5000% | $40000.00          | $2970.07           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2036-09-01      | 3.0000%  | 3.0000% | $21000.00          | $2951.64           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-01-01      | 2.5000%  | 2.5000% | $11000.00          | $1660.30           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-01-01      | 4.0000%  | 4.0000% | $49000.00          | $6513.64           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-05-01      | 3.0000%  | 3.0000% | $33000.00          | $3797.94           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2027-07-01      | 2.5000%  | 2.5000% | $79000.00          | $2779.99           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-10-01      | 3.0000%  | 3.0000% | $150000.00         | $23923.06          | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-10-01      | 3.0000%  | 3.0000% | $105000.00         | $12473.68          | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-12-01      | 4.0000%  | 4.0000% | $77000.00          | $9779.16           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-11-01      | 3.5000%  | 3.5000% | $179470.00         | $20497.18          | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-01-01      | 3.5000%  | 3.5000% | $48000.00          | $2111.08           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2038-02-01      | 3.0000%  | 3.0000% | $16000.00          | $2485.51           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-02-01      | 3.0000%  | 3.0000% | $37000.00          | $4658.51           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-02-01      | 3.0000%  | 3.0000% | $55000.00          | $3176.42           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-03-01      | 3.5000%  | 3.5000% | $17000.00          | $1860.94           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-07-01      | 4.0000%  | 4.0000% | $120000.00         | $10124.48          | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-06-01      | 3.0000%  | 3.0000% | $131000.00         | $23104.70          | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-08-01      | 4.0000%  | 4.0000% | $225000.00         | $16929.88          | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-07-01      | 2.0000%  | 2.0000% | $19000.00          | $11730.18          | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-09-01      | 2.5000%  | 2.5000% | $38000.00          | $23249.05          | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2036-12-01      | 2.5000%  | 2.5000% | $12000.00          | $6555.19           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-04-01      | 4.0000%  | 4.0000% | $240957.00         | $20961.36          | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-06-01      | 3.5000%  | 3.5000% | $14000.00          | $1218.74           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2029-12-01      | 3.0000%  | 3.0000% | $52376.00          | $5428.44           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2039-12-01      | 3.0000%  | 3.0000% | $125000.00         | $21292.48          | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-02-01      | 3.5000%  | 3.5000% | $14000.00          | $2277.53           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-02-01      | 2.5000%  | 2.5000% | $18000.00          | $4071.36           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-03-01      | 2.5000%  | 2.5000% | $24000.00          | $4355.70           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-03-01      | 4.0000%  | 4.0000% | $23000.00          | $3482.15           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-06-01      | 3.5000%  | 3.5000% | $38000.00          | $8410.05           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-10-01      | 3.0000%  | 3.0000% | $42500.00          | $12017.10          | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-05-01      | 1.5000%  | 1.5000% | $49831.00          | $19699.19          | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-01-01      | 2.5000%  | 2.5000% | $41619.00          | $23408.90          | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-04-01      | 2.5000%  | 2.5000% | $3000.00           | $1868.15           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-05-01      | 3.0000%  | 3.0000% | $25000.00          | $15257.38          | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-11-01      | 5.5000%  | 5.5000% | $823100.00         | $2981.76           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2040-09-01      | 6.0000%  | 6.0000% | $550000.00         | $11125.49          | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2041-02-01      | 4.0000%  | 4.0000% | $12000.00          | $1008.45           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-11-01      | 4.5000%  | 4.5000% | $328000.00         | $11727.16          | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2040-12-01      | 4.0000%  | 4.0000% | $45000.00          | $4172.19           | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2040-06-01      | 4.8490%  | 4.8490% | $59998464.00       | $59759786.75       | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2041-07-15      | 4.0000%  | 4.0000% | $777520.00         | $19652.27          | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-03-15      | 3.5000%  | 3.5000% | $2000000.00        | $18441.46          | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-09-15      | 3.5000%  | 3.5000% | $257463.00         | $20457.02          | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2045-12-15      | 4.5000%  | 4.5000% | $195526.00         | $8928.32           | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2043-05-15      | 3.5000%  | 3.5000% | $510558.00         | $17783.71          | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-11-20      | 2.5000%  | 2.5000% | $30000.00          | $3966.49           | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-01-20      | 2.0000%  | 2.0000% | $44000.00          | $1168.90           | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-01-20      | 2.5000%  | 2.5000% | $100000.00         | $2807.95           | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2043-07-20      | 4.0000%  | 4.0000% | $114458.00         | $10269.44          | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2043-08-20      | 2.5000%  | 2.5000% | $123644.00         | $20337.29          | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2044-08-20      | 4.0000%  | 4.0000% | $225000.00         | $14712.40          | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2031-04-20      | 3.0000%  | 3.0000% | $20000.00          | $1568.74           | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2030-06-20      | 3.0000%  | 3.0000% | $45000.00          | $2695.12           | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2045-08-20      | 4.0000%  | 4.0000% | $331354.00         | $23335.42          | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2045-09-20      | 4.0000%  | 4.0000% | $125000.00         | $9010.54           | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2045-10-20      | 4.0000%  | 4.0000% | $219150.00         | $16752.40          | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2046-09-20      | 4.0000%  | 4.0000% | $31193.00          | $3113.64           | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-01-20      | 3.5000%  | 3.5000% | $165000.00         | $21482.18          | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-03-20      | 5.0000%  | 5.0000% | $22635.00          | $2029.23           | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-11-20      | 4.5000%  | 4.5000% | $140171.00         | $13822.18          | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-02-20      | 4.0000%  | 4.0000% | $110000.00         | $11105.47          | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-10-20      | 4.0000%  | 4.0000% | $240000.00         | $22274.73          | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2033-11-20      | 3.5000%  | 3.5000% | $60000.00          | $5888.05           | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-06-20      | 5.0000%  | 5.0000% | $213709.00         | $17359.79          | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-11-20      | 4.5000%  | 4.5000% | $189367.00         | $24882.82          | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-07-20      | 3.0000%  | 3.0000% | $65000.00          | $17785.38          | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-12-20      | 7.5000%  | 7.5000% | $25442.00          | $6660.81           | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-12-20      | 7.0000%  | 7.0000% | $27572.00          | $11078.04          | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-06-15      | 4.0000%  | 4.0000% | $26000.00          | $4225.40           | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-03-20      | 5.0000%  | 5.0000% | $130321.00         | $8047.54           | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2043-03-15      | 3.5000%  | 3.5000% | $33662.00          | $4604.13           | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2045-07-15      | 4.0000%  | 4.0000% | $91000.00          | $8661.22           | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2046-10-15      | 4.0000%  | 4.0000% | $58311.00          | $2529.41           | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2034-01-20      | 6.0000%  | 6.0000% | $419844.00         | $5120.73           | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2039-04-20      | 4.0000%  | 4.0000% | $55000.00          | $1768.06           | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2039-07-20      | 4.0000%  | 4.0000% | $272884.00         | $10913.17          | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2035-12-20      | 6.5000%  | 6.5000% | $1041848.00        | $20405.46          | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2037-10-20      | 6.5000%  | 6.5000% | $700000.00         | $7755.83           | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-02-20      | 5.0000%  | 5.0000% | $151000.00         | $7050.27           | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2040-07-20      | 5.0000%  | 5.0000% | $700000.00         | $23734.36          | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2040-09-20      | 4.0000%  | 4.0000% | $60723.00          | $2768.68           | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-05-15      | 7.0000%  | 7.0000% | $919300.00         | $5602.14           | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2040-01-15      | 4.5000%  | 4.5000% | $101406.00         | $2068.10           | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2040-02-15      | 4.5000%  | 4.5000% | $117653.00         | $2355.14           | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2040-06-15      | 4.5000%  | 4.5000% | $76379.00          | $3204.26           | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2040-12-15      | 4.0000%  | 4.0000% | $294691.00         | $7788.35           | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2044-08-20      | 3.5000%  | 3.5000% | $111599.00         | $11305.39          | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2040-07-15      | 5.0000%  | 5.0000% | $6911.00           | $5309.40           | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2026-01-15      | 3.5000%  | 3.5000% | $999977.00         | $1059.76           | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2038-10-15      | 6.0000%  | 6.0000% | $1900000.00        | $19311.20          | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2067-06-20      | 4.6770%  | 4.6770% | $2000000.00        | $586246.75         | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-09-20      | 5.7650%  | 5.7650% | $5000000.00        | $2779630.36        | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-12-20      | 5.6850%  | 5.6850% | $1000000.00        | $580591.23         | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2071-01-20      | 5.6650%  | 5.6650% | $1000.00           | $665.14            | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2071-05-20      | 5.8880%  | 5.8880% | $1000000.00        | $787265.58         | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-06-16      | 2.2500%  | 2.2500% | $14085000.00       | $11316720.62       | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2063-09-16      | 3.0000%  | 3.0000% | $1000.00           | $715.58            | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2063-09-16      | 2.5000%  | 2.5000% | $12238000.00       | $8230335.11        | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-06-20      | 4.5000%  | 4.5000% | $1008.00           | $997.47            | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-08-20      | 5.0000%  | 5.0000% | $7958952.00        | $7718518.25        | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-09-20      | 5.0000%  | 5.0000% | $3786996.00        | $3780795.84        | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-12-20      | 5.0000%  | 5.0000% | $38098560.00       | $38482051.60       | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-10-20      | 6.0730%  | 6.0730% | $5391304.00        | $4702761.10        | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-10-20      | 6.1880%  | 6.1880% | $4347824.00        | $3899374.39        | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-12-20      | 6.7380%  | 6.7380% | $5240000.00        | $5119545.14        | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-02-20      | 5.6380%  | 5.6380% | $5415432.00        | $4707992.25        | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-01-20      | 6.8380%  | 6.8380% | $6869808.00        | $6471812.32        | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-02-20      | 4.0000%  | 4.0000% | $5736000.00        | $5399108.78        | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-03-20      | 6.7880%  | 6.7880% | $5320120.00        | $5278322.33        | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-11-20      | 4.5000%  | 4.5000% | $4312504.00        | $4192986.89        | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-04-20      | 5.0000%  | 5.0000% | $21282720.00       | $20874746.81       | U.S. Treasuries (including strips) |

### Security 4: BANCO SANTANDER SA/NY

- **C.1 - Title:** BANCO SANTANDER SA/NY
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BYM6A7U08, C.3 - LEI: 5493006QMFDDMYWIAM13
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** FITCH'S RATING: F1; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2039-03-01      | 5.0000%  | 5.0000% | $42632.00          | $3406.76           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2039-06-01      | 5.0000%  | 5.0000% | $6002.00           | $227.05            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2040-05-01      | 5.0000%  | 5.0000% | $8000.00           | $256.29            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2047-06-01      | 4.5000%  | 4.5000% | $1017.00           | $258.82            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2049-02-01      | 4.5000%  | 4.5000% | $70669.00          | $21016.45          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2049-12-01      | 3.5000%  | 3.5000% | $2006.00           | $899.99            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-02-01      | 3.5000%  | 3.5000% | $11490.00          | $5075.88           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-08-01      | 5.0000%  | 5.0000% | $2062.00           | $1602.76           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-09-01      | 5.0000%  | 5.0000% | $132946.00         | $104887.44         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-01-01      | 5.5000%  | 5.5000% | $4219.00           | $3786.33           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-05-01      | 6.5000%  | 6.5000% | $4117.00           | $3571.68           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-03-01      | 5.5000%  | 5.5000% | $4020.00           | $3225.81           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-02-01      | 2.5000%  | 2.5000% | $7118.00           | $4831.52           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-04-01      | 6.0000%  | 6.0000% | $4240.00           | $3818.22           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-12-01      | 5.5000%  | 5.5000% | $1035.00           | $885.63            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-12-01      | 6.0000%  | 6.0000% | $2014.00           | $1688.02           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-05-01      | 6.0000%  | 6.0000% | $2154.00           | $1916.68           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-01-01      | 2.5000%  | 2.5000% | $4693481.00        | $3049244.57        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-11-01      | 5.0000%  | 5.0000% | $398125.00         | $321179.05         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-12-01      | 5.0000%  | 5.0000% | $5387864.00        | $4396964.33        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-08-01      | 5.5000%  | 5.5000% | $3000.00           | $2451.52           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2041-04-01      | 5.0000%  | 5.0000% | $1001.00           | $125.07            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2041-07-01      | 5.0000%  | 5.0000% | $7000.00           | $588.88            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2041-07-01      | 5.0000%  | 5.0000% | $2002.00           | $148.80            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2042-06-01      | 4.5000%  | 4.5000% | $2015.00           | $276.98            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2042-09-01      | 4.0000%  | 4.0000% | $3104.00           | $783.01            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2030-09-30      | 3.6250%  | 3.6250% | $100.00            | $99.54             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2044-05-01      | 4.0000%  | 4.0000% | $1000.00           | $146.50            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2044-02-01      | 4.5000%  | 4.5000% | $19956280.00       | $3484744.94        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2045-07-01      | 4.0000%  | 4.0000% | $5037.00           | $796.37            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2049-03-01      | 4.0000%  | 4.0000% | $1072.00           | $183.45            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2049-04-01      | 4.5000%  | 4.5000% | $4000.00           | $769.96            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2047-02-01      | 3.5000%  | 3.5000% | $1040.00           | $254.08            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2047-08-01      | 4.0000%  | 4.0000% | $1007.00           | $268.92            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2042-05-01      | 3.5000%  | 3.5000% | $3175.00           | $812.84            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-12-01      | 3.0000%  | 3.0000% | $3006.00           | $1595.03           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-01-01      | 2.0000%  | 2.0000% | $3020670.00        | $2057319.07        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-04-01      | 3.5000%  | 3.5000% | $1479.00           | $1035.93           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-08-01      | 5.0000%  | 5.0000% | $2490406.00        | $1861104.95        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-08-01      | 5.0000%  | 5.0000% | $5618.00           | $4322.77           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-09-01      | 5.0000%  | 5.0000% | $4008.00           | $2685.54           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-09-01      | 5.0000%  | 5.0000% | $4000.00           | $2502.11           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-01-01      | 6.0000%  | 6.0000% | $5880.00           | $4743.69           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-04-01      | 5.5000%  | 5.5000% | $5000.00           | $3405.39           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-08-01      | 5.0000%  | 5.0000% | $634523.00         | $483083.52         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-09-01      | 5.0000%  | 5.0000% | $89440.00          | $69009.14          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-09-01      | 5.0000%  | 5.0000% | $6001.00           | $4348.87           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-06-01      | 6.0000%  | 6.0000% | $1000.00           | $922.39            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-09-25      | 3.0000%  | 3.0000% | $10833333.00       | $1085465.63        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2052-02-25      | 2.5000%  | 2.5000% | $1297157.00        | $805888.67         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-04-01      | 4.0000%  | 4.0000% | $3003.00           | $744.02            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-03-01      | 5.0000%  | 5.0000% | $2001.00           | $214.69            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-02-01      | 4.5000%  | 4.5000% | $2002.00           | $151.85            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-04-01      | 4.0000%  | 4.0000% | $8728.00           | $1439.11           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2044-07-01      | 4.0000%  | 4.0000% | $1007.00           | $173.43            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-06-01      | 4.5000%  | 4.5000% | $10298.00          | $2788.87           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-04-01      | 4.5000%  | 4.5000% | $16333.00          | $3463.41           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-06-01      | 4.0000%  | 4.0000% | $1000.00           | $153.50            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2044-02-01      | 4.5000%  | 4.5000% | $16170.00          | $3304.37           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2044-02-01      | 4.5000%  | 4.5000% | $1088.00           | $205.31            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2044-02-01      | 4.5000%  | 4.5000% | $2041.00           | $299.13            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-02-01      | 4.0000%  | 4.0000% | $11177.00          | $2476.03           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-08-01      | 3.5000%  | 3.5000% | $5248.00           | $1549.32           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2057-01-01      | 4.0000%  | 4.0000% | $1070.00           | $376.34            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2057-09-01      | 3.5000%  | 3.5000% | $1000.00           | $359.95            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-07-01      | 3.5000%  | 3.5000% | $5608.00           | $2046.50           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-03-01      | 4.0000%  | 4.0000% | $13678.00          | $4428.83           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-05-01      | 4.0000%  | 4.0000% | $1013.00           | $667.86            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-09-01      | 4.0000%  | 4.0000% | $16135.00          | $5325.53           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-03-01      | 4.5000%  | 4.5000% | $3002.00           | $972.92            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-05-01      | 4.5000%  | 4.5000% | $5301.00           | $1750.07           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-12-01      | 3.5000%  | 3.5000% | $2000.00           | $385.78            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-10-01      | 5.5000%  | 5.5000% | $1000.00           | $779.45            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-08-01      | 5.0000%  | 5.0000% | $1000.00           | $749.49            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-07-01      | 5.0000%  | 5.0000% | $1001.00           | $798.87            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-06-01      | 4.0000%  | 4.0000% | $1002.00           | $632.92            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-12-01      | 4.5000%  | 4.5000% | $2003.00           | $1683.95           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-03-01      | 4.5000%  | 4.5000% | $1055.00           | $892.02            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-09-01      | 5.0000%  | 5.0000% | $5016.00           | $3684.70           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-08-01      | 5.0000%  | 5.0000% | $7032.00           | $5021.21           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-09-01      | 5.0000%  | 5.0000% | $3057.00           | $2216.69           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-10-01      | 5.0000%  | 5.0000% | $4030.00           | $3003.07           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-11-01      | 5.5000%  | 5.5000% | $2003.00           | $1237.46           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-02-01      | 6.0000%  | 6.0000% | $1000.00           | $907.23            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-08-01      | 5.0000%  | 5.0000% | $6105.00           | $4365.63           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-04-01      | 5.0000%  | 5.0000% | $6082.00           | $5445.44           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-04-01      | 5.5000%  | 5.5000% | $2022.00           | $1603.15           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-06-01      | 6.0000%  | 6.0000% | $1000.00           | $857.54            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-05-01      | 6.0000%  | 6.0000% | $3000.00           | $2898.79           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-08-01      | 4.1790%  | 4.1790% | $641696.00         | $643247.12         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-05-01      | 4.0000%  | 4.0000% | $3143.00           | $947.65            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-03-01      | 5.0000%  | 5.0000% | $5000.00           | $1523.58           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-04-01      | 4.0000%  | 4.0000% | $18077.00          | $3632.46           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-06-01      | 2.0000%  | 2.0000% | $1072.00           | $523.64            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-06-01      | 2.0000%  | 2.0000% | $1017.00           | $510.01            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-07-01      | 4.5000%  | 4.5000% | $10200.00          | $7244.48           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-05-01      | 5.5000%  | 5.5000% | $6030.00           | $4983.26           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-03-01      | 5.5000%  | 5.5000% | $3000.00           | $2758.88           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-04-01      | 5.5000%  | 5.5000% | $5435.00           | $4158.08           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-04-01      | 5.0000%  | 5.0000% | $2727.00           | $2159.85           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-04-01      | 5.5000%  | 5.5000% | $1048.00           | $761.49            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-04-01      | 6.0000%  | 6.0000% | $5030.00           | $4193.22           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-04-01      | 6.0000%  | 6.0000% | $2169.00           | $1733.39           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-06-01      | 5.5000%  | 5.5000% | $1037.00           | $952.31            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-06-01      | 5.5000%  | 5.5000% | $5458948.00        | $5150683.07        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-05-01      | 5.0000%  | 5.0000% | $1240722.00        | $920909.05         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-10-01      | 5.5000%  | 5.5000% | $5131.00           | $4612.63           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-11-01      | 6.0000%  | 6.0000% | $1121.00           | $968.13            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-01-01      | 6.5000%  | 6.5000% | $1783339.00        | $1491750.82        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-02-01      | 4.5000%  | 4.5000% | $2809728.00        | $2432899.21        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-05-01      | 6.5000%  | 6.5000% | $12271641.00       | $11092236.68       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-06-01      | 5.5000%  | 5.5000% | $8996310.00        | $8682653.60        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-11-01      | 5.5000%  | 5.5000% | $1164.00           | $1122.95           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-11-01      | 6.5000%  | 6.5000% | $1036.00           | $834.27            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2045-08-01      | 4.0000%  | 4.0000% | $2000.00           | $1515.09           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-10-01      | 5.5000%  | 5.5000% | $1000.00           | $843.52            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-11-01      | 5.0000%  | 5.0000% | $929009.00         | $824341.20         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2041-08-01      | 6.0000%  | 6.0000% | $1073.00           | $166.05            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-02-01      | 5.5000%  | 5.5000% | $8086.00           | $119.06            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2040-11-01      | 4.0000%  | 4.0000% | $1000.00           | $54.92             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-08-01      | 4.0000%  | 4.0000% | $7592.00           | $444.46            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2040-01-01      | 5.5000%  | 5.5000% | $1130.00           | $52.65             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-10-01      | 4.5000%  | 4.5000% | $3520.00           | $2732.87           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-12-01      | 5.0000%  | 5.0000% | $15112565.00       | $12124993.87       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-01-01      | 5.0000%  | 5.0000% | $2628793.00        | $2143108.67        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-12-01      | 5.5000%  | 5.5000% | $1114894.00        | $1049420.98        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2041-11-15      | 4.0000%  | 4.0000% | $7428.00           | $969.52            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2041-03-15      | 4.0000%  | 4.0000% | $44240.00          | $1864.21           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-05-20      | 4.0000%  | 4.0000% | $1665.00           | $190.79            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2041-07-20      | 4.0000%  | 4.0000% | $134544.00         | $6627.23           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2031-02-20      | 4.0000%  | 4.0000% | $33554.00          | $3580.57           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-06-15      | 2.5000%  | 2.5000% | $13060.00          | $222.54            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2041-11-15      | 3.7500%  | 3.7500% | $1000.00           | $112.13            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2043-03-20      | 3.5000%  | 3.5000% | $6278.00           | $676.12            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-09-20      | 4.0000%  | 4.0000% | $2003.00           | $370.47            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2043-02-20      | 2.5000%  | 2.5000% | $4192.00           | $562.75            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-04-20      | 3.5000%  | 3.5000% | $4131.00           | $284.07            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-04-20      | 4.0000%  | 4.0000% | $4642.00           | $251.00            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-06-20      | 2.5000%  | 2.5000% | $2055.00           | $37.92             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-07-20      | 3.5000%  | 3.5000% | $1000.00           | $77.35             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-09-20      | 4.0000%  | 4.0000% | $2002.00           | $139.06            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2044-02-20      | 3.5000%  | 3.5000% | $7312.00           | $617.37            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2043-04-20      | 4.0000%  | 4.0000% | $26475.00          | $2209.06           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2043-05-20      | 3.5000%  | 3.5000% | $22713.00          | $2317.10           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-09-20      | 2.5000%  | 2.5000% | $1049.00           | $37.53             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2044-07-20      | 3.5000%  | 3.5000% | $1000.00           | $69.19             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2044-10-20      | 4.0000%  | 4.0000% | $2000.00           | $131.85            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2046-03-20      | 3.5000%  | 3.5000% | $8939.00           | $881.77            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2030-12-20      | 2.5000%  | 2.5000% | $2000.00           | $125.19            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2046-06-20      | 3.0000%  | 3.0000% | $8577.00           | $1000.50           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2046-07-20      | 4.0000%  | 4.0000% | $1000.00           | $95.49             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-03-20      | 4.0000%  | 4.0000% | $4482.00           | $399.05            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-06-20      | 4.0000%  | 4.0000% | $3339.00           | $329.10            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-07-20      | 4.0000%  | 4.0000% | $1000.00           | $98.34             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-09-20      | 3.5000%  | 3.5000% | $2000.00           | $224.15            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-11-20      | 4.0000%  | 4.0000% | $1000.00           | $109.81            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-04-20      | 4.5000%  | 4.5000% | $4000.00           | $313.04            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-08-20      | 4.5000%  | 4.5000% | $3319.00           | $403.03            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-11-20      | 3.5000%  | 3.5000% | $2000.00           | $158.01            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-11-20      | 4.5000%  | 4.5000% | $2606.00           | $196.45            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2037-09-20      | 6.0000%  | 6.0000% | $10000.00          | $1698.10           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-01-20      | 5.0000%  | 5.0000% | $1000.00           | $66.47             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-03-20      | 5.0000%  | 5.0000% | $1000.00           | $75.88             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-05-20      | 4.0000%  | 4.0000% | $4000.00           | $332.92            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-01-20      | 2.5000%  | 2.5000% | $1997.00           | $891.68            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-12-20      | 3.0000%  | 3.0000% | $1000.00           | $173.95            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-04-20      | 5.0000%  | 5.0000% | $1000.00           | $70.05             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-11-20      | 4.5000%  | 4.5000% | $1000.00           | $258.36            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-10-20      | 2.5000%  | 2.5000% | $1000.00           | $612.62            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-12-20      | 5.0000%  | 5.0000% | $1000.00           | $517.38            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-03-20      | 2.5000%  | 2.5000% | $1000.00           | $643.36            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2037-03-20      | 2.0000%  | 2.0000% | $1000.00           | $595.52            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-03-20      | 3.0000%  | 3.0000% | $4000.00           | $2630.04           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-01-20      | 5.0000%  | 5.0000% | $1000.00           | $775.99            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-01-20      | 5.5000%  | 5.5000% | $3175356.00        | $2252014.90        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2057-12-15      | 4.2100%  | 4.2100% | $1000.00           | $940.44            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2057-11-15      | 4.5000%  | 4.5000% | $1000.00           | $957.78            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2058-06-15      | 5.2400%  | 5.2400% | $1000.00           | $1008.43           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2063-04-15      | 4.9000%  | 4.9000% | $1000.00           | $995.17            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2058-01-15      | 5.5000%  | 5.5000% | $1000.00           | $1021.00           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2067-03-15      | 5.5800%  | 5.5800% | $1000.00           | $1049.34           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2057-10-15      | 4.1900%  | 4.1900% | $1000.00           | $937.63            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2058-05-15      | 4.5490%  | 4.5490% | $1000.00           | $964.74            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2057-11-15      | 4.0000%  | 4.0000% | $1000.00           | $928.24            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2062-10-15      | 2.8990%  | 2.8990% | $2000.00           | $1733.08           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2062-01-15      | 3.2500%  | 3.2500% | $1005.00           | $718.51            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-04-20      | 2.5000%  | 2.5000% | $2000.00           | $1208.90           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2058-01-15      | 5.3790%  | 5.3790% | $1000.00           | $1012.82           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2063-12-15      | 2.8700%  | 2.8700% | $1000.00           | $873.59            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2058-04-15      | 4.7400%  | 4.7400% | $1024.00           | $1000.38           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-10-20      | 6.0000%  | 6.0000% | $2000.00           | $1741.88           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2033-11-20      | 3.5000%  | 3.5000% | $1000.00           | $292.53            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2044-09-15      | 4.0000%  | 4.0000% | $3000.00           | $409.21            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2057-12-15      | 4.9000%  | 4.9000% | $1000.00           | $984.12            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2058-04-15      | 4.7300%  | 4.7300% | $2000.00           | $1952.55           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2057-12-15      | 6.2500%  | 6.2500% | $1011.00           | $1008.22           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-01-15      | 5.6690%  | 5.6690% | $1000.00           | $976.24            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2058-04-15      | 4.6690%  | 4.6690% | $5000.00           | $4860.12           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2058-04-15      | 5.0800%  | 5.0800% | $1000.00           | $996.11            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2057-11-15      | 6.3790%  | 6.3790% | $1000.00           | $1086.63           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2058-12-15      | 6.9800%  | 6.9800% | $1000.00           | $1060.17           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2059-07-15      | 5.8600%  | 5.8600% | $1000.00           | $1060.59           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2059-10-15      | 4.6690%  | 4.6690% | $1000.00           | $980.99            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2060-03-15      | 5.7190%  | 5.7190% | $1000.00           | $1055.84           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2060-05-15      | 5.9500%  | 5.9500% | $1000.00           | $1062.37           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2059-09-15      | 5.2000%  | 5.2000% | $1001.00           | $1016.87           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-01-20      | 5.5000%  | 5.5000% | $1000.00           | $1013.95           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-12-20      | 4.5000%  | 4.5000% | $1000.00           | $968.67            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2065-08-15      | 6.2800%  | 6.2800% | $1000.00           | $1076.09           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-05-20      | 7.0000%  | 7.0000% | $1000.00           | $1060.79           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-04-20      | 6.5000%  | 6.5000% | $1000.00           | $1038.90           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2060-08-15      | 5.7000%  | 5.7000% | $1000.00           | $1053.14           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2060-07-15      | 4.4400%  | 4.4400% | $1000.00           | $961.69            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-06-20      | 7.0000%  | 7.0000% | $4376833.00        | $4583955.70        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-06-20      | 5.5000%  | 5.5000% | $4231505.00        | $4295906.83        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-05-20      | 5.5000%  | 5.5000% | $9000.00           | $9129.00           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-06-20      | 6.0000%  | 6.0000% | $898586.00         | $914035.87         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2067-11-15      | 6.2100%  | 6.2100% | $22132.00          | $23263.26          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-06-20      | 5.5000%  | 5.5000% | $3746437.00        | $3828256.42        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-07-20      | 6.0000%  | 6.0000% | $384576.00         | $391711.72         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-08-20      | 6.5000%  | 6.5000% | $187926.00         | $197098.66         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2060-06-15      | 5.8390%  | 5.8390% | $1000.00           | $1066.12           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-09-20      | 6.0000%  | 6.0000% | $1000.00           | $1032.31           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-09-20      | 6.0000%  | 6.0000% | $1000.00           | $1034.54           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-09-20      | 6.0000%  | 6.0000% | $1000.00           | $1037.27           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-09-20      | 5.5000%  | 5.5000% | $1008.00           | $1033.14           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-01-20      | 5.5000%  | 5.5000% | $1023.00           | $1004.61           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-02-20      | 5.0000%  | 5.0000% | $1000.00           | $988.17            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-03-20      | 5.5000%  | 5.5000% | $7008344.00        | $6972468.22        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2060-07-15      | 5.5000%  | 5.5000% | $1000.00           | $1043.91           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2064-06-16      | 0.6190%  | 0.6190% | $6312500.00        | $300459.40         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2064-06-16      | 0.8020%  | 0.8020% | $154905000.00      | $8341340.82        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-07-20      | 3.0000%  | 3.0000% | $100000000.00      | $6123455.93        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-02-20      | 0.2000%  | 0.2000% | $49999998.00       | $128712.57         | Agency Mortgage-Backed Securities |

### Security 5: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BYM6A7VV9, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2051-03-01      | 2.0000%  | 2.0000% | $100000000.00      | $11135869.50       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-04-25      | 3.5000%  | 3.5000% | $43010440.00       | $7525688.10        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-07-25      | 4.0000%  | 4.0000% | $74770755.00       | $14408765.44       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2039-01-20      | 6.5000%  | 6.5000% | $2065950.00        | $1501584.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-03-20      | 7.0000%  | 7.0000% | $1427624.00        | $1479669.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2065-01-20      | 4.0000%  | 4.0000% | $1682634.00        | $1571164.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2065-03-20      | 5.0000%  | 5.0000% | $783924.00         | $776958.52         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-01-20      | 6.0000%  | 6.0000% | $1528620.00        | $1590744.19        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-02-20      | 6.5000%  | 6.5000% | $2046864.00        | $1679093.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-08-20      | 6.5000%  | 6.5000% | $1512088.00        | $1592648.94        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-02-20      | 6.0000%  | 6.0000% | $1436934.00        | $1500018.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-12-20      | 7.0000%  | 7.0000% | $1174309.00        | $1227383.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-09-20      | 6.5000%  | 6.5000% | $1578744.00        | $1664492.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2065-07-20      | 7.0000%  | 7.0000% | $1548375.00        | $1596235.17        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2065-08-20      | 6.5000%  | 6.5000% | $1629710.00        | $1678268.25        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2065-07-20      | 6.5000%  | 6.5000% | $1465249.00        | $1509550.71        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2065-07-20      | 6.5000%  | 6.5000% | $1430388.00        | $1473592.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2065-08-20      | 7.0000%  | 7.0000% | $1537808.00        | $1585909.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-08-20      | 3.0000%  | 3.0000% | $1639810.00        | $1464058.76        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2065-08-20      | 7.0000%  | 7.0000% | $1618838.00        | $1669229.35        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2065-09-20      | 7.0000%  | 7.0000% | $1505570.00        | $1553218.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2065-08-20      | 6.5000%  | 6.5000% | $1417450.00        | $1461497.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2065-09-20      | 7.0000%  | 7.0000% | $1534616.00        | $1583183.35        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-01-20      | 6.0000%  | 6.0000% | $2296250.00        | $1623709.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-07-20      | 4.0000%  | 4.0000% | $1565871.00        | $1470117.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-12-20      | 1.8500%  | 1.8500% | $182500000.00      | $3735235.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-05-20      | 3.5000%  | 3.5000% | $36469061.00       | $4284402.40        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-04-20      | 4.0000%  | 4.0000% | $45331651.00       | $4762967.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-06-20      | 2.5000%  | 2.5000% | $54750000.00       | $4456295.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-07-20      | 3.0000%  | 3.0000% | $70000000.00       | $4549322.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-05-20      | 3.0000%  | 3.0000% | $67984834.00       | $5552612.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-07-20      | 3.0000%  | 3.0000% | $121122886.00      | $14439685.73       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2072-03-20      | 0.6140%  | 0.6140% | $134814450.00      | $7020705.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2073-01-20      | 0.5820%  | 0.5820% | $105727345.00      | $5657074.82        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-10-20      | 2.5000%  | 2.5000% | $38196774.00       | $3168527.75        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-12-20      | 3.5000%  | 3.5000% | $30000000.00       | $3855468.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-12-20      | 3.0000%  | 3.0000% | $53678754.00       | $4475091.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2073-11-20      | 0.4440%  | 0.4440% | $64110827.00       | $3467721.20        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2074-08-20      | 0.6920%  | 0.6920% | $42998198.00       | $2782496.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-08-20      | 1.6610%  | 1.6610% | $66666666.00       | $5260818.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-08-20      | 1.5610%  | 1.5610% | $100000000.00      | $2687018.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2063-09-20      | 2.0610%  | 2.0610% | $153709668.00      | $6927188.66        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-09-20      | 1.6110%  | 1.6110% | $100000000.00      | $2744090.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-01-20      | 1.5610%  | 1.5610% | $100000000.00      | $3320807.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-12-20      | 2.6610%  | 2.6610% | $60000000.00       | $2645066.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-04-20      | 1.6110%  | 1.6110% | $100000000.00      | $5701232.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-04-20      | 1.0610%  | 1.0610% | $200000000.00      | $7603151.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-04-20      | 0.9610%  | 0.9610% | $122495781.00      | $2668993.95        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-05-20      | 2.7610%  | 2.7610% | $73861909.00       | $3469152.40        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-06-20      | 1.6110%  | 1.6110% | $133333334.00      | $8109592.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-12-20      | 1.0110%  | 1.0110% | $5574514.00        | $144454.35         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-01-20      | 0.8610%  | 0.8610% | $180000000.00      | $4669878.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-01-20      | 0.8610%  | 0.8610% | $200000000.00      | $4387562.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-02-20      | 0.9110%  | 0.9110% | $100000000.00      | $6712258.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-03-20      | 0.9610%  | 0.9610% | $43000000.00       | $2904826.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-05-20      | 0.7610%  | 0.7610% | $95000000.00       | $3612313.27        | Agency Collateralized Mortgage Obligation |

### Security 6: BANK OF NOVA SCOTIA

- **C.1 - Title:** BANK OF NOVA SCOTIA
- **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: BYM6A7RG7, C.3 - LEI: L319ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-11-20      | 2.5000%  | 2.5000% | $178291827.00      | $110430907.85      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-01-20      | 5.5000%  | 5.5000% | $406941262.00      | $399628734.63      | Agency Mortgage-Backed Securities |

### Security 7: BANK OF NOVA SCOTIA

- **C.1 - Title:** BANK OF NOVA SCOTIA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM6A7RH5, C.3 - LEI: L319ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $5000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips) | 2025-10-02      | 0.0000%  | 0.0000% | $0.16              | $0.16              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-11-28      | 0.0000%  | 0.0000% | $1.00              | $0.99              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-02-19      | 0.0000%  | 0.0000% | $80.00             | $78.82             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-03-19      | 0.0000%  | 0.0000% | $0.16              | $0.16              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-11-20      | 0.0000%  | 0.0000% | $0.83              | $0.82              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-12-04      | 0.0000%  | 0.0000% | $0.50              | $0.49              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-06-11      | 0.0000%  | 0.0000% | $0.50              | $0.48              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-07-09      | 0.0000%  | 0.0000% | $0.33              | $0.32              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-08-06      | 0.0000%  | 0.0000% | $0.33              | $0.32              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-04-15      | 3.6250%  | 3.6250% | $166666.50         | $359457.52         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-02-15      | 5.2500%  | 5.2500% | $108.66            | $115.05            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-02-15      | 5.3750%  | 5.3750% | $68.16             | $73.81             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-01-15      | 2.3750%  | 2.3750% | $183.33            | $300.27            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2037-05-15      | 5.0000%  | 5.0000% | $830.50            | $906.52            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-01-15      | 1.7500%  | 1.7500% | $899.66            | $1414.78           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2038-05-15      | 4.5000%  | 4.5000% | $752.50            | $781.61            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-01-15      | 2.5000%  | 2.5000% | $250.00            | $394.84            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2039-05-15      | 4.2500%  | 4.2500% | $2.00              | $2.00              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2039-08-15      | 4.5000%  | 4.5000% | $1343.16           | $1361.99           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2040-02-15      | 2.1250%  | 2.1250% | $81.00             | $122.45            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2041-05-15      | 4.3750%  | 4.3750% | $2370.66           | $2370.80           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-02-15      | 3.1250%  | 3.1250% | $0.16              | $0.13              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-02-15      | 0.7500%  | 0.7500% | $21033.16          | $23903.18          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-02-15      | 3.1250%  | 3.1250% | $12241.33          | $10053.18          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-08-15      | 3.6250%  | 3.6250% | $0.16              | $0.14              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-02-15      | 3.6250%  | 3.6250% | $101.50            | $88.69             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-02-15      | 2.5000%  | 2.5000% | $0.16              | $0.12              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-08-15      | 2.8750%  | 2.8750% | $903.33            | $690.76            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2046-02-15      | 2.5000%  | 2.5000% | $0.16              | $0.11              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2046-05-15      | 2.5000%  | 2.5000% | $399.16            | $284.87            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2047-02-15      | 0.8750%  | 0.8750% | $1333.16           | $1322.33           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2048-02-15      | 3.0000%  | 3.0000% | $41666.33          | $31706.87          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2048-02-15      | 1.0000%  | 1.0000% | $3174.16           | $3127.78           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2048-11-15      | 3.3750%  | 3.3750% | $54.66             | $44.72             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2049-02-15      | 3.0000%  | 3.0000% | $28723.66          | $21675.85          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2049-08-15      | 2.2500%  | 2.2500% | $0.16              | $0.10              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2050-02-15      | 2.0000%  | 2.0000% | $0.16              | $0.10              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2050-02-15      | 0.2500%  | 0.2500% | $6.83              | $5.09              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2040-11-15      | 1.3750%  | 1.3750% | $0.50              | $0.32              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2052-02-15      | 2.2500%  | 2.2500% | $0.16              | $0.10              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-02-15      | 2.3750%  | 2.3750% | $3.33              | $2.48              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-05-15      | 3.2500%  | 3.2500% | $1.33              | $1.13              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-08-15      | 3.3750%  | 3.3750% | $1.66              | $1.42              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2053-02-15      | 1.5000%  | 1.5000% | $346299.66         | $302725.73         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-02-15      | 3.8750%  | 3.8750% | $433.33            | $396.12            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-05-15      | 3.8750%  | 3.8750% | $8951.50           | $8253.20           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-08-15      | 4.3750%  | 4.3750% | $0.50              | $0.48              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-02-15      | 4.5000%  | 4.5000% | $7889.83           | $7776.50           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-11-15      | 4.6250%  | 4.6250% | $4645.00           | $4691.37           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2055-05-15      | 4.7500%  | 4.7500% | $0.16              | $0.17              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2055-08-15      | 4.7500%  | 4.7500% | $327.16            | $331.48            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-08-15      | 4.8750%  | 4.8750% | $459.50            | $473.50            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-08-15      | 1.5000%  | 1.5000% | $82735.00          | $81271.74          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-08-15      | 2.2500%  | 2.2500% | $92854.00          | $90770.77          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-01-15      | 0.5000%  | 0.5000% | $111196.83         | $144027.09         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-08-15      | 2.8750%  | 2.8750% | $13.16             | $12.93             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-11-15      | 3.1250%  | 3.1250% | $29793.83          | $29676.14          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-03-31      | 2.2500%  | 2.2500% | $0.16              | $0.16              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-04-30      | 2.3750%  | 2.3750% | $154.00            | $154.22            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-05-15      | 2.3750%  | 2.3750% | $1802.16           | $1739.22           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-02-15      | 1.6250%  | 1.6250% | $17.66             | $17.55             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-05-15      | 1.6250%  | 1.6250% | $97.83             | $97.10             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-05-15      | 2.3750%  | 2.3750% | $2132.66           | $2108.17           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-08-15      | 1.6250%  | 1.6250% | $989.16            | $919.46            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-08-31      | 1.3750%  | 1.3750% | $0.16              | $0.16              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-02-28      | 1.1250%  | 1.1250% | $439.16            | $424.11            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-03-31      | 0.6250%  | 0.6250% | $289.16            | $276.37            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-04-30      | 0.5000%  | 0.5000% | $1532.33           | $1461.49           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-08-31      | 0.5000%  | 0.5000% | $8518.83           | $8029.27           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-09-30      | 0.3750%  | 0.3750% | $20358.00          | $19087.82          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-10-31      | 0.2500%  | 0.2500% | $856.66            | $854.74            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-10-31      | 0.5000%  | 0.5000% | $34865.00          | $32755.62          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-11-30      | 0.3750%  | 0.3750% | $8244.00           | $8203.10           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-12-31      | 0.6250%  | 0.6250% | $0.16              | $0.15              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-02-29      | 1.1250%  | 1.1250% | $8.16              | $7.70              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-02-28      | 0.5000%  | 0.5000% | $83333.16          | $82192.69          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-04-30      | 1.2500%  | 1.2500% | $2751.83           | $2605.04           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-05-31      | 1.2500%  | 1.2500% | $0.16              | $0.15              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-06-30      | 1.2500%  | 1.2500% | $35593.50          | $33492.59          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-07-15      | 0.1250%  | 0.1250% | $121523.66         | $136735.32         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-07-31      | 0.6250%  | 0.6250% | $0.16              | $0.16              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-07-31      | 1.0000%  | 1.0000% | $1.66              | $1.55              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-09-30      | 1.2500%  | 1.2500% | $0.16              | $0.15              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-10-31      | 1.3750%  | 1.3750% | $203334.83         | $191081.20         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-10-31      | 1.1250%  | 1.1250% | $43.00             | $42.01             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-11-30      | 1.2500%  | 1.2500% | $1827.00           | $1783.30           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-12-31      | 1.2500%  | 1.2500% | $0.16              | $0.16              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-01-15      | 0.1250%  | 0.1250% | $333333.33         | $357513.20         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-02-15      | 1.8750%  | 1.8750% | $83333.33          | $74137.81          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-04-30      | 2.7500%  | 2.7500% | $333333.33         | $332404.47         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-05-31      | 2.7500%  | 2.7500% | $0.16              | $0.16              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-05-31      | 2.6250%  | 2.6250% | $10.16             | $10.08             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-07-31      | 2.7500%  | 2.7500% | $14347.50          | $14182.05          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-08-31      | 3.1250%  | 3.1250% | $0.16              | $0.16              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-09-30      | 4.1250%  | 4.1250% | $58.83             | $59.37             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-10-15      | 4.2500%  | 4.2500% | $12111.33          | $12347.60          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-11-15      | 4.5000%  | 4.5000% | $103.83            | $105.62            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-12-15      | 4.0000%  | 4.0000% | $553.50            | $560.01            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-01-31      | 3.5000%  | 3.5000% | $0.16              | $0.16              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-02-15      | 4.0000%  | 4.0000% | $80.00             | $80.41             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-03-31      | 3.6250%  | 3.6250% | $0.16              | $0.16              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-05-15      | 3.6250%  | 3.6250% | $714.50            | $723.26            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-05-15      | 3.3750%  | 3.3750% | $2.00              | $1.94              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-06-30      | 3.7500%  | 3.7500% | $169614.33         | $171243.30         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-09-30      | 4.6250%  | 4.6250% | $8757.66           | $9102.19           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-09-30      | 4.6250%  | 4.6250% | $22220.16          | $22835.66          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-11-15      | 4.5000%  | 4.5000% | $95797.83          | $100707.95         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-11-30      | 4.8750%  | 4.8750% | $1.66              | $1.69              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-11-30      | 4.3750%  | 4.3750% | $30138.33          | $31217.08          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-12-15      | 4.3750%  | 4.3750% | $54780.00          | $55902.23          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-12-31      | 3.7500%  | 3.7500% | $1.00              | $1.00              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-12-31      | 4.2500%  | 4.2500% | $681.16            | $688.79            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-01-15      | 4.0000%  | 4.0000% | $0.16              | $0.16              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-01-31      | 4.2500%  | 4.2500% | $48.16             | $48.54             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-01-15      | 1.7500%  | 1.7500% | $671.83            | $711.81            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-02-28      | 4.2500%  | 4.2500% | $61199.33          | $62555.02          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-04-30      | 4.6250%  | 4.6250% | $26260.66          | $27594.36          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-06-30      | 4.2500%  | 4.2500% | $6310.33           | $6515.45           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-07-15      | 1.8750%  | 1.8750% | $29336.16          | $30766.86          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-08-15      | 3.8750%  | 3.8750% | $12504.83          | $12380.35          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-08-15      | 3.7500%  | 3.7500% | $472.33            | $475.35            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-09-30      | 3.6250%  | 3.6250% | $78154.83          | $77241.98          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-09-30      | 3.5000%  | 3.5000% | $194.66            | $194.22            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-11-30      | 4.2500%  | 4.2500% | $234141.33         | $238821.03         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-02-28      | 4.1250%  | 4.1250% | $438.00            | $442.06            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-02-29      | 4.1250%  | 4.1250% | $68929.66          | $70113.08          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-03-15      | 3.8750%  | 3.8750% | $15072.00          | $15184.52          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-03-31      | 4.0000%  | 4.0000% | $501936.66         | $507583.45         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-03-31      | 3.8750%  | 3.8750% | $15529.33          | $15571.72          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-04-30      | 3.8750%  | 3.8750% | $5126.16           | $5240.17           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-04-15      | 1.6250%  | 1.6250% | $0.16              | $0.17              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-05-31      | 4.1250%  | 4.1250% | $0.16              | $0.17              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-06-15      | 3.8750%  | 3.8750% | $28447.83          | $28945.62          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-06-30      | 3.8750%  | 3.8750% | $910.00            | $924.22            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-07-15      | 1.8750%  | 1.8750% | $254103.33         | $258696.78         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-08-15      | 4.2500%  | 4.2500% | $314.33            | $318.66            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-09-15      | 3.3750%  | 3.3750% | $804768.50         | $800093.18         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-09-30      | 3.8750%  | 3.8750% | $101880.00         | $101577.41         | U.S. Treasuries (including strips) |

### Security 8: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM60R7E1, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-07
- **C.10 - Ratings:** FITCH'S RATING: F1; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips) | 2042-11-15      | 4.0000%  | 4.0000% | $8977000.00        | $8443829.03        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-01-15      | 0.3750%  | 0.3750% | $839300.00         | $1114325.66        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-02-15      | 2.2500%  | 2.2500% | $49846000.00       | $49038868.64       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-11-30      | 1.2500%  | 1.2500% | $9119300.00        | $8903470.49        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-07-31      | 2.7500%  | 2.7500% | $299900.00         | $296593.12         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-11-15      | 4.5000%  | 4.5000% | $400.00            | $406.91            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-02-15      | 3.5000%  | 3.5000% | $188544600.00      | $184053279.08      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-04-15      | 1.2500%  | 1.2500% | $67535200.00       | $73402030.03       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-09-15      | 3.3750%  | 3.3750% | $399500.00         | $398309.28         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-08-15      | 0.0000%  | 0.0000% | $91475757.70       | $62955811.87       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-05-15      | 0.0000%  | 0.0000% | $1999892.42        | $1954390.87        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-02-15      | 0.0000%  | 0.0000% | $140968131.62      | $119438773.71      | U.S. Treasuries (including strips) |

### Security 9: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BYM67Q7X4, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-07
- **C.10 - Ratings:** FITCH'S RATING: F1; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-11-01      | 5.5000%  | 5.5000% | $1173.00           | $975.70            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-01-01      | 5.5000%  | 5.5000% | $1180.00           | $974.89            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-04-01      | 3.0000%  | 3.0000% | $16577077.00       | $11607954.25       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-05-01      | 6.5000%  | 6.5000% | $1000.00           | $1005.28           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-10-20      | 3.5000%  | 3.5000% | $300000000.00      | $28886462.91       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-05-20      | 3.0000%  | 3.0000% | $172900000.00      | $16329679.27       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-09-20      | 3.5000%  | 3.5000% | $206600000.00      | $19227865.93       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-05-20      | 3.5000%  | 3.5000% | $171000000.00      | $18194727.80       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-06-20      | 4.0000%  | 4.0000% | $146454999.00      | $14435283.28       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-07-20      | 3.5000%  | 3.5000% | $216500000.00      | $26644294.83       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-10-20      | 3.5000%  | 3.5000% | $250000000.00      | $27207171.52       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-05-20      | 4.0000%  | 4.0000% | $152560086.00      | $12697771.33       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-01-20      | 2.0000%  | 2.0000% | $37950788.00       | $18989799.89       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-05-20      | 3.0000%  | 3.0000% | $1427944.00        | $349968.81         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-06-20      | 3.0000%  | 3.0000% | $45736573.00       | $11642690.38       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-05-20      | 2.5000%  | 2.5000% | $17273846.00       | $11384936.55       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-05-20      | 2.5000%  | 2.5000% | $1061.00           | $563.05            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-01-20      | 4.0000%  | 4.0000% | $2527468.00        | $2315237.14        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-01-20      | 5.5000%  | 5.5000% | $50000000.00       | $40607852.38       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-08-20      | 4.0000%  | 4.0000% | $298630121.00      | $274192510.87      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-09-20      | 5.5000%  | 5.5000% | $20000000.00       | $18772453.12       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-20      | 4.0000%  | 4.0000% | $17188331.00       | $15802187.24       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-09-20      | 4.0000%  | 4.0000% | $170833583.00      | $158299467.62      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-20      | 5.5000%  | 5.5000% | $4331702.00        | $4318603.91        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-20      | 6.5000%  | 6.5000% | $30546872.00       | $31173810.23       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-20      | 6.0000%  | 6.0000% | $179547580.00      | $182167988.98      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-20      | 3.0000%  | 3.0000% | $14024571.00       | $12542826.37       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-20      | 5.0000%  | 5.0000% | $3823729.00        | $3808322.11        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-20      | 5.5000%  | 5.5000% | $40000000.00       | $40298595.96       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-20      | 6.5000%  | 6.5000% | $12690231.00       | $13119083.88       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-20      | 6.5000%  | 6.5000% | $1685371.00        | $1757686.06        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-20      | 6.5000%  | 6.5000% | $1001.00           | $1043.64           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-20      | 6.5000%  | 6.5000% | $3088034.00        | $3220205.66        | Agency Mortgage-Backed Securities |

### Security 10: BMO CAPITAL MARKETS CORP

- **C.1 - Title:** BMO CAPITAL MARKETS CORP
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BYM6A7SE1, C.3 - LEI: RUC0QBLBRPRCU4W1NE59
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips)                          | 2035-02-15      | 4.6250%  | 4.6250% | $1792600.00        | $1875472.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-02-16      | 0.0130%  | 0.0130% | $155389291.00      | $5697.02           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-04-16      | 0.2010%  | 0.2010% | $10690000.00       | $17675.00          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2042-05-16      | 3.5000%  | 3.5000% | $5200000.00        | $153532.35         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2057-09-16      | 0.4350%  | 0.4350% | $3360000.00        | $12268.93          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2058-07-16      | 0.4970%  | 0.4970% | $2000000.00        | $7872.70           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2058-02-16      | 1.1380%  | 1.1380% | $110300000.00      | $1669472.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2058-01-16      | 0.4580%  | 0.4580% | $2566000.00        | $5762.10           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2057-12-16      | 0.8130%  | 0.8130% | $1566000.00        | $11324.04          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2046-09-20      | 1.8500%  | 1.8500% | $1100000.00        | $45336.25          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2046-10-20      | 1.8500%  | 1.8500% | $530000.00         | $11561.68          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2046-12-20      | 6.5000%  | 6.5000% | $34438384.00       | $505865.40         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2060-06-16      | 0.7360%  | 0.7360% | $150023025.00      | $1049951.62        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-02-20      | 4.7650%  | 4.7650% | $800002.00         | $61594.82          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-04-20      | 2.8040%  | 2.8040% | $50590001.00       | $1169521.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-08-20      | 2.2420%  | 2.2420% | $885000.00         | $12889.13          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-11-16      | 0.8220%  | 0.8220% | $106897339.00      | $1063349.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2061-03-16      | 0.7180%  | 0.7180% | $87193289.00       | $994354.82         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2062-01-16      | 0.4000%  | 0.4000% | $120483604.00      | $297644.51         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2060-09-16      | 1.2710%  | 1.2710% | $15500000.00       | $1219787.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2062-05-16      | 0.9640%  | 0.9640% | $20999981.00       | $629615.25         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2062-09-16      | 0.7980%  | 0.7980% | $510000.00         | $19726.93          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2062-02-16      | 0.8800%  | 0.8800% | $465000.00         | $21224.10          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2062-05-16      | 0.7860%  | 0.7860% | $210525.00         | $9528.63           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2062-08-16      | 0.6070%  | 0.6070% | $220000.00         | $6967.52           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-07-20      | 4.9650%  | 4.9650% | $100000.00         | $47158.24          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-07-20      | 4.9150%  | 4.9150% | $300000.00         | $180342.07         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-08-20      | 4.8650%  | 4.8650% | $600000.00         | $113746.13         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2071-01-20      | 1.2950%  | 1.2950% | $1295120.00        | $31381.68          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2061-04-16      | 0.8150%  | 0.8150% | $3800000.00        | $199419.28         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2062-12-16      | 1.6490%  | 1.6490% | $80000.00          | $49276.72          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2062-10-16      | 0.8770%  | 0.8770% | $3200000.00        | $174634.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2062-06-16      | 0.9360%  | 0.9360% | $3330000.00        | $184768.99         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2063-09-16      | 1.6000%  | 1.6000% | $4500000.00        | $386208.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2060-11-16      | 0.9110%  | 0.9110% | $3000000.00        | $175545.09         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2061-01-16      | 0.7980%  | 0.7980% | $3000000.00        | $160606.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-12-20      | 3.5000%  | 3.5000% | $700000.00         | $185338.12         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2064-03-16      | 0.8010%  | 0.8010% | $355551.00         | $17652.11          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2061-04-16      | 0.2500%  | 0.2500% | $20000000.00       | $186238.98         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2061-06-16      | 4.0000%  | 4.0000% | $49852213.00       | $38483532.01       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2063-09-16      | 0.6970%  | 0.6970% | $22186563.00       | $1039252.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2061-02-16      | 0.6390%  | 0.6390% | $5200000.00        | $226767.04         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2064-06-16      | 0.8020%  | 0.8020% | $374000.00         | $20139.19          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2064-06-16      | 0.6100%  | 0.6100% | $4000000.00        | $214285.51         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2067-09-16      | 0.8590%  | 0.8590% | $170900000.00      | $13313347.68       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2066-07-16      | 4.7500%  | 4.7500% | $6500000.00        | $6140598.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2066-07-16      | 4.7500%  | 4.7500% | $12000000.00       | $11403280.66       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-06-20      | 0.1110%  | 0.1110% | $20504553.00       | $438487.40         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-06-20      | 5.5000%  | 5.5000% | $1268498.00        | $272366.64         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-06-20      | 5.0000%  | 5.0000% | $538520.00         | $526972.39         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-08-20      | 0.0500%  | 0.0500% | $10838778.00       | $21457.45          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-09-20      | 0.1500%  | 0.1500% | $2469413.00        | $14427.18          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-07-20      | 0.1110%  | 0.1110% | $5981790.00        | $83638.26          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-07-20      | 6.0000%  | 6.0000% | $3749999.00        | $461231.36         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-07-20      | 0.0000%  | 0.0000% | $933333.00         | $795519.22         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-07-20      | 6.0000%  | 6.0000% | $1943645.00        | $243836.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-08-20      | 6.0000%  | 6.0000% | $2337357.00        | $262349.59         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-08-20      | 5.2500%  | 5.2500% | $8081.00           | $8177.82           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-04-20      | 6.0000%  | 6.0000% | $4687500.00        | $546116.78         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-02-20      | 6.0000%  | 6.0000% | $6250000.00        | $638693.29         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-08-20      | 0.0600%  | 0.0600% | $100000000.00      | $227450.73         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-02-20      | 1.8000%  | 1.8000% | $12517200.00       | $491929.38         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-07-20      | 4.5000%  | 4.5000% | $5371079.00        | $276757.03         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2043-10-16      | 4.0000%  | 4.0000% | $4155500.00        | $159333.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-02-20      | 0.3530%  | 0.3530% | $2521085.00        | $7962.55           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-05-20      | 4.5000%  | 4.5000% | $4569062.00        | $198022.68         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-04-20      | 2.6000%  | 2.6000% | $750000.00         | $93551.18          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-09-20      | 2.0500%  | 2.0500% | $15000000.00       | $1013841.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-08-20      | 3.5000%  | 3.5000% | $7706025.00        | $160981.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-11-20      | 2.0500%  | 2.0500% | $230000.00         | $24164.84          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-11-20      | 3.5000%  | 3.5000% | $2170000.00        | $163835.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2037-01-20      | 6.0000%  | 6.0000% | $9536654.00        | $463720.06         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-06-20      | 2.5000%  | 2.5000% | $5373900.00        | $422311.57         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-02-20      | 2.0000%  | 2.0000% | $4175000.00        | $329110.29         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-04-20      | 2.0000%  | 2.0000% | $12984250.00       | $530218.82         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-04-20      | 2.0000%  | 2.0000% | $15440000.00       | $603447.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-06-20      | 0.0000%  | 0.0000% | $6235000.00        | $9925.40           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-07-20      | 3.5000%  | 3.5000% | $2119357.00        | $152400.25         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-07-20      | 3.5000%  | 3.5000% | $4995428.00        | $427472.68         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-09-20      | 0.0000%  | 0.0000% | $340000.00         | $10419.87          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-09-20      | 2.0000%  | 2.0000% | $5630000.00        | $369564.57         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-10-20      | 5.5000%  | 5.5000% | $3689000.00        | $352198.75         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-11-20      | 2.5000%  | 2.5000% | $3234585.00        | $413759.13         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-11-20      | 2.0000%  | 2.0000% | $18539500.00       | $568717.60         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-11-20      | 2.0000%  | 2.0000% | $15052750.00       | $428208.94         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-12-20      | 0.0000%  | 0.0000% | $96000000.00       | $1267019.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-12-20      | 2.0000%  | 2.0000% | $16896000.00       | $1017267.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-01-20      | 3.0000%  | 3.0000% | $8083332.00        | $522960.00         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-01-20      | 3.0000%  | 3.0000% | $1904166.00        | $183827.86         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2074-11-20      | 0.6780%  | 0.6780% | $59079100.00       | $4305279.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2073-09-20      | 0.0090%  | 0.0090% | $77562556.00       | $28015.40          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2074-05-20      | 5.2380%  | 5.2380% | $150000.00         | $146502.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-02-20      | 5.5000%  | 5.5000% | $5151659.00        | $550006.78         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-04-20      | 0.0000%  | 0.0000% | $277777.00         | $17405.90          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-03-20      | 5.5000%  | 5.5000% | $4206831.00        | $338069.24         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-03-20      | 5.5000%  | 5.5000% | $8472220.00        | $693978.72         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-03-20      | 6.0000%  | 6.0000% | $3691254.00        | $292543.34         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-01-20      | 3.0000%  | 3.0000% | $8333333.00        | $643760.67         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-09-20      | 0.0000%  | 0.0000% | $20000000.00       | $4898.20           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-01-20      | 2.5000%  | 2.5000% | $4000.00           | $3295.27           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-06-20      | 1.6610%  | 1.6610% | $15955041.00       | $1057443.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-07-20      | 4.5000%  | 4.5000% | $4431.00           | $3282.69           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-07-20      | 3.0000%  | 3.0000% | $5000000.00        | $206105.78         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-03-20      | 6.0000%  | 6.0000% | $3333333.00        | $288451.05         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-03-20      | 1.9110%  | 1.9110% | $54572337.00       | $1232962.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-10-20      | 0.6110%  | 0.6110% | $45000000.00       | $1110738.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-09-20      | 5.5000%  | 5.5000% | $9234390.00        | $493357.22         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-09-20      | 2.2610%  | 2.2610% | $215000.00         | $26830.57          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-07-20      | 0.0000%  | 0.0000% | $1000000.00        | $329970.00         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2047-10-20      | 4.5000%  | 4.5000% | $1500000.00        | $220680.07         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-10-20      | 7.0000%  | 7.0000% | $71428.00          | $12174.80          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-10-20      | 7.5000%  | 7.5000% | $333333.00         | $7344.63           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-11-20      | 1.8110%  | 1.8110% | $20000000.00       | $1047460.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-02-20      | 7.0000%  | 7.0000% | $5853856.00        | $204159.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-12-20      | 7.0000%  | 7.0000% | $212856.00         | $27641.11          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-01-20      | 6.0000%  | 6.0000% | $2500000.00        | $374017.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-02-20      | 0.8110%  | 0.8110% | $30000000.00       | $1066894.48        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-02-20      | 1.4610%  | 1.4610% | $19000000.00       | $987435.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-02-20      | 0.0500%  | 0.0500% | $20000000.00       | $18663.60          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-02-20      | 1.4610%  | 1.4610% | $500000.00         | $26488.33          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-02-20      | 0.0500%  | 0.0500% | $50000000.00       | $25383.97          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2064-03-20      | 0.0500%  | 0.0500% | $20000000.00       | $18937.15          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-03-20      | 0.0500%  | 0.0500% | $20000000.00       | $14934.53          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-03-20      | 0.1000%  | 0.1000% | $112900000.00      | $198540.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-03-20      | 1.6110%  | 1.6110% | $25900000.00       | $1037187.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2075-07-20      | 0.6850%  | 0.6850% | $5987661.00        | $408197.09         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2075-08-20      | 0.7650%  | 0.7650% | $29360000.00       | $2236970.40        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2064-04-20      | 6.5000%  | 6.5000% | $14548768.00       | $787228.68         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-04-20      | 6.0000%  | 6.0000% | $1250000.00        | $198386.58         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2064-05-20      | 0.1300%  | 0.1300% | $7218915.00        | $6717.31           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-06-20      | 0.0500%  | 0.0500% | $5460253.00        | $8968.82           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-10-20      | 0.0500%  | 0.0500% | $14949417.00       | $27333.42          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2064-05-20      | 0.1000%  | 0.1000% | $10000000.00       | $7273.72           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2064-06-20      | 0.0600%  | 0.0600% | $25000000.00       | $9338.20           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2064-06-20      | 0.0200%  | 0.0200% | $50000000.00       | $12593.17          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-10-20      | 6.5000%  | 6.5000% | $3846154.00        | $225812.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-07-20      | 5.5000%  | 5.5000% | $909090.00         | $157437.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-08-20      | 3.0000%  | 3.0000% | $147964.00         | $113446.31         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2064-08-20      | 0.0500%  | 0.0500% | $20000000.00       | $18506.82          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-09-20      | 5.5000%  | 5.5000% | $794909.00         | $272692.38         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-05-20      | 5.5000%  | 5.5000% | $3750545.00        | $336361.94         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-11-20      | 0.0500%  | 0.0500% | $120000000.00      | $157954.09         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-11-20      | 0.0500%  | 0.0500% | $20000000.00       | $18636.35          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-11-20      | 0.1000%  | 0.1000% | $10000000.00       | $12372.74          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-10-20      | 0.0500%  | 0.0500% | $9447191.00        | $11358.12          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-10-20      | 6.0000%  | 6.0000% | $3750000.00        | $152772.57         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2064-10-20      | 0.0500%  | 0.0500% | $25000000.00       | $25424.63          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-12-20      | 0.1000%  | 0.1000% | $130000000.00      | $168621.66         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-12-20      | 0.0200%  | 0.0200% | $69899904.00       | $22407.21          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2035-11-20      | 5.5000%  | 5.5000% | $1485455.00        | $255269.84         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-11-20      | 0.0500%  | 0.0500% | $30000000.00       | $28528.90          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-01-20      | 5.7500%  | 5.7500% | $79429.00          | $77356.61          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-01-20      | 0.0400%  | 0.0400% | $25000000.00       | $13683.11          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-01-20      | 0.0200%  | 0.0200% | $137291000.00      | $50385.26          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-01-20      | 0.0400%  | 0.0400% | $25000000.00       | $19164.95          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-03-20      | 5.5000%  | 5.5000% | $1818182.00        | $239200.53         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-01-20      | 4.0000%  | 4.0000% | $181174.00         | $169754.04         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-02-20      | 0.0410%  | 0.0410% | $250000000.00      | $693346.57         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-02-20      | 0.0000%  | 0.0000% | $99889664.00       | $42099.00          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-02-20      | 0.0000%  | 0.0000% | $25000000.00       | $21072.75          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-02-20      | 0.0500%  | 0.0500% | $25000000.00       | $17918.77          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-02-20      | 4.5000%  | 4.5000% | $24924.00          | $22945.33          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-05-20      | 0.0500%  | 0.0500% | $10000000.00       | $8240.95           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-05-20      | 0.0800%  | 0.0800% | $10000000.00       | $16074.22          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-05-20      | 0.0200%  | 0.0200% | $15000000.00       | $4947.24           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-02-20      | 6.0000%  | 6.0000% | $2500000.00        | $473123.48         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-03-20      | 5.0000%  | 5.0000% | $3000.00           | $2931.07           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-03-20      | 5.0000%  | 5.0000% | $5001.00           | $4590.94           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-07-20      | 4.5000%  | 4.5000% | $2000.00           | $1957.92           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-11-20      | 6.7880%  | 6.7880% | $26444801.00       | $22653469.08       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2036-02-20      | 6.0000%  | 6.0000% | $1383375.00        | $298460.43         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-06-20      | 6.5000%  | 6.5000% | $1611586.00        | $265523.35         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2035-12-20      | 5.5000%  | 5.5000% | $1180189.00        | $230616.71         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-04-20      | 0.0200%  | 0.0200% | $20000000.00       | $10706.00          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-04-20      | 1.0110%  | 1.0110% | $16831143.00       | $735888.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2065-04-20      | 0.5110%  | 0.5110% | $9587106.00        | $265485.94         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-04-20      | 0.7500%  | 0.7500% | $27111106.00       | $541661.60         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-04-20      | 0.0910%  | 0.0910% | $9282433.00        | $200887.19         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-04-20      | 0.3500%  | 0.3500% | $80000000.00       | $752632.43         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-04-20      | 5.0000%  | 5.0000% | $1427647.00        | $1356953.88        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-04-20      | 0.0000%  | 0.0000% | $7746172.00        | $295313.63         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-01-20      | 5.0000%  | 5.0000% | $4362333.00        | $4344308.23        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-04-20      | 5.2500%  | 5.2500% | $2070.00           | $2076.98           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2065-04-20      | 1.5610%  | 1.5610% | $13296097.00       | $378300.54         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-05-20      | 0.0500%  | 0.0500% | $199356000.00      | $266417.29         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-05-20      | 0.0500%  | 0.0500% | $175000000.00      | $233868.19         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-05-20      | 0.0500%  | 0.0500% | $350000000.00      | $467736.38         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-05-20      | 2.6610%  | 2.6610% | $7843217.00        | $704024.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-05-20      | 0.0110%  | 0.0110% | $7129660.00        | $142850.60         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-09-20      | 4.5000%  | 4.5000% | $29895.00          | $28661.44          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-01-20      | 5.2500%  | 5.2500% | $4000.00           | $4027.82           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-12-20      | 5.0000%  | 5.0000% | $141443.00         | $140154.98         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-12-20      | 5.0000%  | 5.0000% | $26304000.00       | $26278043.72       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2041-01-25      | 0.5630%  | 0.5630% | $59687000.00       | $927227.20         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2027-10-15      | 3.5000%  | 3.5000% | $2000000.00        | $719.44            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2043-09-15      | 0.0000%  | 0.0000% | $6411000.00        | $1054427.46        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-08-01      | 5.0000%  | 5.0000% | $23171.00          | $18161.82          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-10-01      | 5.5000%  | 5.5000% | $100805.00         | $80271.57          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2027-07-15      | 7.5000%  | 7.5000% | $452032.00         | $4.80              | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2031-06-15      | 6.5000%  | 6.5000% | $5263.00           | $57.76             | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2038-02-15      | 1.9620%  | 1.9620% | $100000.00         | $332.51            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2037-10-15      | 1.7480%  | 1.7480% | $125000000.00      | $431902.05         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2031-02-25      | 1.3500%  | 1.3500% | $115413355.00      | $772.98            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2040-04-25      | 2.0790%  | 2.0790% | $2484905.00        | $40.73             | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-03-25      | 2.1790%  | 2.1790% | $616201.00         | $1709.47           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-07-25      | 2.1290%  | 2.1290% | $219326.00         | $1497.09           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2043-05-25      | 3.0000%  | 3.0000% | $1000000.00        | $1107886.05        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2045-08-25      | 1.6790%  | 1.6790% | $200000.00         | $4027.74           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-02-25      | 1.4020%  | 1.4020% | $11140460.00       | $462382.22         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-02-25      | 0.3580%  | 0.3580% | $45750000.00       | $296232.50         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2029-10-25      | 1.2430%  | 1.2430% | $13940000.00       | $395203.11         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-02-25      | 0.3980%  | 0.3980% | $1542610.00        | $12948.33          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-08-25      | 1.4960%  | 1.4960% | $12800000.00       | $355809.83         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2034-08-25      | 1.9830%  | 1.9830% | $23867706.00       | $984272.88         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-10-25      | 2.5000%  | 2.5000% | $100000.00         | $11615.40          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-11-25      | 0.8250%  | 0.8250% | $2450800.00        | $853574.63         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-11-25      | 0.8250%  | 0.8250% | $328132.00         | $114283.15         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-12-25      | 3.0000%  | 3.0000% | $1625000.00        | $157712.92         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-10-25      | 1.9010%  | 1.9010% | $2209588.00        | $2027774.13        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-12-25      | 0.2900%  | 0.2900% | $100000000.00      | $949019.04         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-10-25      | 2.5000%  | 2.5000% | $700000.00         | $102791.90         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-06-25      | 7.8440%  | 7.8440% | $3947613.00        | $3697388.21        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-05-25      | 1.0430%  | 1.0430% | $54747000.00       | $2311409.23        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-01-25      | 5.0000%  | 5.0000% | $4288029.00        | $4050652.21        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-02-25      | 5.5000%  | 5.5000% | $5000.00           | $5073.80           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-06-25      | 0.0000%  | 0.0000% | $50000000.00       | $734148.72         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-04-25      | 5.5000%  | 5.5000% | $3999.00           | $3658.59           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-04-25      | 5.2560%  | 5.2560% | $7000.00           | $6648.56           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-03-25      | 5.0000%  | 5.0000% | $4479000.00        | $4300677.77        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2036-08-25      | 5.0000%  | 5.0000% | $15985000.00       | $16029027.90       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2032-12-01      | 0.0000%  | 0.0000% | $327496113.00      | $521062.08         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2033-12-01      | 5.5000%  | 5.5000% | $955757.00         | $915.88            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2027-04-01      | 3.0000%  | 3.0000% | $1400346.00        | $321.08            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2039-11-01      | 4.5000%  | 4.5000% | $699999.00         | $4178.02           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2041-05-15      | 2.5000%  | 2.5000% | $20000000.00       | $462773.23         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-07-15      | 2.5000%  | 2.5000% | $3001.00           | $2405.33           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-08-15      | 1.5130%  | 1.5130% | $469984.00         | $6158.42           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-01-15      | 3.0000%  | 3.0000% | $3984.00           | $327.65            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-09-15      | 3.0000%  | 3.0000% | $3000.00           | $2551.52           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2032-10-15      | 3.0000%  | 3.0000% | $8000.00           | $7719.08           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2041-11-15      | 2.5000%  | 2.5000% | $585999.00         | $26309.79          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2043-01-15      | 3.0000%  | 3.0000% | $5000.00           | $4276.28           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-10-15      | 2.5000%  | 2.5000% | $6013.00           | $235.71            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-10-15      | 2.0000%  | 2.0000% | $10000000.00       | $911145.77         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2043-04-15      | 3.5000%  | 3.5000% | $1100000.00        | $15252.03          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2033-04-15      | 3.0000%  | 3.0000% | $1754310.00        | $71783.78          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2043-07-15      | 3.5000%  | 3.5000% | $3000.00           | $2850.18           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2027-06-15      | 3.5000%  | 3.5000% | $900000.00         | $99.67             | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2043-12-15      | 4.5000%  | 4.5000% | $5998.00           | $718.22            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2041-04-15      | 1.9470%  | 1.9470% | $801316.00         | $2488.25           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2046-09-15      | 3.0000%  | 3.0000% | $6000.00           | $5403.74           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2030-10-25      | 1.1110%  | 1.1110% | $534000.00         | $21718.68          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2027-08-25      | 3.0370%  | 3.0370% | $1125000.00        | $440251.25         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2048-01-15      | 3.0000%  | 3.0000% | $6000.00           | $5142.04           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2048-06-15      | 3.0000%  | 3.0000% | $3003.00           | $274.79            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2048-08-15      | 3.0000%  | 3.0000% | $1162990.00        | $63892.94          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2048-06-15      | 3.5000%  | 3.5000% | $81324.00          | $4064.28           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2029-12-25      | 3.9500%  | 3.9500% | $70000.00          | $17751.82          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2049-07-15      | 4.0000%  | 4.0000% | $4000.00           | $3209.36           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2049-01-25      | 3.0000%  | 3.0000% | $1250000.00        | $459155.23         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2049-01-25      | 2.0000%  | 2.0000% | $1000000.00        | $349024.79         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2049-10-25      | 2.5000%  | 2.5000% | $2000.00           | $561.42            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2029-10-25      | 1.9380%  | 1.9380% | $200000.00         | $116784.53         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2031-01-25      | 0.4120%  | 0.4120% | $3931149.00        | $53354.09          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2052-01-25      | 3.0000%  | 3.0000% | $5135000.00        | $635729.52         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2051-12-25      | 4.0000%  | 4.0000% | $1000000.00        | $553871.19         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2047-12-25      | 2.5000%  | 2.5000% | $2000.00           | $1235.32           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2048-07-25      | 2.5000%  | 2.5000% | $351000.00         | $197472.32         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2052-03-25      | 3.0000%  | 3.0000% | $3001.00           | $1902.60           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2049-11-25      | 3.0000%  | 3.0000% | $5000.00           | $3082.28           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2042-02-25      | 3.5000%  | 3.5000% | $5000.00           | $4122.18           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2051-12-25      | 2.0000%  | 2.0000% | $5001.00           | $4072.48           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2032-06-25      | 0.4990%  | 0.4990% | $11500000.00       | $270838.76         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2052-08-25      | 3.2500%  | 3.2500% | $6000.00           | $4066.88           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2052-08-25      | 3.2500%  | 3.2500% | $3000.00           | $2033.44           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2052-08-25      | 3.5000%  | 3.5000% | $24039637.00       | $18152515.29       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2028-08-25      | 5.2720%  | 5.2720% | $55000.00          | $38714.00          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-06-25      | 5.5000%  | 5.5000% | $6040.00           | $6158.36           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-07-25      | 0.1250%  | 0.1250% | $6000.00           | $4178.04           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-08-25      | 1.5930%  | 1.5930% | $58934737.00       | $3733948.96        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-09-25      | 4.7500%  | 4.7500% | $2000.00           | $1803.64           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-09-25      | 4.5000%  | 4.5000% | $3000.00           | $2942.11           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-09-25      | 4.7500%  | 4.7500% | $3000.00           | $2725.75           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-10-25      | 4.7500%  | 4.7500% | $2000.00           | $1803.43           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-08-25      | 4.7500%  | 4.7500% | $7000.00           | $6887.24           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-12-25      | 5.0000%  | 5.0000% | $2000.00           | $1966.15           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2036-04-25      | 5.0000%  | 5.0000% | $4001.00           | $3945.75           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-05-25      | 0.0000%  | 0.0000% | $2243024.00        | $1714406.09        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2051-12-25      | 6.0000%  | 6.0000% | $1881026.00        | $213316.09         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-08-25      | 6.0000%  | 6.0000% | $2980873.00        | $2992201.02        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-08-25      | 6.0000%  | 6.0000% | $3333333.00        | $578888.13         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-09-25      | 6.0000%  | 6.0000% | $3119614.00        | $782231.77         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2033-02-15      | 5.5000%  | 5.5000% | $4261.00           | $73.27             | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2034-01-25      | 5.5000%  | 5.5000% | $10000000.00       | $1890090.26        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2035-08-25      | 5.5000%  | 5.5000% | $6000.00           | $127.84            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2035-10-25      | 5.5000%  | 5.5000% | $6020690.00        | $642700.69         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2033-05-15      | 5.5000%  | 5.5000% | $4002.00           | $150.37            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2036-03-25      | 4.8400%  | 4.8400% | $6000.00           | $83.25             | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2034-04-15      | 5.5000%  | 5.5000% | $6000.00           | $273.69            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2036-06-25      | 4.8700%  | 4.8700% | $7000.00           | $87.33             | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2035-11-15      | 5.5000%  | 5.5000% | $3000.00           | $1155.04           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2036-11-15      | 1.8030%  | 1.8030% | $1044408.00        | $1390.57           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2037-03-15      | 5.5000%  | 5.5000% | $7856000.00        | $368572.24         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2039-12-25      | 4.5000%  | 4.5000% | $2814.00           | $22.87             | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2037-07-25      | 5.0100%  | 5.0100% | $5000.00           | $89.43             | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2040-01-15      | 1.7430%  | 1.7430% | $396875.00         | $1007.78           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2039-08-15      | 4.0000%  | 4.0000% | $3403330.00        | $45823.31          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-02-01      | 3.2670%  | 3.2670% | $12376.00          | $1237.33           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-06-01      | 5.5000%  | 5.5000% | $86804.00          | $68342.45          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-06-01      | 5.0000%  | 5.0000% | $1022962.00        | $997035.05         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-01-01      | 4.5000%  | 4.5000% | $264752.00         | $257131.38         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2041-07-25      | 7.7060%  | 7.7060% | $3000000.00        | $2652476.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2066-07-15      | 5.9000%  | 5.9000% | $1000.00           | $1011.26           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2075-05-20      | 6.4630%  | 6.4630% | $1594153.00        | $1652424.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2043-11-16      | 0.0000%  | 0.0000% | $65395775.00       | $5873.07           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2060-05-20      | 1.4700%  | 1.4700% | $17039817.00       | $14149.53          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2060-12-20      | 4.8650%  | 4.8650% | $224928.00         | $11517.83          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2062-02-20      | 5.1650%  | 5.1650% | $1500000.00        | $75916.55          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2063-04-20      | 2.6930%  | 2.6930% | $120000000.00      | $30138.70          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2042-08-16      | 3.5000%  | 3.5000% | $13322551.00       | $515449.88         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2067-10-20      | 2.3420%  | 2.3420% | $500000.00         | $5119.95           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2064-10-20      | 1.5610%  | 1.5610% | $1183000.00        | $4628.81           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2067-11-20      | 2.5790%  | 2.5790% | $1400000.00        | $11214.25          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-03-16      | 0.0000%  | 0.0000% | $199895091.00      | $60546.45          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-04-16      | 0.5300%  | 0.5300% | $41255000.00       | $6019.83           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-06-16      | 0.3940%  | 0.3940% | $303415528.00      | $20027.99          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-11-16      | 0.0000%  | 0.0000% | $50000000.00       | $9776.94           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2043-06-16      | 1.8880%  | 1.8880% | $14601000.00       | $13427.92          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2044-01-20      | 3.5000%  | 3.5000% | $30259364.00       | $168431.82         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2065-08-20      | 1.8880%  | 1.8880% | $1036000.00        | $10601.28          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2065-10-20      | 2.2080%  | 2.2080% | $1157000.00        | $7149.35           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2065-12-20      | 2.0240%  | 2.0240% | $3636000.00        | $20044.94          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2066-02-20      | 5.1850%  | 5.1850% | $7500000.00        | $146892.76         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2040-04-20      | 2.2300%  | 2.2300% | $157000.00         | $621.48            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-04-16      | 0.5150%  | 0.5150% | $14686909.00       | $21586.89          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-02-16      | 0.1740%  | 0.1740% | $7233000.00        | $12428.34          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-04-16      | 0.2010%  | 0.2010% | $21640000.00       | $7582.05           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-02-16      | 0.1190%  | 0.1190% | $17467174.00       | $7203.22           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-03-16      | 0.3490%  | 0.3490% | $8648000.00        | $13593.66          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-08-16      | 0.0850%  | 0.0850% | $182710000.00      | $11490.18          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2042-05-20      | 1.2500%  | 1.2500% | $5224358.00        | $53277.48          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-05-16      | 0.7910%  | 0.7910% | $187842399.00      | $63757.65          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-10-16      | 0.0640%  | 0.0640% | $50000000.00       | $14545.88          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-06-16      | 0.1120%  | 0.1120% | $15240000.00       | $5602.98           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2047-11-16      | 0.1320%  | 0.1320% | $20130000.00       | $8123.42           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-10-16      | 0.2260%  | 0.2260% | $2550000.00        | $8060.73           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-09-16      | 0.5870%  | 0.5870% | $4200010.00        | $21633.30          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-06-16      | 0.0320%  | 0.0320% | $150896202.00      | $9181.89           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2043-11-20      | 1.9000%  | 1.9000% | $13861142.00       | $18157.49          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2064-12-20      | 1.6080%  | 1.6080% | $3154000.00        | $17156.56          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-11-16      | 0.2230%  | 0.2230% | $12490000.00       | $16043.41          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-05-16      | 0.0810%  | 0.0810% | $10100037.00       | $5768.41           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2056-04-16      | 0.4620%  | 0.4620% | $4500000.00        | $12521.78          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-08-16      | 0.3660%  | 0.3660% | $45945112.00       | $31737.81          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2046-04-16      | 0.8490%  | 0.8490% | $271506813.00      | $70949.56          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2043-09-16      | 2.2500%  | 2.2500% | $9842000.00        | $203598.12         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2026-07-16      | 4.0000%  | 4.0000% | $847020.00         | $2.37              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2057-01-16      | 0.2920%  | 0.2920% | $5831000.00        | $11501.63          | Agency Collateralized Mortgage Obligation |

### Security 11: BNP PARIBAS NEW YORK

- **C.1 - Title:** BNP PARIBAS NEW YORK
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BYM6A7LY4, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-04-01      | 4.7400%  | 4.7400% | $2525900.00        | $2473520.54        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2048-02-01      | 3.5000%  | 3.5000% | $1000.00           | $119.48            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2033-12-01      | 4.0000%  | 4.0000% | $3992.00           | $314.44            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2036-09-01      | 3.0000%  | 3.0000% | $26316.00          | $4897.41           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2045-04-01      | 3.5000%  | 3.5000% | $2000.00           | $192.14            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2045-12-01      | 3.5000%  | 3.5000% | $400171.00         | $43523.80          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-04-01      | 2.0000%  | 2.0000% | $8899.00           | $4290.38           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-09-01      | 2.0000%  | 2.0000% | $8041680.00        | $5063776.65        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-08-01      | 3.5000%  | 3.5000% | $832091.00         | $616710.98         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-12-01      | 3.5000%  | 3.5000% | $2000.00           | $1701.30           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-02-01      | 5.5000%  | 5.5000% | $783036.00         | $656206.06         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-04-01      | 3.0000%  | 3.0000% | $25885030.00       | $21663597.70       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2049-08-01      | 4.5000%  | 4.5000% | $2000.00           | $192.49            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-02-01      | 2.5000%  | 2.5000% | $2000.00           | $1071.26           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-06-01      | 1.5000%  | 1.5000% | $1368516.00        | $816925.33         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-09-01      | 2.5000%  | 2.5000% | $2000.00           | $1231.02           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-10-01      | 2.5000%  | 2.5000% | $2000.00           | $1242.57           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-11-01      | 1.5000%  | 1.5000% | $7000.00           | $4344.72           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-12-01      | 2.0000%  | 2.0000% | $2000.00           | $1295.54           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-03-01      | 2.0000%  | 2.0000% | $9000.00           | $5972.40           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-04-01      | 2.5000%  | 2.5000% | $2000.00           | $1368.04           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-04-01      | 3.0000%  | 3.0000% | $991097.00         | $697914.99         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-05-01      | 3.0000%  | 3.0000% | $11266.00          | $8101.57           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-06-01      | 3.0000%  | 3.0000% | $2000.00           | $1454.12           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-10-01      | 4.5000%  | 4.5000% | $76000.00          | $60178.73          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-10-01      | 5.0000%  | 5.0000% | $2000.00           | $1576.75           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-07-01      | 5.0000%  | 5.0000% | $1000.00           | $746.32            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-08-01      | 5.0000%  | 5.0000% | $24946378.00       | $18926413.42       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-09-01      | 3.0000%  | 3.0000% | $10061813.00       | $7429335.01        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-11-01      | 3.5000%  | 3.5000% | $2000.00           | $1539.02           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-01-01      | 3.0000%  | 3.0000% | $6000.00           | $4560.46           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-05-01      | 5.5000%  | 5.5000% | $840000.00         | $683828.44         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-03-01      | 3.5000%  | 3.5000% | $1000.00           | $803.47            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-03-01      | 5.0000%  | 5.0000% | $1000.00           | $838.83            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-03-01      | 6.0000%  | 6.0000% | $1000.00           | $720.07            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-08-01      | 5.5000%  | 5.5000% | $22000.00          | $18352.48          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-06-01      | 5.0000%  | 5.0000% | $14490760.00       | $12316149.09       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-07-01      | 5.0000%  | 5.0000% | $8244740.00        | $7060356.55        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-07-01      | 6.0000%  | 6.0000% | $903637.00         | $716832.74         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-08-01      | 4.5000%  | 4.5000% | $1000.00           | $864.77            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-08-01      | 5.0000%  | 5.0000% | $1030000.00        | $888423.89         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-09-01      | 4.5000%  | 4.5000% | $6000.00           | $5243.72           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-10-01      | 5.5000%  | 5.5000% | $2805818.00        | $2374661.81        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-11-01      | 5.5000%  | 5.5000% | $11938382.00       | $10335444.86       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-04-01      | 5.5000%  | 5.5000% | $3770467.00        | $3267797.98        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-01-01      | 6.0000%  | 6.0000% | $945605.00         | $712508.75         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-02-01      | 5.5000%  | 5.5000% | $4300000.00        | $3743195.68        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-03-01      | 6.0000%  | 6.0000% | $5000.00           | $3949.28           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-07-01      | 6.0000%  | 6.0000% | $104922.00         | $88119.76          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-04-01      | 6.0000%  | 6.0000% | $4600000.00        | $3703794.24        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-05-01      | 6.0000%  | 6.0000% | $1000.00           | $812.63            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-06-01      | 6.0000%  | 6.0000% | $9790838.00        | $8118787.89        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-08-01      | 6.0000%  | 6.0000% | $24703600.00       | $21323155.64       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-01-01      | 6.5000%  | 6.5000% | $2000.00           | $1715.19           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-12-01      | 4.5000%  | 4.5000% | $1098419.00        | $1031037.78        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-01-01      | 5.0000%  | 5.0000% | $2000.00           | $1897.86           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-09-01      | 6.0000%  | 6.0000% | $2000.00           | $1678.64           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2048-05-01      | 3.5000%  | 3.5000% | $2000.00           | $118.14            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-09-01      | 5.0000%  | 5.0000% | $768518.00         | $423633.50         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-09-01      | 2.5000%  | 2.5000% | $2000.00           | $1333.23           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-12-01      | 6.0000%  | 6.0000% | $2000.00           | $1708.20           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-07-01      | 5.0000%  | 5.0000% | $715000.00         | $516048.12         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-09-01      | 6.5000%  | 6.5000% | $481141.00         | $412550.46         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-10-01      | 5.5000%  | 5.5000% | $2000.00           | $2005.38           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-09-01      | 2.5000%  | 2.5000% | $1000.00           | $471.65            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-09-01      | 2.0000%  | 2.0000% | $2000.00           | $1054.86           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-04-01      | 4.0000%  | 4.0000% | $2000.00           | $1418.13           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-01-01      | 2.0000%  | 2.0000% | $2000.00           | $1311.33           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-08-01      | 3.0000%  | 3.0000% | $2000.00           | $1512.96           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-05-01      | 5.5000%  | 5.5000% | $2000.00           | $1907.55           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-09-01      | 3.7300%  | 3.7300% | $10702560.00       | $10469144.89       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-03-01      | 6.5000%  | 6.5000% | $2000.00           | $1766.98           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2041-11-01      | 4.5000%  | 4.5000% | $2000.00           | $204.82            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2043-08-01      | 3.5000%  | 3.5000% | $1011418.00        | $134412.84         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-08-01      | 6.5000%  | 6.5000% | $1000.00           | $1035.11           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-01-01      | 4.5000%  | 4.5000% | $1498412.00        | $1443150.74        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-01-01      | 4.5000%  | 4.5000% | $526430.00         | $511561.10         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2025-10-30      | 0.0000%  | 0.0000% | $457500.00         | $455956.85         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-01-22      | 0.0000%  | 0.0000% | $87300.00          | $86248.90          | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-02-19      | 0.0000%  | 0.0000% | $299800.00         | $295377.95         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-03-19      | 0.0000%  | 0.0000% | $1188300.00        | $1167338.38        | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2028-05-15      | 2.8750%  | 2.8750% | $5995400.00        | $5945010.16        | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2030-11-15      | 0.8750%  | 0.8750% | $168774900.00      | $146854626.95      | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-09-30      | 4.1250%  | 4.1250% | $23970200.00       | $24189479.38       | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2028-08-31      | 4.3750%  | 4.3750% | $281759200.00      | $288404685.42      | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2028-11-30      | 4.3750%  | 4.3750% | $17241100.00       | $17858216.43       | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-02-28      | 4.1250%  | 4.1250% | $125259000.00      | $126421216.63      | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2030-08-31      | 3.6250%  | 3.6250% | $6195200.00        | $6181385.59        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-03-01      | 6.5000%  | 6.5000% | $1803010.00        | $1771602.14        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-04-01      | 5.5000%  | 5.5000% | $854823.00         | $853280.64         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-04-01      | 6.0000%  | 6.0000% | $401447.00         | $411832.80         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 5.5000%  | 5.5000% | $1028180.00        | $1043417.17        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 6.0000%  | 6.0000% | $2000.00           | $2060.47           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 6.5000%  | 6.5000% | $1001500.00        | $1041523.05        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 6.5000%  | 6.5000% | $1701629.00        | $1793535.87        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-10-01      | 6.0000%  | 6.0000% | $1000.00           | $1032.99           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2045-12-01      | 3.5000%  | 3.5000% | $3244001.00        | $624991.03         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2047-02-01      | 3.0000%  | 3.0000% | $1000.00           | $231.78            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-08-01      | 3.0000%  | 3.0000% | $2000.00           | $297.23            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-09-01      | 2.5000%  | 2.5000% | $2000.00           | $637.25            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-07-01      | 2.5000%  | 2.5000% | $7206000.00        | $4296954.38        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-02-01      | 5.5000%  | 5.5000% | $4914784.00        | $4867905.94        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-08-01      | 5.0000%  | 5.0000% | $2687058.00        | $1815702.14        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-03-01      | 5.0000%  | 5.0000% | $3288990.00        | $2757579.36        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-05-01      | 5.0000%  | 5.0000% | $2000.00           | $1582.63           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-07-01      | 4.0000%  | 4.0000% | $792519.00         | $229362.76         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-07-01      | 1.5000%  | 1.5000% | $2000.00           | $1207.83           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-01-01      | 2.5000%  | 2.5000% | $2000.00           | $1405.63           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-02-01      | 3.0000%  | 3.0000% | $8950470.00        | $6629866.25        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-07-01      | 3.5000%  | 3.5000% | $2000.00           | $1455.20           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-08-01      | 4.0000%  | 4.0000% | $60000.00          | $50479.04          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-12-01      | 4.5000%  | 4.5000% | $2000.00           | $1893.14           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-02-01      | 6.5000%  | 6.5000% | $1000.00           | $949.40            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-04-01      | 5.0000%  | 5.0000% | $67264.00          | $63886.53          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-03-01      | 2.0000%  | 2.0000% | $1787534.00        | $1449716.12        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-04-01      | 4.5000%  | 4.5000% | $7919648.00        | $7696557.85        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-05-01      | 3.5000%  | 3.5000% | $20098880.00       | $3711132.87        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-05-01      | 3.5000%  | 3.5000% | $2000.00           | $435.93            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-04-01      | 4.5000%  | 4.5000% | $1193000.00        | $292845.42         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-03-01      | 2.0000%  | 2.0000% | $2000.00           | $1029.02           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-03-01      | 4.0000%  | 4.0000% | $2000.00           | $667.17            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-08-01      | 2.5000%  | 2.5000% | $1381486.00        | $881830.51         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-03-01      | 3.5000%  | 3.5000% | $1098000.00        | $771778.04         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-03-01      | 3.0000%  | 3.0000% | $6454181.00        | $4738337.83        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-12-01      | 3.0000%  | 3.0000% | $2000.00           | $1377.11           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-11-01      | 5.0000%  | 5.0000% | $1430112.00        | $1158877.79        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-05-01      | 2.5000%  | 2.5000% | $6000.00           | $4360.69           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-05-01      | 3.5000%  | 3.5000% | $2000.00           | $1590.12           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-12-01      | 3.0000%  | 3.0000% | $2000.00           | $1566.27           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-10-01      | 5.0000%  | 5.0000% | $2000.00           | $1684.34           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-12-01      | 2.0000%  | 2.0000% | $2000.00           | $1509.60           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-03-01      | 2.5000%  | 2.5000% | $2000.00           | $1513.83           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-11-01      | 5.0000%  | 5.0000% | $1003746.00        | $890657.87         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-01-01      | 2.5000%  | 2.5000% | $2000.00           | $1518.58           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-07-01      | 2.5000%  | 2.5000% | $2000.00           | $1555.89           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-06-01      | 6.0000%  | 6.0000% | $2000.00           | $1856.17           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-04-01      | 6.5000%  | 6.5000% | $1000.00           | $980.36            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2046-12-01      | 4.0000%  | 4.0000% | $4165539.00        | $635384.17         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2047-06-01      | 4.0000%  | 4.0000% | $3305000.00        | $349128.05         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-01-01      | 3.5000%  | 3.5000% | $2000.00           | $280.53            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-07-01      | 2.5000%  | 2.5000% | $1999.00           | $1175.80           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-08-01      | 2.5000%  | 2.5000% | $2000.00           | $1197.07           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-08-01      | 3.0000%  | 3.0000% | $2000.00           | $1075.21           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2036-08-01      | 2.5000%  | 2.5000% | $2000.00           | $1105.17           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-10-01      | 1.5000%  | 1.5000% | $2000.00           | $1247.27           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-06-01      | 2.0000%  | 2.0000% | $2000.00           | $1217.94           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-06-01      | 2.5000%  | 2.5000% | $2000.00           | $1173.25           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-06-01      | 4.5000%  | 4.5000% | $1498720.00        | $1378027.69        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-01-01      | 2.5000%  | 2.5000% | $2000.00           | $1307.23           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-07-01      | 3.5000%  | 3.5000% | $2000.00           | $1510.79           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-08-01      | 3.0000%  | 3.0000% | $2000.00           | $1485.88           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-08-01      | 4.0000%  | 4.0000% | $2000.00           | $1555.04           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-09-01      | 4.0000%  | 4.0000% | $2000.00           | $1551.10           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-10-01      | 3.5000%  | 3.5000% | $1000.00           | $776.32            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-11-01      | 4.5000%  | 4.5000% | $2616306.00        | $2108286.05        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-11-01      | 5.0000%  | 5.0000% | $4032922.00        | $3204339.27        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-12-01      | 5.5000%  | 5.5000% | $2000.00           | $1571.11           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-01-01      | 6.0000%  | 6.0000% | $11841588.00       | $8138139.06        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-01-01      | 3.5000%  | 3.5000% | $2000.00           | $1588.47           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-03-01      | 5.5000%  | 5.5000% | $2000.00           | $1562.47           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-02-01      | 5.0000%  | 5.0000% | $2000.00           | $1615.70           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-05-01      | 5.5000%  | 5.5000% | $2000.00           | $1605.35           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-04-01      | 3.0000%  | 3.0000% | $1000.00           | $777.07            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-06-01      | 5.0000%  | 5.0000% | $14077518.00       | $11880847.88       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-06-01      | 4.0000%  | 4.0000% | $14000.00          | $11686.95          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-08-01      | 5.0000%  | 5.0000% | $2607974.00        | $2235555.09        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-11-01      | 6.0000%  | 6.0000% | $20977960.00       | $16484142.28       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-08-01      | 6.0000%  | 6.0000% | $25711.00          | $22104.57          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-10-01      | 4.5000%  | 4.5000% | $2000.00           | $1855.87           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-09-01      | 5.5000%  | 5.5000% | $8542609.00        | $7855176.91        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-10-01      | 6.0000%  | 6.0000% | $2000.00           | $1754.78           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-12-01      | 5.0000%  | 5.0000% | $1443144.00        | $1364039.37        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-11-01      | 4.5000%  | 4.5000% | $11000.00          | $10254.15          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-01-01      | 5.0000%  | 5.0000% | $2000.00           | $1899.65           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-01-01      | 5.5000%  | 5.5000% | $4720710.00        | $4499689.58        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-01-01      | 4.0000%  | 4.0000% | $8048703.00        | $7363081.88        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-06-01      | 5.5000%  | 5.5000% | $3139440.00        | $3090510.94        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2039-12-01      | 4.0000%  | 4.0000% | $5479981.00        | $212513.75         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-12-01      | 5.5000%  | 5.5000% | $1710000.00        | $1732753.56        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-01-01      | 6.5000%  | 6.5000% | $1808394.00        | $1493960.60        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-04-01      | 5.5000%  | 5.5000% | $2595940.00        | $2401600.69        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-04-01      | 5.5000%  | 5.5000% | $9242802.00        | $9362634.26        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-06-01      | 6.5000%  | 6.5000% | $992500.00         | $1029544.53        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-05-01      | 5.5000%  | 5.5000% | $4773712.00        | $4712168.52        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-05-01      | 6.5000%  | 6.5000% | $437990.00         | $454290.66         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-06-01      | 6.5000%  | 6.5000% | $898200.00         | $939599.47         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-06-01      | 6.0000%  | 6.0000% | $1139866.00        | $1134181.95        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-08-01      | 6.0000%  | 6.0000% | $835161.00         | $827191.86         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-08-01      | 6.0000%  | 6.0000% | $1151308.00        | $1185470.01        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-09-01      | 5.5000%  | 5.5000% | $2473.00           | $2499.37           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-09-01      | 6.0000%  | 6.0000% | $3192356.00        | $3297122.21        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-09-01      | 6.0000%  | 6.0000% | $9486.00           | $9661.50           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-09-01      | 6.0000%  | 6.0000% | $1360992.00        | $1406073.95        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-09-01      | 6.0000%  | 6.0000% | $1489528.00        | $1540428.64        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-10-01      | 5.0000%  | 5.0000% | $1000.00           | $1000.54           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-12-01      | 3.5000%  | 3.5000% | $6178372.00        | $5412303.98        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-12-01      | 6.0000%  | 6.0000% | $4937850.00        | $3810754.49        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-05-01      | 6.0000%  | 6.0000% | $18521201.00       | $18710909.90       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-02-20      | 3.0000%  | 3.0000% | $56745139.00       | $9094510.35        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-05-20      | 3.0000%  | 3.0000% | $147631103.00      | $36182288.46       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-06-20      | 4.5000%  | 4.5000% | $141878.00         | $120083.78         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-07-20      | 6.5000%  | 6.5000% | $29865600.00       | $18747680.29       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-01-20      | 6.0000%  | 6.0000% | $9259226.00        | $8958257.42        | Agency Mortgage-Backed Securities |

### Security 12: BNP PARIBAS NEW YORK

- **C.1 - Title:** BNP PARIBAS NEW YORK
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM620229, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips) | 2031-07-31      | 4.1250%  | 4.1250% | $7789000.00        | $7961507.93        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-09-30      | 3.5000%  | 3.5000% | $30941100.00       | $30712754.68       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-02-15      | 4.6250%  | 4.6250% | $206855700.00      | $216325812.51      | U.S. Treasuries (including strips) |

### Security 13: BNP PARIBAS NEW YORK

- **C.1 - Title:** BNP PARIBAS NEW YORK
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM60Y0Y9, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-23
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips) | 2047-08-15      | 0.0000%  | 0.0000% | $2600.00           | $903.46            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-11-15      | 6.1250%  | 6.1250% | $22000.00          | $23605.70          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-04-15      | 3.6250%  | 3.6250% | $2432100.00        | $5245425.13        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-01-15      | 2.0000%  | 2.0000% | $108051700.00      | $176783751.00      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2052-02-15      | 2.2500%  | 2.2500% | $11604000.00       | $7259723.49        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2053-08-15      | 4.1250%  | 4.1250% | $89000.00          | $81204.51          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2053-11-15      | 4.7500%  | 4.7500% | $414761600.00      | $424483404.52      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-05-15      | 5.0000%  | 5.0000% | $300.00            | $317.76            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-01-15      | 0.5000%  | 0.5000% | $13000.00          | $16838.17          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-02-15      | 2.7500%  | 2.7500% | $100.00            | $98.31             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-06-30      | 1.2500%  | 1.2500% | $213553000.00      | $200948034.17      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-07-15      | 3.8750%  | 3.8750% | $175486400.00      | $177977958.71      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-05-15      | 0.0000%  | 0.0000% | $30419812.96       | $25480943.38       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2050-05-15      | 0.0000%  | 0.0000% | $5687805.96        | $1697804.39        | U.S. Treasuries (including strips) |

### Security 14: BNP PARIBAS NEW YORK

- **C.1 - Title:** BNP PARIBAS NEW YORK
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM62TYB1, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-12-08
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips) | 2045-02-15      | 0.0000%  | 0.0000% | $3597500.00        | $1421645.65        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2054-02-15      | 4.2500%  | 4.2500% | $100.00            | $93.21             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-05-15      | 5.0000%  | 5.0000% | $5712800.00        | $6051112.01        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-08-15      | 2.7500%  | 2.7500% | $811737900.00      | $757527201.95      | U.S. Treasuries (including strips) |

### Security 15: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BYM62EZQ0, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-11-04
- **C.12 - Maturity Date (WAL):** 2025-11-04
- **C.13 - Final Legal Maturity Date:** 2025-11-04
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-09-01      | 6.5000%  | 6.5000% | $248401.00         | $175.20            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-04-01      | 4.5000%  | 4.5000% | $4284390.00        | $4020331.79        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-07-01      | 5.5000%  | 5.5000% | $2500000.00        | $2080858.62        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-09-01      | 2.5000%  | 2.5000% | $230000.00         | $141567.97         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-08-01      | 3.5000%  | 3.5000% | $289000.00         | $221306.60         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2030-01-01      | 3.0000%  | 3.0000% | $204841.00         | $16363.24          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2048-09-01      | 4.0000%  | 4.0000% | $568512.00         | $279357.98         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-09-01      | 4.0000%  | 4.0000% | $13107.00          | $7208.16           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-12-01      | 6.5000%  | 6.5000% | $644934.00         | $490849.37         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2036-01-01      | 2.5000%  | 2.5000% | $3632996.00        | $2124386.55        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-05-01      | 6.0000%  | 6.0000% | $1014098.00        | $888221.44         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2042-09-01      | 4.5000%  | 4.5000% | $1258692.00        | $46807.90          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2044-06-01      | 3.9900%  | 3.9900% | $989594.00         | $714372.56         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2046-11-01      | 3.0000%  | 3.0000% | $2261408.00        | $560969.61         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-11-01      | 5.0000%  | 5.0000% | $300000.00         | $293918.23         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-11-01      | 5.0000%  | 5.0000% | $2768810.00        | $2727831.31        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-03-01      | 5.0000%  | 5.0000% | $977150.00         | $920054.89         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-03-01      | 5.5000%  | 5.5000% | $1485526.00        | $1315924.94        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-07-01      | 5.5000%  | 5.5000% | $1394428.00        | $1416324.86        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-07-01      | 6.5000%  | 6.5000% | $1385892.00        | $1392716.79        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 6.0000%  | 6.0000% | $9530304.00        | $9904505.02        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 7.0000%  | 7.0000% | $9411984.00        | $9922244.25        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-10-01      | 6.0000%  | 6.0000% | $2834304.00        | $2929889.01        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2047-02-01      | 3.0000%  | 3.0000% | $1157748.00        | $233633.96         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-07-01      | 5.0000%  | 5.0000% | $2811908.00        | $2734756.88        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 6.0000%  | 6.0000% | $5755024.00        | $5980979.66        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-09-01      | 5.0000%  | 5.0000% | $387226.00         | $285728.83         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-11-01      | 2.0000%  | 2.0000% | $94661120.00       | $58498276.12       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-01-01      | 2.0000%  | 2.0000% | $296294.00         | $172511.04         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-07-01      | 2.0000%  | 2.0000% | $106000.00         | $67607.95          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-04-01      | 5.0000%  | 5.0000% | $40899008.00       | $35066535.08       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-06-01      | 3.5000%  | 3.5000% | $8922384.00        | $8278058.41        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-03-01      | 2.5000%  | 2.5000% | $540000.00         | $291981.05         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-04-01      | 2.5000%  | 2.5000% | $1429882.00        | $812417.53         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-02-01      | 2.5000%  | 2.5000% | $280363.00         | $204162.13         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-07-01      | 3.5000%  | 3.5000% | $5194488.00        | $4109220.96        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2042-06-01      | 2.0000%  | 2.0000% | $300000.00         | $222587.88         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-12-01      | 6.5000%  | 6.5000% | $3000000.00        | $2003528.23        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-06-01      | 6.5000%  | 6.5000% | $300000.00         | $261016.18         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-09-01      | 6.0000%  | 6.0000% | $15860516.00       | $182512.27         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-01-01      | 5.5000%  | 5.5000% | $4036000.00        | $226154.18         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2036-12-01      | 2.0000%  | 2.0000% | $212000.00         | $124416.95         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-04-01      | 5.5000%  | 5.5000% | $577372160.00      | $505401485.64      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-09-01      | 6.0000%  | 6.0000% | $40230900.00       | $30796593.63       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-02-01      | 3.5000%  | 3.5000% | $309953.00         | $275513.31         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-03-01      | 5.5000%  | 5.5000% | $1959616.00        | $1990033.46        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-09-01      | 6.0000%  | 6.0000% | $32601280.00       | $33478949.91       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-08-20      | 6.0000%  | 6.0000% | $50000000.00       | $40769795.10       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-10-20      | 6.0000%  | 6.0000% | $158694656.00      | $138214225.08      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-20      | 5.5000%  | 5.5000% | $3621420.00        | $3680153.20        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-07-20      | 7.0000%  | 7.0000% | $3151520.00        | $3247822.86        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-20      | 6.5000%  | 6.5000% | $82211.00          | $85526.86          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2060-09-15      | 6.5000%  | 6.5000% | $1500000.00        | $1643955.16        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2060-06-15      | 4.8300%  | 4.8300% | $987171.00         | $981501.66         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-20      | 6.0000%  | 6.0000% | $864521.00         | $895030.70         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-20      | 6.5000%  | 6.5000% | $1313200.00        | $1373410.36        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-20      | 6.5000%  | 6.5000% | $1566052.00        | $1631335.64        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-20      | 6.0000%  | 6.0000% | $15249056.00       | $15719755.67       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-20      | 6.5000%  | 6.5000% | $172934.00         | $179266.37         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-20      | 6.5000%  | 6.5000% | $3729900.00        | $3888322.37        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-20      | 5.5000%  | 5.5000% | $2163528.00        | $2201910.71        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-20      | 6.5000%  | 6.5000% | $1770554.00        | $1846478.20        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-20      | 6.0000%  | 6.0000% | $1264616.00        | $1310184.32        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-20      | 6.0000%  | 6.0000% | $939455.00         | $971568.70         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-20      | 6.5000%  | 6.5000% | $1214260.00        | $1268439.20        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-20      | 6.0000%  | 6.0000% | $1825442.00        | $1861390.07        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-20      | 6.5000%  | 6.5000% | $3246752.00        | $3388846.07        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-20      | 4.5000%  | 4.5000% | $15809440.00       | $15095528.77       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-20      | 5.5000%  | 5.5000% | $928604.00         | $946026.98         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-20      | 5.5000%  | 5.5000% | $2881132.00        | $2935189.40        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2075-06-20      | 5.7660%  | 5.7660% | $13845680.00       | $15056235.77       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2071-02-20      | 6.6760%  | 6.6760% | $2702880.00        | $856574.93         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-20      | 5.5000%  | 5.5000% | $24486464.00       | $24746376.93       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-08-20      | 5.0850%  | 5.0850% | $1343284.00        | $1090301.04        | Agency Mortgage-Backed Securities |

### Security 16: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM6A7RK8, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips)                          | 2028-01-31      | 3.5000%  | 3.5000% | $500.00            | $501.37            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2030-01-31      | 3.5000%  | 3.5000% | $300.00            | $299.12            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2033-01-15      | 1.1250%  | 1.1250% | $300.00            | $315.97            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2026-02-15      | 4.0000%  | 4.0000% | $800100.00         | $804204.51         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2028-02-29      | 4.0000%  | 4.0000% | $300.00            | $303.51            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2030-02-28      | 4.0000%  | 4.0000% | $100.00            | $101.47            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2028-04-15      | 1.2500%  | 1.2500% | $200.00            | $217.33            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2026-05-15      | 3.6250%  | 3.6250% | $100.00            | $101.22            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2030-06-30      | 3.7500%  | 3.7500% | $200.00            | $201.92            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2026-07-15      | 4.5000%  | 4.5000% | $100.00            | $101.48            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2030-08-31      | 4.1250%  | 4.1250% | $300.00            | $305.99            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2026-09-15      | 4.6250%  | 4.6250% | $48600.00          | $49097.05          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2030-09-30      | 4.6250%  | 4.6250% | $300.00            | $311.80            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2028-09-30      | 4.6250%  | 4.6250% | $100.00            | $102.77            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2028-10-15      | 2.3750%  | 2.3750% | $3500.00           | $3882.72           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2031-01-31      | 4.0000%  | 4.0000% | $300.00            | $305.07            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2034-01-15      | 1.7500%  | 1.7500% | $100.00            | $105.95            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2034-02-15      | 4.0000%  | 4.0000% | $100.00            | $100.28            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2029-03-31      | 4.1250%  | 4.1250% | $300.00            | $304.45            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2029-04-15      | 2.1250%  | 2.1250% | $11380300.00       | $12377604.84       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2026-05-31      | 4.8750%  | 4.8750% | $100.00            | $102.28            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2027-06-15      | 4.6250%  | 4.6250% | $800.00            | $823.31            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2029-06-30      | 4.2500%  | 4.2500% | $4300.00           | $4429.49           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2029-07-31      | 4.0000%  | 4.0000% | $100.00            | $101.74            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2034-07-15      | 1.8750%  | 1.8750% | $200.00            | $209.75            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2029-08-31      | 3.6250%  | 3.6250% | $100.00            | $100.03            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2031-10-31      | 4.1250%  | 4.1250% | $7200.00           | $7430.90           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2034-11-15      | 4.2500%  | 4.2500% | $100.00            | $102.78            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2029-11-30      | 4.1250%  | 4.1250% | $1500.00           | $1544.35           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2027-12-15      | 4.0000%  | 4.0000% | $100.00            | $101.94            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2029-12-31      | 4.3750%  | 4.3750% | $100.00            | $103.65            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2028-01-15      | 4.2500%  | 4.2500% | $600.00            | $613.23            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2035-02-15      | 4.6250%  | 4.6250% | $100.00            | $104.57            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2028-02-15      | 4.2500%  | 4.2500% | $100.00            | $101.90            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2027-02-28      | 4.1250%  | 4.1250% | $700.00            | $706.49            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2028-03-15      | 3.8750%  | 3.8750% | $200.00            | $201.49            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2030-03-31      | 4.0000%  | 4.0000% | $700.00            | $707.87            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2027-03-31      | 3.8750%  | 3.8750% | $600.00            | $601.63            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2028-04-15      | 3.7500%  | 3.7500% | $100.00            | $101.99            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2032-04-30      | 4.0000%  | 4.0000% | $200.00            | $204.52            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2028-05-15      | 3.7500%  | 3.7500% | $16124000.00       | $16396697.15       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2030-05-31      | 4.0000%  | 4.0000% | $200.00            | $204.97            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2032-06-30      | 4.0000%  | 4.0000% | $100.00            | $101.53            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2030-07-31      | 3.8750%  | 3.8750% | $2400.00           | $2429.47           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2032-07-31      | 4.0000%  | 4.0000% | $100.00            | $101.16            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2035-07-15      | 1.8750%  | 1.8750% | $47715900.00       | $48578464.35       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2032-08-31      | 3.8750%  | 3.8750% | $400.00            | $400.22            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2032-09-30      | 3.8750%  | 3.8750% | $8200.00           | $8175.64           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2030-09-30      | 3.6250%  | 3.6250% | $2500.00           | $2486.92           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2027-09-30      | 3.5000%  | 3.5000% | $6700.00           | $6682.92           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2031-08-15      | 0.0000%  | 0.0000% | $64.03             | $50.82             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2032-02-15      | 0.0000%  | 0.0000% | $335.91            | $260.52            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2032-08-15      | 0.0000%  | 0.0000% | $108.15            | $82.01             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2033-02-15      | 0.0000%  | 0.0000% | $272.06            | $201.52            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2033-08-15      | 0.0000%  | 0.0000% | $80.31             | $58.07             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2034-02-15      | 0.0000%  | 0.0000% | $1672.86           | $1179.87           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2034-08-15      | 0.0000%  | 0.0000% | $89.70             | $61.70             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2035-02-15      | 0.0000%  | 0.0000% | $48.86             | $32.75             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2035-08-15      | 0.0000%  | 0.0000% | $200.68            | $131.03            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2036-08-15      | 0.0000%  | 0.0000% | $92.03             | $56.99             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2037-02-15      | 0.0000%  | 0.0000% | $59.64             | $36.00             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2030-11-15      | 0.0000%  | 0.0000% | $0.05              | $0.04              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2031-05-15      | 0.0000%  | 0.0000% | $2.18              | $1.75              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2031-11-15      | 0.0000%  | 0.0000% | $0.09              | $0.07              | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2052-05-25      | 0.0000%  | 0.0000% | $8485.00           | $7689.71           | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2044-07-01      | 5.0000%  | 5.0000% | $1305964.00        | $160289.83         | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-11-01      | 5.0000%  | 5.0000% | $110000.00         | $84719.00          | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-12-01      | 7.0000%  | 7.0000% | $300313.00         | $186468.21         | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2036-04-01      | 2.0000%  | 2.0000% | $348042.00         | $131186.38         | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2027-07-15      | 7.0000%  | 7.0000% | $1.00              | $0.00              | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2027-07-01      | 4.3090%  | 4.3090% | $8845242.00        | $1414.47           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-06-01      | 4.3510%  | 4.3510% | $16405.00          | $4.44              | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-02-01      | 5.9180%  | 5.9180% | $8191.00           | $2.49              | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-04-01      | 6.5000%  | 6.5000% | $387632.00         | $249.10            | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2041-10-25      | 2.1290%  | 2.1290% | $11765673.00       | $9807.54           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2040-04-25      | 2.0000%  | 2.0000% | $4690.00           | $1.34              | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2048-08-25      | 1.7790%  | 1.7790% | $405406.00         | $9790.42           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-05-01      | 5.0000%  | 5.0000% | $145946895.00      | $902506.29         | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2044-10-25      | 2.1270%  | 2.1270% | $180883.00         | $6904.11           | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-02-25      | 1.0000%  | 1.0000% | $541569.00         | $9788.01           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-05-01      | 6.5000%  | 6.5000% | $8034.00           | $4.04              | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-08-01      | 8.5000%  | 8.5000% | $8086.00           | $4.38              | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2032-07-15      | 6.0000%  | 6.0000% | $4.00              | $0.03              | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2037-08-25      | 2.0790%  | 2.0790% | $4572694.00        | $5901.09           | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2036-08-15      | 0.0000%  | 0.0000% | $1587968.00        | $2.02              | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-07-01      | 4.0000%  | 4.0000% | $225000.00         | $172990.28         | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-10-01      | 6.0000%  | 6.0000% | $3490830.00        | $2228171.36        | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2039-03-01      | 4.0000%  | 4.0000% | $692488.00         | $45532.70          | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2026-01-01      | 4.0000%  | 4.0000% | $16396.00          | $2.64              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2032-05-15      | 0.0000%  | 0.0000% | $191.52            | $146.93            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2032-11-15      | 0.0000%  | 0.0000% | $298.56            | $223.72            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2033-05-15      | 0.0000%  | 0.0000% | $127.84            | $93.60             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2033-11-15      | 0.0000%  | 0.0000% | $0.17              | $0.12              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2034-05-15      | 0.0000%  | 0.0000% | $45.18             | $31.50             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2034-11-15      | 0.0000%  | 0.0000% | $13.57             | $9.21              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2025-11-15      | 0.0000%  | 0.0000% | $58.13             | $57.84             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2026-02-15      | 0.0000%  | 0.0000% | $123.40            | $121.68            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2026-05-15      | 0.0000%  | 0.0000% | $107.56            | $105.09            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2026-08-15      | 0.0000%  | 0.0000% | $14.15             | $13.69             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2026-11-15      | 0.0000%  | 0.0000% | $1.45              | $1.40              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2027-02-15      | 0.0000%  | 0.0000% | $9.36              | $8.91              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2027-05-15      | 0.0000%  | 0.0000% | $296.06            | $278.85            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2027-08-15      | 0.0000%  | 0.0000% | $83.82             | $78.22             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2027-11-15      | 0.0000%  | 0.0000% | $52.22             | $48.26             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2028-02-15      | 0.0000%  | 0.0000% | $65.54             | $60.05             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2028-08-15      | 0.0000%  | 0.0000% | $335.04            | $301.22            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2028-05-15      | 0.0000%  | 0.0000% | $1.49              | $1.35              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2028-11-15      | 0.0000%  | 0.0000% | $462.98            | $412.25            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2035-05-15      | 0.0000%  | 0.0000% | $109.17            | $72.19             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2035-11-15      | 0.0000%  | 0.0000% | $12.09             | $7.79              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2029-02-15      | 0.0000%  | 0.0000% | $628.50            | $554.25            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2029-08-15      | 0.0000%  | 0.0000% | $9.75              | $8.43              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2029-05-15      | 0.0000%  | 0.0000% | $540.63            | $472.06            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2029-11-15      | 0.0000%  | 0.0000% | $0.40              | $0.34              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2030-05-15      | 0.0000%  | 0.0000% | $0.01              | $0.00              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2030-02-15      | 0.0000%  | 0.0000% | $20.71             | $17.53             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2030-08-15      | 0.0000%  | 0.0000% | $63.27             | $52.44             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2031-02-15      | 0.0000%  | 0.0000% | $0.55              | $0.44              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2036-05-15      | 0.0000%  | 0.0000% | $37.64             | $23.62             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2036-11-15      | 0.0000%  | 0.0000% | $75.37             | $46.07             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2037-05-15      | 0.0000%  | 0.0000% | $113.28            | $67.50             | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2053-10-01      | 4.5000%  | 4.5000% | $15000000.00       | $2970999.56        | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-09-20      | 4.5000%  | 4.5000% | $7325154.00        | $571006.64         | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-02-20      | 2.0000%  | 2.0000% | $689440.00         | $436088.04         | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-02-20      | 2.5000%  | 2.5000% | $36749133.00       | $23700902.51       | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-08-20      | 4.5000%  | 4.5000% | $4116.00           | $3122.85           | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-02-20      | 5.0000%  | 5.0000% | $1160.00           | $1138.31           | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-05-20      | 5.0000%  | 5.0000% | $1017.00           | $1008.36           | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2026-09-20      | 8.0000%  | 8.0000% | $32768.00          | $3.50              | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2026-12-20      | 8.0000%  | 8.0000% | $65604.00          | $3.88              | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-11-15      | 7.0000%  | 7.0000% | $4038.00           | $3.73              | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-09-15      | 7.0000%  | 7.0000% | $15652.00          | $3.74              | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-08-20      | 4.6250%  | 4.6250% | $8193.00           | $2.35              | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-03-16      | 1.4490%  | 1.4490% | $1519296.00        | $2.16              | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-03-16      | 1.4500%  | 1.4500% | $1888074.00        | $2.69              | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-11-16      | 0.1590%  | 0.1590% | $407851.00         | $0.23              | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2063-04-20      | 0.5300%  | 0.5300% | $62858668.00       | $4867.61           | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2059-09-20      | 1.2440%  | 1.2440% | $136350.00         | $1.45              | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2067-11-20      | 2.2650%  | 2.2650% | $507300.00         | $8675.98           | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2065-10-20      | 5.1650%  | 5.1650% | $9846.00           | $1.01              | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2038-03-20      | 2.2200%  | 2.2200% | $192246.00         | $1171.57           | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-05-16      | 2.7500%  | 2.7500% | $7447.00           | $608.46            | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-04-20      | 1.3500%  | 1.3500% | $333489.00         | $5875.54           | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2046-01-20      | 1.4000%  | 1.4000% | $785002.00         | $9902.73           | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-07-20      | 2.7110%  | 2.7110% | $111000.00         | $9833.87           | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-09-20      | 0.0000%  | 0.0000% | $502103.00         | $8766.21           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2037-08-15      | 0.0000%  | 0.0000% | $115.08            | $67.63             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2038-02-15      | 0.0000%  | 0.0000% | $157.38            | $89.90             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2051-11-15      | 0.0000%  | 0.0000% | $2.00              | $0.55              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2037-11-15      | 0.0000%  | 0.0000% | $284.54            | $164.90            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2038-05-15      | 0.0000%  | 0.0000% | $110.77            | $62.44             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2038-08-15      | 0.0000%  | 0.0000% | $103513396.16      | $57611001.71       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2039-02-15      | 0.0000%  | 0.0000% | $9895558.75        | $5351270.78        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2052-02-15      | 0.0000%  | 0.0000% | $1.64              | $0.45              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2052-05-15      | 0.0000%  | 0.0000% | $0.67              | $0.18              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2052-08-15      | 0.0000%  | 0.0000% | $0.03              | $0.00              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2038-11-15      | 0.0000%  | 0.0000% | $68.92             | $37.80             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2039-05-15      | 0.0000%  | 0.0000% | $2.74              | $1.46              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2039-08-15      | 0.0000%  | 0.0000% | $27.28             | $14.33             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2039-11-15      | 0.0000%  | 0.0000% | $40.89             | $21.16             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2052-11-15      | 0.0000%  | 0.0000% | $1.62              | $0.43              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2053-02-15      | 0.0000%  | 0.0000% | $11.72             | $3.11              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2040-02-15      | 0.0000%  | 0.0000% | $26.92             | $13.73             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2053-05-15      | 0.0000%  | 0.0000% | $15.00             | $3.95              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2053-08-15      | 0.0000%  | 0.0000% | $79.40             | $20.73             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2040-05-15      | 0.0000%  | 0.0000% | $189.16            | $95.17             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2053-11-15      | 0.0000%  | 0.0000% | $0.10              | $0.02              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2040-08-15      | 0.0000%  | 0.0000% | $183.36            | $90.77             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2040-11-15      | 0.0000%  | 0.0000% | $23.00             | $11.24             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2041-02-15      | 0.0000%  | 0.0000% | $95.81             | $46.20             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2054-02-15      | 0.0000%  | 0.0000% | $112.56            | $28.76             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2045-05-15      | 0.0000%  | 0.0000% | $111.00            | $42.20             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2041-05-15      | 0.0000%  | 0.0000% | $72.70             | $34.60             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2041-08-15      | 0.0000%  | 0.0000% | $6.25              | $2.92              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2041-11-15      | 0.0000%  | 0.0000% | $36.38             | $16.80             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2042-02-15      | 0.0000%  | 0.0000% | $31.12             | $14.15             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2042-05-15      | 0.0000%  | 0.0000% | $4.70              | $2.10              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2042-08-15      | 0.0000%  | 0.0000% | $162.19            | $71.58             | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-10-20      | 0.0000%  | 0.0000% | $1665602.00        | $9890.26           | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2074-11-20      | 1.5290%  | 1.5290% | $141008.00         | $8087.19           | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-09-20      | 0.3110%  | 0.3110% | $330002.00         | $9785.80           | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-08-20      | 1.6110%  | 1.6110% | $103021.00         | $9850.66           | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-05-20      | 1.6110%  | 1.6110% | $220104.00         | $9842.51           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2042-11-15      | 0.0000%  | 0.0000% | $0.16              | $0.06              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2043-02-15      | 0.0000%  | 0.0000% | $69.89             | $29.95             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2043-05-15      | 0.0000%  | 0.0000% | $291.51            | $123.13            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2043-08-15      | 0.0000%  | 0.0000% | $76.62             | $31.92             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2043-11-15      | 0.0000%  | 0.0000% | $49.00             | $20.13             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2044-02-15      | 0.0000%  | 0.0000% | $20.48             | $8.30              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2044-05-15      | 0.0000%  | 0.0000% | $220.00            | $88.02             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2044-08-15      | 0.0000%  | 0.0000% | $8.01              | $3.16              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2044-11-15      | 0.0000%  | 0.0000% | $202.25            | $78.85             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2045-02-15      | 0.0000%  | 0.0000% | $67.04             | $25.80             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2045-08-15      | 0.0000%  | 0.0000% | $2591507.12        | $971299.46         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2045-11-15      | 0.0000%  | 0.0000% | $22.69             | $8.40              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2046-02-15      | 0.0000%  | 0.0000% | $15.69             | $5.74              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2046-08-15      | 0.0000%  | 0.0000% | $0.10              | $0.03              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2046-11-15      | 0.0000%  | 0.0000% | $27.23             | $9.62              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2047-02-15      | 0.0000%  | 0.0000% | $125.14            | $43.69             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2047-05-15      | 0.0000%  | 0.0000% | $56.54             | $19.51             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2047-08-15      | 0.0000%  | 0.0000% | $8.75              | $2.98              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2047-11-15      | 0.0000%  | 0.0000% | $104.44            | $35.17             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2048-02-15      | 0.0000%  | 0.0000% | $11.51             | $3.83              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2048-05-15      | 0.0000%  | 0.0000% | $0.11              | $0.03              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2048-08-15      | 0.0000%  | 0.0000% | $0.27              | $0.08              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2048-11-15      | 0.0000%  | 0.0000% | $115.41            | $37.01             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2026-07-31      | 0.0000%  | 0.0000% | $0.02              | $0.01              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2049-08-15      | 0.0000%  | 0.0000% | $143.97            | $44.52             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2049-11-15      | 0.0000%  | 0.0000% | $23.67             | $7.22              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2027-01-31      | 0.0000%  | 0.0000% | $12.00             | $11.42             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2050-02-15      | 0.0000%  | 0.0000% | $0.59              | $0.17              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2050-05-15      | 0.0000%  | 0.0000% | $9.57              | $2.85              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2050-08-15      | 0.0000%  | 0.0000% | $0.07              | $0.02              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2050-11-15      | 0.0000%  | 0.0000% | $0.02              | $0.00              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2051-02-15      | 0.0000%  | 0.0000% | $0.27              | $0.07              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2051-05-15      | 0.0000%  | 0.0000% | $2.00              | $0.56              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2051-08-15      | 0.0000%  | 0.0000% | $0.25              | $0.07              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2054-05-15      | 0.0000%  | 0.0000% | $23.00             | $5.83              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2054-08-15      | 0.0000%  | 0.0000% | $25.80             | $6.50              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2054-11-15      | 0.0000%  | 0.0000% | $100.00            | $25.00             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2055-02-15      | 0.0000%  | 0.0000% | $14.36             | $3.55              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2025-10-30      | 0.0000%  | 0.0000% | $100.00            | $99.66             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2025-12-26      | 0.0000%  | 0.0000% | $300.00            | $297.19            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2026-04-16      | 0.0000%  | 0.0000% | $100.00            | $97.99             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2026-01-08      | 0.0000%  | 0.0000% | $100.00            | $98.94             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2026-11-15      | 0.0000%  | 0.0000% | $100.00            | $96.23             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2029-02-15      | 0.0000%  | 0.0000% | $100.00            | $88.67             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2041-02-15      | 0.0000%  | 0.0000% | $600.00            | $298.12            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2046-08-15      | 0.0000%  | 0.0000% | $100.00            | $36.62             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2047-08-15      | 0.0000%  | 0.0000% | $300.00            | $104.24            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2048-02-15      | 0.0000%  | 0.0000% | $100.00            | $33.86             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2048-08-15      | 0.0000%  | 0.0000% | $100.00            | $33.05             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2048-11-15      | 0.0000%  | 0.0000% | $100.00            | $32.69             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2049-02-15      | 0.0000%  | 0.0000% | $200.00            | $64.58             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2049-05-15      | 0.0000%  | 0.0000% | $300.00            | $95.79             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2049-11-15      | 0.0000%  | 0.0000% | $300.00            | $93.51             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2050-02-15      | 0.0000%  | 0.0000% | $100.00            | $30.80             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2050-08-15      | 0.0000%  | 0.0000% | $100.00            | $30.17             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2050-11-15      | 0.0000%  | 0.0000% | $400.00            | $119.20            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2040-11-15      | 0.0000%  | 0.0000% | $5800.00           | $2904.32           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2051-02-15      | 0.0000%  | 0.0000% | $200.00            | $58.85             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2051-05-15      | 0.0000%  | 0.0000% | $900.00            | $262.03            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2051-08-15      | 0.0000%  | 0.0000% | $300.00            | $86.31             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2052-02-15      | 0.0000%  | 0.0000% | $100.00            | $28.15             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2052-05-15      | 0.0000%  | 0.0000% | $700.00            | $195.04            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2052-08-15      | 0.0000%  | 0.0000% | $63052000.00       | $17374672.17       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2053-02-15      | 0.0000%  | 0.0000% | $400.00            | $108.27            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2053-05-15      | 0.0000%  | 0.0000% | $2300.00           | $615.01            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2054-02-15      | 0.0000%  | 0.0000% | $300.00            | $78.08             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2054-05-15      | 0.0000%  | 0.0000% | $300.00            | $77.48             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2054-08-15      | 0.0000%  | 0.0000% | $300.00            | $76.46             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2055-02-15      | 0.0000%  | 0.0000% | $100.00            | $24.97             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2038-05-15      | 4.5000%  | 4.5000% | $100.00            | $103.86            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2041-05-15      | 4.3750%  | 4.3750% | $100.00            | $100.00            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2045-08-15      | 2.8750%  | 2.8750% | $800.00            | $611.74            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2047-02-15      | 3.0000%  | 3.0000% | $8900.00           | $6841.19           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2047-02-15      | 0.8750%  | 0.8750% | $200.00            | $198.37            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2040-11-15      | 1.3750%  | 1.3750% | $300.00            | $197.49            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2041-05-15      | 2.2500%  | 2.2500% | $200.00            | $150.12            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2052-02-15      | 0.1250%  | 0.1250% | $100.00            | $63.11             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2042-02-15      | 2.3750%  | 2.3750% | $200.00            | $149.06            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2053-02-15      | 1.5000%  | 1.5000% | $300.00            | $262.25            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2043-11-15      | 4.7500%  | 4.7500% | $700.00            | $721.13            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2044-11-15      | 4.6250%  | 4.6250% | $100.00            | $100.99            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2055-02-15      | 2.3750%  | 2.3750% | $100.00            | $100.62            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2045-08-15      | 4.8750%  | 4.8750% | $200.00            | $206.09            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2029-05-15      | 0.0000%  | 0.0000% | $100.00            | $87.54             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2027-07-15      | 0.3750%  | 0.3750% | $100.00            | $131.21            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2029-02-15      | 2.6250%  | 2.6250% | $500.00            | $485.35            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2029-05-15      | 2.3750%  | 2.3750% | $200.00            | $193.01            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2029-07-15      | 0.2500%  | 0.2500% | $100.00            | $122.49            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2026-01-15      | 0.6250%  | 0.6250% | $300.00            | $407.26            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2026-07-15      | 0.1250%  | 0.1250% | $300.00            | $402.91            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2029-11-15      | 1.7500%  | 1.7500% | $1500.00           | $1400.56           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2027-01-31      | 1.5000%  | 1.5000% | $400.00            | $389.58            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2030-02-15      | 1.5000%  | 1.5000% | $900.00            | $822.16            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2030-05-15      | 0.6250%  | 0.6250% | $3700.00           | $3224.27           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2030-05-15      | 0.6250%  | 0.6250% | $100.00            | $87.14             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2030-07-15      | 0.1250%  | 0.1250% | $200.00            | $239.53            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2027-11-30      | 0.6250%  | 0.6250% | $300.00            | $281.96            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2028-03-31      | 1.2500%  | 1.2500% | $100.00            | $94.33             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2028-07-31      | 1.0000%  | 1.0000% | $100.00            | $93.09             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2031-08-15      | 1.2500%  | 1.2500% | $100.00            | $86.65             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2026-09-30      | 0.8750%  | 0.8750% | $300.00            | $291.63            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2026-10-15      | 0.1250%  | 0.1250% | $10034600.00       | $11801421.03       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2029-01-31      | 1.7500%  | 1.7500% | $400.00            | $377.28            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2032-01-15      | 0.1250%  | 0.1250% | $100.00            | $107.25            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2027-02-28      | 1.8750%  | 1.8750% | $100.00            | $97.65             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2029-03-31      | 2.3750%  | 2.3750% | $41794400.00       | $40027750.71       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2027-03-31      | 2.5000%  | 2.5000% | $200.00            | $196.57            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2025-11-15      | 4.5000%  | 4.5000% | $270800.00         | $275469.94         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2027-11-30      | 3.8750%  | 3.8750% | $11363100.00       | $11564484.43       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2029-12-31      | 3.8750%  | 3.8750% | $200.00            | $203.17            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2027-12-31      | 3.8750%  | 3.8750% | $300.00            | $304.42            | U.S. Treasuries (including strips) |

### Security 17: CANADIAN IMPERIAL BANK

- **C.1 - Title:** CANADIAN IMPERIAL BANK
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BYM6A7RL6, C.3 - LEI: 2IGI19DL77OX0HC3ZE78
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-10-01      | 7.0000%  | 7.0000% | $44718912.00       | $39472071.08       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-11-01      | 6.5000%  | 6.5000% | $1000.00           | $845.72            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-04-01      | 6.5000%  | 6.5000% | $1263.00           | $1301.06           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2036-01-01      | 6.0000%  | 6.0000% | $1997.00           | $32.91             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-04-01      | 6.5000%  | 6.5000% | $1000.00           | $73.38             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-09-01      | 6.0000%  | 6.0000% | $1998.00           | $16.18             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-01-01      | 3.5000%  | 3.5000% | $1021.00           | $143.21            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-12-01      | 2.0000%  | 2.0000% | $18447000.00       | $9957611.06        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-06-01      | 5.5000%  | 5.5000% | $38126192.00       | $33974358.21       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2039-04-01      | 6.0000%  | 6.0000% | $1000.00           | $13.70             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-12-01      | 5.5000%  | 5.5000% | $5546649.00        | $5555063.09        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-03-01      | 7.0000%  | 7.0000% | $18350.00          | $18740.17          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-07-01      | 6.0000%  | 6.0000% | $1000.00           | $1040.19           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-06-01      | 7.0000%  | 7.0000% | $59238.00          | $62480.98          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-09-01      | 5.5000%  | 5.5000% | $2000.00           | $2036.71           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-09-01      | 5.5000%  | 5.5000% | $166109.00         | $169033.32         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-09-01      | 6.0000%  | 6.0000% | $4000.00           | $4142.52           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-10-01      | 6.5000%  | 6.5000% | $1193471.00        | $1242784.16        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-03-01      | 6.0000%  | 6.0000% | $1000.00           | $997.92            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-05-01      | 6.0000%  | 6.0000% | $3181.00           | $3212.47           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-11-01      | 6.5000%  | 6.5000% | $1024.00           | $849.58            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-12-01      | 6.5000%  | 6.5000% | $421970.00         | $343728.46         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-04-01      | 6.0000%  | 6.0000% | $4000.00           | $3678.56           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-10-01      | 6.5000%  | 6.5000% | $11227.00          | $10748.06          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-07-01      | 5.5000%  | 5.5000% | $2402464.00        | $2303735.12        | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2050-05-15      | 1.2500%  | 1.2500% | $16601000.00       | $8253859.49        | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2050-05-15      | 1.2500%  | 1.2500% | $1047400.00        | $520757.32         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2027-10-15      | 1.6250%  | 1.6250% | $100.00            | $111.54            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2030-01-31      | 3.5000%  | 3.5000% | $100.00            | $99.70             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2033-01-15      | 1.1250%  | 1.1250% | $100.00            | $105.32            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2033-05-15      | 3.3750%  | 3.3750% | $100.00            | $97.35             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2033-11-15      | 4.5000%  | 4.5000% | $100.00            | $105.12            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2034-01-15      | 1.7500%  | 1.7500% | $126000.00         | $133497.93         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2027-03-15      | 4.2500%  | 4.2500% | $2600.00           | $2625.19           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2026-10-31      | 4.1030%  | 4.1030% | $400.00            | $402.90            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2034-11-15      | 4.2500%  | 4.2500% | $305500.00         | $314007.41         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-09-01      | 6.0000%  | 6.0000% | $2000.00           | $1882.19           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-12-20      | 3.0000%  | 3.0000% | $1008.00           | $142.61            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-10-20      | 2.0000%  | 2.0000% | $3349000.00        | $1577859.38        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-06-20      | 3.5000%  | 3.5000% | $1024.00           | $725.45            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-08-20      | 4.5000%  | 4.5000% | $1027.00           | $278.10            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-09-20      | 3.0000%  | 3.0000% | $1001.00           | $265.42            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-01-15      | 2.5000%  | 2.5000% | $1000.00           | $682.64            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-02-20      | 3.5000%  | 3.5000% | $1000.00           | $523.01            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-06-20      | 6.5000%  | 6.5000% | $1001.00           | $944.02            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-06-20      | 6.5000%  | 6.5000% | $1001.00           | $475.53            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-06-20      | 6.5000%  | 6.5000% | $1000.00           | $832.68            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-07-20      | 6.5000%  | 6.5000% | $1000.00           | $914.20            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-02-20      | 7.3750%  | 7.3750% | $1001.00           | $1082.97           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-10-20      | 3.5000%  | 3.5000% | $1000.00           | $786.60            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2038-11-15      | 6.0000%  | 6.0000% | $1018.00           | $13.90             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2038-04-20      | 3.4500%  | 3.4500% | $66888403.00       | $7128.19           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2067-10-20      | 4.9450%  | 4.9450% | $1200000.00        | $249535.11         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2038-10-20      | 2.5500%  | 2.5500% | $100000000.00      | $6692.45           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2047-06-20      | 1.9000%  | 1.9000% | $2056981.00        | $62944.00          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2046-10-20      | 4.0000%  | 4.0000% | $5831990.00        | $143585.33         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2047-03-20      | 1.9000%  | 1.9000% | $22614285.00       | $591244.33         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2065-06-20      | 4.9050%  | 4.9050% | $1250000.00        | $176439.81         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2065-09-20      | 5.1150%  | 5.1150% | $2700000.00        | $450689.30         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2066-01-20      | 5.2650%  | 5.2650% | $2747257.00        | $445194.33         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-09-20      | 2.0000%  | 2.0000% | $30000000.00       | $391940.71         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-02-20      | 4.9130%  | 4.9130% | $1000000.00        | $371905.44         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-10-20      | 5.1650%  | 5.1650% | $4341160.00        | $2502008.59        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-10-20      | 4.9420%  | 4.9420% | $1000000.00        | $393516.62         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-11-20      | 4.5430%  | 4.5430% | $225025.00         | $83789.59          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-11-20      | 5.1150%  | 5.1150% | $1999000.00        | $1005437.43        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-12-20      | 4.9150%  | 4.9150% | $1100000.00        | $144515.88         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-05-20      | 5.1150%  | 5.1150% | $2000000.00        | $1028587.54        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-05-20      | 5.0650%  | 5.0650% | $4004.00           | $1272.82           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-06-20      | 5.1150%  | 5.1150% | $2999000.00        | $1118080.73        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-08-20      | 4.9650%  | 4.9650% | $2000.00           | $617.99            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2071-05-20      | 5.8880%  | 5.8880% | $6895923.00        | $5641430.44        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2071-05-20      | 5.2880%  | 5.2880% | $999000.00         | $543354.85         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2071-06-20      | 5.8880%  | 5.8880% | $7200000.00        | $5487051.95        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2071-07-20      | 5.8880%  | 5.8880% | $3380570.00        | $2619129.13        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-06-20      | 5.5150%  | 5.5150% | $5500000.00        | $3033427.84        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-10-20      | 5.6850%  | 5.6850% | $999000.00         | $509931.04         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-11-20      | 6.0450%  | 6.0450% | $5005000.00        | $1652833.66        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-12-20      | 5.6850%  | 5.6850% | $1000000.00        | $586054.51         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-12-20      | 5.6650%  | 5.6650% | $4882019.00        | $2940648.67        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-12-20      | 5.6650%  | 5.6650% | $14804906.00       | $9599598.72        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-11-20      | 5.7150%  | 5.7150% | $999000.00         | $684063.76         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-12-20      | 5.6650%  | 5.6650% | $1000000.00        | $710449.62         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2071-02-20      | 5.7450%  | 5.7450% | $2854120.00        | $2146033.80        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-12-20      | 5.1650%  | 5.1650% | $11550000.00       | $4293046.72        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-12-20      | 1.8000%  | 1.8000% | $45521147.00       | $1492225.94        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-10-20      | 0.0000%  | 0.0000% | $28454980.00       | $283505.42         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-12-20      | 0.0000%  | 0.0000% | $37320914.00       | $658684.25         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2073-03-20      | 5.2680%  | 5.2680% | $1100000.00        | $1045646.73        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2073-06-20      | 5.4380%  | 5.4380% | $499000.00         | $490254.95         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2072-10-20      | 5.2880%  | 5.2880% | $5558198.00        | $5429722.09        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2071-08-20      | 5.7380%  | 5.7380% | $5000000.00        | $4620739.31        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2071-09-20      | 5.6880%  | 5.6880% | $999000.00         | $885386.75         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2073-01-20      | 5.2880%  | 5.2880% | $4808351.00        | $4639783.25        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2074-08-20      | 5.1380%  | 5.1380% | $1999000.00        | $2013770.64        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2074-04-20      | 5.2380%  | 5.2380% | $1000000.00        | $932272.81         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2073-09-20      | 5.3380%  | 5.3380% | $400000.00         | $385885.22         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2073-09-20      | 5.2880%  | 5.2880% | $1000335.00        | $998810.06         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2073-07-20      | 4.0190%  | 4.0190% | $750000.00         | $387930.94         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2073-12-20      | 5.5380%  | 5.5380% | $999000.00         | $990076.55         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2074-09-20      | 5.1880%  | 5.1880% | $998000.00         | $984517.93         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2074-01-20      | 5.2880%  | 5.2880% | $1000000.00        | $953239.44         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2074-03-20      | 5.0880%  | 5.0880% | $1113212.00        | $1045077.98        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2074-08-20      | 5.0380%  | 5.0380% | $999000.00         | $740288.92         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2074-10-20      | 5.1880%  | 5.1880% | $941063.00         | $912800.10         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-01-20      | 3.5000%  | 3.5000% | $999000.00         | $498522.51         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-03-20      | 3.5000%  | 3.5000% | $1898770.00        | $1232287.32        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2075-03-20      | 5.5880%  | 5.5880% | $845969.00         | $857501.26         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2072-11-20      | 5.1880%  | 5.1880% | $65463264.00       | $64522695.42       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2075-05-20      | 5.1880%  | 5.1880% | $32128189.00       | $31801932.57       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2074-06-20      | 5.1880%  | 5.1880% | $912851.00         | $886884.47         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-05-01      | 3.1610%  | 3.1610% | $1516.00           | $1308.13           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-05-01      | 6.0000%  | 6.0000% | $1168797.00        | $1076231.56        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-11-01      | 1.5000%  | 1.5000% | $1078.00           | $591.55            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-12-01      | 7.0000%  | 7.0000% | $27333127.00       | $19880985.84       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-10-01      | 6.0000%  | 6.0000% | $8613265.00        | $7488005.97        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-10-01      | 6.5000%  | 6.5000% | $6053348.00        | $4833287.26        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-06-01      | 2.5000%  | 2.5000% | $1919.00           | $879.30            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-07-01      | 2.0000%  | 2.0000% | $1000.00           | $476.81            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-05-01      | 4.5000%  | 4.5000% | $1000.00           | $790.44            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-09-01      | 6.0000%  | 6.0000% | $5280570.00        | $4934243.78        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-06-01      | 2.5000%  | 2.5000% | $2094.00           | $793.29            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-02-01      | 2.5000%  | 2.5000% | $29173774.00       | $16292915.21       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2048-10-25      | 1.7290%  | 1.7290% | $2803000.00        | $111578.97         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2038-10-15      | 4.8090%  | 4.8090% | $19951355.00       | $1839829.72        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-04-25      | 5.6160%  | 5.6160% | $20000000.00       | $15254191.38       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-10-25      | 5.3060%  | 5.3060% | $56424790.00       | $48407228.48       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-05-01      | 3.3990%  | 3.3990% | $1274.00           | $578.80            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-12-01      | 3.0400%  | 3.0400% | $1054.00           | $730.00            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-08-01      | 2.5690%  | 2.5690% | $1261.00           | $1100.93           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-09-01      | 2.5090%  | 2.5090% | $1032.00           | $840.60            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2027-10-01      | 2.9400%  | 2.9400% | $1000.00           | $840.19            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2029-08-01      | 3.2100%  | 3.2100% | $1000.00           | $903.29            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2034-02-01      | 3.6490%  | 3.6490% | $1000.00           | $866.62            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-02-01      | 5.5000%  | 5.5000% | $2432.00           | $2462.28           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2060-06-01      | 2.5000%  | 2.5000% | $919309.00         | $431926.83         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-10-01      | 3.8700%  | 3.8700% | $1000.00           | $906.79            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2029-09-01      | 2.3790%  | 2.3790% | $1048.00           | $987.02            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-09-01      | 2.3790%  | 2.3790% | $1107.00           | $1000.70           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-05-01      | 2.0800%  | 2.0800% | $1000.00           | $910.99            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-10-01      | 1.3300%  | 1.3300% | $1000.00           | $877.98            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-11-01      | 3.0000%  | 3.0000% | $1000.00           | $220.41            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-08-01      | 1.7540%  | 1.7540% | $273513.00         | $236795.68         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-09-01      | 2.5000%  | 2.5000% | $1024.00           | $445.13            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-02-01      | 1.4900%  | 1.4900% | $1001.00           | $877.87            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-04-01      | 1.9800%  | 1.9800% | $1000.00           | $896.18            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-02-01      | 1.3400%  | 1.3400% | $1944799.00        | $1638367.61        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-02-01      | 1.4090%  | 1.4090% | $1000.00           | $870.86            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-03-01      | 1.3790%  | 1.3790% | $1000.00           | $865.38            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-03-01      | 1.5400%  | 1.5400% | $1000.00           | $877.37            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-11-01      | 1.8100%  | 1.8100% | $1076.00           | $937.99            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-11-01      | 1.6590%  | 1.6590% | $1008.00           | $867.82            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2029-01-01      | 1.6650%  | 1.6650% | $1000.00           | $929.15            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-03-01      | 2.0000%  | 2.0000% | $21174356.00       | $14907530.22       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-05-01      | 4.7690%  | 4.7690% | $1000.00           | $1019.75           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-05-01      | 5.0400%  | 5.0400% | $2433980.00        | $2515319.12        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-05-01      | 5.1200%  | 5.1200% | $1000.00           | $1046.70           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-05-01      | 5.1500%  | 5.1500% | $2847727.00        | $2972701.23        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-05-01      | 4.8890%  | 4.8890% | $5916000.00        | $6055801.98        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-09-01      | 4.0000%  | 4.0000% | $29110668.00       | $4004349.36        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-05-01      | 2.0000%  | 2.0000% | $1000.00           | $597.32            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-07-01      | 2.5000%  | 2.5000% | $1000.00           | $612.87            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-12-01      | 2.0000%  | 2.0000% | $1116.00           | $693.87            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-12-01      | 7.0000%  | 7.0000% | $22298476.00       | $16310695.25       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-07-01      | 5.0000%  | 5.0000% | $26299667.00       | $26416962.91       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-09-01      | 2.5000%  | 2.5000% | $21000.00          | $10243.91          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-06-01      | 3.5000%  | 3.5000% | $11722622.00       | $3577416.54        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-06-01      | 3.5000%  | 3.5000% | $2000.00           | $1147.63           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-09-01      | 4.5000%  | 4.5000% | $4293063.00        | $3330615.14        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-10-01      | 6.5000%  | 6.5000% | $25825728.00       | $19772293.35       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-12-01      | 6.5000%  | 6.5000% | $2139751.00        | $1660796.37        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-01-01      | 7.0000%  | 7.0000% | $19920300.00       | $16360557.75       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-07-01      | 5.5000%  | 5.5000% | $1024.00           | $918.00            | Agency Mortgage-Backed Securities |

### Security 18: CITIGROUP GLOBAL MARKETS

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM65YF51, C.3 - LEI: MBNUM2BPBDO7JBLYG310
- **C.18 - Value (incl. sponsor support):** $760000000.00
- **C.18.a - Value (excl. sponsor support):** $760000000.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-12-02
- **C.12 - Maturity Date (WAL):** 2025-12-02
- **C.13 - Final Legal Maturity Date:** 2025-12-02
- **C.10 - Ratings:** FITCH'S RATING: F1; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips) | 2025-10-02      | 0.0000%  | 0.0000% | $100.00            | $99.97             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-10-30      | 0.0000%  | 0.0000% | $1448600.00        | $1443713.87        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-11-28      | 0.0000%  | 0.0000% | $32489000.00       | $32277171.71       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-12-26      | 0.0000%  | 0.0000% | $16350300.00       | $16197424.69       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-01-22      | 0.0000%  | 0.0000% | $10235300.00       | $10112066.98       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-10-09      | 0.0000%  | 0.0000% | $32200.00          | $32167.47          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-10-16      | 0.0000%  | 0.0000% | $36392800.00       | $36327256.56       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-10-23      | 0.0000%  | 0.0000% | $121900600.00      | $121584877.44      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-11-13      | 0.0000%  | 0.0000% | $3667800.00        | $3649901.13        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-11-20      | 0.0000%  | 0.0000% | $44423500.00       | $44173484.54       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-12-04      | 0.0000%  | 0.0000% | $24602900.00       | $24430433.67       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-12-11      | 0.0000%  | 0.0000% | $6152200.00        | $6104458.92        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-12-18      | 0.0000%  | 0.0000% | $116966900.00      | $115975020.68      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-10-07      | 0.0000%  | 0.0000% | $600.00            | $599.53            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-10-14      | 0.0000%  | 0.0000% | $1642100.00        | $1639505.48        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-10-21      | 0.0000%  | 0.0000% | $32489800.00       | $32412799.17       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-01-08      | 0.0000%  | 0.0000% | $37098900.00       | $36707506.60       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-01-29      | 0.0000%  | 0.0000% | $10452800.00       | $10319735.85       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-11-04      | 0.0000%  | 0.0000% | $5494500.00        | $5472961.55        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-11-25      | 0.0000%  | 0.0000% | $89434300.00       | $88878018.65       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-12-09      | 0.0000%  | 0.0000% | $47646800.00       | $47289449.00       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-12-23      | 0.0000%  | 0.0000% | $47425100.00       | $46996566.79       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-01-13      | 0.0000%  | 0.0000% | $13834100.00       | $13679462.43       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-01-20      | 0.0000%  | 0.0000% | $25521300.00       | $25216779.84       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-01-27      | 0.0000%  | 0.0000% | $54915600.00       | $54219270.19       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-11-30      | 1.2500%  | 1.2500% | $60800.00          | $59345.82          | U.S. Treasuries (including strips) |

### Security 19: CITIGROUP GLOBAL MARKETS

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM5ZJSX8, C.3 - LEI: MBNUM2BPBDO7JBLYG310
- **C.18 - Value (incl. sponsor support):** $2210000000.00
- **C.18.a - Value (excl. sponsor support):** $2210000000.00
- **C.19 - Percentage of Net Assets:** 1.4400%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-10-15
- **C.12 - Maturity Date (WAL):** 2025-10-15
- **C.13 - Final Legal Maturity Date:** 2025-10-15
- **C.10 - Ratings:** FITCH'S RATING: F1; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips) | 2029-07-15      | 0.2500%  | 0.2500% | $7131000.00        | $8734894.88        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-11-30      | 1.2500%  | 1.2500% | $124600.00         | $121619.90         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-01-31      | 1.7500%  | 1.7500% | $100.00            | $94.32             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-02-28      | 1.8750%  | 1.8750% | $74900.00          | $70750.82          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-03-31      | 2.3750%  | 2.3750% | $191853900.00      | $183744235.64      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-04-30      | 2.8750%  | 2.8750% | $295035100.00      | $290642949.34      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-05-31      | 2.7500%  | 2.7500% | $207241500.00      | $202558602.05      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-02-28      | 4.2500%  | 4.2500% | $1300.00           | $1328.79           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-03-31      | 4.1250%  | 4.1250% | $3552400.00        | $3605131.82        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-04-15      | 2.1250%  | 2.1250% | $325109200.00      | $353599923.45      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-04-30      | 4.6250%  | 4.6250% | $336509700.00      | $353599997.94      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-05-31      | 4.5000%  | 4.5000% | $282260500.00      | $294321491.16      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-06-30      | 4.2500%  | 4.2500% | $343262600.00      | $353599953.19      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-07-31      | 4.0000%  | 4.0000% | $21081200.00       | $21449076.11       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-02-15      | 2.6250%  | 2.6250% | $100.00            | $97.07             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-05-15      | 2.3750%  | 2.3750% | $194958600.00      | $188149914.59      | U.S. Treasuries (including strips) |

### Security 20: CREDIT AGRICOLE CIB

- **C.1 - Title:** CREDIT AGRICOLE CIB
- **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: BYM6A7TX8, C.3 - LEI: 969500TJ5KRTCJQWXH05
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                             | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2054-12-01      | 5.0000%  | 5.0000% | $16845128.00       | $15819112.21       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-09-01      | 5.5000%  | 5.5000% | $103307614.00      | $94317486.26       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-01      | 6.5000%  | 6.5000% | $94689931.00       | $93863402.05       | Agency Mortgage-Backed Securities |

### Security 21: CREDIT AGRICOLE CIB

- **C.1 - Title:** CREDIT AGRICOLE CIB
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM6A7U65, C.3 - LEI: 969500TJ5KRTCJQWXH05
- **C.18 - Value (incl. sponsor support):** $10000000.00
- **C.18.a - Value (excl. sponsor support):** $10000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips) | 2025-10-02      | 0.0000%  | 0.0000% | $80001.33          | $79983.49          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-10-30      | 0.0000%  | 0.0000% | $151669.33         | $151157.75         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-11-28      | 0.0000%  | 0.0000% | $13333.33          | $13246.40          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-12-26      | 0.0000%  | 0.0000% | $4.66              | $4.62              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-01-22      | 0.0000%  | 0.0000% | $172460.00         | $170383.58         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-02-19      | 0.0000%  | 0.0000% | $734.66            | $723.83            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-03-19      | 0.0000%  | 0.0000% | $0.66              | $0.65              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-04-16      | 0.0000%  | 0.0000% | $333333.33         | $326640.00         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-10-09      | 0.0000%  | 0.0000% | $46670.66          | $46623.52          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-10-16      | 0.0000%  | 0.0000% | $4666.66           | $4658.26           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-05-14      | 0.0000%  | 0.0000% | $2.00              | $1.95              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-11-06      | 0.0000%  | 0.0000% | $11932.66          | $11883.26          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-11-13      | 0.0000%  | 0.0000% | $71138.66          | $70791.50          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-11-20      | 0.0000%  | 0.0000% | $13340.66          | $13265.58          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-12-04      | 0.0000%  | 0.0000% | $66667.33          | $66199.99          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-06-11      | 0.0000%  | 0.0000% | $16672.00          | $16249.86          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-12-11      | 0.0000%  | 0.0000% | $666.66            | $661.49            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-12-18      | 0.0000%  | 0.0000% | $773335.33         | $766777.44         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-10-07      | 0.0000%  | 0.0000% | $1346661.33        | $1345608.24        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-10-14      | 0.0000%  | 0.0000% | $38602.00          | $38541.00          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-10-21      | 0.0000%  | 0.0000% | $878671.33         | $876588.88         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-10-28      | 0.0000%  | 0.0000% | $666666.66         | $664560.00         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-08-06      | 0.0000%  | 0.0000% | $934.66            | $905.98            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-01-15      | 0.0000%  | 0.0000% | $666.66            | $659.15            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-01-29      | 0.0000%  | 0.0000% | $6000.00           | $5923.62           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-11-04      | 0.0000%  | 0.0000% | $333333.33         | $332026.66         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-11-12      | 0.0000%  | 0.0000% | $166400.00         | $165604.60         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-11-18      | 0.0000%  | 0.0000% | $46666.66          | $46412.80          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-12-02      | 0.0000%  | 0.0000% | $86666.66          | $86078.20          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-09-03      | 0.0000%  | 0.0000% | $6.00              | $5.80              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-02-26      | 0.0000%  | 0.0000% | $165866.66         | $163305.68         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-12-09      | 0.0000%  | 0.0000% | $1.33              | $1.32              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-12-16      | 0.0000%  | 0.0000% | $233333.33         | $231422.33         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-03-12      | 0.0000%  | 0.0000% | $20800.00          | $20447.29          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-01-06      | 0.0000%  | 0.0000% | $240000.00         | $237487.92         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-08-15      | 6.7500%  | 6.7500% | $4.66              | $4.82              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-08-15      | 6.3750%  | 6.3750% | $1.33              | $1.40              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-11-15      | 6.1250%  | 6.1250% | $2.00              | $2.14              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-08-15      | 5.5000%  | 5.5000% | $6672.66           | $7059.98           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-11-15      | 5.2500%  | 5.2500% | $6670.00           | $7109.39           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-08-15      | 6.1250%  | 6.1250% | $5.33              | $5.83              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-05-15      | 6.2500%  | 6.2500% | $10.66             | $12.04             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-02-15      | 5.3750%  | 5.3750% | $11.33             | $12.27             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2036-02-15      | 4.5000%  | 4.5000% | $7.33              | $7.61              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2037-02-15      | 4.7500%  | 4.7500% | $6.66              | $7.04              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2037-05-15      | 5.0000%  | 5.0000% | $1442.66           | $1574.73           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2038-02-15      | 4.3750%  | 4.3750% | $6667.33           | $6764.31           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2038-05-15      | 4.5000%  | 4.5000% | $1.33              | $1.38              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2039-08-15      | 4.5000%  | 4.5000% | $7.33              | $7.43              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2039-11-15      | 4.3750%  | 4.3750% | $17302.00          | $17462.93          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2040-05-15      | 4.3750%  | 4.3750% | $4.00              | $4.02              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2040-11-15      | 4.2500%  | 4.2500% | $3.33              | $3.29              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2041-08-15      | 3.7500%  | 3.7500% | $3.33              | $3.04              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2041-11-15      | 3.1250%  | 3.1250% | $6.00              | $5.07              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-05-15      | 3.0000%  | 3.0000% | $8.66              | $7.13              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-08-15      | 2.7500%  | 2.7500% | $9.33              | $7.30              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-02-15      | 3.1250%  | 3.1250% | $129370.66         | $106245.56         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-05-15      | 2.8750%  | 2.8750% | $3098.66           | $2463.63           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-11-15      | 3.0000%  | 3.0000% | $25524.00          | $20295.15          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-05-15      | 3.0000%  | 3.0000% | $4.66              | $3.68              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2046-11-15      | 2.8750%  | 2.8750% | $7.33              | $5.57              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2047-05-15      | 3.0000%  | 3.0000% | $8.66              | $6.70              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2049-02-15      | 3.0000%  | 3.0000% | $6.00              | $4.52              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2049-05-15      | 2.8750%  | 2.8750% | $29078.00          | $21594.63          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2041-02-15      | 1.8750%  | 1.8750% | $62238.00          | $43957.00          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2041-05-15      | 2.2500%  | 2.2500% | $4429.33           | $3324.80           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2052-02-15      | 2.2500%  | 2.2500% | $4.66              | $2.91              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2055-05-15      | 4.7500%  | 4.7500% | $9729.33           | $9966.45           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2055-08-15      | 4.7500%  | 4.7500% | $4486.66           | $4545.88           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-08-15      | 4.8750%  | 4.8750% | $74500.00          | $76770.29          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-05-15      | 1.6250%  | 1.6250% | $866713.33         | $776937.21         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-01-15      | 3.8750%  | 3.8750% | $680576.00         | $685863.40         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-12-15      | 4.3750%  | 4.3750% | $347226.00         | $354339.37         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-11-30      | 4.2500%  | 4.2500% | $919486.66         | $937864.14         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-06-30      | 4.0000%  | 4.0000% | $507134.66         | $514939.46         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-09-30      | 3.8750%  | 3.8750% | $647898.00         | $645973.74         | U.S. Treasuries (including strips) |

### Security 22: DAIWA CAPITAL MARKETS

- **C.1 - Title:** DAIWA CAPITAL MARKETS
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM6A7W22, C.3 - LEI: M67H5PRC0NQKM73ZAS82
- **C.18 - Value (incl. sponsor support):** $590000000.00
- **C.18.a - Value (excl. sponsor support):** $590000000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips) | 2026-02-19      | 0.0000%  | 0.0000% | $420866.66         | $414730.85         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-10-23      | 0.0000%  | 0.0000% | $393.33            | $392.36            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-09-03      | 0.0000%  | 0.0000% | $157333.33         | $152182.39         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-12-23      | 0.0000%  | 0.0000% | $372801.33         | $369480.04         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-01-13      | 0.0000%  | 0.0000% | $78.66             | $77.79             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-02-15      | 0.0000%  | 0.0000% | $15732861.33       | $6547340.37        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-02-15      | 6.0000%  | 6.0000% | $883426.66         | $896887.43         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2041-05-15      | 4.3750%  | 4.3750% | $5445306.66        | $5443168.02        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-02-15      | 0.6250%  | 0.6250% | $3381880.00        | $3614172.51        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-11-15      | 3.7500%  | 3.7500% | $7866666.66        | $7084975.66        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-02-15      | 1.3750%  | 1.3750% | $3618666.66        | $4300543.43        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-05-15      | 3.3750%  | 3.3750% | $3933333.33        | $3335597.45        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-02-15      | 0.7500%  | 0.7500% | $4713470.66        | $4827993.53        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2047-05-15      | 3.0000%  | 3.0000% | $11800000.00       | $9126698.20        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2047-11-15      | 2.7500%  | 2.7500% | $19666666.66       | $14439099.50       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2048-02-15      | 3.0000%  | 3.0000% | $17306666.66       | $13154658.88       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2048-11-15      | 3.3750%  | 3.3750% | $11800000.00       | $9644496.95        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2051-08-15      | 2.0000%  | 2.0000% | $9750812.00        | $5753222.85        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2051-11-15      | 1.8750%  | 1.8750% | $17305093.33       | $9937419.56        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-05-15      | 3.2500%  | 3.2500% | $3933333.33        | $3355638.76        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2052-08-15      | 3.0000%  | 3.0000% | $11800000.00       | $8695431.80        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2053-02-15      | 3.6250%  | 3.6250% | $3416100.00        | $2846585.74        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-02-15      | 3.8750%  | 3.8750% | $10226273.33       | $9343978.59        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2053-11-15      | 4.7500%  | 4.7500% | $767944.00         | $784953.57         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-11-15      | 4.7500%  | 4.7500% | $7866.66           | $8099.04           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2054-02-15      | 4.2500%  | 4.2500% | $7388924.00        | $6876328.48        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-02-15      | 4.5000%  | 4.5000% | $7105173.33        | $6999654.40        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-05-15      | 4.6250%  | 4.6250% | $4223613.33        | $4271317.99        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2054-11-15      | 4.5000%  | 4.5000% | $6276026.66        | $6163660.68        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2055-02-15      | 4.6250%  | 4.6250% | $1687006.66        | $1672029.84        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-08-15      | 1.5000%  | 1.5000% | $7617372.00        | $7484372.68        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-08-15      | 2.2500%  | 2.2500% | $786.66            | $769.43            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-01-15      | 0.5000%  | 0.5000% | $22665282.66       | $29358479.82       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-05-15      | 2.8750%  | 2.8750% | $1099760.00        | $1091159.05        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-01-31      | 2.6250%  | 2.6250% | $550.66            | $550.52            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-02-15      | 1.6250%  | 1.6250% | $314.66            | $312.63            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-10-31      | 1.6250%  | 1.6250% | $786666.66         | $774643.34         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-11-30      | 1.6250%  | 1.6250% | $20801512.00       | $20425788.16       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-01-31      | 1.5000%  | 1.5000% | $54280.00          | $52884.86          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-05-15      | 0.6250%  | 0.6250% | $3933333.33        | $3430506.81        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-05-31      | 0.5000%  | 0.5000% | $629333.33         | $598667.59         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-06-30      | 0.5000%  | 0.5000% | $35242.66          | $33430.77          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-07-15      | 0.1250%  | 0.1250% | $3933.33           | $4713.96           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-08-15      | 0.6250%  | 0.6250% | $1098580.00        | $948643.87         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-08-31      | 0.5000%  | 0.5000% | $182978.66         | $172562.85         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-10-31      | 0.5000%  | 0.5000% | $6359649.33        | $5979519.12        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-01-31      | 0.3750%  | 0.3750% | $1022.66           | $1011.13           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-02-15      | 1.1250%  | 1.1250% | $629.33            | $551.19            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-04-30      | 0.7500%  | 0.7500% | $7866666.66        | $7752680.29        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-07-31      | 1.0000%  | 1.0000% | $4854284.00        | $4522166.55        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-08-31      | 1.1250%  | 1.1250% | $59000000.00       | $55001588.88       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-09-30      | 1.2500%  | 1.2500% | $1016373.33        | $948153.33         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-09-30      | 0.8750%  | 0.8750% | $80318.66          | $78091.99          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-11-30      | 1.2500%  | 1.2500% | $55619142.66       | $54302785.89       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-11-30      | 1.5000%  | 1.5000% | $3933333.33        | $3703607.00        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-02-15      | 1.8750%  | 1.8750% | $314.66            | $280.13            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-11-15      | 4.1250%  | 4.1250% | $1416.00           | $1455.57           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-11-15      | 4.5000%  | 4.5000% | $390580.00         | $397330.39         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-01-31      | 3.5000%  | 3.5000% | $6136000.00        | $6155761.78        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-01-15      | 1.1250%  | 1.1250% | $8212800.00        | $8656334.62        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-02-29      | 4.0000%  | 4.0000% | $9314998.66        | $9428687.45        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-03-15      | 4.6250%  | 4.6250% | $1573333.33        | $1581666.39        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-08-15      | 3.8750%  | 3.8750% | $5505880.00        | $5493005.87        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-11-15      | 4.6250%  | 4.6250% | $9304693.33        | $9558411.38        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-01-31      | 4.0000%  | 4.0000% | $37109584.00       | $37770187.84       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-02-28      | 4.6250%  | 4.6250% | $2431272.00        | $2447264.59        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-02-28      | 4.2500%  | 4.2500% | $7866666.66        | $8046145.44        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-03-15      | 4.2500%  | 4.2500% | $5966709.33        | $6026179.82        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-03-31      | 4.1250%  | 4.1250% | $7080000.00        | $7189010.76        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-04-30      | 4.8750%  | 4.8750% | $508973.33         | $522282.14         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-05-31      | 4.8750%  | 4.8750% | $7080000.00        | $7241919.60        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-06-15      | 4.6250%  | 4.6250% | $1684410.66        | $1734227.40        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-06-30      | 4.2500%  | 4.2500% | $360293.33         | $372232.01         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-06-30      | 4.6250%  | 4.6250% | $77486.66          | $78858.52          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-07-31      | 4.0000%  | 4.0000% | $2577120.00        | $2624179.33        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-10-15      | 3.8750%  | 3.8750% | $32028740.00       | $32762610.83       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-10-31      | 4.1250%  | 4.1250% | $2924669.33        | $2987319.07        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-10-15      | 1.6250%  | 1.6250% | $3933333.33        | $4149577.22        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-11-30      | 4.2500%  | 4.2500% | $5962776.00        | $6084313.27        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-11-30      | 4.1250%  | 4.1250% | $663474.66         | $682501.79         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-12-15      | 4.0000%  | 4.0000% | $419293.33         | $427726.57         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-01-15      | 4.2500%  | 4.2500% | $6975216.00        | $7133299.94        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-02-15      | 4.2500%  | 4.2500% | $5613024.00        | $5723507.95        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-03-15      | 3.8750%  | 3.8750% | $29064344.00       | $29297313.98       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-03-31      | 4.0000%  | 4.0000% | $21377666.66       | $21634861.37       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-04-30      | 3.8750%  | 3.8750% | $6425414.66        | $6573685.82        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-05-15      | 4.2500%  | 4.2500% | $3933333.33        | $4036215.56        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-06-30      | 3.8750%  | 3.8750% | $7080000.00        | $7195853.58        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-06-30      | 3.7500%  | 3.7500% | $10056432.00       | $10170170.24       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-07-15      | 3.8750%  | 3.8750% | $623512.00         | $632757.44         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-08-31      | 3.6250%  | 3.6250% | $40041.33          | $40166.26          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-08-31      | 3.8750%  | 3.8750% | $213973.33         | $214248.35         | U.S. Treasuries (including strips) |

### Security 23: DAIWA CAPITAL MARKETS

- **C.1 - Title:** DAIWA CAPITAL MARKETS
- **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: BYM6A7W89, C.3 - LEI: M67H5PRC0NQKM73ZAS82
- **C.18 - Value (incl. sponsor support):** $2125000000.00
- **C.18.a - Value (excl. sponsor support):** $2125000000.00
- **C.19 - Percentage of Net Assets:** 1.3800%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips)                          | 2025-11-28      | 0.0000%  | 0.0000% | $25306.81          | $25144.44          | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2025-10-28      | 0.0000%  | 0.0000% | $251522.72         | $250760.61         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2026-01-13      | 0.0000%  | 0.0000% | $29943.18          | $29612.63          | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2051-05-15      | 2.3750%  | 2.3750% | $35642.04          | $23318.03          | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2053-08-15      | 4.1250%  | 4.1250% | $138318.18         | $126061.01         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2054-02-15      | 2.1250%  | 2.1250% | $579.54            | $565.92            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2028-02-15      | 2.7500%  | 2.7500% | $47715.90          | $46935.39          | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2028-07-15      | 0.7500%  | 0.7500% | $182556.81         | $234084.52         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2026-10-31      | 1.6250%  | 1.6250% | $75841926.13       | $74682766.78       | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2026-11-30      | 1.6250%  | 1.6250% | $5659647.72        | $5557421.28        | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2026-10-31      | 1.1250%  | 1.1250% | $350142.04         | $342184.12         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2027-04-15      | 0.1250%  | 0.1250% | $90409.09          | $102020.47         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2027-10-15      | 1.6250%  | 1.6250% | $14874.99          | $16596.14          | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2026-01-15      | 3.8750%  | 3.8750% | $20239659.09       | $20395747.66       | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2033-02-15      | 3.5000%  | 3.5000% | $171738.63         | $167647.65         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2028-02-29      | 4.0000%  | 4.0000% | $603017.04         | $610376.81         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2029-08-31      | 3.6250%  | 3.6250% | $49357.95          | $49411.61          | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2030-01-31      | 4.2500%  | 4.2500% | $134261.36         | $138126.05         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2030-06-30      | 3.8750%  | 3.8750% | $274318.18         | $278806.98         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2030-07-31      | 3.8750%  | 3.8750% | $3767.04           | $3816.40           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2038-03-01      | 5.5000%  | 5.5000% | $213059.26         | $1232.03           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2037-10-01      | 6.5000%  | 6.5000% | $36834.94          | $328.52            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2047-09-01      | 3.5000%  | 3.5000% | $16654858.46       | $1994564.51        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2032-01-01      | 3.5000%  | 3.5000% | $10574507.10       | $708963.08         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2041-09-01      | 4.0000%  | 4.0000% | $11859288.86       | $815694.76         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2047-11-01      | 4.0000%  | 4.0000% | $5119843.63        | $1378879.47        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2045-11-01      | 3.5000%  | 3.5000% | $6761364.60        | $1158545.65        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2049-03-01      | 4.0000%  | 4.0000% | $48295630.34       | $11355824.79       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2044-10-01      | 3.5000%  | 3.5000% | $1014204.54        | $78790.51          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2045-05-01      | 3.5000%  | 3.5000% | $482954.54         | $52130.37          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2039-12-01      | 3.0000%  | 3.0000% | $508561.76         | $462331.63         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-04-01      | 2.0000%  | 2.0000% | $292759.31         | $194734.49         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-08-01      | 4.5000%  | 4.5000% | $4232.61           | $3120.33           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-03-01      | 2.5000%  | 2.5000% | $21207.49          | $15745.99          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-10-01      | 4.5000%  | 4.5000% | $965.90            | $840.48            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-03-01      | 6.0000%  | 6.0000% | $965.90            | $861.19            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-05-01      | 6.0000%  | 6.0000% | $7499318.18        | $5952972.51        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-12-01      | 5.5000%  | 5.5000% | $966.87            | $827.33            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-04-01      | 5.0000%  | 5.0000% | $125519.88         | $108670.60         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-10-01      | 6.0000%  | 6.0000% | $173863.63         | $165441.30         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-06-01      | 6.0000%  | 6.0000% | $7882721.30        | $7854933.41        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-02-01      | 3.0000%  | 3.0000% | $497444.14         | $91998.76          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-02-01      | 3.5000%  | 3.5000% | $28011.36          | $4085.31           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-11-01      | 2.5000%  | 2.5000% | $869318.18         | $544417.84         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-11-01      | 2.0000%  | 2.0000% | $19318.18          | $10169.28          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-08-01      | 3.0000%  | 3.0000% | $391193.18         | $270821.71         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-10-01      | 2.5000%  | 2.5000% | $1223.80           | $760.33            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-10-01      | 3.5000%  | 3.5000% | $128465.90         | $67307.16          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-04-01      | 2.0000%  | 2.0000% | $130397.72         | $87645.93          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-06-01      | 2.5000%  | 2.5000% | $42499.99          | $29921.91          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-02-01      | 6.0000%  | 6.0000% | $6761363.63        | $4734367.70        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-03-01      | 5.5000%  | 5.5000% | $49593188.18       | $42473599.86       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-06-01      | 5.5000%  | 5.5000% | $90564465.11       | $79975589.21       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-11-01      | 4.0000%  | 4.0000% | $15842578.18       | $14447982.34       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-08-01      | 5.5000%  | 5.5000% | $844334.94         | $763444.28         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-08-01      | 6.5000%  | 6.5000% | $75498386.07       | $57068897.90       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-09-01      | 5.5000%  | 5.5000% | $100772081.30      | $92676487.45       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-10-01      | 5.5000%  | 5.5000% | $72561014.03       | $66720623.83       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-03-01      | 5.0000%  | 5.0000% | $5958122.32        | $5735328.29        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-03-01      | 5.5000%  | 5.5000% | $17890293.86       | $17207088.91       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-12-01      | 4.0000%  | 4.0000% | $4461701.19        | $4068056.96        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-12-01      | 6.0000%  | 6.0000% | $255965.90         | $228519.93         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-02-01      | 5.5000%  | 5.5000% | $8180210.68        | $7809451.95        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-04-01      | 4.0000%  | 4.0000% | $247233.12         | $228236.28         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-04-01      | 5.0000%  | 5.0000% | $1781550.73        | $1714812.27        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-04-01      | 5.5000%  | 5.5000% | $9785395.11        | $9534178.45        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-05-01      | 6.0000%  | 6.0000% | $12450568.18       | $12045351.62       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2041-06-01      | 5.0000%  | 5.0000% | $6804811.19        | $622343.70         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2042-09-01      | 3.0000%  | 3.0000% | $246306.81         | $39824.18          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2046-08-01      | 3.5000%  | 3.5000% | $14020825.34       | $1967364.50        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2046-11-01      | 3.0000%  | 3.0000% | $439488.63         | $82866.23          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2032-07-01      | 4.0990%  | 4.0990% | $13062954.54       | $12918592.93       | Agency Mortgage-Backed Securities |
| Federal Home Loan Banks-Agency Debentures and Agency Strips                        | 2025-10-24      | 0.0000%  | 0.0000% | $18359999.99       | $18314742.59       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-04-01      | 3.0000%  | 3.0000% | $796874.99         | $242246.61         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-07-01      | 2.0000%  | 2.0000% | $968.80            | $497.23            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-10-01      | 3.0000%  | 3.0000% | $429829.54         | $268247.67         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-08-01      | 4.5000%  | 4.5000% | $96590.90          | $70707.38          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-10-01      | 4.5000%  | 4.5000% | $76075.96          | $61800.91          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-10-01      | 5.0000%  | 5.0000% | $14202764.94       | $10569247.07       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-11-01      | 4.5000%  | 4.5000% | $96590.90          | $79340.44          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-08-01      | 5.5000%  | 5.5000% | $2221590.90        | $1923144.18        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-10-01      | 5.5000%  | 5.5000% | $10135049.37       | $9914548.77        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-09-01      | 5.5000%  | 5.5000% | $139302.44         | $127672.19         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-09-01      | 6.5000%  | 6.5000% | $5364624.31        | $5649901.15        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-10-01      | 5.5000%  | 5.5000% | $9920645.56        | $9184801.28        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2042-02-01      | 2.0000%  | 2.0000% | $96590.90          | $63388.45          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-07-01      | 2.5000%  | 2.5000% | $1255681.81        | $509822.47         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-11-01      | 2.5000%  | 2.5000% | $579545.45         | $300554.16         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-09-01      | 2.0000%  | 2.0000% | $96590.90          | $56587.99          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-04-01      | 3.5000%  | 3.5000% | $87657.21          | $60238.63          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-04-01      | 3.5000%  | 3.5000% | $159374.99         | $114252.61         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-05-01      | 3.5000%  | 3.5000% | $719602.27         | $534069.94         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-12-01      | 2.5000%  | 2.5000% | $371874.99         | $231676.70         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-05-01      | 3.5000%  | 3.5000% | $294602.27         | $211893.32         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-02-01      | 5.5000%  | 5.5000% | $63834433.01       | $53532582.69       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-08-01      | 5.0000%  | 5.0000% | $453977.27         | $412204.12         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2045-09-01      | 5.0000%  | 5.0000% | $1431139.20        | $1445805.20        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2041-01-01      | 2.0000%  | 2.0000% | $48295.45          | $25882.57          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-03-01      | 6.0000%  | 6.0000% | $19168394.43       | $16978981.26       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2044-05-25      | 4.0000%  | 4.0000% | $513414.48         | $452790.10         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-06-25      | 4.0000%  | 4.0000% | $151541698.46      | $10103249.39       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2052-01-25      | 3.0000%  | 3.0000% | $82637190.28       | $12086627.07       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-02-25      | 5.2560%  | 5.2560% | $6233381.30        | $5639427.33        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-01-25      | 6.0000%  | 6.0000% | $3572497.84        | $3015806.12        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-05-25      | 5.3560%  | 5.3560% | $6431024.65        | $6172668.20        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-07-25      | 5.2560%  | 5.2560% | $53833032.61       | $30961538.34       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-07-25      | 5.2560%  | 5.2560% | $3133628.35        | $2231975.49        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-12-25      | 5.2560%  | 5.2560% | $66867759.43       | $57788661.92       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-02-25      | 5.3560%  | 5.3560% | $11590909.09       | $10459885.51       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-02-25      | 5.3560%  | 5.3560% | $4829545.45        | $4382888.60        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2035-07-25      | 5.1560%  | 5.1560% | $33847963.97       | $32980198.60       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-06-25      | 5.3560%  | 5.3560% | $1144225.56        | $1118785.25        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2041-09-01      | 4.5000%  | 4.5000% | $15532894.20       | $250023.05         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2041-10-01      | 4.0000%  | 4.0000% | $48308619.88       | $3382187.55        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-03-01      | 3.5000%  | 3.5000% | $4102647.67        | $607343.45         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-03-01      | 4.0000%  | 4.0000% | $1147.49           | $74.67             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-01-01      | 4.5000%  | 4.5000% | $44402196.64       | $2695951.58        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2041-06-01      | 4.5000%  | 4.5000% | $18636458.63       | $746219.39         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-05-01      | 4.0000%  | 4.0000% | $11590909.09       | $920437.19         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-08-01      | 3.5000%  | 3.5000% | $6375556.36        | $1103423.10        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-08-01      | 3.5000%  | 3.5000% | $2522285.17        | $614278.36         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-07-01      | 3.5000%  | 3.5000% | $1819710.90        | $437539.90         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-10-01      | 3.5000%  | 3.5000% | $965.90            | $148.26            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2027-12-01      | 3.0000%  | 3.0000% | $10736744.09       | $221828.10         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-01-01      | 3.5000%  | 3.5000% | $7521281.98        | $1731175.23        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-01-01      | 4.0000%  | 4.0000% | $2200764.94        | $507966.11         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-12-01      | 3.5000%  | 3.5000% | $22022727.27       | $5221382.82        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-06-01      | 3.5000%  | 3.5000% | $5698054.20        | $1146356.10        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-06-01      | 3.0000%  | 3.0000% | $9890909.09        | $471623.13         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-09-01      | 4.0000%  | 4.0000% | $3492040.51        | $601607.82         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2044-09-01      | 4.0000%  | 4.0000% | $5515649.03        | $978263.65         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-01-01      | 4.0000%  | 4.0000% | $4829545.45        | $851560.08         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2034-11-01      | 5.5000%  | 5.5000% | $5795454.54        | $91824.62          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-09-01      | 5.0000%  | 5.0000% | $93040.22          | $87041.86          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-09-01      | 5.5000%  | 5.5000% | $261719.82         | $238447.44         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-09-01      | 5.5000%  | 5.5000% | $5532170.90        | $5270944.18        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-09-01      | 6.5000%  | 6.5000% | $5008352.61        | $5238762.15        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-09-01      | 7.0000%  | 7.0000% | $1821841.70        | $1932457.61        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-09-01      | 7.0000%  | 7.0000% | $1273547.27        | $1345495.87        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-09-01      | 7.0000%  | 7.0000% | $1465005.90        | $1542684.61        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-09-01      | 7.0000%  | 7.0000% | $3456793.52        | $3319561.84        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-11-01      | 5.0000%  | 5.0000% | $5799776.02        | $5148398.49        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-12-01      | 5.0000%  | 5.0000% | $415412.38         | $391282.23         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-05-01      | 5.0000%  | 5.0000% | $137887.38         | $136728.02         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-04-01      | 6.0000%  | 6.0000% | $1339979.60        | $1369207.62        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-04-01      | 6.5000%  | 6.5000% | $995571.19         | $798707.66         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-08-01      | 6.0000%  | 6.0000% | $1795418.29        | $1855847.73        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-08-01      | 5.5000%  | 5.5000% | $4810745.96        | $4878718.42        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-07-01      | 5.5000%  | 5.5000% | $173040.68         | $176210.98         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-08-01      | 5.5000%  | 5.5000% | $979869.37         | $991174.40         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-08-01      | 5.5000%  | 5.5000% | $5965992.55        | $6055929.33        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-08-01      | 6.0000%  | 6.0000% | $1247183.74        | $1289710.90        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-08-01      | 5.5000%  | 5.5000% | $1894630.68        | $1931147.10        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-09-01      | 6.0000%  | 6.0000% | $1465409.65        | $1518425.73        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-08-01      | 6.5000%  | 6.5000% | $1280431.30        | $1332286.29        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-07-01      | 4.0000%  | 4.0000% | $1025287.38        | $274072.24         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-02-01      | 4.0000%  | 4.0000% | $1083233.23        | $529057.10         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-10-01      | 4.0000%  | 4.0000% | $965.90            | $194.83            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-01-01      | 3.5000%  | 3.5000% | $3863.63           | $595.16            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-06-01      | 4.0000%  | 4.0000% | $965.90            | $129.05            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-02-01      | 4.0000%  | 4.0000% | $965.90            | $228.20            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-05-01      | 4.0000%  | 4.0000% | $1020475.22        | $242892.22         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-02-01      | 4.0000%  | 4.0000% | $995950.79         | $177566.18         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-08-01      | 4.0000%  | 4.0000% | $114684473.69      | $24465083.57       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-11-01      | 4.0000%  | 4.0000% | $7172042.10        | $1193417.60        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-11-01      | 2.5000%  | 2.5000% | $2728693.18        | $741310.50         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-01-01      | 8.0000%  | 8.0000% | $26515.17          | $7374.28           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-01-01      | 2.0000%  | 2.0000% | $4380656.59        | $2311594.00        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-09-01      | 2.5000%  | 2.5000% | $1352272.72        | $705420.10         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-01-01      | 2.0000%  | 2.0000% | $426489.43         | $300255.33         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-03-01      | 3.0000%  | 3.0000% | $24147.72          | $14763.52          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-04-01      | 2.0000%  | 2.0000% | $491639.03         | $365241.64         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-06-01      | 5.5350%  | 5.5350% | $9850.34           | $7765.75           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-01-01      | 3.5000%  | 3.5000% | $27045.45          | $6576.99           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-10-01      | 4.0000%  | 4.0000% | $19318.18          | $4435.26           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-09-01      | 3.5000%  | 3.5000% | $241491.76         | $77514.27          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-02-01      | 3.0000%  | 3.0000% | $3000421.76        | $1676730.05        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-01-01      | 2.5000%  | 2.5000% | $48295454.54       | $33994887.49       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-12-01      | 2.5000%  | 2.5000% | $899261.36         | $631519.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-07-01      | 4.5000%  | 4.5000% | $12556.81          | $9240.85           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-07-01      | 3.5000%  | 3.5000% | $150681.81         | $109636.83         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-10-01      | 4.5000%  | 4.5000% | $24904528.63       | $19997705.05       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-11-01      | 5.0000%  | 5.0000% | $34125800.96       | $26889062.70       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-11-01      | 5.0000%  | 5.0000% | $57954.54          | $49241.62          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-04-01      | 4.5000%  | 4.5000% | $275655.96         | $232967.79         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-05-01      | 4.5000%  | 4.5000% | $2252499.99        | $1877857.66        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-04-01      | 5.0000%  | 5.0000% | $289772.72         | $250275.90         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-11-01      | 6.0000%  | 6.0000% | $27602319.48       | $26594324.50       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-12-01      | 5.0000%  | 5.0000% | $37691209.99       | $36335910.86       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-08-01      | 3.5000%  | 3.5000% | $34600096.13       | $31090161.99       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-01-01      | 2.0000%  | 2.0000% | $17506898.46       | $14300179.68       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-08-01      | 3.0000%  | 3.0000% | $11502088.92       | $9655395.52        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-04-01      | 4.5000%  | 4.5000% | $4829545.45        | $4637715.42        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-05-01      | 6.0000%  | 6.0000% | $1116040.34        | $1135182.47        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2034-05-01      | 4.0000%  | 4.0000% | $66647.72          | $11132.01          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-03-01      | 3.0000%  | 3.0000% | $51212.49          | $16264.24          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-10-01      | 2.0000%  | 2.0000% | $10621514.99       | $4107045.37        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-12-01      | 2.0000%  | 2.0000% | $350193.23         | $216003.99         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-05-01      | 2.0000%  | 2.0000% | $2846927.21        | $1826409.96        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-12-01      | 2.5000%  | 2.5000% | $1376420.45        | $904200.33         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-10-01      | 2.5000%  | 2.5000% | $3960227.27        | $2459587.59        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-02-01      | 2.5000%  | 2.5000% | $14120624.99       | $9271066.93        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-02-01      | 3.0000%  | 3.0000% | $616568.74         | $437438.74         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2045-10-01      | 4.5000%  | 4.5000% | $700284.09         | $489682.64         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-01-01      | 6.0000%  | 6.0000% | $82406526.36       | $64472575.80       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-07-01      | 6.5000%  | 6.5000% | $7753077.95        | $6096266.62        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-05-01      | 2.5000%  | 2.5000% | $1061965.85        | $802001.83         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-02-01      | 6.5000%  | 6.5000% | $5924471.98        | $4437919.05        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-02-01      | 6.0000%  | 6.0000% | $4794337.10        | $3739135.75        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-08-01      | 5.5000%  | 5.5000% | $7360227.27        | $6282188.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-10-01      | 5.5000%  | 5.5000% | $6376.93           | $5379.12           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-03-01      | 3.0000%  | 3.0000% | $24147.72          | $18818.57          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-10-01      | 7.0000%  | 7.0000% | $544221.19         | $476328.89         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-08-01      | 5.5000%  | 5.5000% | $8896694.03        | $8905070.76        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2041-12-01      | 3.5000%  | 3.5000% | $2897727.27        | $346265.52         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2027-09-01      | 2.5000%  | 2.5000% | $8496.13           | $242.93            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-11-01      | 3.5000%  | 3.5000% | $13163185.96       | $1962755.36        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-11-01      | 3.5000%  | 3.5000% | $26803977.27       | $5310230.29        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-03-01      | 3.0000%  | 3.0000% | $15473650.17       | $520229.13         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-01-01      | 4.0000%  | 4.0000% | $11270159.65       | $555512.96         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-03-01      | 3.5000%  | 3.5000% | $4829545.45        | $733296.74         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-08-01      | 2.0000%  | 2.0000% | $3863.63           | $2396.99           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-10-01      | 2.5000%  | 2.5000% | $9340340.90        | $5799876.40        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-02-01      | 5.5000%  | 5.5000% | $13478210.45       | $11699943.42       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-04-01      | 5.5000%  | 5.5000% | $49872.78          | $43656.03          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-03-01      | 3.0000%  | 3.0000% | $4829.54           | $3245.09           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-06-01      | 4.0000%  | 4.0000% | $5795.45           | $4355.22           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-12-01      | 5.0000%  | 5.0000% | $5795454.54        | $4649763.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-05-01      | 6.5000%  | 6.5000% | $6963.23           | $1305.80           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-10-01      | 4.5000%  | 4.5000% | $10624.99          | $9859.31           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-09-01      | 5.5000%  | 5.5000% | $32359548.29       | $29755543.86       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-10-01      | 5.5000%  | 5.5000% | $7116487.84        | $6587028.23        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-12-01      | 5.5000%  | 5.5000% | $4143186.87        | $3899875.02        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-11-01      | 4.0000%  | 4.0000% | $2737428.86        | $2477435.00        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-11-01      | 5.5000%  | 5.5000% | $173080955.39      | $161056398.43      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-01-01      | 5.5000%  | 5.5000% | $53128863.63       | $50641406.56       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-02-01      | 4.0000%  | 4.0000% | $694814.14         | $638224.83         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-02-01      | 5.0000%  | 5.0000% | $25809164.31       | $24779550.70       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-03-01      | 5.0000%  | 5.0000% | $10762294.31       | $10442904.56       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-03-01      | 5.5000%  | 5.5000% | $25886363.63       | $24848862.49       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-04-01      | 5.5000%  | 5.5000% | $410363.57         | $400509.40         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-05-01      | 4.0000%  | 4.0000% | $356128.74         | $329241.31         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-05-01      | 5.5000%  | 5.5000% | $19888201.47       | $19499975.24       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-05-01      | 6.0000%  | 6.0000% | $2599225.62        | $2521503.35        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-06-01      | 5.5000%  | 5.5000% | $711664.43         | $700572.94         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-07-01      | 5.0000%  | 5.0000% | $4449135.68        | $4383171.18        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-07-01      | 5.5000%  | 5.5000% | $223125.96         | $221445.57         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-08-01      | 5.5000%  | 5.5000% | $76877743.86       | $77080014.06       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-08-01      | 6.0000%  | 6.0000% | $283633.40         | $285325.99         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-09-01      | 6.0000%  | 6.0000% | $728844.09         | $743871.76         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-09-01      | 5.5000%  | 5.5000% | $399886.36         | $405193.07         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2040-06-01      | 4.5000%  | 4.5000% | $6809659.09        | $351615.14         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-01-01      | 5.0000%  | 5.0000% | $866811.64         | $855995.34         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-02-01      | 5.0000%  | 5.0000% | $965.90            | $961.73            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-04-01      | 6.0000%  | 6.0000% | $271019.60         | $269727.30         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-04-01      | 6.0000%  | 6.0000% | $19749255.45       | $17962222.01       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-04-01      | 6.0000%  | 6.0000% | $11739424.37       | $11122331.81       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-04-01      | 5.5000%  | 5.5000% | $923662.15         | $934372.35         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-04-01      | 6.0000%  | 6.0000% | $1139544.77        | $1172178.91        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-05-01      | 5.0000%  | 5.0000% | $1489353.57        | $1487326.96        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-05-01      | 5.5000%  | 5.5000% | $4216463.63        | $4279099.91        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-05-01      | 6.0000%  | 6.0000% | $1933280.56        | $1687957.47        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-04-01      | 6.0000%  | 6.0000% | $1707234.65        | $1748394.86        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-07-01      | 5.0000%  | 5.0000% | $1527951.30        | $1519298.38        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-08-01      | 6.0000%  | 6.0000% | $1644665.96        | $1686366.26        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-05-01      | 5.0000%  | 5.0000% | $1954.99           | $1869.68           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-09-01      | 6.0000%  | 6.0000% | $20270116.13       | $20216812.58       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-09-01      | 5.0000%  | 5.0000% | $3450116.19        | $3456484.34        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-01-01      | 5.0000%  | 5.0000% | $2654439.88        | $2569120.31        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-02-01      | 2.5000%  | 2.5000% | $3498826.02        | $2858394.68        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-12-01      | 4.5000%  | 4.5000% | $581644.37         | $554126.26         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-04-01      | 4.5000%  | 4.5000% | $1092438.35        | $1035951.58        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-04-01      | 6.0000%  | 6.0000% | $3015971.93        | $2951274.48        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-08-01      | 5.5000%  | 5.5000% | $4908863.97        | $4940454.75        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-09-01      | 5.5000%  | 5.5000% | $77508098.06       | $78584806.11       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-09-01      | 6.0000%  | 6.0000% | $21869702.15       | $20276354.00       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-02-01      | 6.0000%  | 6.0000% | $6278409.09        | $5579109.32        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-06-01      | 6.0000%  | 6.0000% | $8503853.97        | $8770781.58        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-05-01      | 5.5000%  | 5.5000% | $20553514.82       | $20095386.71       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-07-01      | 5.5000%  | 5.5000% | $63350423.69       | $62739716.75       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-08-01      | 5.5000%  | 5.5000% | $3025807.78        | $3027834.12        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-10-20      | 2.5000%  | 2.5000% | $9869306.53        | $6046189.30        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-01-20      | 5.5000%  | 5.5000% | $50855360.90       | $49941515.95       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-04-20      | 1.5030%  | 1.5030% | $26428416.36       | $917475.94         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-08-20      | 1.0810%  | 1.0810% | $26428417.32       | $777663.85         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-09-20      | 1.1670%  | 1.1670% | $14562229.94       | $476713.76         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-07-20      | 0.7610%  | 0.7610% | $18792194.09       | $757788.38         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2065-07-20      | 0.8110%  | 0.8110% | $13426136.36       | $657630.55         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2065-08-20      | 5.4380%  | 5.4380% | $20858292.95       | $20749301.66       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-08-20      | 5.4380%  | 5.4380% | $19246593.46       | $19206420.72       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-06-20      | 3.5000%  | 3.5000% | $55616100.79       | $4146836.63        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-04-20      | 1.5000%  | 1.5000% | $19453074.88       | $11669791.77       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-12-20      | 5.4880%  | 5.4880% | $17552616.87       | $6876511.78        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-02-20      | 5.4380%  | 5.4380% | $14599649.26       | $12861655.35       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-02-20      | 5.3880%  | 5.3880% | $965.90            | $794.42            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-04-20      | 1.0110%  | 1.0110% | $78786068.23       | $3807130.42        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-05-20      | 1.5110%  | 1.5110% | $44189605.85       | $1687927.49        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-07-20      | 1.5110%  | 1.5110% | $51840396.93       | $2391806.32        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-03-20      | 5.0000%  | 5.0000% | $2993.35           | $2859.08           | Agency Mortgage-Backed Securities |

### Security 24: FANNIE MAE

- **C.1 - Title:** FANNIE MAE
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07L1, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $175146697.25
- **C.18.a - Value (excl. sponsor support):** $175146697.25
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: FANNIE MAE

- **C.1 - Title:** FANNIE MAE
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07G2, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $265003482.91
- **C.18.a - Value (excl. sponsor support):** $265003482.91
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: FANNIE MAE

- **C.1 - Title:** FANNIE MAE
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AA9, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $161151399.57
- **C.18.a - Value (excl. sponsor support):** $161151399.57
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: FANNIE MAE

- **C.1 - Title:** FANNIE MAE
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07K3, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $165131142.00
- **C.18.a - Value (excl. sponsor support):** $165131142.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-09-11
- **C.13 - Final Legal Maturity Date:** 2026-09-11
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: FANNIE MAE

- **C.1 - Title:** FANNIE MAE
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AB7, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $204162188.16
- **C.18.a - Value (excl. sponsor support):** $204162188.16
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: FEDERAL FARM CREDIT BANK

- **C.1 - Title:** FEDERAL FARM CREDIT BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPXS9, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100002045.00
- **C.18.a - Value (excl. sponsor support):** $100002045.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-06
- **C.13 - Final Legal Maturity Date:** 2025-10-06
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 30: FEDERAL FARM CREDIT BANK

- **C.1 - Title:** FEDERAL FARM CREDIT BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERWF4, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $64055239.04
- **C.18.a - Value (excl. sponsor support):** $64055239.04
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-09
- **C.13 - Final Legal Maturity Date:** 2026-10-09
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: FEDERAL FARM CREDIT BANK

- **C.1 - Title:** FEDERAL FARM CREDIT BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETYJ0, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $75007742.25
- **C.18.a - Value (excl. sponsor support):** $75007742.25
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-09-15
- **C.13 - Final Legal Maturity Date:** 2027-09-15
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: FEDERAL FARM CREDIT BANK

- **C.1 - Title:** FEDERAL FARM CREDIT BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETVS3, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $170102113.90
- **C.18.a - Value (excl. sponsor support):** $170102113.90
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-09-02
- **C.13 - Final Legal Maturity Date:** 2027-09-02
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: FEDERAL FARM CREDIT BANK

- **C.1 - Title:** FEDERAL FARM CREDIT BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPU52, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $95024381.75
- **C.18.a - Value (excl. sponsor support):** $95024381.75
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-01-12
- **C.13 - Final Legal Maturity Date:** 2026-01-12
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: FEDERAL FARM CREDIT BANK

- **C.1 - Title:** FEDERAL FARM CREDIT BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPZV0, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $30003522.00
- **C.18.a - Value (excl. sponsor support):** $30003522.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-27
- **C.13 - Final Legal Maturity Date:** 2025-10-27
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 35: FEDERAL FARM CREDIT BANK

- **C.1 - Title:** FEDERAL FARM CREDIT BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYG0, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $44037714.16
- **C.18.a - Value (excl. sponsor support):** $44037714.16
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: FEDERAL FARM CREDIT BANK

- **C.1 - Title:** FEDERAL FARM CREDIT BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 3133ETB48, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $48008995.20
- **C.18.a - Value (excl. sponsor support):** $48008995.20
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-10-01
- **C.13 - Final Legal Maturity Date:** 2027-10-01
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: FEDERAL FARM CREDIT BANK

- **C.1 - Title:** FEDERAL FARM CREDIT BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETXJ1, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $127013218.16
- **C.18.a - Value (excl. sponsor support):** $127013218.16
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-09-10
- **C.13 - Final Legal Maturity Date:** 2027-09-10
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: FEDERAL FARM CREDIT BANK

- **C.1 - Title:** FEDERAL FARM CREDIT BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETSC2, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $126414378.00
- **C.18.a - Value (excl. sponsor support):** $126414378.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-08-04
- **C.13 - Final Legal Maturity Date:** 2027-08-04
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: FEDERAL FARM CREDIT BANK

- **C.1 - Title:** FEDERAL FARM CREDIT BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERJN2, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $71532225.76
- **C.18.a - Value (excl. sponsor support):** $71532225.76
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-06-26
- **C.13 - Final Legal Maturity Date:** 2026-06-26
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: FEDERAL FARM CREDIT BANK

- **C.1 - Title:** FEDERAL FARM CREDIT BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERXV8, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $53543903.17
- **C.18.a - Value (excl. sponsor support):** $53543903.17
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-09-16
- **C.13 - Final Legal Maturity Date:** 2026-09-16
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AYP42, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $80035689.60
- **C.18.a - Value (excl. sponsor support):** $80035689.60
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-01-26
- **C.13 - Final Legal Maturity Date:** 2026-01-26
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7TB0, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $111022264.38
- **C.18.a - Value (excl. sponsor support):** $111022264.38
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-03-18
- **C.13 - Final Legal Maturity Date:** 2027-03-18
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7CV4, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $378000385.56
- **C.18.a - Value (excl. sponsor support):** $378000385.56
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B75R1, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $255504144.21
- **C.18.a - Value (excl. sponsor support):** $255504144.21
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-11-19
- **C.13 - Final Legal Maturity Date:** 2025-11-19
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 45: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385QF6, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $354369059.94
- **C.18.a - Value (excl. sponsor support):** $354369059.94
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2025-12-08
- **C.12 - Maturity Date (WAL):** 2025-12-08
- **C.13 - Final Legal Maturity Date:** 2025-12-08
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7BY9, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $367000198.18
- **C.18.a - Value (excl. sponsor support):** $367000198.18
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-28
- **C.13 - Final Legal Maturity Date:** 2025-10-28
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 47: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B75T7, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $400035252.00
- **C.18.a - Value (excl. sponsor support):** $400035252.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B73U6, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $250030777.50
- **C.18.a - Value (excl. sponsor support):** $250030777.50
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-07-16
- **C.13 - Final Legal Maturity Date:** 2027-07-16
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6AE6, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $685737817.66
- **C.18.a - Value (excl. sponsor support):** $685737817.66
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-28
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7UB8, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $182831662.79
- **C.18.a - Value (excl. sponsor support):** $182831662.79
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-09-23
- **C.13 - Final Legal Maturity Date:** 2027-09-23
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TH9, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $320216949.00
- **C.18.a - Value (excl. sponsor support):** $320216949.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2026-02-20
- **C.12 - Maturity Date (WAL):** 2026-02-20
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: 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: 313385PN0, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99448222.00
- **C.18.a - Value (excl. sponsor support):** $99448222.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-11-21
- **C.12 - Maturity Date (WAL):** 2025-11-21
- **C.13 - Final Legal Maturity Date:** 2025-11-21
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 53: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7RC0, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $261020945.25
- **C.18.a - Value (excl. sponsor support):** $261020945.25
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-03-16
- **C.13 - Final Legal Maturity Date:** 2027-03-16
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7NN0, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $708997018.50
- **C.18.a - Value (excl. sponsor support):** $708997018.50
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3EC3, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $190185476.10
- **C.18.a - Value (excl. sponsor support):** $190185476.10
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6RX6, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $500005535.00
- **C.18.a - Value (excl. sponsor support):** $500005535.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-16
- **C.13 - Final Legal Maturity Date:** 2025-12-16
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385NH5, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $613420477.05
- **C.18.a - Value (excl. sponsor support):** $613420477.05
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-23
- **C.12 - Maturity Date (WAL):** 2025-10-23
- **C.13 - Final Legal Maturity Date:** 2025-10-23
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 58: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5NE4, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $710896585.05
- **C.18.a - Value (excl. sponsor support):** $710896585.05
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-12-23
- **C.12 - Maturity Date (WAL):** 2026-04-20
- **C.13 - Final Legal Maturity Date:** 2026-04-20
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7RJ5, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100007363.00
- **C.18.a - Value (excl. sponsor support):** $100007363.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-03-19
- **C.13 - Final Legal Maturity Date:** 2027-03-19
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B42X8, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $91082999.28
- **C.18.a - Value (excl. sponsor support):** $91082999.28
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-12-17
- **C.13 - Final Legal Maturity Date:** 2026-12-17
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AXZ50, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $274080882.06
- **C.18.a - Value (excl. sponsor support):** $274080882.06
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-08
- **C.13 - Final Legal Maturity Date:** 2025-12-08
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B56R4, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $312719679.45
- **C.18.a - Value (excl. sponsor support):** $312719679.45
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-11-13
- **C.12 - Maturity Date (WAL):** 2026-03-13
- **C.13 - Final Legal Maturity Date:** 2026-03-13
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 63: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AXGS1, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $250019042.50
- **C.18.a - Value (excl. sponsor support):** $250019042.50
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-20
- **C.13 - Final Legal Maturity Date:** 2025-10-20
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 64: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AXPF9, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $387049145.13
- **C.18.a - Value (excl. sponsor support):** $387049145.13
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 65: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2MH5, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $143122844.15
- **C.18.a - Value (excl. sponsor support):** $143122844.15
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-09-14
- **C.13 - Final Legal Maturity Date:** 2026-09-14
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 66: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AXZ92, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100031027.00
- **C.18.a - Value (excl. sponsor support):** $100031027.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 67: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385PF7, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $114450875.00
- **C.18.a - Value (excl. sponsor support):** $114450875.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-14
- **C.12 - Maturity Date (WAL):** 2025-11-14
- **C.13 - Final Legal Maturity Date:** 2025-11-14
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 68: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6ZA7, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $184002743.44
- **C.18.a - Value (excl. sponsor support):** $184002743.44
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-01-09
- **C.13 - Final Legal Maturity Date:** 2026-01-09
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 69: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6DP8, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $682581872.42
- **C.18.a - Value (excl. sponsor support):** $682581872.42
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-06-09
- **C.13 - Final Legal Maturity Date:** 2026-06-09
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 70: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B74C5, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $216003656.88
- **C.18.a - Value (excl. sponsor support):** $216003656.88
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 71: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5U55, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $680005419.60
- **C.18.a - Value (excl. sponsor support):** $680005419.60
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 72: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7FR0, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $72009325.44
- **C.18.a - Value (excl. sponsor support):** $72009325.44
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-08-12
- **C.13 - Final Legal Maturity Date:** 2027-08-12
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 73: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B72D5, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $350610977.29
- **C.18.a - Value (excl. sponsor support):** $350610977.29
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 74: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6ZB5, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $260004095.00
- **C.18.a - Value (excl. sponsor support):** $260004095.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-01-14
- **C.13 - Final Legal Maturity Date:** 2026-01-14
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 75: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7FK5, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $292037411.04
- **C.18.a - Value (excl. sponsor support):** $292037411.04
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-08-11
- **C.13 - Final Legal Maturity Date:** 2027-08-11
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 76: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6WX0, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $119002991.66
- **C.18.a - Value (excl. sponsor support):** $119002991.66
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-01-05
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 77: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385PE0, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $343886898.50
- **C.18.a - Value (excl. sponsor support):** $343886898.50
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-13
- **C.12 - Maturity Date (WAL):** 2025-11-13
- **C.13 - Final Legal Maturity Date:** 2025-11-13
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 78: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B73B8, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $72009614.88
- **C.18.a - Value (excl. sponsor support):** $72009614.88
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-07-16
- **C.13 - Final Legal Maturity Date:** 2027-07-16
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 79: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B76Y5, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $386007569.46
- **C.18.a - Value (excl. sponsor support):** $386007569.46
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-02-26
- **C.13 - Final Legal Maturity Date:** 2026-02-26
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 80: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B63H7, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $699115491.07
- **C.18.a - Value (excl. sponsor support):** $699115491.07
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-10-22
- **C.12 - Maturity Date (WAL):** 2026-05-22
- **C.13 - Final Legal Maturity Date:** 2026-05-22
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 81: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SS6, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $358218081.21
- **C.18.a - Value (excl. sponsor support):** $358218081.21
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-02-05
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 82: 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: 313385NW2, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $341291268.00
- **C.18.a - Value (excl. sponsor support):** $341291268.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 83: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6RJ7, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $500006700.00
- **C.18.a - Value (excl. sponsor support):** $500006700.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-23
- **C.13 - Final Legal Maturity Date:** 2025-12-23
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 84: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7C44, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $358007582.44
- **C.18.a - Value (excl. sponsor support):** $358007582.44
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 85: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B75S9, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $218212662.15
- **C.18.a - Value (excl. sponsor support):** $218212662.15
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-01-20
- **C.13 - Final Legal Maturity Date:** 2026-01-20
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 86: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7QJ6, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $716128113.88
- **C.18.a - Value (excl. sponsor support):** $716128113.88
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-03-10
- **C.12 - Maturity Date (WAL):** 2026-06-10
- **C.13 - Final Legal Maturity Date:** 2026-06-10
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 87: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7HT4, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $700371126.00
- **C.18.a - Value (excl. sponsor support):** $700371126.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2026-02-13
- **C.12 - Maturity Date (WAL):** 2026-05-13
- **C.13 - Final Legal Maturity Date:** 2026-05-13
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 88: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B73D4, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $199998960.00
- **C.18.a - Value (excl. sponsor support):** $199998960.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-16
- **C.13 - Final Legal Maturity Date:** 2025-10-16
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 89: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6YD2, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $355005591.25
- **C.18.a - Value (excl. sponsor support):** $355005591.25
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-01-14
- **C.13 - Final Legal Maturity Date:** 2026-01-14
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 90: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AXKB3, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $757057660.69
- **C.18.a - Value (excl. sponsor support):** $757057660.69
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-20
- **C.13 - Final Legal Maturity Date:** 2025-10-20
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 91: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2LZ6, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $126106805.16
- **C.18.a - Value (excl. sponsor support):** $126106805.16
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-09-10
- **C.13 - Final Legal Maturity Date:** 2026-09-10
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 92: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AYCZ7, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $378136737.72
- **C.18.a - Value (excl. sponsor support):** $378136737.72
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-01-05
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 93: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2RJ6, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $250217920.00
- **C.18.a - Value (excl. sponsor support):** $250217920.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-09-18
- **C.13 - Final Legal Maturity Date:** 2026-09-18
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 94: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AYJ80, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $425186545.25
- **C.18.a - Value (excl. sponsor support):** $425186545.25
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-01-16
- **C.13 - Final Legal Maturity Date:** 2026-01-16
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 95: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2SE6, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $328285911.04
- **C.18.a - Value (excl. sponsor support):** $328285911.04
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-09-18
- **C.13 - Final Legal Maturity Date:** 2026-09-18
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 96: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385NF9, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $79812400.00
- **C.18.a - Value (excl. sponsor support):** $79812400.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-21
- **C.12 - Maturity Date (WAL):** 2025-10-21
- **C.13 - Final Legal Maturity Date:** 2025-10-21
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 97: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AXS74, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $555106132.65
- **C.18.a - Value (excl. sponsor support):** $555106132.65
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-11-14
- **C.13 - Final Legal Maturity Date:** 2025-11-14
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 98: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AXGB8, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $305011364.30
- **C.18.a - Value (excl. sponsor support):** $305011364.30
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-10
- **C.13 - Final Legal Maturity Date:** 2025-10-10
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 99: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4EV9, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $250082105.00
- **C.18.a - Value (excl. sponsor support):** $250082105.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-12-30
- **C.13 - Final Legal Maturity Date:** 2026-12-30
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 100: FREDDIE MAC

- **C.1 - Title:** FREDDIE MAC
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAJN4, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $95079335.45
- **C.18.a - Value (excl. sponsor support):** $95079335.45
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 101: FREDDIE MAC

- **C.1 - Title:** FREDDIE MAC
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HATA1, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $354274374.78
- **C.18.a - Value (excl. sponsor support):** $354274374.78
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 102: FREDDIE MAC

- **C.1 - Title:** FREDDIE MAC
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAWA7, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $149145267.55
- **C.18.a - Value (excl. sponsor support):** $149145267.55
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 103: FREDDIE MAC

- **C.1 - Title:** FREDDIE MAC
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAPV9, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $183708340.52
- **C.18.a - Value (excl. sponsor support):** $183708340.52
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 104: FREDDIE MAC

- **C.1 - Title:** FREDDIE MAC
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAVY6, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $111767199.84
- **C.18.a - Value (excl. sponsor support):** $111767199.84
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 105: GOLDMAN SACHS GROUP INC

- **C.1 - Title:** GOLDMAN SACHS GROUP INC
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BYM6A7RM4, C.3 - LEI: 784F5XWPLTWKTBV3E584
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** FITCH'S RATING: F1; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-05-20      | 4.0000%  | 4.0000% | $2737084.00        | $600225.98         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-09-20      | 3.0000%  | 3.0000% | $1680000.00        | $247740.70         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-09-20      | 5.0000%  | 5.0000% | $7298000.00        | $926764.90         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-05-20      | 4.5000%  | 4.5000% | $74861952.00       | $55675268.78       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-05-20      | 3.0000%  | 3.0000% | $466733056.00      | $229257871.21      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-09-20      | 2.5000%  | 2.5000% | $382183424.00      | $228644167.82      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-12-20      | 5.0000%  | 5.0000% | $134765312.00      | $105732050.88      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-07-20      | 6.0000%  | 6.0000% | $22843104.00       | $18460385.20       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-01-15      | 4.0000%  | 4.0000% | $132000.00         | $61235.82          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2057-09-15      | 4.0990%  | 4.0990% | $2500000.00        | $2328791.42        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2057-09-15      | 4.2000%  | 4.2000% | $3267184.00        | $3063899.67        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2058-02-15      | 5.5000%  | 5.5000% | $4977072.00        | $5086445.19        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2057-11-15      | 3.8990%  | 3.8990% | $14383500.00       | $13270867.40       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-07-20      | 5.5000%  | 5.5000% | $6246352.00        | $3738156.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2057-06-15      | 3.8100%  | 3.8100% | $1677284.00        | $1531710.11        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-10-15      | 2.7990%  | 2.7990% | $864435.00         | $727087.77         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2057-07-15      | 3.2990%  | 3.2990% | $10829600.00       | $9563812.52        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2057-09-15      | 3.9500%  | 3.9500% | $1113900.00        | $1029518.41        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2064-03-15      | 2.7200%  | 2.7200% | $27095968.00       | $22864479.34       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2064-01-15      | 2.6290%  | 2.6290% | $7772128.00        | $6583511.28        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2057-09-15      | 4.0000%  | 4.0000% | $16100700.00       | $14909404.02       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-10-20      | 4.0000%  | 4.0000% | $2377132.00        | $1294869.77        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2057-07-15      | 3.7100%  | 3.7100% | $14120048.00       | $12811471.77       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2065-09-15      | 5.4500%  | 5.4500% | $999999.00         | $1032494.24        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2059-09-15      | 5.5190%  | 5.5190% | $9760000.00        | $10112921.41       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2064-06-20      | 7.5000%  | 7.5000% | $133673.00         | $137590.49         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-02-20      | 6.5000%  | 6.5000% | $1721362.00        | $1786202.59        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-20      | 6.5000%  | 6.5000% | $1244164.00        | $1300102.90        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-20      | 6.5000%  | 6.5000% | $2469204.00        | $2573695.22        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-20      | 5.5000%  | 5.5000% | $4845344.00        | $4931074.92        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-20      | 6.5000%  | 6.5000% | $790477.00         | $823934.81         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-20      | 6.5000%  | 6.5000% | $2962504.00        | $3075460.87        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-20      | 6.5000%  | 6.5000% | $780438.00         | $816786.54         | Agency Mortgage-Backed Securities |

### Security 106: HSBC SECURITIES USA INC

- **C.1 - Title:** HSBC SECURITIES USA INC
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BYM6A7U24, C.3 - LEI: CYYGQCGNHMHPSMRL3R97
- **C.18 - Value (incl. sponsor support):** $90000000.00
- **C.18.a - Value (excl. sponsor support):** $90000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-10-15      | 4.5000%  | 4.5000% | $501077.81         | $18799.10          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2044-07-20      | 5.5000%  | 5.5000% | $500625.00         | $51019.68          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-03-20      | 2.5000%  | 2.5000% | $84375.00          | $43154.21          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2034-02-20      | 4.9500%  | 4.9500% | $3243784.50        | $223853.77         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-07-15      | 5.5000%  | 5.5000% | $309100.50         | $12052.32          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-03-15      | 4.5000%  | 4.5000% | $1405406.25        | $99910.74          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-09-15      | 4.0000%  | 4.0000% | $30180.93          | $15178.88          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips        | 2027-03-15      | 0.0000%  | 0.0000% | $45562.50          | $43054.10          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips        | 2028-07-15      | 0.0000%  | 0.0000% | $952312.50         | $856540.33         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Debentures and Agency Strips  | 2026-02-07      | 0.0000%  | 0.0000% | $154968.75         | $152732.70         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-05-15      | 2.5000%  | 2.5000% | $409781.25         | $5793.05           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-07-15      | 2.5000%  | 2.5000% | $210937.50         | $2484.93           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-06-20      | 3.0000%  | 3.0000% | $320665.50         | $4529.39           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-08-20      | 2.0000%  | 2.0000% | $541406.25         | $25403.05          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-07-20      | 3.5000%  | 3.5000% | $226002.37         | $27813.73          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-12-20      | 3.5000%  | 3.5000% | $337500.00         | $43579.74          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-01-20      | 5.0000%  | 5.0000% | $1137093.75        | $75587.19          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-05-20      | 2.5000%  | 2.5000% | $54562.50          | $35411.14          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-05-20      | 3.0000%  | 3.0000% | $97649.43          | $35818.35          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-11-20      | 3.5000%  | 3.5000% | $15227.71          | $9995.21           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2035-11-20      | 4.5000%  | 4.5000% | $65803.50          | $35670.14          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-06-20      | 3.5000%  | 3.5000% | $783644.62         | $587457.63         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-10-20      | 3.5000%  | 3.5000% | $178593.75         | $116487.94         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-11-20      | 4.5000%  | 4.5000% | $6429093.75        | $5037964.06        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-06-20      | 4.5000%  | 4.5000% | $112500.00         | $90687.80          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-01-20      | 5.5000%  | 5.5000% | $15750.00          | $11170.16          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-11-20      | 6.5000%  | 6.5000% | $118431.56         | $84773.26          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-06-20      | 6.5000%  | 6.5000% | $14965031.25       | $9150262.44        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-01-15      | 4.0000%  | 4.0000% | $9576.84           | $4242.96           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-11-20      | 3.5000%  | 3.5000% | $281250.00         | $5709.01           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-03-20      | 5.0000%  | 5.0000% | $25312.50          | $12620.06          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-12-20      | 5.0000%  | 5.0000% | $311087.81         | $73072.53          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-04-15      | 4.5000%  | 4.5000% | $43043.34          | $39723.76          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-10-20      | 7.0000%  | 7.0000% | $11694672.00       | $9872585.48        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-11-15      | 7.0000%  | 7.0000% | $1623009.37        | $1648854.89        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-10-20      | 7.5000%  | 7.5000% | $720397.12         | $456440.60         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-20      | 6.5000%  | 6.5000% | $9098.71           | $9173.61           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2066-07-15      | 5.3490%  | 5.3490% | $6609.37           | $6688.45           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-20      | 7.0000%  | 7.0000% | $3088647.00        | $3255193.50        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-02-20      | 6.5000%  | 6.5000% | $386534.25         | $401372.51         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-01-20      | 5.5000%  | 5.5000% | $27973.12          | $24294.56          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-20      | 6.0000%  | 6.0000% | $418098.93         | $429405.40         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-20      | 6.0000%  | 6.0000% | $165117.93         | $167799.47         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-20      | 6.0000%  | 6.0000% | $8442171.00        | $8699938.91        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-20      | 6.0000%  | 6.0000% | $7333947.00        | $7565215.88        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-20      | 6.0000%  | 6.0000% | $3678768.00        | $3795217.46        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2065-04-20      | 6.5000%  | 6.5000% | $2417962.50        | $2272523.92        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-20      | 4.5000%  | 4.5000% | $116683.03         | $119623.91         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2065-04-20      | 6.5000%  | 6.5000% | $465909.18         | $478533.04         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2065-05-20      | 6.5000%  | 6.5000% | $250870.78         | $258268.52         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2060-06-15      | 5.8390%  | 5.8390% | $602339.06         | $642171.07         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-20      | 6.0000%  | 6.0000% | $3999861.00        | $4130417.79        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-20      | 6.5000%  | 6.5000% | $284268.93         | $299621.14         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-20      | 7.0000%  | 7.0000% | $490178.25         | $520521.77         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-20      | 6.5000%  | 6.5000% | $677098.12         | $707355.95         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-20      | 6.5000%  | 6.5000% | $1374417.00        | $1435736.76        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-20      | 6.0000%  | 6.0000% | $1992235.50        | $2057262.73        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-20      | 5.5000%  | 5.5000% | $8437.50           | $8128.63           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-20      | 5.5000%  | 5.5000% | $15556140.00       | $15509101.74       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2065-05-20      | 6.5000%  | 6.5000% | $8002944.00        | $7944189.09        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2065-05-20      | 6.5000%  | 6.5000% | $1637925.75        | $1686310.57        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-20      | 6.5000%  | 6.5000% | $351700.31         | $365499.02         | Agency Mortgage-Backed Securities |

### Security 107: HSBC SECURITIES USA INC

- **C.1 - Title:** HSBC SECURITIES USA INC
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BYM6A7U16, C.3 - LEI: CYYGQCGNHMHPSMRL3R97
- **C.18 - Value (incl. sponsor support):** $1350000000.00
- **C.18.a - Value (excl. sponsor support):** $1350000000.00
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips)                  | 2025-10-07      | 0.0000%  | 0.0000% | $2200.00           | $2198.52           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-01-08      | 0.0000%  | 0.0000% | $200.00            | $197.92            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-09-03      | 0.0000%  | 0.0000% | $100.00            | $96.72             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2043-05-15      | 0.0000%  | 0.0000% | $100.00            | $43.35             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2051-05-15      | 0.0000%  | 0.0000% | $100.00            | $29.03             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2053-08-15      | 0.0000%  | 0.0000% | $100.00            | $26.50             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2053-11-15      | 0.0000%  | 0.0000% | $300.00            | $78.89             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2054-11-15      | 0.0000%  | 0.0000% | $500.00            | $125.68            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2055-02-15      | 0.0000%  | 0.0000% | $100.00            | $24.92             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-02-15      | 6.0000%  | 6.0000% | $300.00            | $304.57            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2037-02-15      | 4.7500%  | 4.7500% | $700.00            | $739.71            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2040-08-15      | 3.8750%  | 3.8750% | $500.00            | $468.92            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2040-11-15      | 4.2500%  | 4.2500% | $100.00            | $98.87             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2041-02-15      | 2.1250%  | 2.1250% | $100.00            | $147.85            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2041-05-15      | 4.3750%  | 4.3750% | $100.00            | $99.96             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2044-08-15      | 3.1250%  | 3.1250% | $3500.00           | $2818.41           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2046-02-15      | 2.5000%  | 2.5000% | $100.00            | $70.93             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2047-02-15      | 0.8750%  | 0.8750% | $100.00            | $99.03             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2047-05-15      | 3.0000%  | 3.0000% | $100.00            | $77.34             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2048-02-15      | 3.0000%  | 3.0000% | $3300.00           | $2508.30           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2040-08-15      | 1.1250%  | 1.1250% | $100.00            | $63.26             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2041-02-15      | 1.8750%  | 1.8750% | $2800.00           | $1976.36           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2053-05-15      | 3.6250%  | 3.6250% | $100.00            | $84.14             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2043-08-15      | 4.3750%  | 4.3750% | $2000.00           | $1943.76           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2043-11-15      | 4.7500%  | 4.7500% | $100.00            | $102.95            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2044-02-15      | 4.5000%  | 4.5000% | $100.00            | $98.51             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2044-05-15      | 4.6250%  | 4.6250% | $100.00            | $101.12            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2055-02-15      | 2.3750%  | 2.3750% | $700.00            | $703.53            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2045-05-15      | 5.0000%  | 5.0000% | $1900.00           | $2011.60           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-02-28      | 2.5000%  | 2.5000% | $300.00            | $298.87            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2029-05-15      | 2.3750%  | 2.3750% | $900.00            | $869.09            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2030-07-15      | 0.1250%  | 0.1250% | $700.00            | $838.92            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2031-07-15      | 0.1250%  | 0.1250% | $500.00            | $562.97            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2028-08-31      | 4.3750%  | 4.3750% | $2500.00           | $2560.35           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2030-09-30      | 4.6250%  | 4.6250% | $200.00            | $208.00            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2028-09-30      | 4.6250%  | 4.6250% | $200.00            | $205.65            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-11-15      | 4.6250%  | 4.6250% | $100.00            | $102.72            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2028-11-30      | 4.3750%  | 4.3750% | $800.00            | $829.16            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2034-02-15      | 4.0000%  | 4.0000% | $400.00            | $401.40            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2031-03-31      | 4.1250%  | 4.1250% | $300.00            | $305.06            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-04-30      | 4.0480%  | 4.0480% | $100.00            | $100.69            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2031-04-30      | 4.6250%  | 4.6250% | $300.00            | $318.23            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-06-15      | 4.6250%  | 4.6250% | $200.00            | $205.91            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2034-08-15      | 3.8750%  | 3.8750% | $100.00            | $99.06             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2031-09-30      | 3.6250%  | 3.6250% | $500.00            | $494.45            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2029-10-31      | 4.1250%  | 4.1250% | $600.00            | $620.17            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-11-30      | 4.2500%  | 4.2500% | $100.00            | $102.03            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2029-12-31      | 4.3750%  | 4.3750% | $100.00            | $103.73            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2032-01-31      | 4.3750%  | 4.3750% | $1000.00           | $1035.79           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2030-03-31      | 4.0000%  | 4.0000% | $800.00            | $809.62            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-03-31      | 3.8750%  | 3.8750% | $100.00            | $100.31            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-04-30      | 4.0580%  | 4.0580% | $100.00            | $100.65            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2030-04-30      | 3.8750%  | 3.8750% | $100.00            | $102.30            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2030-04-15      | 1.6250%  | 1.6250% | $100.00            | $103.82            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2030-06-30      | 3.8750%  | 3.8750% | $3700.00           | $3760.54           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2030-07-31      | 3.8750%  | 3.8750% | $100.00            | $101.31            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2035-07-15      | 1.8750%  | 1.8750% | $100.00            | $101.88            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2030-09-30      | 3.6250%  | 3.6250% | $1400.00           | $1393.64           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-09-30      | 3.5000%  | 3.5000% | $100.00            | $99.80             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2031-08-15      | 0.0000%  | 0.0000% | $7.96              | $6.32              | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2032-02-15      | 0.0000%  | 0.0000% | $2.70              | $2.09              | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2032-08-15      | 0.0000%  | 0.0000% | $16.84             | $12.78             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2033-02-15      | 0.0000%  | 0.0000% | $38.24             | $28.34             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2033-08-15      | 0.0000%  | 0.0000% | $72.59             | $52.54             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2034-02-15      | 0.0000%  | 0.0000% | $101.45            | $71.62             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2034-08-15      | 0.0000%  | 0.0000% | $9.46              | $6.51              | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2035-02-15      | 0.0000%  | 0.0000% | $64.64             | $43.35             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2035-08-15      | 0.0000%  | 0.0000% | $13.69             | $8.95              | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2036-02-15      | 0.0000%  | 0.0000% | $39.96             | $25.42             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2036-08-15      | 0.0000%  | 0.0000% | $3.68              | $2.28              | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2037-02-15      | 0.0000%  | 0.0000% | $0.16              | $0.09              | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2030-11-15      | 0.0000%  | 0.0000% | $73.23             | $60.11             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2031-05-15      | 0.0000%  | 0.0000% | $68.48             | $55.02             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2031-11-15      | 0.0000%  | 0.0000% | $152.61            | $119.85            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2032-05-15      | 0.0000%  | 0.0000% | $3.85              | $2.95              | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2032-11-15      | 0.0000%  | 0.0000% | $65.90             | $49.44             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2033-05-15      | 0.0000%  | 0.0000% | $10.69             | $7.83              | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2033-11-15      | 0.0000%  | 0.0000% | $115.56            | $82.62             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2034-05-15      | 0.0000%  | 0.0000% | $29.05             | $20.26             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2034-11-15      | 0.0000%  | 0.0000% | $19.41             | $13.18             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2025-11-15      | 0.0000%  | 0.0000% | $3.27              | $3.25              | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-02-15      | 0.0000%  | 0.0000% | $77.34             | $76.27             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-05-15      | 0.0000%  | 0.0000% | $0.59              | $0.57              | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-08-15      | 0.0000%  | 0.0000% | $31.71             | $30.73             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-11-15      | 0.0000%  | 0.0000% | $8.22              | $7.88              | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-02-15      | 0.0000%  | 0.0000% | $34.75             | $33.07             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-05-15      | 0.0000%  | 0.0000% | $3.52              | $3.31              | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-08-15      | 0.0000%  | 0.0000% | $59.36             | $55.43             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-11-15      | 0.0000%  | 0.0000% | $14.84             | $13.72             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2028-02-15      | 0.0000%  | 0.0000% | $0.22              | $0.20              | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2028-08-15      | 0.0000%  | 0.0000% | $14.82             | $13.33             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2028-05-15      | 0.0000%  | 0.0000% | $85.09             | $77.29             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2028-11-15      | 0.0000%  | 0.0000% | $29.94             | $26.69             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2035-05-15      | 0.0000%  | 0.0000% | $60.18             | $39.84             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2035-11-15      | 0.0000%  | 0.0000% | $54.82             | $35.35             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2029-02-15      | 0.0000%  | 0.0000% | $24.89             | $21.97             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2029-08-15      | 0.0000%  | 0.0000% | $34.71             | $30.04             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2029-05-15      | 0.0000%  | 0.0000% | $0.23              | $0.20              | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2029-11-15      | 0.0000%  | 0.0000% | $18.03             | $15.44             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2030-05-15      | 0.0000%  | 0.0000% | $13.60             | $11.40             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2030-02-15      | 0.0000%  | 0.0000% | $0.62              | $0.52              | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2030-08-15      | 0.0000%  | 0.0000% | $53.93             | $44.74             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2031-02-15      | 0.0000%  | 0.0000% | $66.64             | $54.11             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2036-05-15      | 0.0000%  | 0.0000% | $76.34             | $47.93             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2036-11-15      | 0.0000%  | 0.0000% | $51.39             | $31.43             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2037-05-15      | 0.0000%  | 0.0000% | $50.75             | $30.26             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2037-08-15      | 0.0000%  | 0.0000% | $49.39             | $29.05             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2038-02-15      | 0.0000%  | 0.0000% | $8.11              | $4.63              | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2051-11-15      | 0.0000%  | 0.0000% | $32.95             | $9.15              | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2037-11-15      | 0.0000%  | 0.0000% | $73.06             | $42.37             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2038-05-15      | 0.0000%  | 0.0000% | $53.14             | $29.97             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2038-08-15      | 0.0000%  | 0.0000% | $92.18             | $51.33             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2039-02-15      | 0.0000%  | 0.0000% | $58.07             | $31.42             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2052-02-15      | 0.0000%  | 0.0000% | $22.89             | $6.29              | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2052-08-15      | 0.0000%  | 0.0000% | $7.78              | $2.09              | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2038-11-15      | 0.0000%  | 0.0000% | $36.79             | $20.19             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2039-05-15      | 0.0000%  | 0.0000% | $76.90             | $40.98             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2039-08-15      | 0.0000%  | 0.0000% | $65.76             | $34.56             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2039-11-15      | 0.0000%  | 0.0000% | $61.63             | $31.89             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2053-02-15      | 0.0000%  | 0.0000% | $100.90            | $26.75             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2040-02-15      | 0.0000%  | 0.0000% | $30.44             | $15.51             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2053-08-15      | 0.0000%  | 0.0000% | $32.82             | $8.54              | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2040-05-15      | 0.0000%  | 0.0000% | $9.30              | $4.67              | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2053-11-15      | 0.0000%  | 0.0000% | $35.00             | $9.02              | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2040-08-15      | 0.0000%  | 0.0000% | $55.65             | $27.56             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2040-11-15      | 0.0000%  | 0.0000% | $56.50             | $27.61             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2041-02-15      | 0.0000%  | 0.0000% | $2.14              | $1.03              | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2054-02-15      | 0.0000%  | 0.0000% | $34.21             | $8.71              | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2045-05-15      | 0.0000%  | 0.0000% | $113.00            | $42.94             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2041-05-15      | 0.0000%  | 0.0000% | $24.30             | $11.54             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2041-08-15      | 0.0000%  | 0.0000% | $14.76             | $6.91              | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2041-11-15      | 0.0000%  | 0.0000% | $3.29              | $1.52              | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2042-02-15      | 0.0000%  | 0.0000% | $17.64             | $8.01              | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2042-05-15      | 0.0000%  | 0.0000% | $13.90             | $6.22              | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2042-08-15      | 0.0000%  | 0.0000% | $60.18             | $26.55             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2042-11-15      | 0.0000%  | 0.0000% | $4.09              | $1.78              | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2043-02-15      | 0.0000%  | 0.0000% | $214.74            | $91.93             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2043-05-15      | 0.0000%  | 0.0000% | $1.11              | $0.46              | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2043-08-15      | 0.0000%  | 0.0000% | $25.16             | $10.48             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2043-11-15      | 0.0000%  | 0.0000% | $2.10              | $0.86              | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2044-02-15      | 0.0000%  | 0.0000% | $3.39              | $1.37              | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2044-05-15      | 0.0000%  | 0.0000% | $0.10              | $0.03              | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2044-08-15      | 0.0000%  | 0.0000% | $5.71              | $2.25              | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2044-11-15      | 0.0000%  | 0.0000% | $5.00              | $1.94              | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2045-02-15      | 0.0000%  | 0.0000% | $16.02             | $6.16              | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2045-08-15      | 0.0000%  | 0.0000% | $18.98             | $7.10              | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2046-02-15      | 0.0000%  | 0.0000% | $4.21              | $1.53              | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2046-08-15      | 0.0000%  | 0.0000% | $34.70             | $12.40             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2046-11-15      | 0.0000%  | 0.0000% | $10.84             | $3.82              | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2047-02-15      | 0.0000%  | 0.0000% | $28.02             | $9.76              | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2047-05-15      | 0.0000%  | 0.0000% | $10.00             | $3.44              | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2047-08-15      | 0.0000%  | 0.0000% | $35.21             | $11.97             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2047-11-15      | 0.0000%  | 0.0000% | $70.00             | $23.50             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2048-02-15      | 0.0000%  | 0.0000% | $0.58              | $0.19              | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2048-08-15      | 0.0000%  | 0.0000% | $0.12              | $0.03              | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2048-11-15      | 0.0000%  | 0.0000% | $7.00              | $2.24              | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2049-02-15      | 0.0000%  | 0.0000% | $11.14             | $3.52              | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2049-05-15      | 0.0000%  | 0.0000% | $17.00             | $5.30              | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2049-08-15      | 0.0000%  | 0.0000% | $20.18             | $6.22              | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2050-02-15      | 0.0000%  | 0.0000% | $38.65             | $11.64             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2050-05-15      | 0.0000%  | 0.0000% | $10.30             | $3.06              | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2050-08-15      | 0.0000%  | 0.0000% | $25.21             | $7.41              | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2050-11-15      | 0.0000%  | 0.0000% | $7.90              | $2.29              | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2051-02-15      | 0.0000%  | 0.0000% | $87.54             | $25.09             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2051-05-15      | 0.0000%  | 0.0000% | $78.37             | $22.23             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2051-08-15      | 0.0000%  | 0.0000% | $51.70             | $14.52             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2054-05-15      | 0.0000%  | 0.0000% | $88.75             | $22.42             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2054-08-15      | 0.0000%  | 0.0000% | $28.73             | $7.22              | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2055-02-15      | 0.0000%  | 0.0000% | $14.00             | $3.45              | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2055-08-15      | 0.0000%  | 0.0000% | $24.23             | $5.86              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2042-01-01      | 3.5000%  | 3.5000% | $1557466.00        | $200839.60         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2045-10-01      | 4.0000%  | 4.0000% | $360000.00         | $30817.14          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-03-01      | 4.0000%  | 4.0000% | $1000.00           | $193.09            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-08-01      | 4.0000%  | 4.0000% | $100000000.00      | $75184691.12       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-08-01      | 4.5000%  | 4.5000% | $77461856.00       | $61135581.74       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-03-01      | 5.5000%  | 5.5000% | $222000.00         | $200611.73         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-05-01      | 6.0000%  | 6.0000% | $2853.00           | $2551.60           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-05-01      | 5.5000%  | 5.5000% | $40268349.00       | $32241796.33       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-06-01      | 5.5000%  | 5.5000% | $1087.00           | $922.14            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-04-01      | 6.0000%  | 6.0000% | $200000.00         | $178044.57         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-04-01      | 5.0000%  | 5.0000% | $19256502.00       | $17362000.20       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-11-01      | 5.0000%  | 5.0000% | $1550000.00        | $1495217.84        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-01-01      | 6.5000%  | 6.5000% | $104642000.00      | $87915400.54       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-05-01      | 6.5000%  | 6.5000% | $1000.00           | $847.72            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-12-01      | 2.5000%  | 2.5000% | $5374.00           | $2542.38           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-03-01      | 2.5000%  | 2.5000% | $9275000.00        | $6202454.63        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-03-01      | 4.5000%  | 4.5000% | $39946.00          | $37501.12          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-04-01      | 5.5000%  | 5.5000% | $2549.00           | $2483.56           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2044-10-01      | 4.0000%  | 4.0000% | $15290.00          | $2565.82           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2047-01-01      | 3.0000%  | 3.0000% | $1500000.00        | $440306.14         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2037-05-01      | 3.4500%  | 3.4500% | $7081415.00        | $6063603.13        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2045-09-01      | 3.2590%  | 3.2590% | $5000000.00        | $3631658.27        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2048-04-01      | 4.0000%  | 4.0000% | $1975000.00        | $176019.78         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-08-01      | 2.0000%  | 2.0000% | $2280068.00        | $1333818.57        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2047-04-01      | 3.0000%  | 3.0000% | $7313560.00        | $5751321.07        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-04-01      | 3.0000%  | 3.0000% | $50000000.00       | $34223627.95       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-04-01      | 3.0000%  | 3.0000% | $50000000.00       | $30910621.51       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-05-01      | 4.0000%  | 4.0000% | $15346048.00       | $10884238.31       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-07-01      | 5.0000%  | 5.0000% | $2455552.00        | $1956698.77        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-09-01      | 4.5000%  | 4.5000% | $7422920.00        | $5319162.22        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-12-01      | 5.5000%  | 5.5000% | $31450336.00       | $21928342.83       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-12-01      | 6.0000%  | 6.0000% | $10772688.00       | $8630084.49        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-12-01      | 6.0000%  | 6.0000% | $16321440.00       | $11559347.47       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-02-01      | 5.5000%  | 5.5000% | $26000.00          | $20722.59          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-02-01      | 5.5000%  | 5.5000% | $4173250.00        | $4003391.25        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-06-01      | 5.0000%  | 5.0000% | $9000.00           | $7147.03           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-07-01      | 4.5000%  | 4.5000% | $3297.00           | $2560.69           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-08-01      | 6.0000%  | 6.0000% | $1778720.00        | $1396665.74        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-09-01      | 6.0000%  | 6.0000% | $2820.00           | $2500.84           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-11-01      | 6.5000%  | 6.5000% | $3310540.00        | $2704223.01        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-12-01      | 6.5000%  | 6.5000% | $14903744.00       | $10527054.41       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-12-01      | 6.5000%  | 6.5000% | $11040672.00       | $8680739.61        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-11-01      | 7.0000%  | 7.0000% | $1077110.00        | $814337.62         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-12-01      | 7.5000%  | 7.5000% | $4129.00           | $2994.65           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-02-01      | 6.0000%  | 6.0000% | $9628800.00        | $9301756.17        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-07-01      | 7.0000%  | 7.0000% | $3403.00           | $2539.24           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-09-01      | 6.0000%  | 6.0000% | $5206816.00        | $4043271.97        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-10-01      | 5.5000%  | 5.5000% | $6911760.00        | $6690007.01        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-10-01      | 7.0000%  | 7.0000% | $5987016.00        | $5817071.94        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-11-01      | 5.5000%  | 5.5000% | $407575.00         | $384026.04         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-01-01      | 6.0000%  | 6.0000% | $5606384.00        | $4761962.04        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-07-01      | 5.0000%  | 5.0000% | $39540480.00       | $36051313.99       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-04-01      | 6.0000%  | 6.0000% | $4923.00           | $4423.30           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-07-01      | 6.5000%  | 6.5000% | $3015.00           | $2587.68           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-07-01      | 6.5000%  | 6.5000% | $1642040.00        | $1669571.38        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-09-01      | 3.7300%  | 3.7300% | $5184406.00        | $5071337.84        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2026-03-01      | 4.0000%  | 4.0000% | $2612.00           | $2.43              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2042-05-01      | 3.5000%  | 3.5000% | $22227872.00       | $3540059.40        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2042-05-01      | 3.5000%  | 3.5000% | $16970.00          | $2511.99           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2032-08-01      | 4.0000%  | 4.0000% | $1550000.00        | $81711.87          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-04-01      | 3.5000%  | 3.5000% | $15938432.00       | $2395772.63        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2044-11-01      | 3.5000%  | 3.5000% | $3240576.00        | $613359.18         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2045-08-01      | 3.5000%  | 3.5000% | $234003.00         | $40644.60          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2046-12-01      | 3.0000%  | 3.0000% | $28101.00          | $7776.92           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2035-06-01      | 3.1600%  | 3.1600% | $1798013.00        | $1594134.72        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2032-07-01      | 3.1290%  | 3.1290% | $2437835.00        | $1683577.66        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2047-09-01      | 3.4190%  | 3.4190% | $3800000.00        | $2883537.03        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2033-02-01      | 3.2990%  | 3.2990% | $2685000.00        | $2195864.49        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2033-06-01      | 3.7200%  | 3.7200% | $16219879.00       | $15565871.85       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2033-06-01      | 3.6690%  | 3.6690% | $10252000.00       | $8497069.15        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2045-07-01      | 3.5000%  | 3.5000% | $587000.00         | $101213.06         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2031-10-01      | 2.5000%  | 2.5000% | $303539.00         | $47979.99          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2047-02-01      | 3.0000%  | 3.0000% | $151396.00         | $31730.58          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2028-10-01      | 3.5000%  | 3.5000% | $58964.00          | $2542.57           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2045-01-01      | 3.5000%  | 3.5000% | $14150672.00       | $825070.72         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2045-04-01      | 3.0000%  | 3.0000% | $2990888.00        | $684708.83         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2045-08-01      | 3.5000%  | 3.5000% | $82480896.00       | $15433326.89       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2045-09-01      | 3.5000%  | 3.5000% | $4556832.00        | $1074314.12        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2035-01-01      | 5.5000%  | 5.5000% | $2173.00           | $18.85             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2035-08-01      | 5.5000%  | 5.5000% | $272022.00         | $2431.37           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-08-01      | 6.5000%  | 6.5000% | $2080.00           | $2127.04           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-11-01      | 6.5000%  | 6.5000% | $7858680.00        | $7007063.51        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-03-01      | 6.0000%  | 6.0000% | $1006330.00        | $838181.28         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-12-01      | 7.0000%  | 7.0000% | $1579888.00        | $1663898.30        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-01-01      | 7.0000%  | 7.0000% | $3105.00           | $2587.04           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-01-01      | 7.0000%  | 7.0000% | $1466030.00        | $1554314.50        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-04-01      | 6.0000%  | 6.0000% | $3900000.00        | $3262975.76        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-10-01      | 6.5000%  | 6.5000% | $8001.00           | $8306.01           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-10-01      | 4.5000%  | 4.5000% | $3848776.00        | $3719136.68        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-05-01      | 6.5000%  | 6.5000% | $3805952.00        | $3136252.06        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-05-01      | 6.0000%  | 6.0000% | $2860.00           | $2570.13           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-06-01      | 6.5000%  | 6.5000% | $7101344.00        | $6323258.28        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-07-01      | 6.5000%  | 6.5000% | $2453.00           | $2528.25           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-07-01      | 5.5000%  | 5.5000% | $9743152.00        | $9217239.38        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-11-01      | 6.0000%  | 6.0000% | $1020610.00        | $1058218.01        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-10-01      | 5.5000%  | 5.5000% | $2055.00           | $2033.61           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-10-01      | 5.5000%  | 5.5000% | $1081530.00        | $976456.14         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-10-01      | 5.5000%  | 5.5000% | $3127464.00        | $2974349.41        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-12-01      | 6.5000%  | 6.5000% | $2442.00           | $2522.87           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-01-01      | 6.5000%  | 6.5000% | $6023.00           | $5558.46           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-06-01      | 6.0000%  | 6.0000% | $2655968.00        | $2738533.90        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-06-01      | 6.5000%  | 6.5000% | $2383.00           | $2486.56           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-07-01      | 6.0000%  | 6.0000% | $3113520.00        | $3189679.75        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 6.5000%  | 6.5000% | $2008.00           | $2097.00           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 6.5000%  | 6.5000% | $278968.00         | $293361.66         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2047-05-01      | 4.5000%  | 4.5000% | $42454080.00       | $9799046.48        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2047-06-01      | 4.0000%  | 4.0000% | $22660.00          | $2549.96           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-02-01      | 4.0000%  | 4.0000% | $7791.00           | $2342.99           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2032-09-01      | 2.5000%  | 2.5000% | $1611122.00        | $118036.87         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-09-01      | 4.5000%  | 4.5000% | $4187520.00        | $1398909.90        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2034-05-01      | 3.5890%  | 3.5890% | $6724847.00        | $6317119.14        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2034-05-01      | 3.3500%  | 3.3500% | $418527.00         | $388840.29         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2032-07-01      | 1.5300%  | 1.5300% | $10500000.00       | $8718801.30        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-10-01      | 2.1690%  | 2.1690% | $4152000.00        | $2750978.67        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-07-01      | 4.5000%  | 4.5000% | $197023.00         | $28244.30          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-07-01      | 4.0000%  | 4.0000% | $5179936.00        | $1493540.20        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-06-01      | 2.5000%  | 2.5000% | $7112.00           | $2803.69           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-02-01      | 2.0000%  | 2.0000% | $900000.00         | $420710.50         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-02-01      | 2.0000%  | 2.0000% | $1747000.00        | $898809.07         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-01-01      | 2.2990%  | 2.2990% | $3910000.00        | $2641676.85        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-01-01      | 2.2790%  | 2.2790% | $6700000.00        | $4507421.13        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2036-04-01      | 2.3700%  | 2.3700% | $4500000.00        | $3561059.24        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2031-07-01      | 1.7600%  | 1.7600% | $6000000.00        | $5214766.66        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2031-10-01      | 1.6490%  | 1.6490% | $6265000.00        | $5156543.67        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-08-01      | 4.1690%  | 4.1690% | $3725617.00        | $3563922.11        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-10-01      | 3.0000%  | 3.0000% | $296346.00         | $184627.24         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-09-01      | 6.0000%  | 6.0000% | $7325536.00        | $6866145.54        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-05-01      | 3.5000%  | 3.5000% | $154000.00         | $111468.26         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-08-01      | 5.0000%  | 5.0000% | $7171736.00        | $5543480.37        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-03-01      | 5.0000%  | 5.0000% | $4488264.00        | $3680051.30        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-05-01      | 6.0000%  | 6.0000% | $11430464.00       | $8197897.70        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-11-01      | 6.5000%  | 6.5000% | $3571368.00        | $2906037.55        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-05-01      | 4.5000%  | 4.5000% | $1688288.00        | $1403439.05        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-05-01      | 6.0000%  | 6.0000% | $1462738.00        | $1335219.46        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-09-01      | 5.5000%  | 5.5000% | $57809.00          | $56736.90          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-07-01      | 5.5000%  | 5.5000% | $2607652.00        | $2381170.22        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2031-08-01      | 5.2990%  | 5.2990% | $2450.00           | $2555.53           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2034-12-01      | 5.2000%  | 5.2000% | $52471000.00       | $54939702.25       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2035-01-01      | 5.2990%  | 5.2990% | $7750000.00        | $8066674.86        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2038-06-01      | 4.5000%  | 4.5000% | $13154016.00       | $4238544.59        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-07-01      | 4.5000%  | 4.5000% | $1704648.00        | $143483.99         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-12-01      | 4.5000%  | 4.5000% | $10783.00          | $2503.41           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-04-01      | 3.5000%  | 3.5000% | $221048576.00      | $19383760.79       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-03-01      | 4.5000%  | 4.5000% | $4100000.00        | $1353633.64        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-05-01      | 3.0000%  | 3.0000% | $247000.00         | $114304.34         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-06-01      | 3.0000%  | 3.0000% | $5332.00           | $2582.73           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2035-08-01      | 2.5000%  | 2.5000% | $379006.00         | $153095.82         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-09-01      | 2.5000%  | 2.5000% | $1000000.00        | $523225.40         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-10-01      | 2.5000%  | 2.5000% | $86074368.00       | $36393916.51       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-10-01      | 2.0000%  | 2.0000% | $11379.00          | $6201.05           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-02-01      | 2.5000%  | 2.5000% | $892996.00         | $437705.33         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2046-05-01      | 2.5000%  | 2.5000% | $125000.00         | $81277.78          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-07-01      | 3.0000%  | 3.0000% | $40926.00          | $20702.48          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-11-01      | 3.0000%  | 3.0000% | $300000.00         | $196708.94         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-01-01      | 2.5000%  | 2.5000% | $1379662.00        | $902927.52         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-04-01      | 3.5000%  | 3.5000% | $17983.00          | $14087.94          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-07-01      | 4.5000%  | 4.5000% | $3200.00           | $2565.62           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-08-01      | 4.5000%  | 4.5000% | $101950000.00      | $77150591.96       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-10-01      | 4.5000%  | 4.5000% | $31456.00          | $24075.57          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-09-01      | 5.5000%  | 5.5000% | $19993000.00       | $15180607.44       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-05-01      | 5.5000%  | 5.5000% | $8228000.00        | $6799721.40        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-06-01      | 5.5000%  | 5.5000% | $75093376.00       | $62393675.35       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-12-01      | 6.0000%  | 6.0000% | $45884288.00       | $40063604.63       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-12-01      | 6.5000%  | 6.5000% | $18600000.00       | $14737907.13       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-06-01      | 6.0000%  | 6.0000% | $38000000.00       | $35011310.36       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2046-09-01      | 3.5000%  | 3.5000% | $582000.00         | $197810.97         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-06-01      | 3.0000%  | 3.0000% | $880000.00         | $571415.06         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-11-01      | 2.5000%  | 2.5000% | $658141.00         | $391266.10         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-11-01      | 3.0000%  | 3.0000% | $1500000.00        | $978601.25         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2046-11-01      | 3.0000%  | 3.0000% | $645434.00         | $383202.22         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-12-01      | 5.5000%  | 5.5000% | $25405856.00       | $19446160.39       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-07-01      | 5.0000%  | 5.0000% | $2609.00           | $2099.95           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-08-01      | 3.0000%  | 3.0000% | $108457.00         | $58307.44          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-06-01      | 4.0000%  | 4.0000% | $3419.00           | $2569.34           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-12-01      | 5.5000%  | 5.5000% | $2944.00           | $2550.63           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-05-01      | 5.5000%  | 5.5000% | $2645.00           | $2593.36           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-01-01      | 6.0000%  | 6.0000% | $3390068.00        | $3479430.41        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-01-01      | 6.5000%  | 6.5000% | $5228272.00        | $4482292.42        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-02-01      | 5.5000%  | 5.5000% | $6486.00           | $6252.34           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-03-01      | 6.5000%  | 6.5000% | $3090.00           | $2586.03           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-06-01      | 6.5000%  | 6.5000% | $1410430.00        | $1477304.89        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-07-01      | 6.5000%  | 6.5000% | $2349.00           | $2456.90           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-01-01      | 5.5000%  | 5.5000% | $18129056.00       | $17358822.69       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-09-01      | 4.0000%  | 4.0000% | $2806.00           | $2572.36           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-02-01      | 5.5000%  | 5.5000% | $11710680.00       | $11193070.65       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-11-01      | 5.0000%  | 5.0000% | $2600.00           | $2555.70           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-03-01      | 5.5000%  | 5.5000% | $217327872.00      | $216652717.99      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-04-20      | 3.0000%  | 3.0000% | $12747.00          | $1118.44           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-10-20      | 3.0000%  | 3.0000% | $4025.00           | $2746.22           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-02-20      | 5.0000%  | 5.0000% | $3241.00           | $630.82            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-20      | 4.5000%  | 4.5000% | $1584.00           | $1623.92           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-20      | 6.0000%  | 6.0000% | $2501.00           | $2597.88           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-03-20      | 5.0000%  | 5.0000% | $6985.00           | $87.39             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-08-15      | 4.0000%  | 4.0000% | $38066.00          | $2517.23           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-11-20      | 5.0000%  | 5.0000% | $12163.00          | $2304.49           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-12-15      | 5.5000%  | 5.5000% | $3455.00           | $41.99             | Agency Mortgage-Backed Securities |

### Security 108: ING (US) FUNDING LLC

- **C.1 - Title:** ING (US) FUNDING LLC
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BYM6A7VW7, C.3 - LEI: 3TK20IVIUJ8J3ZU0QE75
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                             | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2048-11-01      | 4.5000%  | 4.5000% | $127899292.00      | $33524615.61       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2053-02-01      | 5.5000%  | 5.5000% | $33763776.00       | $26546405.42       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2053-01-01      | 6.5000%  | 6.5000% | $40305674.00       | $33750155.37       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2052-06-01      | 4.5000%  | 4.5000% | $37167444.00       | $26886544.68       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2053-08-01      | 6.0000%  | 6.0000% | $37801969.00       | $31582765.38       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-07-01      | 3.5000%  | 3.5000% | $110000000.00      | $33239463.33       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-06-01      | 3.0000%  | 3.0000% | $41441000.00       | $31431486.39       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-11-01      | 5.0000%  | 5.0000% | $42295680.00       | $33401941.64       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-10-01      | 3.0000%  | 3.0000% | $35491033.00       | $25666825.95       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-05-01      | 4.5000%  | 4.5000% | $42222984.00       | $29640876.70       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-12-01      | 5.0000%  | 5.0000% | $8926427.00        | $7513943.24        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-12-01      | 5.5000%  | 5.5000% | $46682689.00       | $33427991.51       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-09-01      | 2.0000%  | 2.0000% | $53000000.00       | $25964241.30       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-01      | 5.0000%  | 5.0000% | $10867943.00       | $9611955.05        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-05-01      | 6.0000%  | 6.0000% | $27399725.00       | $25810788.40       | Agency Mortgage-Backed Securities |

### Security 109: ING (US) FUNDING LLC

- **C.1 - Title:** ING (US) FUNDING LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM6A7VX5, C.3 - LEI: 3TK20IVIUJ8J3ZU0QE75
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips) | 2029-05-15      | 2.3750%  | 2.3750% | $33158000.00       | $31999998.29       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-11-15      | 2.0000%  | 2.0000% | $32369300.00       | $31999966.28       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-06-30      | 0.8750%  | 0.8750% | $32630900.00       | $31999997.86       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-05-31      | 3.6250%  | 3.6250% | $31626700.00       | $31999968.84       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-12-31      | 3.7500%  | 3.7500% | $31614800.00       | $31999994.72       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-01-31      | 4.1250%  | 4.1250% | $31615900.00       | $31999958.44       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-02-15      | 4.2500%  | 4.2500% | $5140200.00        | $5238185.06        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-06-15      | 3.8750%  | 3.8750% | $6645700.00        | $6761990.12        | U.S. Treasuries (including strips) |

### Security 110: INT DEVELOPMENT FIN CORP

- **C.1 - Title:** INT DEVELOPMENT FIN CORP
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903534Y0, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $7583333.35
- **C.18.a - Value (excl. sponsor support):** $7583333.35
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2030-10-15
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 111: INT DEVELOPMENT FIN CORP

- **C.1 - Title:** INT DEVELOPMENT FIN CORP
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903538B6, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $2500000.00
- **C.18.a - Value (excl. sponsor support):** $2500000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2026-09-15
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 112: INT DEVELOPMENT FIN CORP

- **C.1 - Title:** INT DEVELOPMENT FIN CORP
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 90376PBG5, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $9307692.31
- **C.18.a - Value (excl. sponsor support):** $9307692.31
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2028-06-20
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 113: INT DEVELOPMENT FIN CORP

- **C.1 - Title:** INT DEVELOPMENT FIN CORP
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903533N5, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $11250000.00
- **C.18.a - Value (excl. sponsor support):** $11250000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2030-03-15
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 114: INT DEVELOPMENT FIN CORP

- **C.1 - Title:** INT DEVELOPMENT FIN CORP
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903534U8, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $5000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2026-09-15
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 115: J.P. MORGAN WEALTH MANAGEMENT

- **C.1 - Title:** J.P. MORGAN WEALTH MANAGEMENT
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BYM4H5ER9, C.3 - LEI: 984500653R409CC5AB28
- **C.18 - Value (incl. sponsor support):** $840000000.00
- **C.18.a - Value (excl. sponsor support):** $840000000.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-07
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                             | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2041-07-01      | 6.4880%  | 6.4880% | $1191100.00        | $485459.17         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2030-12-01      | 3.0000%  | 3.0000% | $51000.00          | $5014.16           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2041-01-01      | 4.5000%  | 4.5000% | $25092720.00       | $2410455.98        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2030-08-01      | 3.7740%  | 3.7740% | $4000000.00        | $3872198.03        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2030-05-01      | 5.6390%  | 5.6390% | $1012000.00        | $807395.19         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2043-07-01      | 6.6130%  | 6.6130% | $2995000.00        | $116935.94         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2030-05-01      | 3.7000%  | 3.7000% | $1438280.00        | $1295020.69        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2032-12-01      | 3.5000%  | 3.5000% | $1199940.00        | $70375.08          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2043-06-01      | 6.2800%  | 6.2800% | $49858880.00       | $725093.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2033-08-01      | 6.2590%  | 6.2590% | $750000.00         | $6197.52           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-07-01      | 6.0000%  | 6.0000% | $2025136.00        | $1978246.84        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-09-01      | 5.5000%  | 5.5000% | $1462578.00        | $1375916.06        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-10-01      | 5.5000%  | 5.5000% | $1015414.00        | $983873.45         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-01      | 4.5000%  | 4.5000% | $4402952.00        | $4159240.79        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-01      | 5.5000%  | 5.5000% | $7997704.00        | $7701885.31        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-01      | 5.5000%  | 5.5000% | $3333704.00        | $3329933.63        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-01      | 5.0000%  | 5.0000% | $1752918.00        | $1738088.68        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-01      | 5.0000%  | 5.0000% | $1288156.00        | $1153499.39        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-01-01      | 5.5000%  | 5.5000% | $10296224.00       | $10098356.41       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-01-01      | 5.5000%  | 5.5000% | $2210252.00        | $2135593.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-01      | 5.5000%  | 5.5000% | $1248600.00        | $1272611.68        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-01      | 5.5000%  | 5.5000% | $29955616.00       | $28702089.59       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-01      | 5.0000%  | 5.0000% | $1760742.00        | $1749359.65        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-07-01      | 5.0000%  | 5.0000% | $1269078.00        | $1288684.97        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-01      | 5.5000%  | 5.5000% | $2154320.00        | $2148183.63        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-01      | 7.0000%  | 7.0000% | $1752924.00        | $1841055.98        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-05-01      | 5.0000%  | 5.0000% | $40567.00          | $39778.26          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-01      | 5.0000%  | 5.0000% | $1001268.00        | $987713.92         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-01      | 5.5000%  | 5.5000% | $6340088.00        | $6430054.80        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-01      | 5.5000%  | 5.5000% | $2403400.00        | $2463179.77        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-01      | 6.5000%  | 6.5000% | $811191.00         | $846205.84         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-01      | 6.0000%  | 6.0000% | $46604032.00       | $47869403.07       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-08-01      | 6.0000%  | 6.0000% | $1331496.00        | $1378911.35        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-01      | 6.5000%  | 6.5000% | $12415420.00       | $13001954.46       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2039-07-01      | 6.0000%  | 6.0000% | $1214148.00        | $204674.52         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2057-09-01      | 3.0000%  | 3.0000% | $35232.00          | $11636.90          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2034-02-01      | 3.8990%  | 3.8990% | $11228000.00       | $10893278.35       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2031-01-01      | 1.3830%  | 1.3830% | $47723000.00       | $37732592.19       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-11-01      | 1.5000%  | 1.5000% | $19710336.00       | $8752854.38        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2029-06-01      | 4.8250%  | 4.8250% | $6000000.00        | $5448508.69        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-04-01      | 3.0000%  | 3.0000% | $2419404.00        | $1896580.32        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-01      | 5.5000%  | 5.5000% | $4181008.00        | $3285349.38        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-02-01      | 5.5000%  | 5.5000% | $4909576.00        | $4985872.75        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-05-01      | 3.0000%  | 3.0000% | $2456168.00        | $1782721.13        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-07-01      | 3.0000%  | 3.0000% | $4865992.00        | $3307281.20        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-09-01      | 5.0000%  | 5.0000% | $4000000.00        | $3012557.57        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-10-01      | 4.5000%  | 4.5000% | $11790100.00       | $7659995.82        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2033-12-01      | 5.5300%  | 5.5300% | $52996000.00       | $56778468.77       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-12-01      | 4.0000%  | 4.0000% | $2100000.00        | $598524.37         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-02-01      | 3.0000%  | 3.0000% | $82235008.00       | $46349142.08       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-10-01      | 2.5000%  | 2.5000% | $75000.00          | $45941.34          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-03-01      | 3.0000%  | 3.0000% | $388894.00         | $300237.69         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-05-01      | 4.0000%  | 4.0000% | $18480000.00       | $14727795.46       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-09-01      | 4.5000%  | 4.5000% | $639000.00         | $495925.65         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-01      | 5.0000%  | 5.0000% | $11364944.00       | $10999279.34       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-01      | 5.5000%  | 5.5000% | $4335456.00        | $4243515.79        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-01      | 5.0000%  | 5.0000% | $60264256.00       | $60044916.05       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-09-01      | 5.0000%  | 5.0000% | $43587360.00       | $44260731.44       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-08-01      | 5.0000%  | 5.0000% | $5549000.00        | $916146.46         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-04-01      | 3.0000%  | 3.0000% | $7393584.00        | $4658545.02        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-02-01      | 3.0000%  | 3.0000% | $35000.00          | $22124.60          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-04-01      | 3.0000%  | 3.0000% | $914846.00         | $700264.27         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-10-01      | 4.0000%  | 4.0000% | $4153000.00        | $3481319.91        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-02-01      | 1.5000%  | 1.5000% | $35331520.00       | $26135537.31       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-08-01      | 1.5000%  | 1.5000% | $30907.00          | $24927.35          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-01      | 6.0000%  | 6.0000% | $79169792.00       | $81835266.57       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-02-01      | 7.0000%  | 7.0000% | $1208454.00        | $957440.20         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-06-01      | 6.0590%  | 6.0590% | $2353897.00        | $10466.73          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-01-01      | 4.0000%  | 4.0000% | $2500000.00        | $310797.30         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-10-01      | 4.5000%  | 4.5000% | $500000000.00      | $41801102.15       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-02-01      | 5.5000%  | 5.5000% | $1993592.00        | $1730564.57        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-04-01      | 2.5000%  | 2.5000% | $5485000.00        | $3755354.21        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-01      | 3.5000%  | 3.5000% | $5048496.00        | $4173796.87        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2048-06-01      | 4.0000%  | 4.0000% | $4410352.00        | $1052343.39        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2054-07-01      | 7.0000%  | 7.0000% | $1143464.00        | $1193729.77        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2054-11-01      | 6.5000%  | 6.5000% | $2004444.00        | $2078791.55        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2042-03-01      | 3.5000%  | 3.5000% | $9541120.00        | $951450.17         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2028-01-01      | 2.8900%  | 2.8900% | $1475000.00        | $1213186.78        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2046-11-01      | 3.0000%  | 3.0000% | $12500000.00       | $3694020.71        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-08-01      | 6.0000%  | 6.0000% | $516753.00         | $529458.49         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-01      | 6.5000%  | 6.5000% | $688574.00         | $727039.05         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-01      | 5.5000%  | 5.5000% | $18439616.00       | $18716204.29       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-09-01      | 5.5000%  | 5.5000% | $1341850.00        | $1378691.23        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-01      | 6.5000%  | 6.5000% | $8362480.00        | $8744942.21        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-01      | 6.0000%  | 6.0000% | $54864320.00       | $56294835.88       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-09-01      | 5.0000%  | 5.0000% | $1007014.00        | $1022998.10        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-09-01      | 6.0000%  | 6.0000% | $288205.00         | $299268.99         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-01      | 5.0000%  | 5.0000% | $1857954.00        | $1864400.68        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2046-07-01      | 3.0000%  | 3.0000% | $4225000.00        | $946349.32         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-03-01      | 3.5000%  | 3.5000% | $750000.00         | $243650.73         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2034-05-01      | 3.3390%  | 3.3390% | $4000000.00        | $3646552.91        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2034-05-01      | 3.5890%  | 3.5890% | $1000000.00        | $838963.79         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2033-11-01      | 3.0000%  | 3.0000% | $339000.00         | $69944.37          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2034-09-01      | 3.9100%  | 3.9100% | $6591600.00        | $6318758.66        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-09-01      | 2.5000%  | 2.5000% | $300000.00         | $199525.87         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2039-09-01      | 4.0000%  | 4.0000% | $145680.00         | $134566.89         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-03-01      | 3.5000%  | 3.5000% | $625449.00         | $519518.26         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-01      | 6.0000%  | 6.0000% | $2601428.00        | $2711796.03        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-09-01      | 5.0000%  | 5.0000% | $261142.00         | $170099.29         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-01      | 6.5000%  | 6.5000% | $2302288.00        | $1206820.83        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-05-01      | 5.0000%  | 5.0000% | $100000.00         | $94770.64          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-01      | 6.5000%  | 6.5000% | $100000.00         | $62404.44          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-06-01      | 6.0000%  | 6.0000% | $200000.00         | $159950.10         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-08-01      | 3.0000%  | 3.0000% | $221250.00         | $101249.14         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-04-01      | 3.0000%  | 3.0000% | $25000.00          | $13608.10          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-05-01      | 4.0000%  | 4.0000% | $200000.00         | $150441.06         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-02-01      | 2.0000%  | 2.0000% | $465325.00         | $320141.42         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-05-01      | 3.5000%  | 3.5000% | $411528.00         | $308919.68         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-10-01      | 4.0000%  | 4.0000% | $65972.00          | $53407.64          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-01-01      | 6.0000%  | 6.0000% | $3767704.00        | $1931345.04        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-02-01      | 4.5000%  | 4.5000% | $43478.00          | $41236.44          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-09-01      | 3.0000%  | 3.0000% | $2420480.00        | $2070743.79        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-01      | 6.0000%  | 6.0000% | $50006784.00       | $51893056.54       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-05-01      | 3.0000%  | 3.0000% | $81000.00          | $37463.39          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-10-01      | 2.5000%  | 2.5000% | $1000000.00        | $303196.90         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-03-01      | 4.0000%  | 4.0000% | $1900000.00        | $414639.68         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-06-01      | 4.0000%  | 4.0000% | $495377.00         | $59107.21          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-04-01      | 4.0000%  | 4.0000% | $251000.00         | $96361.88          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-02-01      | 3.0000%  | 3.0000% | $166000.00         | $107034.47         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-08-01      | 3.5000%  | 3.5000% | $4361512.00        | $3521910.86        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-11-01      | 5.0000%  | 5.0000% | $2250000.00        | $2029801.72        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-03-01      | 5.5000%  | 5.5000% | $245000.00         | $208326.12         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-09-01      | 5.5000%  | 5.5000% | $5626552.00        | $5813035.94        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-09-01      | 5.5000%  | 5.5000% | $114449938.00      | $1790689.18        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2043-05-01      | 3.0000%  | 3.0000% | $134775.00         | $27841.97          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2046-11-01      | 3.0000%  | 3.0000% | $863879.00         | $152495.36         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-01-01      | 3.0000%  | 3.0000% | $1000000.00        | $176824.66         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-11-01      | 2.0000%  | 2.0000% | $3050000.00        | $1526528.12        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-02-01      | 3.5000%  | 3.5000% | $6027776.00        | $4669779.01        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-09-01      | 3.5000%  | 3.5000% | $2680800.00        | $2130774.14        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2055-03-01      | 5.5000%  | 5.5000% | $1228018.00        | $1230862.80        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2055-06-01      | 5.0000%  | 5.0000% | $2561188.00        | $2562123.62        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2055-07-01      | 5.5000%  | 5.5000% | $3242008.00        | $3172021.42        | Agency Mortgage-Backed Securities |

### Security 116: J.P. MORGAN WEALTH MANAGEMENT

- **C.1 - Title:** J.P. MORGAN WEALTH MANAGEMENT
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BYM698332, C.3 - LEI: 984500653R409CC5AB28
- **C.18 - Value (incl. sponsor support):** $3000000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000000.00
- **C.19 - Percentage of Net Assets:** 1.9500%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-07
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                             | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-02-01      | 3.5000%  | 3.5000% | $6052184.00        | $2315549.69        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-03-01      | 2.0000%  | 2.0000% | $302859.00         | $153519.13         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-04-01      | 3.0000%  | 3.0000% | $7975000.00        | $5023273.43        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2041-04-01      | 2.5000%  | 2.5000% | $900000.00         | $541086.67         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-04-01      | 3.0000%  | 3.0000% | $75686144.00       | $49742396.85       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2041-05-01      | 2.0000%  | 2.0000% | $2000000.00        | $1224720.45        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-05-01      | 3.5000%  | 3.5000% | $4949520.00        | $2373918.03        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-06-01      | 3.0000%  | 3.0000% | $1300000.00        | $782225.59         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-06-01      | 3.0000%  | 3.0000% | $496659.00         | $320118.07         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-06-01      | 2.0000%  | 2.0000% | $88169728.00       | $46806699.33       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-09-01      | 2.0000%  | 2.0000% | $29017856.00       | $13389479.15       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-07-01      | 3.0000%  | 3.0000% | $235000.00         | $150610.74         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-07-01      | 4.5000%  | 4.5000% | $1415456.00        | $726807.08         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-08-01      | 2.5000%  | 2.5000% | $1368508.00        | $758738.92         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-09-01      | 2.5000%  | 2.5000% | $600000.00         | $402553.13         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-09-01      | 3.5000%  | 3.5000% | $317173.00         | $188792.69         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-10-01      | 2.5000%  | 2.5000% | $12009000.00       | $8122084.94        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-11-01      | 3.5000%  | 3.5000% | $6396072.00        | $3952331.30        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-11-01      | 2.5000%  | 2.5000% | $1364924.00        | $789071.36         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-11-01      | 3.0000%  | 3.0000% | $3567180.00        | $2341994.60        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2042-01-01      | 2.0000%  | 2.0000% | $7000000.00        | $4487531.47        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-01-01      | 3.0000%  | 3.0000% | $358000.00         | $255544.75         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-05-01      | 3.5000%  | 3.5000% | $6747904.00        | $5467191.92        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-05-01      | 4.0000%  | 4.0000% | $264000.00         | $192612.00         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-11-01      | 3.5000%  | 3.5000% | $1078018.00        | $577094.51         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-02-01      | 2.5000%  | 2.5000% | $820000.00         | $488770.48         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-03-01      | 2.0000%  | 2.0000% | $3772028.00        | $2582028.91        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-03-01      | 3.5000%  | 3.5000% | $200000.00         | $134799.40         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-04-01      | 4.0000%  | 4.0000% | $35000.00          | $23754.10          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-04-01      | 2.5000%  | 2.5000% | $13223024.00       | $9496441.63        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-04-01      | 3.5000%  | 3.5000% | $2788000.00        | $2044789.38        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2042-04-01      | 2.0000%  | 2.0000% | $1429522.00        | $839837.88         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-04-01      | 2.5000%  | 2.5000% | $2000000.00        | $1365434.36        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-05-01      | 3.0000%  | 3.0000% | $110000.00         | $67062.74          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-04-01      | 3.5000%  | 3.5000% | $215000.00         | $149977.14         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-08-01      | 4.0000%  | 4.0000% | $291135.00         | $222108.30         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-08-01      | 4.5000%  | 4.5000% | $5000000.00        | $4041413.88        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-08-01      | 4.5000%  | 4.5000% | $776544.00         | $609693.53         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-08-01      | 5.5000%  | 5.5000% | $1538000.00        | $1166927.33        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-08-01      | 5.5000%  | 5.5000% | $200000.00         | $138469.17         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-05-01      | 4.0000%  | 4.0000% | $382567.00         | $285238.13         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-05-01      | 4.0000%  | 4.0000% | $23000.00          | $16154.76          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-05-01      | 3.5000%  | 3.5000% | $493579.00         | $348976.31         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-06-01      | 4.0000%  | 4.0000% | $770000.00         | $560350.99         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-06-01      | 5.0000%  | 5.0000% | $200000.00         | $139329.24         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-06-01      | 3.5000%  | 3.5000% | $186000.00         | $139992.36         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-06-01      | 3.5000%  | 3.5000% | $32000000.00       | $23862042.54       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-06-01      | 4.0000%  | 4.0000% | $253157.00         | $151248.73         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-07-01      | 4.5000%  | 4.5000% | $3765000.00        | $2890431.60        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-07-01      | 4.5000%  | 4.5000% | $471169.00         | $376654.14         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-07-01      | 3.5000%  | 3.5000% | $6872656.00        | $4780368.23        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-07-01      | 4.0000%  | 4.0000% | $1317036.00        | $1002293.50        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-07-01      | 4.5000%  | 4.5000% | $147651328.00      | $109723699.16      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-07-01      | 5.0000%  | 5.0000% | $300000.00         | $224355.81         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-07-01      | 3.5000%  | 3.5000% | $55000.00          | $40018.27          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-07-01      | 4.5000%  | 4.5000% | $6135800.00        | $4994252.24        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-08-01      | 4.5000%  | 4.5000% | $75038464.00       | $58025276.17       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-08-01      | 3.5000%  | 3.5000% | $500000.00         | $382790.77         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-12-01      | 5.5000%  | 5.5000% | $97244288.00       | $74185216.87       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-12-01      | 5.5000%  | 5.5000% | $203182848.00      | $169888525.91      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-08-01      | 4.5000%  | 4.5000% | $465882.00         | $297021.47         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-09-01      | 5.0000%  | 5.0000% | $68840000.00       | $50081488.72       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-09-01      | 4.5000%  | 4.5000% | $5822710.00        | $4648372.16        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-09-01      | 3.5000%  | 3.5000% | $490000.00         | $367440.93         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-10-01      | 4.0000%  | 4.0000% | $9338800.00        | $7690476.54        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-10-01      | 4.0000%  | 4.0000% | $6000000.00        | $4501626.74        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-10-01      | 5.5000%  | 5.5000% | $74213632.00       | $53780731.93       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-10-01      | 5.0000%  | 5.0000% | $26850000.00       | $20810090.25       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-10-01      | 4.5000%  | 4.5000% | $167889.00         | $92330.60          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-08-01      | 5.0000%  | 5.0000% | $205939.00         | $167862.70         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2042-11-01      | 6.0000%  | 6.0000% | $1661526.00        | $891882.14         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-11-01      | 4.5000%  | 4.5000% | $190000.00         | $150420.64         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-11-01      | 4.5000%  | 4.5000% | $592800.00         | $474006.79         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-11-01      | 4.0000%  | 4.0000% | $964768.00         | $649758.40         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-05-01      | 6.0000%  | 6.0000% | $400000.00         | $322634.15         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-05-01      | 4.0000%  | 4.0000% | $27996480.00       | $22908230.09       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-01-01      | 6.5000%  | 6.5000% | $10000000.00       | $7182295.96        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-01-01      | 6.0000%  | 6.0000% | $590000.00         | $496067.59         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2043-02-01      | 6.0000%  | 6.0000% | $1683598.00        | $1221851.09        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2043-01-01      | 6.0000%  | 6.0000% | $1419118.00        | $1009009.20        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-02-01      | 5.5000%  | 5.5000% | $2850000.00        | $2287759.94        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-01-01      | 7.0000%  | 7.0000% | $2929316.00        | $2019145.09        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-02-01      | 6.5000%  | 6.5000% | $15415264.00       | $10558024.12       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-02-01      | 5.5000%  | 5.5000% | $1848560.00        | $1656830.74        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-02-01      | 5.5000%  | 5.5000% | $11542080.00       | $9576510.13        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-03-01      | 5.0000%  | 5.0000% | $71760384.00       | $56675953.14       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-03-01      | 7.0000%  | 7.0000% | $1063372.00        | $663123.72         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-03-01      | 4.5000%  | 4.5000% | $127090.00         | $101903.51         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-03-01      | 5.5000%  | 5.5000% | $1000000.00        | $842152.85         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-01      | 4.0000%  | 4.0000% | $3943728.00        | $3277313.62        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2043-04-01      | 6.5000%  | 6.5000% | $1032440.00        | $552658.63         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-01      | 4.5000%  | 4.5000% | $1385688.00        | $1065426.11        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-01      | 5.0000%  | 5.0000% | $320000.00         | $259434.53         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-03-01      | 7.0000%  | 7.0000% | $1046000.00        | $849068.82         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-09-01      | 5.5000%  | 5.5000% | $16082880.00       | $14233468.22       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-05-01      | 6.0000%  | 6.0000% | $50000000.00       | $40934764.03       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-05-01      | 7.0000%  | 7.0000% | $1037588.00        | $749893.33         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-05-01      | 4.5000%  | 4.5000% | $893850.00         | $756021.78         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-01      | 5.0000%  | 5.0000% | $50056256.00       | $45766695.11       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2038-05-01      | 4.5000%  | 4.5000% | $52000.00          | $33210.66          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-01      | 6.0000%  | 6.0000% | $3614064.00        | $2785302.06        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-01      | 4.5000%  | 4.5000% | $248010.00         | $213519.86         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-01      | 4.5000%  | 4.5000% | $1420000.00        | $1252032.93        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-08-01      | 5.0000%  | 5.0000% | $52000000.00       | $46529968.81       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-02-01      | 4.0000%  | 4.0000% | $842998.00         | $769087.33         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-08-01      | 5.5000%  | 5.5000% | $6000.00           | $5160.25           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-08-01      | 5.0000%  | 5.0000% | $2359276.00        | $2050140.41        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-08-01      | 6.5000%  | 6.5000% | $16720960.00       | $13587193.65       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-06-01      | 5.5000%  | 5.5000% | $1763838.00        | $1417672.58        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-02-01      | 7.0000%  | 7.0000% | $250000.00         | $182140.24         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-10-01      | 6.0000%  | 6.0000% | $160000.00         | $141780.80         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-10-01      | 6.0000%  | 6.0000% | $700000.00         | $588879.68         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-10-01      | 5.0000%  | 5.0000% | $3505548.00        | $2860329.92        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-01-01      | 6.5000%  | 6.5000% | $21130000.00       | $17655721.27       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2043-12-01      | 7.0000%  | 7.0000% | $1245122.00        | $349420.71         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2039-07-01      | 6.5000%  | 6.5000% | $6582560.00        | $5661274.78        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-08-01      | 5.0000%  | 5.0000% | $58067776.00       | $54637750.16       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-03-01      | 5.5000%  | 5.5000% | $1680702.00        | $1483586.10        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2044-02-01      | 7.0000%  | 7.0000% | $1243914.00        | $999231.18         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-04-01      | 6.5000%  | 6.5000% | $600000.00         | $541641.60         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-04-01      | 7.5000%  | 7.5000% | $7673080.00        | $4821784.72        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-05-01      | 5.0000%  | 5.0000% | $355000.00         | $317180.88         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-05-01      | 5.5000%  | 5.5000% | $114561280.00      | $106309446.41      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-06-01      | 5.5000%  | 5.5000% | $5540000.00        | $5346847.87        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-01-01      | 6.5000%  | 6.5000% | $2663104.00        | $2382574.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2044-09-01      | 6.5000%  | 6.5000% | $1002048.00        | $1035297.18        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-06-01      | 2.0000%  | 2.0000% | $115338112.00      | $106709103.95      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2042-02-01      | 1.5000%  | 1.5000% | $2900000.00        | $2180872.99        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2033-06-01      | 6.2690%  | 6.2690% | $459998.00         | $5170.28           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2028-06-01      | 2.5000%  | 2.5000% | $7500000.00        | $317172.42         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2027-04-01      | 3.0000%  | 3.0000% | $2000000.00        | $20518.20          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2032-07-01      | 4.0490%  | 4.0490% | $99396200.00       | $97559606.71       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2033-07-01      | 5.0000%  | 5.0000% | $1375000.00        | $6095.30           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2031-10-01      | 8.5000%  | 8.5000% | $5472784.00        | $7223.54           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2045-07-01      | 6.3920%  | 6.3920% | $300000.00         | $13312.91          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2032-09-01      | 4.0000%  | 4.0000% | $499000.00         | $22846.97          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2046-11-01      | 3.0000%  | 3.0000% | $28000.00          | $5279.44           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2046-11-01      | 3.5000%  | 3.5000% | $165000.00         | $39345.63          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-05-01      | 5.5000%  | 5.5000% | $6500000.00        | $38391.63          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-12-01      | 6.0000%  | 6.0000% | $80173312.00       | $175847.62         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2041-05-01      | 4.5000%  | 4.5000% | $2000000.00        | $335145.06         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2042-07-25      | 4.0000%  | 4.0000% | $2004204.00        | $1542436.21        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2032-01-01      | 6.5010%  | 6.5010% | $24997884.00       | $15056.68          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2032-10-01      | 6.0000%  | 6.0000% | $2558000.00        | $18092.68          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2041-04-01      | 4.5000%  | 4.5000% | $725942.00         | $12783.28          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2041-05-01      | 4.5000%  | 4.5000% | $2018424.00        | $189170.02         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2042-03-01      | 4.0000%  | 4.0000% | $2440000.00        | $233141.47         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2039-12-01      | 5.5000%  | 5.5000% | $166625000.00      | $2743695.05        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2041-09-01      | 4.5000%  | 4.5000% | $349612.00         | $43957.24          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-12-01      | 6.5000%  | 6.5000% | $1900000.00        | $109026.06         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2045-11-01      | 4.0000%  | 4.0000% | $33254656.00       | $7421575.58        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2038-05-01      | 7.5000%  | 7.5000% | $4000000.00        | $744388.03         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-02-01      | 3.5000%  | 3.5000% | $3890000.00        | $1200713.82        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2044-02-01      | 5.0000%  | 5.0000% | $870000.00         | $114464.48         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2046-03-01      | 3.9900%  | 3.9900% | $1985180.00        | $1531007.32        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2032-05-01      | 3.5000%  | 3.5000% | $119000.00         | $8856.27           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2042-06-01      | 3.5000%  | 3.5000% | $460308.00         | $51023.61          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2042-12-01      | 3.5000%  | 3.5000% | $200000.00         | $24439.86          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2043-01-01      | 3.0000%  | 3.0000% | $45179.00          | $8111.96           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2043-02-01      | 2.5000%  | 2.5000% | $1235000.00        | $238023.10         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2033-12-01      | 3.5000%  | 3.5000% | $615144.00         | $117396.43         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-02-01      | 3.0000%  | 3.0000% | $2267536.00        | $467575.40         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2045-01-01      | 4.5000%  | 4.5000% | $200000.00         | $31997.79          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2046-02-01      | 3.5000%  | 3.5000% | $1500000.00        | $548244.50         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2046-08-01      | 3.0000%  | 3.0000% | $291000.00         | $69109.66          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-03-01      | 4.0000%  | 4.0000% | $50000000.00       | $12067627.87       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2031-11-01      | 2.5000%  | 2.5000% | $758964.00         | $123601.28         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2046-11-01      | 3.5000%  | 3.5000% | $50000000.00       | $15076253.05       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2046-12-01      | 4.5000%  | 4.5000% | $118274.00         | $23799.85          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2032-03-01      | 2.5000%  | 2.5000% | $225824.00         | $45128.17          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2032-03-01      | 2.5000%  | 2.5000% | $439219.00         | $83910.25          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-05-01      | 4.5000%  | 4.5000% | $35026800.00       | $8768444.50        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-06-01      | 3.5000%  | 3.5000% | $50940672.00       | $14869991.60       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-07-01      | 4.5000%  | 4.5000% | $723015.00         | $89426.98          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2043-06-01      | 2.7740%  | 2.7740% | $403725.00         | $63380.51          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2043-06-01      | 2.7740%  | 2.7740% | $380679.00         | $30311.85          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2043-07-01      | 2.7740%  | 2.7740% | $496600.00         | $99799.63          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2043-08-01      | 2.5240%  | 2.5240% | $94843.00          | $59361.75          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2043-08-01      | 2.7740%  | 2.7740% | $854781.00         | $136688.64         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2044-04-01      | 4.5000%  | 4.5000% | $100000.00         | $20394.03          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2034-01-01      | 3.5000%  | 3.5000% | $1222094.00        | $202942.51         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2034-01-01      | 3.5000%  | 3.5000% | $2041460.00        | $294267.02         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2044-10-01      | 3.5000%  | 3.5000% | $19755552.00       | $2685974.85        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2044-11-01      | 4.0000%  | 4.0000% | $73706.00          | $9350.40           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-04-01      | 3.0000%  | 3.0000% | $2438952.00        | $649090.07         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2032-06-01      | 7.5000%  | 7.5000% | $2598200.00        | $19879.95          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-07-01      | 5.0000%  | 5.0000% | $1500000.00        | $15168.85          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-03-01      | 5.0000%  | 5.0000% | $528750.00         | $5332.74           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-07-01      | 5.5000%  | 5.5000% | $1900000.00        | $16913.40          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2032-10-01      | 7.0000%  | 7.0000% | $3000000.00        | $20685.23          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2034-04-01      | 6.0000%  | 6.0000% | $1145000.00        | $12051.31          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2034-06-01      | 6.1580%  | 6.1580% | $750000.00         | $10722.60          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2034-08-01      | 6.0000%  | 6.0000% | $37707776.00       | $1166340.94        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-04-01      | 5.5000%  | 5.5000% | $1005082.00        | $19113.37          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-05-01      | 5.0000%  | 5.0000% | $8725632.00        | $372506.63         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-07-01      | 5.0000%  | 5.0000% | $6258072.00        | $383087.27         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-07-01      | 6.5000%  | 6.5000% | $2139000.00        | $1337296.44        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-09-01      | 6.0000%  | 6.0000% | $425000.00         | $307443.41         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-09-01      | 5.5000%  | 5.5000% | $1998210.00        | $1950021.08        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-09-01      | 5.0000%  | 5.0000% | $3382196.00        | $3300126.74        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-09-01      | 5.0000%  | 5.0000% | $2333650.00        | $1824566.71        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-10-01      | 5.0000%  | 5.0000% | $1735038.00        | $1498919.04        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-10-01      | 5.0000%  | 5.0000% | $1851958.00        | $1810793.15        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-10-01      | 5.5000%  | 5.5000% | $2854280.00        | $2827654.64        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-01-01      | 5.5000%  | 5.5000% | $801285.00         | $796910.43         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-12-01      | 6.5000%  | 6.5000% | $1297122.00        | $1124295.63        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-01-01      | 6.5000%  | 6.5000% | $31258624.00       | $21207010.25       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-12-01      | 7.0000%  | 7.0000% | $5020848.00        | $2686726.55        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-03-01      | 5.5000%  | 5.5000% | $2731136.00        | $2293789.38        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-05-01      | 5.5000%  | 5.5000% | $43861.00          | $40951.77          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-01-01      | 6.0000%  | 6.0000% | $9349936.00        | $8737515.32        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-04-01      | 5.5000%  | 5.5000% | $768524.00         | $517698.34         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-01-01      | 6.5000%  | 6.5000% | $5267528.00        | $4560226.56        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-01-01      | 5.5000%  | 5.5000% | $375829.00         | $370325.79         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-01-01      | 6.0000%  | 6.0000% | $1033772.00        | $509461.48         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-03-01      | 6.0000%  | 6.0000% | $1265108.00        | $1197434.41        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-03-01      | 7.0000%  | 7.0000% | $3761220.00        | $3943961.62        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-03-01      | 6.5000%  | 6.5000% | $1995284.00        | $1646193.89        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-03-01      | 6.5000%  | 6.5000% | $1498674.00        | $1230156.60        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-03-01      | 6.5000%  | 6.5000% | $1574496.00        | $1366642.05        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-04-01      | 5.0000%  | 5.0000% | $1560440.00        | $1398057.23        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-04-01      | 5.5000%  | 5.5000% | $315936.00         | $267070.42         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-05-01      | 5.5000%  | 5.5000% | $4178432.00        | $4107812.44        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-04-01      | 6.5000%  | 6.5000% | $1153660.00        | $1186995.58        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-04-01      | 7.0000%  | 7.0000% | $1415976.00        | $1034717.05        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2039-04-01      | 5.5000%  | 5.5000% | $1083328.00        | $968817.54         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-04-01      | 6.5000%  | 6.5000% | $1913304.00        | $1838271.43        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-06-01      | 5.5000%  | 5.5000% | $1279512.00        | $1108456.15        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-08-01      | 5.5000%  | 5.5000% | $866570.00         | $849159.27         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-05-01      | 5.5000%  | 5.5000% | $3617192.00        | $3351267.72        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-04-01      | 5.5000%  | 5.5000% | $181863.00         | $149638.84         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-04-01      | 5.0000%  | 5.0000% | $2433776.00        | $2388276.41        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-01      | 5.0000%  | 5.0000% | $4358208.00        | $4348521.78        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-05-01      | 5.5000%  | 5.5000% | $8871392.00        | $8518433.02        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-06-01      | 6.5000%  | 6.5000% | $1075700.00        | $835148.82         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-06-01      | 5.5000%  | 5.5000% | $203024.00         | $195581.57         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-05-01      | 6.0000%  | 6.0000% | $2890836.00        | $2917883.41        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-06-01      | 6.0000%  | 6.0000% | $4591160.00        | $4182432.44        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-06-01      | 5.0000%  | 5.0000% | $1320094.00        | $1300382.81        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-07-01      | 5.5000%  | 5.5000% | $1519998.00        | $1414242.17        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-06-01      | 5.5000%  | 5.5000% | $6193112.00        | $6164103.65        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-06-01      | 6.5000%  | 6.5000% | $2936850.00        | $2538883.51        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-06-01      | 5.5000%  | 5.5000% | $1782810.00        | $1588388.83        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-07-01      | 7.0000%  | 7.0000% | $1063354.00        | $1113004.88        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-07-01      | 6.0000%  | 6.0000% | $9987040.00        | $9118186.90        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2039-06-01      | 6.0000%  | 6.0000% | $1041006.00        | $888535.99         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-06-01      | 6.5000%  | 6.5000% | $1473656.00        | $1217224.10        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-06-01      | 6.5000%  | 6.5000% | $1424324.00        | $1234113.43        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-07-01      | 7.0000%  | 7.0000% | $1125250.00        | $781970.17         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2039-06-01      | 6.5000%  | 6.5000% | $1276210.00        | $998382.20         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2044-07-01      | 5.5000%  | 5.5000% | $1002782.00        | $995473.93         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-08-01      | 5.5000%  | 5.5000% | $1309938.00        | $1301746.10        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-08-01      | 7.5000%  | 7.5000% | $1111836.00        | $590570.06         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-08-01      | 6.5000%  | 6.5000% | $6321792.00        | $5294752.04        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-08-01      | 6.0000%  | 6.0000% | $3572750.00        | $3231875.38        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-08-01      | 5.5000%  | 5.5000% | $1769156.00        | $1553762.81        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-09-01      | 6.5000%  | 6.5000% | $1061318.00        | $892834.91         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-09-01      | 6.5000%  | 6.5000% | $1189524.00        | $996597.37         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-09-01      | 5.0000%  | 5.0000% | $1238252.00        | $1166060.29        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-08-01      | 6.5000%  | 6.5000% | $22153560.00       | $18395231.40       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-08-01      | 5.5000%  | 5.5000% | $81654.00          | $81790.85          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-09-01      | 5.5000%  | 5.5000% | $1422494.00        | $1425368.95        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-01      | 4.5000%  | 4.5000% | $1153232.00        | $1114173.10        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-08-01      | 5.0000%  | 5.0000% | $3934264.00        | $3713478.25        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-09-01      | 5.0000%  | 5.0000% | $2318848.00        | $2288870.77        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-09-01      | 6.5000%  | 6.5000% | $2820700.00        | $2898974.03        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-09-01      | 6.0000%  | 6.0000% | $21776544.00       | $17793636.71       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-01      | 6.5000%  | 6.5000% | $3891700.00        | $4050167.20        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-09-01      | 5.0000%  | 5.0000% | $2649020.00        | $2367814.48        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-08-01      | 6.5000%  | 6.5000% | $1005000.00        | $1040550.44        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-09-01      | 5.0000%  | 5.0000% | $2191100.00        | $1940556.20        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-09-01      | 5.0000%  | 5.0000% | $1874524.00        | $1851598.57        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-09-01      | 5.0000%  | 5.0000% | $1248000.00        | $1231172.60        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-10-01      | 4.5000%  | 4.5000% | $1382400.00        | $1321889.47        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-01      | 4.0000%  | 4.0000% | $4973944.00        | $4607265.61        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-01      | 5.0000%  | 5.0000% | $239712.00         | $233051.04         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-10-01      | 4.5000%  | 4.5000% | $1273240.00        | $1226340.82        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-01      | 5.0000%  | 5.0000% | $1276530.00        | $1257092.49        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-10-01      | 5.5000%  | 5.5000% | $1309248.00        | $1314061.68        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-01      | 5.0000%  | 5.0000% | $3344268.00        | $3309619.27        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-01      | 4.5000%  | 4.5000% | $1767032.00        | $1572232.28        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-01      | 4.5000%  | 4.5000% | $2338500.00        | $2248454.30        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-01      | 5.0000%  | 5.0000% | $9889344.00        | $9404622.69        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-01      | 5.0000%  | 5.0000% | $4099120.00        | $3994287.53        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-10-01      | 4.5000%  | 4.5000% | $2107470.00        | $2031953.36        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-10-01      | 4.5000%  | 4.5000% | $1871904.00        | $1799769.21        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-10-01      | 5.5000%  | 5.5000% | $9903104.00        | $9607365.56        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-01      | 4.5000%  | 4.5000% | $3140196.00        | $3029443.37        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-01      | 7.0000%  | 7.0000% | $1076134.00        | $1145337.27        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-01-01      | 5.0000%  | 5.0000% | $1294954.00        | $1282079.21        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-01-01      | 5.0000%  | 5.0000% | $1496684.00        | $1486788.25        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-01      | 5.5000%  | 5.5000% | $365174.00         | $338202.27         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-01      | 5.0000%  | 5.0000% | $1148194.00        | $1060395.80        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-01      | 4.5000%  | 4.5000% | $3797272.00        | $3434036.32        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-01      | 6.0000%  | 6.0000% | $1125004.00        | $1158104.07        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-01      | 5.0000%  | 5.0000% | $1126040.00        | $1066961.40        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-01      | 4.5000%  | 4.5000% | $5251688.00        | $4169533.64        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-01      | 4.5000%  | 4.5000% | $2586828.00        | $2494952.12        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-01      | 5.5000%  | 5.5000% | $1875898.00        | $1683302.72        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-01      | 4.5000%  | 4.5000% | $1440904.00        | $1394257.99        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-01-01      | 6.5000%  | 6.5000% | $1275370.00        | $1331511.03        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-01      | 5.5000%  | 5.5000% | $2343620.00        | $2328695.64        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-01      | 4.5000%  | 4.5000% | $1141734.00        | $1101861.28        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2039-12-01      | 5.0000%  | 5.0000% | $1149558.00        | $1128211.37        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-01      | 4.5000%  | 4.5000% | $1808294.00        | $1741957.31        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-01      | 5.5000%  | 5.5000% | $1283704.00        | $1295682.21        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-01      | 5.0000%  | 5.0000% | $2059472.00        | $2038846.77        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-01      | 5.0000%  | 5.0000% | $1923450.00        | $1907570.74        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-01      | 5.0000%  | 5.0000% | $1233386.00        | $1226206.50        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-01      | 7.0000%  | 7.0000% | $662218.00         | $586580.13         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-01-01      | 5.0000%  | 5.0000% | $1047666.00        | $1044648.16        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-01-01      | 5.0000%  | 5.0000% | $1546844.00        | $1537877.52        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-01      | 5.5000%  | 5.5000% | $1715584.00        | $1727794.33        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-01      | 5.5000%  | 5.5000% | $3172576.00        | $3206760.21        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-01      | 4.5000%  | 4.5000% | $1028448.00        | $900179.08         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-01      | 4.5000%  | 4.5000% | $1306812.00        | $1268697.70        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-01-01      | 5.5000%  | 5.5000% | $15195488.00       | $14804654.58       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-01-01      | 6.0000%  | 6.0000% | $47010240.00       | $43083695.79       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-01      | 4.5000%  | 4.5000% | $2401020.00        | $2318450.40        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-01-01      | 5.5000%  | 5.5000% | $100000.00         | $100708.58         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-01-01      | 6.5000%  | 6.5000% | $4232480.00        | $4382507.60        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-02-01      | 5.5000%  | 5.5000% | $2888360.00        | $2911260.89        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-01      | 4.5000%  | 4.5000% | $63952.00          | $62199.22          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-01      | 5.0000%  | 5.0000% | $1180792.00        | $1174822.97        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-01-01      | 6.5000%  | 6.5000% | $7070730.00        | $6575462.56        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-01-01      | 4.5000%  | 4.5000% | $1904038.00        | $1847094.55        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-01      | 4.5000%  | 4.5000% | $1076610.00        | $1047805.60        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-02-01      | 5.0000%  | 5.0000% | $1447332.00        | $1430437.30        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-02-01      | 5.5000%  | 5.5000% | $11899408.00       | $12131058.85       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-01      | 5.5000%  | 5.5000% | $10277808.00       | $9967029.12        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-01-01      | 5.0000%  | 5.0000% | $436408.00         | $431938.86         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-02-01      | 5.0000%  | 5.0000% | $1967858.00        | $1589592.66        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-02-01      | 4.5000%  | 4.5000% | $1300440.00        | $1056551.55        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-02-01      | 7.0000%  | 7.0000% | $1360552.00        | $1430828.03        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-01      | 5.0000%  | 5.0000% | $2076604.00        | $2060599.54        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-01      | 4.5000%  | 4.5000% | $1483036.00        | $1439389.76        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-02-01      | 4.5000%  | 4.5000% | $1039528.00        | $978742.33         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-01      | 5.5000%  | 5.5000% | $9366976.00        | $9562211.31        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-01      | 7.0000%  | 7.0000% | $70546.00          | $73799.05          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-01      | 6.5000%  | 6.5000% | $2062108.00        | $1669424.50        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-01      | 5.5000%  | 5.5000% | $3829792.00        | $3903059.28        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-01      | 5.5000%  | 5.5000% | $1753250.00        | $1789169.76        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-03-01      | 6.0000%  | 6.0000% | $1150000.00        | $355960.22         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-01      | 5.5000%  | 5.5000% | $3133500.00        | $3178085.07        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-01      | 6.0000%  | 6.0000% | $2943540.00        | $2647305.24        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-01      | 6.5000%  | 6.5000% | $1298390.00        | $1350013.79        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-01      | 5.0000%  | 5.0000% | $4015760.00        | $3966982.05        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-01      | 6.5000%  | 6.5000% | $39080000.00       | $39481253.17       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-01      | 5.5000%  | 5.5000% | $1002942.00        | $1015860.02        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-01      | 6.5000%  | 6.5000% | $3566500.00        | $3721046.12        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-01      | 5.0000%  | 5.0000% | $197410.00         | $196006.69         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-01      | 5.0000%  | 5.0000% | $1282880.00        | $1160725.07        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-01      | 5.0000%  | 5.0000% | $3448536.00        | $3375807.75        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-01      | 5.0000%  | 5.0000% | $37891.00          | $37560.83          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-01      | 7.0000%  | 7.0000% | $3155250.00        | $2852546.46        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-01      | 5.5000%  | 5.5000% | $3009288.00        | $3071215.31        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-01      | 7.5000%  | 7.5000% | $1218834.00        | $1306156.58        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-01      | 5.5000%  | 5.5000% | $3567504.00        | $3431781.45        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-01      | 6.5000%  | 6.5000% | $12367120.00       | $12831821.70       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-01      | 5.5000%  | 5.5000% | $1224400.00        | $1245844.65        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-01      | 5.0000%  | 5.0000% | $1275932.00        | $1233355.78        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-01      | 4.5000%  | 4.5000% | $3530124.00        | $3430429.97        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-01      | 5.0000%  | 5.0000% | $1018500.00        | $1013250.81        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-01      | 5.0000%  | 5.0000% | $1405344.00        | $1399099.25        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-01      | 5.5000%  | 5.5000% | $5695344.00        | $5761503.29        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-01      | 5.0000%  | 5.0000% | $1499750.00        | $1497682.83        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-01      | 5.5000%  | 5.5000% | $3673832.00        | $3725232.71        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-05-01      | 6.0000%  | 6.0000% | $2467970.00        | $2504815.86        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-05-01      | 6.0000%  | 6.0000% | $1999206.00        | $2023245.52        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-05-01      | 6.5000%  | 6.5000% | $493537.00         | $509583.51         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-01      | 6.5000%  | 6.5000% | $1324500.00        | $1380380.04        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-01      | 6.0000%  | 6.0000% | $1904670.00        | $1698532.99        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-06-01      | 5.0000%  | 5.0000% | $1570710.00        | $1577673.42        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-06-01      | 5.5000%  | 5.5000% | $1459096.00        | $1481286.49        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-01      | 5.0000%  | 5.0000% | $3918688.00        | $3909701.54        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-01      | 5.0000%  | 5.0000% | $2157012.00        | $2148663.64        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-01      | 5.0000%  | 5.0000% | $357388.00         | $355030.37         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-01      | 5.5000%  | 5.5000% | $5399880.00        | $5524643.31        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-01      | 6.5000%  | 6.5000% | $718995.00         | $757679.22         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-01      | 6.5000%  | 6.5000% | $2131644.00        | $2238718.63        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-01      | 5.0000%  | 5.0000% | $2102870.00        | $2098811.96        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-01      | 6.0000%  | 6.0000% | $1897752.00        | $1958211.97        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-01      | 5.5000%  | 5.5000% | $2833090.00        | $2876187.09        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-01      | 6.5000%  | 6.5000% | $721185.00         | $757280.09         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-01      | 6.0000%  | 6.0000% | $15127680.00       | $15579030.42       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-01      | 5.0000%  | 5.0000% | $2378892.00        | $2374596.31        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-01      | 6.5000%  | 6.5000% | $1265112.00        | $1335072.97        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-01      | 4.5000%  | 4.5000% | $1197492.00        | $1171986.61        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-01      | 4.5000%  | 4.5000% | $2391304.00        | $2332418.13        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-01      | 4.5000%  | 4.5000% | $3478252.00        | $3392008.74        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-01      | 5.0000%  | 5.0000% | $1134676.00        | $1138447.51        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-01      | 5.5000%  | 5.5000% | $1883396.00        | $1929410.53        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-01      | 6.5000%  | 6.5000% | $1305252.00        | $1367668.52        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-01      | 7.0000%  | 7.0000% | $1110144.00        | $1172659.93        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-01      | 6.5000%  | 6.5000% | $10628864.00       | $11409183.23       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-01      | 6.5000%  | 6.5000% | $3973020.00        | $4097030.31        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2046-01-01      | 3.0000%  | 3.0000% | $185000.00         | $45606.00          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2046-06-01      | 3.5000%  | 3.5000% | $49933952.00       | $12095876.10       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2031-11-01      | 2.5000%  | 2.5000% | $65749.00          | $12537.32          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2031-11-01      | 2.5000%  | 2.5000% | $70633.00          | $11403.10          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2031-11-01      | 2.5000%  | 2.5000% | $133577.00         | $22590.93          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2046-09-01      | 3.0000%  | 3.0000% | $35000.00          | $6254.89           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2046-07-01      | 4.0000%  | 4.0000% | $1115000.00        | $214663.63         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-12-01      | 3.0000%  | 3.0000% | $2000000.00        | $237618.18         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-05-01      | 4.5000%  | 4.5000% | $54169.00          | $6458.82           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2041-02-01      | 3.5000%  | 3.5000% | $325000.00         | $72676.32          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-11-01      | 4.0000%  | 4.0000% | $2190000.00        | $428916.00         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-05-01      | 3.5000%  | 3.5000% | $250000.00         | $93154.44          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-10-01      | 3.0000%  | 3.0000% | $6973000.00        | $2675450.29        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2042-05-01      | 3.5000%  | 3.5000% | $3136444.00        | $811477.73         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-07-01      | 4.0000%  | 4.0000% | $4363000.00        | $1409482.95        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-08-01      | 4.5000%  | 4.5000% | $32131600.00       | $9461508.36        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2041-06-01      | 3.5000%  | 3.5000% | $5803416.00        | $1971097.28        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-08-01      | 3.0000%  | 3.0000% | $1500000.00        | $590622.33         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-01      | 3.0000%  | 3.0000% | $3700000.00        | $2072190.44        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-01      | 3.0000%  | 3.0000% | $6425000.00        | $3625279.56        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2044-12-01      | 2.5000%  | 2.5000% | $7960016.00        | $3785460.18        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-06-01      | 6.0000%  | 6.0000% | $9549392.00        | $7369780.48        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-07-01      | 3.0000%  | 3.0000% | $471000.00         | $296328.19         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-06-01      | 4.5000%  | 4.5000% | $18625728.00       | $16626512.41       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-04-01      | 4.0000%  | 4.0000% | $1850000.00        | $373149.13         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-08-01      | 3.5000%  | 3.5000% | $1099640.00        | $196713.46         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-12-01      | 4.5000%  | 4.5000% | $2301000.00        | $343079.37         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-11-01      | 3.5000%  | 3.5000% | $727145.00         | $148679.70         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2038-01-01      | 3.5000%  | 3.5000% | $422000.00         | $83022.89          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2033-04-01      | 2.5000%  | 2.5000% | $1021308.00        | $176824.10         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-04-01      | 5.0000%  | 5.0000% | $1653890.00        | $166251.59         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-02-01      | 6.0000%  | 6.0000% | $1339318.00        | $410430.23         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-03-01      | 4.0000%  | 4.0000% | $5447120.00        | $595210.88         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-05-01      | 4.0000%  | 4.0000% | $357820.00         | $37004.21          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-07-01      | 4.0000%  | 4.0000% | $66558.00          | $5955.16           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-03-01      | 5.0000%  | 5.0000% | $2142808.00        | $608624.12         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-03-01      | 4.0000%  | 4.0000% | $403743.00         | $47337.01          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-05-01      | 4.0000%  | 4.0000% | $12000000.00       | $2097710.33        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-06-01      | 5.5000%  | 5.5000% | $1645218.00        | $455018.59         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-09-01      | 5.0000%  | 5.0000% | $1500000.00        | $284453.47         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-08-01      | 4.0000%  | 4.0000% | $801503.00         | $117178.35         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-12-01      | 5.0000%  | 5.0000% | $7542416.00        | $1602687.28        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-09-01      | 4.0000%  | 4.0000% | $2105000.00        | $616327.79         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2031-11-01      | 3.5000%  | 3.5000% | $280000.00         | $13642.36          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-09-01      | 6.5000%  | 6.5000% | $2177576.00        | $465229.73         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-01-01      | 7.0000%  | 7.0000% | $2500000.00        | $423030.76         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2032-03-01      | 2.0000%  | 2.0000% | $2442000.00        | $484046.69         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2032-11-01      | 3.5000%  | 3.5000% | $3012404.00        | $311331.00         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-01-01      | 3.5000%  | 3.5000% | $15000000.00       | $2501925.57        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2033-02-01      | 2.5000%  | 2.5000% | $1416000.00        | $236429.33         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2032-07-01      | 3.5000%  | 3.5000% | $622000.00         | $117879.93         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2043-03-01      | 3.0000%  | 3.0000% | $2200000.00        | $428021.30         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-11-01      | 4.5000%  | 4.5000% | $22250000.00       | $6008213.39        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-06-01      | 3.5000%  | 3.5000% | $51000000.00       | $13986729.12       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-09-01      | 4.0000%  | 4.0000% | $95358.00          | $8372.23           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-03-01      | 5.0000%  | 5.0000% | $275000.00         | $42717.83          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-06-01      | 3.5000%  | 3.5000% | $27228352.00       | $8697760.12        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2041-07-01      | 4.5000%  | 4.5000% | $1197206.00        | $291996.83         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-05-01      | 3.0000%  | 3.0000% | $4458000.00        | $759518.08         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-06-01      | 4.0000%  | 4.0000% | $480000.00         | $58301.97          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2030-02-01      | 3.0000%  | 3.0000% | $229000.00         | $48793.60          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-04-01      | 3.0000%  | 3.0000% | $800000.00         | $537915.47         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-10-01      | 4.5000%  | 4.5000% | $18500192.00       | $3874816.86        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-12-01      | 4.5000%  | 4.5000% | $7165352.00        | $780635.99         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-10-01      | 4.5000%  | 4.5000% | $8099984.00        | $2411941.31        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-10-01      | 3.5000%  | 3.5000% | $300000.00         | $13718.25          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-01-01      | 5.0000%  | 5.0000% | $110000.00         | $5548.16           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2034-03-01      | 4.0000%  | 4.0000% | $1507952.00        | $221930.82         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-04-01      | 4.5000%  | 4.5000% | $13672900.00       | $3309421.68        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-03-01      | 3.0000%  | 3.0000% | $2180016.00        | $332129.26         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-07-01      | 3.5000%  | 3.5000% | $25000000.00       | $2457709.00        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-02-01      | 2.0000%  | 2.0000% | $1051690.00        | $468371.14         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-12-01      | 3.5000%  | 3.5000% | $1741930.00        | $546163.37         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-02-01      | 2.5000%  | 2.5000% | $2015000.00        | $422227.50         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-05-01      | 4.0000%  | 4.0000% | $287109.00         | $68170.02          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-08-01      | 3.5000%  | 3.5000% | $1567000.00        | $808661.17         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-08-01      | 3.0000%  | 3.0000% | $225000.00         | $102587.82         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-12-01      | 2.0000%  | 2.0000% | $245000.00         | $159489.77         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-10-01      | 2.0000%  | 2.0000% | $1493066.00        | $702177.25         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-09-01      | 2.0000%  | 2.0000% | $7000000.00        | $4412308.33        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-04-01      | 3.0000%  | 3.0000% | $556405.00         | $437939.04         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-11-01      | 3.5000%  | 3.5000% | $1399820.00        | $522893.75         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-01-01      | 2.5000%  | 2.5000% | $7000000.00        | $4137403.21        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-02-01      | 2.0000%  | 2.0000% | $2135000.00        | $1221158.75        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-02-01      | 2.0000%  | 2.0000% | $100000.00         | $54969.48          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-07-01      | 2.5000%  | 2.5000% | $1357056.00        | $548744.98         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-03-01      | 3.5000%  | 3.5000% | $1842920.00        | $1324160.43        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-10-01      | 3.0000%  | 3.0000% | $560000.00         | $197631.03         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-06-01      | 3.5000%  | 3.5000% | $229290.00         | $162226.58         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-08-01      | 3.5000%  | 3.5000% | $18972544.00       | $9683311.20        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-11-01      | 2.0000%  | 2.0000% | $12043872.00       | $8287172.97        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-10-01      | 2.5000%  | 2.5000% | $1166230.00        | $757400.23         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-10-01      | 3.5000%  | 3.5000% | $677633.00         | $454225.32         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-12-01      | 3.0000%  | 3.0000% | $1089550.00        | $879319.81         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-02-01      | 5.0000%  | 5.0000% | $2618460.00        | $2549476.35        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-05-01      | 6.0000%  | 6.0000% | $23463008.00       | $19123970.84       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-01-01      | 8.0000%  | 8.0000% | $8817344.00        | $3580179.97        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-08-01      | 7.0000%  | 7.0000% | $1644556.00        | $1704700.71        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2039-06-01      | 6.0000%  | 6.0000% | $1256092.00        | $954407.86         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-09-01      | 5.5000%  | 5.5000% | $19034624.00       | $17866550.15       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-01      | 7.0000%  | 7.0000% | $17268288.00       | $18272299.52       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-10-01      | 5.5000%  | 5.5000% | $3046556.00        | $3057787.93        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-01-01      | 5.5000%  | 5.5000% | $2503856.00        | $2520309.48        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-02-01      | 5.0000%  | 5.0000% | $14525744.00       | $14353401.87       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-02-01      | 5.5000%  | 5.5000% | $21176544.00       | $21535113.31       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-02-01      | 4.5000%  | 4.5000% | $3836236.00        | $3713850.32        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-02-01      | 7.0000%  | 7.0000% | $1140000.00        | $1181427.71        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-11-01      | 4.0000%  | 4.0000% | $290000.00         | $243768.73         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-11-01      | 3.5000%  | 3.5000% | $1223594.00        | $737389.37         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-04-01      | 3.0000%  | 3.0000% | $1592988.00        | $1155530.17        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2042-06-01      | 3.5000%  | 3.5000% | $2410936.00        | $2015239.14        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-01      | 5.5000%  | 5.5000% | $2815300.00        | $2843726.04        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-05-01      | 3.0000%  | 3.0000% | $4654968.00        | $3358697.22        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-01      | 5.0000%  | 5.0000% | $4333200.00        | $4232486.98        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-03-01      | 3.0000%  | 3.0000% | $3003568.00        | $2160480.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-03-01      | 3.5000%  | 3.5000% | $61841.00          | $46671.57          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-02-01      | 3.0000%  | 3.0000% | $1233200.00        | $993046.56         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-03-01      | 3.0000%  | 3.0000% | $900000.00         | $576959.91         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-04-01      | 3.5000%  | 3.5000% | $860682.00         | $683174.03         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-04-01      | 3.5000%  | 3.5000% | $100000.00         | $55286.35          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-04-01      | 3.5000%  | 3.5000% | $42000.00          | $22034.18          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-05-01      | 3.5000%  | 3.5000% | $900000.00         | $690434.37         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-01      | 4.5000%  | 4.5000% | $4390480.00        | $4288314.51        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-08-01      | 6.0000%  | 6.0000% | $1701194.00        | $1766270.10        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2038-06-01      | 3.0000%  | 3.0000% | $169757.00         | $134604.06         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-09-01      | 4.5000%  | 4.5000% | $127800.00         | $98034.20          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-05-01      | 3.5000%  | 3.5000% | $27170.00          | $19617.69          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-09-01      | 3.0000%  | 3.0000% | $689500.00         | $544186.00         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-04-01      | 2.0000%  | 2.0000% | $107524.00         | $69479.97          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-04-01      | 3.5000%  | 3.5000% | $1027136.00        | $799425.50         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-06-01      | 2.5000%  | 2.5000% | $62610.00          | $41708.03          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-07-01      | 4.0000%  | 4.0000% | $253756.00         | $195957.10         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-07-01      | 4.0000%  | 4.0000% | $1768074.00        | $1195080.59        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-09-01      | 5.0000%  | 5.0000% | $119160160.00      | $92124950.30       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-09-01      | 3.0000%  | 3.0000% | $2323840.00        | $1633004.64        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-10-01      | 4.0000%  | 4.0000% | $84067.00          | $65967.46          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-11-01      | 3.0000%  | 3.0000% | $2857740.00        | $2291935.05        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-08-01      | 4.0000%  | 4.0000% | $1010832.00        | $919297.00         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-01      | 3.0000%  | 3.0000% | $3503580.00        | $2670573.08        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-01-01      | 4.0000%  | 4.0000% | $819680.00         | $648707.88         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-01-01      | 3.5000%  | 3.5000% | $513163.00         | $428864.65         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-08-01      | 6.0000%  | 6.0000% | $648130.00         | $401441.60         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-09-01      | 4.0000%  | 4.0000% | $37388.00          | $28624.01          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-07-01      | 5.0000%  | 5.0000% | $2105224.00        | $2008702.16        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-08-01      | 5.0000%  | 5.0000% | $2669208.00        | $1744047.70        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-08-01      | 5.0000%  | 5.0000% | $151316.00         | $110155.67         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-08-01      | 5.0000%  | 5.0000% | $2323444.00        | $2012348.09        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-10-01      | 5.0000%  | 5.0000% | $2776464.00        | $2130847.31        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-09-01      | 5.0000%  | 5.0000% | $2506588.00        | $1833087.83        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-09-01      | 5.0000%  | 5.0000% | $10132368.00       | $7924433.23        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-09-01      | 4.0000%  | 4.0000% | $3055448.00        | $2539631.06        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-10-01      | 4.5000%  | 4.5000% | $15777152.00       | $12574041.41       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-09-01      | 5.5000%  | 5.5000% | $450101.00         | $443803.92         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-10-01      | 4.5000%  | 4.5000% | $925000.00         | $774845.99         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-01      | 3.5000%  | 3.5000% | $98134.00          | $76899.88          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-02-01      | 6.5000%  | 6.5000% | $458851.00         | $382276.39         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-10-01      | 5.5000%  | 5.5000% | $1503754.00        | $1175621.74        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-09-01      | 5.0000%  | 5.0000% | $1255388.00        | $1102877.31        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-11-01      | 5.0000%  | 5.0000% | $116833.00         | $81954.41          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-11-01      | 5.5000%  | 5.5000% | $211000.00         | $151289.00         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-11-01      | 6.0000%  | 6.0000% | $205000.00         | $132426.90         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-10-01      | 5.5000%  | 5.5000% | $100000.00         | $74552.21          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-06-01      | 5.0000%  | 5.0000% | $750000.00         | $578364.06         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-10-01      | 5.0000%  | 5.0000% | $1811572.00        | $1669869.83        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-10-01      | 3.5000%  | 3.5000% | $40116.00          | $23381.50          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-11-01      | 4.0000%  | 4.0000% | $458572.00         | $352561.23         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-11-01      | 5.5000%  | 5.5000% | $3181696.00        | $2621531.92        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-01-01      | 4.5000%  | 4.5000% | $1162174.00        | $973906.39         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-12-01      | 6.5000%  | 6.5000% | $657295.00         | $536425.08         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-08-01      | 3.0000%  | 3.0000% | $1568790.00        | $1227702.46        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-08-01      | 5.5000%  | 5.5000% | $2690556.00        | $2480075.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-02-01      | 5.5000%  | 5.5000% | $4298100.00        | $2376591.10        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-01-01      | 5.0000%  | 5.0000% | $3684220.00        | $2463753.50        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-01-01      | 6.0000%  | 6.0000% | $2569672.00        | $1393294.68        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-01-01      | 6.5000%  | 6.5000% | $35000.00          | $19927.36          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-01-01      | 6.0000%  | 6.0000% | $2422124.00        | $1551239.97        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-02-01      | 6.0000%  | 6.0000% | $3687040.00        | $2637073.55        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-02-01      | 4.5000%  | 4.5000% | $2361528.00        | $1526188.58        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-02-01      | 6.5000%  | 6.5000% | $1670096.00        | $1158606.23        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-01      | 4.5000%  | 4.5000% | $1412032.00        | $1066285.21        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-02-01      | 6.5000%  | 6.5000% | $412410.00         | $340432.55         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-02-01      | 5.5000%  | 5.5000% | $400000.00         | $301923.91         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-01      | 5.0000%  | 5.0000% | $9232000.00        | $7695475.31        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-02-01      | 5.0000%  | 5.0000% | $202463.00         | $195266.10         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-02-01      | 5.5000%  | 5.5000% | $1054528.00        | $984173.99         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-02-01      | 6.5000%  | 6.5000% | $591609.00         | $435946.39         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-03-01      | 5.5000%  | 5.5000% | $4081976.00        | $3333666.68        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-01      | 4.5000%  | 4.5000% | $4345992.00        | $3167195.31        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-01      | 5.0000%  | 5.0000% | $2002636.00        | $1755250.85        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-03-01      | 5.5000%  | 5.5000% | $523030.00         | $387858.47         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-01      | 5.5000%  | 5.5000% | $1775434.00        | $1267285.40        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-01      | 6.5000%  | 6.5000% | $1884550.00        | $1687405.67        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-01      | 5.5000%  | 5.5000% | $4015072.00        | $3559093.53        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2038-03-01      | 5.0000%  | 5.0000% | $1054266.00        | $642281.04         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-01      | 6.5000%  | 6.5000% | $1082026.00        | $1094810.59        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-05-01      | 6.5000%  | 6.5000% | $682557.00         | $579138.18         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-01      | 6.0000%  | 6.0000% | $4133520.00        | $2083712.06        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-05-01      | 4.5000%  | 4.5000% | $897959.00         | $771071.56         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-01      | 5.0000%  | 5.0000% | $4419384.00        | $3480019.90        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-05-01      | 4.5000%  | 4.5000% | $2385624.00        | $2104577.83        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-05-01      | 4.5000%  | 4.5000% | $4217000.00        | $3563683.52        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-05-01      | 5.5000%  | 5.5000% | $2178724.00        | $1389847.27        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-06-01      | 5.5000%  | 5.5000% | $2406656.00        | $1458865.19        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-01      | 5.5000%  | 5.5000% | $2129208.00        | $2112334.25        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2038-05-01      | 4.0000%  | 4.0000% | $1051082.00        | $530072.44         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-06-01      | 6.5000%  | 6.5000% | $2015404.00        | $1821731.89        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-05-01      | 5.5000%  | 5.5000% | $3176000.00        | $2808241.56        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-05-01      | 6.0000%  | 6.0000% | $3581350.00        | $2170016.93        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-06-01      | 5.5000%  | 5.5000% | $5000000.00        | $4198054.37        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-01      | 5.5000%  | 5.5000% | $1903240.00        | $1528397.58        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-01      | 6.5000%  | 6.5000% | $2140556.00        | $1566047.96        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-01      | 6.5000%  | 6.5000% | $100000.00         | $59107.48          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-01      | 5.5000%  | 5.5000% | $977484.00         | $874148.58         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-09-01      | 5.5000%  | 5.5000% | $1232918.00        | $1188760.55        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2039-01-01      | 6.0000%  | 6.0000% | $1507992.00        | $1025124.33        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-01-01      | 3.5000%  | 3.5000% | $1275266.00        | $1126139.99        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-08-01      | 5.5000%  | 5.5000% | $10666208.00       | $9817077.13        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-09-01      | 5.5000%  | 5.5000% | $12642368.00       | $11870520.78       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-09-01      | 5.5000%  | 5.5000% | $3362040.00        | $2904394.17        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-08-01      | 5.5000%  | 5.5000% | $8655712.00        | $8612651.73        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-08-01      | 5.5000%  | 5.5000% | $1176068.00        | $916962.98         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-08-01      | 5.0000%  | 5.0000% | $101414.00         | $90618.00          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-08-01      | 5.5000%  | 5.5000% | $1345882.00        | $1149322.95        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-09-01      | 5.5000%  | 5.5000% | $1697732.00        | $1510161.87        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-09-01      | 5.5000%  | 5.5000% | $2265636.00        | $1674957.96        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-11-01      | 3.5000%  | 3.5000% | $39674.00          | $11107.37          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-01-01      | 4.5000%  | 4.5000% | $20540000.00       | $5961281.69        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-08-01      | 5.0000%  | 5.0000% | $950000.00         | $185418.99         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-10-01      | 4.5000%  | 4.5000% | $3047024.00        | $248240.86         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-11-01      | 4.5000%  | 4.5000% | $50179264.00       | $16106000.20       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-02-01      | 5.0000%  | 5.0000% | $6409336.00        | $545459.79         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-08-01      | 4.0000%  | 4.0000% | $109364.00         | $13504.34          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2034-04-01      | 3.5000%  | 3.5000% | $2124100.00        | $121906.78         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-08-01      | 4.0000%  | 4.0000% | $104205952.00      | $19166775.98       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-11-01      | 4.5000%  | 4.5000% | $43900000.00       | $3134497.19        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-03-01      | 3.5000%  | 3.5000% | $432694.00         | $97925.70          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-04-01      | 3.5000%  | 3.5000% | $79673472.00       | $15366822.62       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-04-01      | 3.0000%  | 3.0000% | $50000000.00       | $14858194.43       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-04-01      | 4.0000%  | 4.0000% | $4214168.00        | $997183.58         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-06-01      | 2.5000%  | 2.5000% | $100000000.00      | $45490764.00       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-06-01      | 2.5000%  | 2.5000% | $39005504.00       | $20072377.83       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-06-01      | 2.5000%  | 2.5000% | $175000000.00      | $79876758.57       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-09-01      | 2.0000%  | 2.0000% | $1148868.00        | $523249.96         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-08-01      | 2.5000%  | 2.5000% | $273000.00         | $107402.05         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-10-01      | 2.5000%  | 2.5000% | $174000000.00      | $91058826.69       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-11-01      | 1.5000%  | 1.5000% | $1010000.00        | $550136.63         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-11-01      | 4.0000%  | 4.0000% | $370000.00         | $105050.55         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-11-01      | 2.5000%  | 2.5000% | $190000.00         | $87981.92          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-10-01      | 4.5000%  | 4.5000% | $1615000.00        | $495634.32         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-02-01      | 2.5000%  | 2.5000% | $29021664.00       | $14036625.45       | Agency Mortgage-Backed Securities |

### Security 117: J.P. MORGAN WEALTH MANAGEMENT

- **C.1 - Title:** J.P. MORGAN WEALTH MANAGEMENT
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BYM6A7VM9, C.3 - LEI: 984500653R409CC5AB28
- **C.18 - Value (incl. sponsor support):** $625000000.00
- **C.18.a - Value (excl. sponsor support):** $625000000.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                             | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2035-05-01      | 5.0000%  | 5.0000% | $2600000.00        | $29910.83          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2033-02-01      | 2.5000%  | 2.5000% | $10092816.00       | $1135354.85        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2037-10-01      | 6.0000%  | 6.0000% | $2500000.00        | $15582.64          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2035-07-01      | 5.0000%  | 5.0000% | $39950000.00       | $342409.53         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2046-06-01      | 3.5000%  | 3.5000% | $374929.00         | $43379.84          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2047-01-01      | 3.0000%  | 3.0000% | $55000.00          | $10459.87          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2038-04-01      | 5.1050%  | 5.1050% | $13613808.00       | $146312.44         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2027-04-01      | 2.5000%  | 2.5000% | $924943.00         | $14157.45          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2035-06-01      | 6.2500%  | 6.2500% | $68307520.00       | $96740.95          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2036-05-01      | 6.7340%  | 6.7340% | $585000.00         | $7021.78           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2033-12-01      | 5.0000%  | 5.0000% | $939292.00         | $11489.01          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2028-07-01      | 3.0000%  | 3.0000% | $299000.00         | $9288.44           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2045-03-01      | 3.5000%  | 3.5000% | $4980000.00        | $786385.79         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2044-11-01      | 4.0000%  | 4.0000% | $1177030.00        | $84779.94          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2046-05-01      | 3.0000%  | 3.0000% | $2040000.00        | $758074.02         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2047-12-01      | 4.0000%  | 4.0000% | $19123840.00       | $3030736.36        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2038-01-01      | 6.4690%  | 6.4690% | $985000.00         | $125753.30         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-06-01      | 6.6600%  | 6.6600% | $15575648.00       | $222891.19         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2028-10-01      | 4.0000%  | 4.0000% | $185000.00         | $7182.97           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2041-06-01      | 5.0000%  | 5.0000% | $382000.00         | $44667.72          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2034-02-01      | 6.6250%  | 6.6250% | $4200000.00        | $6047.45           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2034-12-01      | 6.0060%  | 6.0060% | $2799999.00        | $15982.74          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-04-01      | 6.4100%  | 6.4100% | $5750000.00        | $80144.69          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-12-01      | 6.0000%  | 6.0000% | $3897688.00        | $3891244.98        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-03-01      | 4.5000%  | 4.5000% | $1264568.00        | $1058812.97        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-03-01      | 5.5000%  | 5.5000% | $1034194.00        | $820037.42         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2039-10-01      | 6.5000%  | 6.5000% | $3570628.00        | $3208290.59        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-05-01      | 5.5000%  | 5.5000% | $1942666.00        | $1957324.67        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-05-01      | 5.5000%  | 5.5000% | $1159624.00        | $1161388.15        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2044-06-01      | 5.5000%  | 5.5000% | $1000836.00        | $787745.32         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-08-01      | 6.5000%  | 6.5000% | $5565456.00        | $5393144.57        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-01      | 5.5000%  | 5.5000% | $2000000.00        | $2009138.80        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-10-01      | 5.0000%  | 5.0000% | $2284350.00        | $2255286.74        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-10-01      | 5.5000%  | 5.5000% | $4667680.00        | $4252461.04        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-01      | 4.5000%  | 4.5000% | $1519508.00        | $1459249.74        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-01      | 4.5000%  | 4.5000% | $4093720.00        | $3941909.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-01      | 5.5000%  | 5.5000% | $4136456.00        | $4109945.84        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-01      | 5.0000%  | 5.0000% | $2224824.00        | $2205469.50        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-01      | 4.5000%  | 4.5000% | $2746968.00        | $2657598.22        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-01      | 4.5000%  | 4.5000% | $863700.00         | $836137.48         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-01      | 5.0000%  | 5.0000% | $1887968.00        | $1861027.32        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-02-01      | 5.0000%  | 5.0000% | $7445968.00        | $6717278.32        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-01      | 4.5000%  | 4.5000% | $1424656.00        | $1385803.75        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-01      | 5.5000%  | 5.5000% | $4291830.00        | $4363930.83        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-05-01      | 6.5000%  | 6.5000% | $1782032.00        | $1829007.19        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-01      | 5.5000%  | 5.5000% | $8219470.00        | $8069352.15        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-08-01      | 5.5000%  | 5.5000% | $1300040.00        | $1328173.72        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-01      | 6.5000%  | 6.5000% | $8964688.00        | $9303395.61        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-01      | 5.5000%  | 5.5000% | $5059400.00        | $5157132.85        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-01      | 6.5000%  | 6.5000% | $1315954.00        | $1386863.05        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-01      | 5.5000%  | 5.5000% | $2596590.00        | $2643611.58        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-01      | 4.5000%  | 4.5000% | $7720968.00        | $7525689.61        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-01      | 5.5000%  | 5.5000% | $8003776.00        | $8161951.07        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-10-01      | 5.0000%  | 5.0000% | $1767688.00        | $1777952.57        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2041-11-01      | 4.5000%  | 4.5000% | $2000000.00        | $551363.49         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-09-01      | 3.5000%  | 3.5000% | $525000.00         | $220258.99         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-09-01      | 5.0000%  | 5.0000% | $10716368.00       | $2262252.23        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2031-02-01      | 3.9600%  | 3.9600% | $2201000.00        | $2136450.53        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2043-09-01      | 4.0000%  | 4.0000% | $4771168.00        | $1017770.13        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2042-07-01      | 6.6440%  | 6.6440% | $2215000.00        | $328198.80         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-07-01      | 3.1440%  | 3.1440% | $7510000.00        | $5791327.57        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2034-01-01      | 4.0000%  | 4.0000% | $1871952.00        | $590077.44         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-01-01      | 4.5000%  | 4.5000% | $10034448.00       | $511561.80         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-07-01      | 4.0000%  | 4.0000% | $1506000.00        | $986509.32         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-02-01      | 3.5000%  | 3.5000% | $1169758.00        | $984747.44         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2041-10-01      | 2.2650%  | 2.2650% | $3525000.00        | $2495504.65        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-01      | 4.5000%  | 4.5000% | $2588820.00        | $2331502.24        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-01      | 5.0000%  | 5.0000% | $11719376.00       | $10988536.03       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-01      | 5.5000%  | 5.5000% | $1544520.00        | $1581048.15        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-01      | 5.5000%  | 5.5000% | $18260864.00       | $18361223.69       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-01      | 5.5000%  | 5.5000% | $6930120.00        | $7058739.10        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-05-01      | 4.0000%  | 4.0000% | $2623000.00        | $1938848.24        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-05-01      | 4.5000%  | 4.5000% | $170400.00         | $107082.06         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-08-01      | 3.5000%  | 3.5000% | $1227112.00        | $1034087.21        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-08-01      | 5.0000%  | 5.0000% | $1700000.00        | $1056865.24        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-11-01      | 5.0000%  | 5.0000% | $14870032.00       | $11461105.89       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-11-01      | 4.0000%  | 4.0000% | $1598782.00        | $1234883.83        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-01-01      | 5.0000%  | 5.0000% | $6517360.00        | $5725771.71        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-02-01      | 5.5000%  | 5.5000% | $414894.00         | $340178.86         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-01      | 4.5000%  | 4.5000% | $64360.00          | $50557.98          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-06-01      | 5.5000%  | 5.5000% | $40000.00          | $38732.03          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-01      | 4.5000%  | 4.5000% | $4427248.00        | $3939720.73        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-01      | 4.5000%  | 4.5000% | $256604.00         | $241649.13         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2039-06-01      | 6.5000%  | 6.5000% | $4968640.00        | $3544150.52        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-01      | 5.5000%  | 5.5000% | $1181150.00        | $1162963.97        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-08-01      | 5.5000%  | 5.5000% | $1480346.00        | $1112686.27        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-04-01      | 4.6390%  | 4.6390% | $26398100.00       | $26721312.47       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-09-01      | 4.0000%  | 4.0000% | $105770.00         | $8165.96           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-09-01      | 3.0000%  | 3.0000% | $28530080.00       | $10333849.22       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-12-01      | 1.5000%  | 1.5000% | $1005000.00        | $543901.69         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2046-02-01      | 2.0000%  | 2.0000% | $25000000.00       | $14770784.92       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-03-01      | 2.0000%  | 2.0000% | $25981248.00       | $13995385.60       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-05-01      | 3.0000%  | 3.0000% | $2559580.00        | $1578162.07        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-06-01      | 2.0000%  | 2.0000% | $355167.00         | $212880.75         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-08-01      | 2.0000%  | 2.0000% | $90398336.00       | $47095355.36       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-11-01      | 3.0000%  | 3.0000% | $1959612.00        | $1310155.82        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-04-01      | 3.5000%  | 3.5000% | $954714.00         | $675227.44         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-01-01      | 4.5000%  | 4.5000% | $1793050.00        | $1477558.56        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-01      | 5.5000%  | 5.5000% | $3200000.00        | $2524798.57        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-09-01      | 4.5000%  | 4.5000% | $3015140.00        | $2587477.08        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-04-01      | 6.0000%  | 6.0000% | $62653.00          | $48287.74          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-01-01      | 5.0000%  | 5.0000% | $5823592.00        | $5521596.25        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-08-01      | 6.0000%  | 6.0000% | $4777000.00        | $4496874.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-01      | 4.5000%  | 4.5000% | $5259784.00        | $4994126.39        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-10-01      | 1.5000%  | 1.5000% | $32168128.00       | $28558342.46       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2044-12-01      | 4.0000%  | 4.0000% | $3226652.00        | $3075902.90        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-03-01      | 3.0000%  | 3.0000% | $28000.00          | $8974.41           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2041-05-01      | 1.5000%  | 1.5000% | $430000.00         | $255864.58         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-07-01      | 3.0000%  | 3.0000% | $21376288.00       | $12786508.56       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-12-01      | 3.0000%  | 3.0000% | $1397800.00        | $933421.01         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-12-01      | 3.0000%  | 3.0000% | $641239.00         | $426081.62         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-11-01      | 4.0000%  | 4.0000% | $2421390.00        | $1220236.06        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-05-01      | 3.0000%  | 3.0000% | $352500.00         | $235890.59         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-07-01      | 2.5000%  | 2.5000% | $16537580.00       | $10959105.34       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-04-01      | 1.5000%  | 1.5000% | $700000.00         | $466167.00         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-11-01      | 5.5000%  | 5.5000% | $3800000.00        | $2630353.39        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-09-01      | 3.0000%  | 3.0000% | $345000.00         | $233577.04         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-10-01      | 4.0000%  | 4.0000% | $3323960.00        | $2360238.37        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-11-01      | 5.0000%  | 5.0000% | $20628320.00       | $18370153.74       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-01-01      | 4.5000%  | 4.5000% | $403571.00         | $353026.44         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-05-01      | 3.5000%  | 3.5000% | $1909000.00        | $1526353.97        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-02-01      | 5.5000%  | 5.5000% | $750000.00         | $680985.26         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-11-01      | 6.5000%  | 6.5000% | $8382400.00        | $6420447.36        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-06-01      | 5.5000%  | 5.5000% | $100000.00         | $91255.06          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-02-01      | 7.0000%  | 7.0000% | $10000000.00       | $6334038.41        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-06-01      | 4.5000%  | 4.5000% | $15617792.00       | $14225842.64       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-09-01      | 5.0000%  | 5.0000% | $38584040.00       | $35225195.12       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-08-01      | 6.0000%  | 6.0000% | $9960368.00        | $9506571.69        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-12-01      | 3.5000%  | 3.5000% | $51371328.00       | $43994892.97       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-01      | 5.0000%  | 5.0000% | $10776288.00       | $10759755.02       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-08-01      | 6.0650%  | 6.0650% | $4746000.00        | $29503.25          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-04-01      | 5.6860%  | 5.6860% | $28400000.00       | $67942.70          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-07-01      | 6.0000%  | 6.0000% | $11313888.00       | $205524.31         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2038-05-01      | 6.3310%  | 6.3310% | $80018304.00       | $972589.56         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-12-01      | 2.5000%  | 2.5000% | $15342592.00       | $8381135.37        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-11-01      | 2.5000%  | 2.5000% | $2692000.00        | $548551.03         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-09-01      | 2.0000%  | 2.0000% | $30000000.00       | $10810915.47       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-09-01      | 5.0000%  | 5.0000% | $394268.00         | $73535.82          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-03-01      | 6.0000%  | 6.0000% | $4500000.00        | $3554826.25        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2044-02-01      | 7.5000%  | 7.5000% | $1278126.00        | $883959.51         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2044-03-01      | 7.5000%  | 7.5000% | $1110074.00        | $523559.42         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-07-01      | 3.0000%  | 3.0000% | $766710.00         | $537491.03         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-06-01      | 4.5000%  | 4.5000% | $177500.00         | $149568.95         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-06-01      | 5.5000%  | 5.5000% | $56413440.00       | $45840010.72       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2038-05-01      | 5.5000%  | 5.5000% | $2200000.00        | $1127755.68        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-08-01      | 4.5000%  | 4.5000% | $2740656.00        | $2364612.51        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-12-01      | 4.0000%  | 4.0000% | $10771536.00       | $8922766.18        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-01-01      | 3.5000%  | 3.5000% | $54371.00          | $49264.06          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2039-07-01      | 6.7060%  | 6.7060% | $8500000.00        | $193943.15         | Agency Mortgage-Backed Securities |

### Security 118: J.P. MORGAN WEALTH MANAGEMENT

- **C.1 - Title:** J.P. MORGAN WEALTH MANAGEMENT
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM63HKK1, C.3 - LEI: 984500653R409CC5AB28
- **C.18 - Value (incl. sponsor support):** $2200000000.00
- **C.18.a - Value (excl. sponsor support):** $2200000000.00
- **C.19 - Percentage of Net Assets:** 1.4300%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-11-10
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips) | 2026-08-15      | 0.0000%  | 0.0000% | $267413600.00      | $258966271.78      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-04-15      | 0.1250%  | 0.1250% | $183582400.00      | $225041632.23      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-12-31      | 3.8750%  | 3.8750% | $346720400.00      | $351999738.17      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-12-15      | 4.0000%  | 4.0000% | $345059200.00      | $351999371.89      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-02-15      | 4.2500%  | 4.2500% | $345204800.00      | $351999638.68      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-04-15      | 1.6250%  | 1.6250% | $339040000.00      | $351998080.67      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-09-30      | 3.6250%  | 3.6250% | $353600000.00      | $351995363.19      | U.S. Treasuries (including strips) |

### Security 119: J.P. MORGAN WEALTH MANAGEMENT

- **C.1 - Title:** J.P. MORGAN WEALTH MANAGEMENT
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BYM6A7RN2, C.3 - LEI: 984500653R409CC5AB28
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                             | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2041-11-01      | 6.5140%  | 6.5140% | $200000.00         | $7191.90           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2041-08-01      | 4.0000%  | 4.0000% | $9208448.00        | $605211.35         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-07-01      | 6.5190%  | 6.5190% | $36750360.00       | $334331.99         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2043-01-01      | 3.0000%  | 3.0000% | $138568.00         | $23499.64          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2034-04-01      | 5.5000%  | 5.5000% | $557413376.00      | $3904481.97        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-01-01      | 5.0000%  | 5.0000% | $11695000.00       | $1001246.68        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-10-01      | 6.0000%  | 6.0000% | $2007872.00        | $487315.55         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-04-01      | 6.5000%  | 6.5000% | $1031374.00        | $1068603.31        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-03-01      | 6.0000%  | 6.0000% | $8294656.00        | $7320936.95        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-06-01      | 6.0000%  | 6.0000% | $9763880.00        | $9543646.59        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-10-01      | 5.5000%  | 5.5000% | $1613800.00        | $1578246.32        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-01      | 5.5000%  | 5.5000% | $4076910.00        | $4072301.43        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-01      | 5.0000%  | 5.0000% | $2592748.00        | $2454384.44        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-01      | 5.5000%  | 5.5000% | $2950776.00        | $2417122.00        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-01      | 6.5000%  | 6.5000% | $7477048.00        | $6288600.69        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-02-01      | 6.5000%  | 6.5000% | $1302000.00        | $1355189.49        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-02-01      | 5.5000%  | 5.5000% | $3544560.00        | $3605037.22        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-01      | 6.5000%  | 6.5000% | $7816530.00        | $7183824.62        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-01      | 6.5000%  | 6.5000% | $1953064.00        | $2036599.71        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-01      | 6.0000%  | 6.0000% | $4414640.00        | $4199683.12        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-01      | 6.5000%  | 6.5000% | $2815470.00        | $2932392.31        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-01      | 5.5000%  | 5.5000% | $4273264.00        | $4351290.57        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-01      | 7.0000%  | 7.0000% | $2011750.00        | $2150382.77        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-01      | 6.0000%  | 6.0000% | $10278112.00       | $10559610.37       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-09-01      | 4.5000%  | 4.5000% | $3250970.00        | $3258437.47        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-01      | 5.5000%  | 5.5000% | $2022796.00        | $2059570.76        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-01      | 6.0000%  | 6.0000% | $19242784.00       | $19676502.29       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-01      | 5.0000%  | 5.0000% | $2388900.00        | $2388451.91        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-01      | 6.5000%  | 6.5000% | $4429880.00        | $4625852.92        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-01      | 6.0000%  | 6.0000% | $11902992.00       | $11723447.82       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-01      | 7.0000%  | 7.0000% | $3560850.00        | $3699480.94        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-01      | 7.0000%  | 7.0000% | $1388470.00        | $1465985.41        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-01      | 5.5000%  | 5.5000% | $4822216.00        | $4892127.00        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-01      | 6.5000%  | 6.5000% | $2373340.00        | $2491904.11        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-01      | 5.5000%  | 5.5000% | $15926160.00       | $16125513.81       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-01      | 6.0000%  | 6.0000% | $5939128.00        | $6093184.61        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-01      | 6.5000%  | 6.5000% | $3141840.00        | $3292240.66        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-01      | 5.5000%  | 5.5000% | $2346590.00        | $2385477.35        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-01      | 5.5000%  | 5.5000% | $6911080.00        | $7033786.08        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-01      | 7.0000%  | 7.0000% | $1021020.00        | $1090821.91        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-01      | 6.0000%  | 6.0000% | $80537856.00       | $82142408.54       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-01      | 6.5000%  | 6.5000% | $2337892.00        | $2461924.44        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-10-01      | 7.0000%  | 7.0000% | $1148000.00        | $1219198.83        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-10-01      | 5.0000%  | 5.0000% | $1331084.00        | $1336835.31        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-09-01      | 6.0000%  | 6.0000% | $1322352.00        | $1372657.35        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-01      | 5.0000%  | 5.0000% | $1154870.00        | $1157057.06        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-01      | 6.0000%  | 6.0000% | $6125600.00        | $6432261.82        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-10-01      | 6.5000%  | 6.5000% | $1117900.00        | $1185205.52        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-10-01      | 6.5000%  | 6.5000% | $2141150.00        | $2249408.92        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2046-06-01      | 3.0000%  | 3.0000% | $11940000.00       | $2444369.32        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2064-09-01      | 4.0000%  | 4.0000% | $97663232.00       | $89345191.45       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-08-01      | 3.5000%  | 3.5000% | $3255000.00        | $987765.83         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2057-09-01      | 3.5000%  | 3.5000% | $5509904.00        | $1783913.41        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-08-01      | 5.0000%  | 5.0000% | $636789.00         | $107878.21         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2034-05-01      | 3.5000%  | 3.5000% | $7876272.00        | $7273593.18        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2041-02-01      | 1.9800%  | 1.9800% | $2399232.00        | $1655662.01        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-10-01      | 3.0000%  | 3.0000% | $500000.00         | $55454.99          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-09-01      | 6.0190%  | 6.0190% | $1000000.00        | $97599.76          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-02-01      | 2.0000%  | 2.0000% | $37231616.00       | $26566712.77       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-01      | 7.0000%  | 7.0000% | $7099952.00        | $6599117.66        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-01      | 4.5000%  | 4.5000% | $5361250.00        | $5173074.93        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-01-01      | 5.5000%  | 5.5000% | $14735920.00       | $14028913.87       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-01      | 4.0000%  | 4.0000% | $2540240.00        | $2175619.01        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-01      | 5.5000%  | 5.5000% | $6073104.00        | $6196788.44        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-01      | 5.5000%  | 5.5000% | $21905248.00       | $22482248.77       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-01      | 7.0000%  | 7.0000% | $4118184.00        | $4395630.01        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-01      | 7.0000%  | 7.0000% | $2661540.00        | $2832290.91        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-09-01      | 6.0000%  | 6.0000% | $1684902.00        | $1744005.07        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2038-03-01      | 3.0000%  | 3.0000% | $678633.00         | $514394.23         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-08-01      | 5.0000%  | 5.0000% | $1279260.00        | $919992.65         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2038-08-01      | 3.0000%  | 3.0000% | $1036634.00        | $834066.95         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-01      | 5.0000%  | 5.0000% | $5634320.00        | $5038438.12        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-01      | 5.0000%  | 5.0000% | $20006912.00       | $16657000.10       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-08-01      | 5.5000%  | 5.5000% | $5560770.00        | $5084683.06        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2032-08-01      | 4.4900%  | 4.4900% | $19554000.00       | $19786652.39       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-02-01      | 3.5000%  | 3.5000% | $19124928.00       | $7414033.74        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-07-01      | 2.0000%  | 2.0000% | $26050000.00       | $14421129.97       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-10-01      | 4.0000%  | 4.0000% | $2065000.00        | $1599097.11        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-09-01      | 4.5000%  | 4.5000% | $3141196.00        | $2685639.48        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2039-10-01      | 6.5000%  | 6.5000% | $1681924.00        | $1413842.86        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-01      | 7.0000%  | 7.0000% | $38079552.00       | $28413015.19       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-02-01      | 5.5000%  | 5.5000% | $15000000.00       | $14916700.75       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-01      | 6.0000%  | 6.0000% | $32056384.00       | $32025738.11       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-01      | 6.5000%  | 6.5000% | $41505728.00       | $42050928.72       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-06-01      | 5.5000%  | 5.5000% | $10916640.00       | $10826608.47       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-01      | 6.0000%  | 6.0000% | $55963136.00       | $57593153.50       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-01      | 5.5000%  | 5.5000% | $16885140.00       | $17122594.98       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-01      | 6.0000%  | 6.0000% | $27159264.00       | $28178696.01       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-09-01      | 5.0000%  | 5.0000% | $1500000.00        | $284372.71         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-11-01      | 2.0000%  | 2.0000% | $1500000.00        | $816662.60         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-04-01      | 4.0000%  | 4.0000% | $70356736.00       | $17350185.33       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-06-01      | 2.0000%  | 2.0000% | $1098000.00        | $490861.67         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-09-01      | 2.5000%  | 2.5000% | $4405192.00        | $2404572.56        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-10-01      | 3.0000%  | 3.0000% | $1314010.00        | $794380.87         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-09-01      | 4.5000%  | 4.5000% | $10115216.00       | $5793095.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2042-01-01      | 1.5000%  | 1.5000% | $2525000.00        | $1598294.51        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-11-01      | 3.5000%  | 3.5000% | $25104864.00       | $15486391.41       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-04-01      | 3.5000%  | 3.5000% | $2032932.00        | $1585807.51        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-04-01      | 3.0000%  | 3.0000% | $4950000.00        | $3692139.30        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-06-01      | 3.5000%  | 3.5000% | $2500000.00        | $1867833.56        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-06-01      | 3.5000%  | 3.5000% | $7197080.00        | $5862579.61        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-05-01      | 3.0000%  | 3.0000% | $12368352.00       | $9564889.58        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-04-01      | 3.5000%  | 3.5000% | $3600084.00        | $2783282.72        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-02-01      | 6.5000%  | 6.5000% | $4000000.00        | $3338220.88        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-06-01      | 6.0000%  | 6.0000% | $32980608.00       | $28914203.44       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-03-01      | 3.5000%  | 3.5000% | $3952296.00        | $3373990.62        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-08-01      | 5.5000%  | 5.5000% | $1079000.00        | $1004835.73        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-07-01      | 5.0000%  | 5.0000% | $7916800.00        | $7529296.84        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-09-01      | 6.0000%  | 6.0000% | $4993440.00        | $5184920.11        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-07-01      | 5.5000%  | 5.5000% | $380410000.00      | $2897177.90        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2038-04-01      | 5.5000%  | 5.5000% | $380315520.00      | $2313554.95        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-09-01      | 5.5000%  | 5.5000% | $289892864.00      | $4499515.72        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-04-01      | 5.5000%  | 5.5000% | $498331487.00      | $5393897.96        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2031-10-01      | 2.0000%  | 2.0000% | $42000.00          | $5986.16           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-06-01      | 4.0000%  | 4.0000% | $469754.00         | $49623.08          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-06-01      | 4.5000%  | 4.5000% | $6999990.00        | $513400.92         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-06-01      | 3.5000%  | 3.5000% | $1000000.00        | $44785.46          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-06-01      | 1.5000%  | 1.5000% | $13789280.00       | $7508496.46        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-03-01      | 4.5000%  | 4.5000% | $34554112.00       | $30749078.99       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-01-01      | 3.0000%  | 3.0000% | $7880000.00        | $4966637.55        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2042-01-01      | 2.0000%  | 2.0000% | $14000000.00       | $8958819.64        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-06-01      | 2.5000%  | 2.5000% | $3215000.00        | $2073595.93        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-08-01      | 4.0000%  | 4.0000% | $362715.00         | $282018.97         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-10-01      | 4.0000%  | 4.0000% | $1179090.00        | $998141.57         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2043-12-01      | 7.0000%  | 7.0000% | $1980490.00        | $884174.80         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-01-01      | 5.0000%  | 5.0000% | $1520000.00        | $1384922.84        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2044-01-01      | 6.5000%  | 6.5000% | $9488992.00        | $5236452.01        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-02-01      | 5.0000%  | 5.0000% | $3283500.00        | $2850738.29        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-01      | 6.0000%  | 6.0000% | $2472000.00        | $2398082.04        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-09-01      | 3.5000%  | 3.5000% | $1504650.00        | $1454924.28        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-09-01      | 4.0000%  | 4.0000% | $30709440.00       | $30288973.16       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2039-01-01      | 5.5000%  | 5.5000% | $471700000.00      | $3531028.12        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-12-01      | 5.5000%  | 5.5000% | $92254080.00       | $2073378.72        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2039-12-01      | 5.5000%  | 5.5000% | $319554560.00      | $4138668.08        | Agency Mortgage-Backed Securities |

### Security 120: J.P. MORGAN WEALTH MANAGEMENT

- **C.1 - Title:** J.P. MORGAN WEALTH MANAGEMENT
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BYM6A7UJ7, C.3 - LEI: 984500653R409CC5AB28
- **C.18 - Value (incl. sponsor support):** $875000000.00
- **C.18.a - Value (excl. sponsor support):** $875000000.00
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                             | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2049-01-01      | 3.0000%  | 3.0000% | $1564396.00        | $213812.52         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2043-12-25      | 3.5000%  | 3.5000% | $60280000.00       | $40003627.40       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2033-07-01      | 5.5000%  | 5.5000% | $96578560.00       | $473634.68         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2041-06-01      | 4.5000%  | 4.5000% | $12000000.00       | $306536.72         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2044-07-01      | 5.0000%  | 5.0000% | $155085.00         | $24082.60          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2046-10-01      | 3.0000%  | 3.0000% | $2696000.00        | $699137.12         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2033-01-01      | 2.5000%  | 2.5000% | $1000000.00        | $131612.95         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2034-01-01      | 3.5000%  | 3.5000% | $67493.00          | $6072.87           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2030-08-01      | 2.5000%  | 2.5000% | $736169.00         | $56402.55          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2030-09-01      | 2.5000%  | 2.5000% | $335925.00         | $42055.53          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2030-09-01      | 2.5000%  | 2.5000% | $401657.00         | $52598.24          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2030-11-01      | 2.5000%  | 2.5000% | $404766.00         | $52166.01          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2031-06-01      | 2.5000%  | 2.5000% | $443348.00         | $62643.07          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2031-07-01      | 2.5000%  | 2.5000% | $522523.00         | $72863.78          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2031-11-01      | 2.5000%  | 2.5000% | $642819.00         | $89030.54          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2043-05-01      | 3.0000%  | 3.0000% | $29420.00          | $6142.18           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2033-04-01      | 3.5000%  | 3.5000% | $1597910.00        | $210409.23         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2043-05-01      | 3.0000%  | 3.0000% | $94523.00          | $20951.80          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2044-08-01      | 3.5000%  | 3.5000% | $25192512.00       | $2294737.60        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2045-07-01      | 4.0000%  | 4.0000% | $1980500.00        | $351340.81         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-01-01      | 5.5000%  | 5.5000% | $1957834.00        | $1913667.36        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-01-01      | 6.5000%  | 6.5000% | $2787736.00        | $2806473.13        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-04-01      | 5.5000%  | 5.5000% | $423961.00         | $422265.21         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-03-01      | 5.5000%  | 5.5000% | $400285.00         | $398765.17         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-05-01      | 5.5000%  | 5.5000% | $269782.00         | $227068.74         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-08-01      | 5.5000%  | 5.5000% | $2823008.00        | $2522985.98        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-06-01      | 5.5000%  | 5.5000% | $3247808.00        | $3147685.82        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-01-01      | 5.0000%  | 5.0000% | $2007228.00        | $1988059.99        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-07-01      | 5.5000%  | 5.5000% | $285850.00         | $286013.25         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-09-01      | 5.5000%  | 5.5000% | $679806.00         | $680178.43         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-07-01      | 5.5000%  | 5.5000% | $2148764.00        | $2140632.78        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-08-01      | 5.0000%  | 5.0000% | $1068490.00        | $1052590.90        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-09-01      | 5.5000%  | 5.5000% | $226724.00         | $209778.40         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-09-01      | 6.0000%  | 6.0000% | $3578152.00        | $3543351.44        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-09-01      | 5.5000%  | 5.5000% | $4959520.00        | $4488709.85        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-10-01      | 5.5000%  | 5.5000% | $3650570.00        | $3341352.41        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-10-01      | 5.0000%  | 5.0000% | $2169000.00        | $1815641.67        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-09-01      | 5.5000%  | 5.5000% | $1160990.00        | $1114874.43        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-10-01      | 5.5000%  | 5.5000% | $451301.00         | $346939.73         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-01      | 4.5000%  | 4.5000% | $2376250.00        | $2278894.78        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-01      | 5.5000%  | 5.5000% | $8067024.00        | $7075554.99        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-01      | 4.5000%  | 4.5000% | $7085952.00        | $6757395.16        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-01      | 5.5000%  | 5.5000% | $2734120.00        | $2751503.92        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-01      | 5.5000%  | 5.5000% | $1000322.00        | $1012025.50        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-01      | 5.0000%  | 5.0000% | $4932264.00        | $4898650.69        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-01-01      | 5.0000%  | 5.0000% | $973657.00         | $871472.54         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-01      | 5.0000%  | 5.0000% | $5585600.00        | $5421410.98        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-01      | 5.0000%  | 5.0000% | $1895302.00        | $1785209.15        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-01-01      | 6.5000%  | 6.5000% | $15016528.00       | $14690055.13       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-06-01      | 5.0000%  | 5.0000% | $3926436.00        | $3941361.66        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-01      | 5.5000%  | 5.5000% | $3318296.00        | $3402414.72        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-02-01      | 6.0000%  | 6.0000% | $3567208.00        | $3641301.61        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-01      | 7.0000%  | 7.0000% | $1012552.00        | $1074422.51        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-01      | 5.0000%  | 5.0000% | $1816260.00        | $1777067.89        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-01-01      | 6.0000%  | 6.0000% | $1617440.00        | $1545134.18        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-01-01      | 5.5000%  | 5.5000% | $108147.00         | $108740.97         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-02-01      | 5.0000%  | 5.0000% | $49769.00          | $49240.73          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-01      | 5.5000%  | 5.5000% | $1243942.00        | $1261715.02        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-01      | 5.0000%  | 5.0000% | $1055380.00        | $1047726.00        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-01      | 5.0000%  | 5.0000% | $6363136.00        | $6307502.95        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-01      | 5.0000%  | 5.0000% | $1080902.00        | $1076096.35        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-01      | 5.5000%  | 5.5000% | $1002640.00        | $1025261.91        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-01      | 5.5000%  | 5.5000% | $2928576.00        | $3001520.81        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-01      | 5.5000%  | 5.5000% | $6271600.00        | $6384582.77        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-01      | 5.5000%  | 5.5000% | $2899940.00        | $2941243.67        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-01      | 6.0000%  | 6.0000% | $23887072.00       | $24447191.43       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-01      | 6.5000%  | 6.5000% | $1369950.00        | $1445354.23        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-07-01      | 5.0000%  | 5.0000% | $1167016.00        | $1176426.30        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-01      | 5.5000%  | 5.5000% | $17183232.00       | $17328337.44       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-01      | 6.5000%  | 6.5000% | $794865.00         | $835795.09         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-01      | 4.5000%  | 4.5000% | $8647696.00        | $7792061.50        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-07-01      | 6.0000%  | 6.0000% | $1059602.00        | $1093013.44        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-07-01      | 6.0000%  | 6.0000% | $2276268.00        | $2335036.77        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-08-01      | 5.5000%  | 5.5000% | $1347100.00        | $1378421.59        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-01      | 6.0000%  | 6.0000% | $1037726.00        | $1083607.42        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-01      | 6.5000%  | 6.5000% | $1864846.00        | $1962640.98        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-01      | 5.5000%  | 5.5000% | $10268800.00       | $10436752.81       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-01      | 5.5000%  | 5.5000% | $3614564.00        | $3679227.53        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-08-01      | 6.0000%  | 6.0000% | $1372050.00        | $1420871.32        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2046-08-01      | 4.0000%  | 4.0000% | $2840000.00        | $788178.68         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-05-01      | 3.5000%  | 3.5000% | $565000.00         | $149170.10         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2046-11-01      | 3.5000%  | 3.5000% | $18205000.00       | $3092481.37        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-08-01      | 3.5000%  | 3.5000% | $2205228.00        | $1520873.79        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-11-01      | 4.0000%  | 4.0000% | $126177.00         | $31090.46          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-07-01      | 5.0000%  | 5.0000% | $85000.00          | $7475.83           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-03-01      | 2.5000%  | 2.5000% | $100000.00         | $32894.59          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-08-01      | 4.0000%  | 4.0000% | $1967732.00        | $347074.67         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-09-01      | 4.5000%  | 4.5000% | $1975000.00        | $213118.19         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2032-01-01      | 2.5000%  | 2.5000% | $2222000.00        | $284700.97         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2031-09-01      | 1.7480%  | 1.7480% | $72726016.00       | $60976502.50       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-11-01      | 2.5000%  | 2.5000% | $7073000.00        | $1921538.58        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-12-01      | 2.5000%  | 2.5000% | $1403352.00        | $502164.14         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-09-01      | 2.5000%  | 2.5000% | $199900000.00      | $98496849.27       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-12-01      | 2.0000%  | 2.0000% | $1500258.00        | $919409.23         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-11-01      | 3.0000%  | 3.0000% | $376365.00         | $272744.30         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-01      | 5.5000%  | 5.5000% | $15481536.00       | $15682123.65       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2045-05-01      | 6.0000%  | 6.0000% | $1282038.00        | $1283116.50        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-07-01      | 3.5000%  | 3.5000% | $27185.00          | $20868.52          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-01      | 6.5000%  | 6.5000% | $17607136.00       | $18084824.16       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-01      | 5.5000%  | 5.5000% | $15399136.00       | $15618327.92       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-01      | 4.5000%  | 4.5000% | $2523116.00        | $2464694.58        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-03-01      | 3.0000%  | 3.0000% | $439683.00         | $335626.65         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-08-01      | 3.0000%  | 3.0000% | $361798.00         | $185073.52         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-03-01      | 5.0000%  | 5.0000% | $2697900.00        | $2598628.16        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-05-01      | 4.5000%  | 4.5000% | $3242304.00        | $2728684.29        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-05-01      | 5.5000%  | 5.5000% | $5071968.00        | $4140396.49        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-08-01      | 5.5000%  | 5.5000% | $3562816.00        | $2518119.49        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-12-01      | 4.5000%  | 4.5000% | $19235000.00       | $4731514.88        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-02-01      | 3.5000%  | 3.5000% | $1200000.00        | $450756.85         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-06-01      | 4.5000%  | 4.5000% | $350000.00         | $46135.23          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-10-01      | 4.5000%  | 4.5000% | $9405040.00        | $572286.15         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-07-01      | 4.0000%  | 4.0000% | $495000.00         | $36973.25          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-10-01      | 4.5000%  | 4.5000% | $6979312.00        | $1680381.73        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-07-01      | 3.5000%  | 3.5000% | $93000.00          | $9320.09           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2039-05-01      | 6.0000%  | 6.0000% | $1657924.00        | $162842.94         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-10-01      | 3.0000%  | 3.0000% | $100000.00         | $57154.89          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-02-01      | 4.5000%  | 4.5000% | $1047516.00        | $574319.26         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2041-04-01      | 2.5000%  | 2.5000% | $1713000.00        | $1036177.86        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-09-01      | 2.5000%  | 2.5000% | $50000.00          | $31316.30          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-06-01      | 3.0000%  | 3.0000% | $5265840.00        | $3497365.91        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-11-01      | 3.0000%  | 3.0000% | $26000.00          | $17025.38          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-02-01      | 2.0000%  | 2.0000% | $75004080.00       | $46439703.34       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-04-01      | 3.0000%  | 3.0000% | $40250.00          | $28903.19          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-07-01      | 3.0000%  | 3.0000% | $112950.00         | $90455.68          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-07-01      | 4.0000%  | 4.0000% | $141265.00         | $102143.34         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-07-01      | 4.5000%  | 4.5000% | $2732136.00        | $2013672.77        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-08-01      | 4.5000%  | 4.5000% | $11703520.00       | $9884341.53        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-02-01      | 7.0000%  | 7.0000% | $2236148.00        | $1705446.44        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-01      | 5.0000%  | 5.0000% | $2775000.00        | $2377778.17        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-01      | 7.0000%  | 7.0000% | $1538028.00        | $1292951.02        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-01      | 6.0000%  | 6.0000% | $2100000.00        | $1708188.04        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-08-01      | 5.0000%  | 5.0000% | $206365.00         | $177983.07         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-10-01      | 6.5000%  | 6.5000% | $88708.00          | $68793.44          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-01-01      | 7.0000%  | 7.0000% | $15429072.00       | $5325096.05        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-03-01      | 5.5000%  | 5.5000% | $150280704.00      | $142783819.68      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-01      | 7.0000%  | 7.0000% | $9640320.00        | $9032428.41        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-05-01      | 3.0000%  | 3.0000% | $17326464.00       | $15149558.97       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2042-08-01      | 2.0000%  | 2.0000% | $26554176.00       | $22787327.77       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-04-01      | 2.0000%  | 2.0000% | $1467000.00        | $837159.59         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2041-07-01      | 2.5000%  | 2.5000% | $1200000.00        | $774004.74         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-08-01      | 2.0000%  | 2.0000% | $570000.00         | $292428.42         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-01-01      | 2.0000%  | 2.0000% | $1963000.00        | $1247451.31        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-07-01      | 3.5000%  | 3.5000% | $3341520.00        | $2481725.87        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-07-01      | 3.0000%  | 3.0000% | $5289480.00        | $3680979.68        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2038-01-01      | 5.0000%  | 5.0000% | $2209070.00        | $1394638.48        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-01      | 4.5000%  | 4.5000% | $25787200.00       | $20861208.13       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-08-01      | 3.5000%  | 3.5000% | $182957.00         | $146020.48         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-01      | 4.0000%  | 4.0000% | $2750000.00        | $2174462.39        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-04-01      | 3.5000%  | 3.5000% | $9418400.00        | $7690267.60        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-10-01      | 5.5000%  | 5.5000% | $17348512.00       | $16015798.74       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-01      | 4.0000%  | 4.0000% | $195989.00         | $182908.21         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-11-01      | 5.5000%  | 5.5000% | $5350000.00        | $77722.20          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-02-01      | 6.5000%  | 6.5000% | $2226690.00        | $57569.59          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2043-09-01      | 4.5000%  | 4.5000% | $3200000.00        | $475724.37         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2046-08-01      | 2.5000%  | 2.5000% | $3590000.00        | $654083.34         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-04-01      | 3.0000%  | 3.0000% | $1865440.00        | $121391.58         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-07-01      | 2.0000%  | 2.0000% | $1000000.00        | $535228.29         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-12-01      | 2.0000%  | 2.0000% | $20000.00          | $10194.70          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-04-01      | 3.0000%  | 3.0000% | $4996000.00        | $3498405.62        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-05-01      | 4.5000%  | 4.5000% | $1426390.00        | $1188829.61        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2039-07-01      | 5.0000%  | 5.0000% | $106676.00         | $79853.71          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-01      | 6.5000%  | 6.5000% | $73131008.00       | $75222748.80       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-01      | 7.5000%  | 7.5000% | $275250.00         | $293622.84         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-02-01      | 5.5000%  | 5.5000% | $229197568.00      | $855550.94         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2039-10-01      | 5.5000%  | 5.5000% | $200999999.00      | $2401971.43        | Agency Mortgage-Backed Securities |

### Security 121: J.P. MORGAN WEALTH MANAGEMENT

- **C.1 - Title:** J.P. MORGAN WEALTH MANAGEMENT
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BYM4H5HX3, C.3 - LEI: 984500653R409CC5AB28
- **C.18 - Value (incl. sponsor support):** $1495000000.00
- **C.18.a - Value (excl. sponsor support):** $1495000000.00
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-12-30
- **C.12 - Maturity Date (WAL):** 2025-12-30
- **C.13 - Final Legal Maturity Date:** 2025-12-30
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                                         | Maturity Date   | Coupon   | Yield    | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation           | 2028-12-26      | 10.7540% | 10.7540% | $61175296.00       | $36584545.65       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                   | 2039-10-01      | 4.5000%  | 4.5000%  | $241000.00         | $202904.99         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                   | 2051-07-01      | 3.0000%  | 3.0000%  | $50000.00          | $29881.55          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                   | 2052-04-01      | 3.5000%  | 3.5000%  | $3694000.00        | $2469745.11        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                   | 2052-08-01      | 3.0000%  | 3.0000%  | $10511.00          | $8842.61           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                   | 2054-02-01      | 8.0000%  | 8.0000%  | $18044128.00       | $8627940.03        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                   | 2052-11-01      | 5.5000%  | 5.5000%  | $855010.00         | $770888.47         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                   | 2054-02-01      | 6.0000%  | 6.0000%  | $1260162.00        | $1177349.82        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                   | 2054-09-01      | 5.5000%  | 5.5000%  | $112406.00         | $96600.98          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                   | 2052-04-01      | 4.0000%  | 4.0000%  | $135000.00         | $98910.93          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                   | 2039-12-01      | 4.0000%  | 4.0000%  | $1561908.00        | $1443250.42        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                   | 2040-05-01      | 5.5000%  | 5.5000%  | $1008328.00        | $1014000.37        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation     | 2042-12-25      | 1.7500%  | 1.7500%  | $29743296.00       | $3319192.98        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation     | 2033-02-25      | 5.0000%  | 5.0000%  | $2000000.00        | $342858.46         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation     | 2043-04-25      | 5.0000%  | 5.0000%  | $2000000.00        | $273800.68         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation     | 2033-10-25      | 3.0000%  | 3.0000%  | $1100000.00        | $608820.25         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation     | 2026-09-25      | 2.4990%  | 2.4990%  | $240000.00         | $119504.07         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation     | 2045-06-25      | 2.5000%  | 2.5000%  | $7000000.00        | $1128272.51        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation     | 2046-12-25      | 3.0000%  | 3.0000%  | $8000000.00        | $6926669.32        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation     | 2054-06-25      | 5.6560%  | 5.6560%  | $20000000.00       | $16764972.90       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation     | 2051-07-25      | 5.0000%  | 5.0000%  | $39292160.00       | $37738248.80       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation     | 2055-09-25      | 5.5590%  | 5.5590%  | $24083872.00       | $24189604.58       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation           | 2042-05-15      | 3.5000%  | 3.5000%  | $13000.00          | $11395.62          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation           | 2042-05-15      | 4.0000%  | 4.0000%  | $7064000.00        | $6592832.76        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation           | 2042-09-15      | 3.5000%  | 3.5000%  | $999999.00         | $209941.54         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation           | 2033-01-15      | 5.0000%  | 5.0000%  | $1440000.00        | $132455.69         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation           | 2043-04-15      | 2.2500%  | 2.2500%  | $27896704.00       | $1955543.72        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation           | 2046-08-15      | 3.0000%  | 3.0000%  | $1800000.00        | $242247.08         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation           | 2046-08-15      | 3.0000%  | 3.0000%  | $8407000.00        | $5408133.18        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation           | 2042-10-15      | 0.0000%  | 0.0000%  | $753845.00         | $210330.35         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation           | 2047-12-15      | 3.0000%  | 3.0000%  | $9916000.00        | $8632578.72        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation           | 2048-02-15      | 3.5000%  | 3.5000%  | $700000.00         | $543448.19         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation           | 2048-08-15      | 3.0000%  | 3.0000%  | $10852192.00       | $596203.36         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation           | 2033-07-25      | 4.5000%  | 4.5000%  | $2800000.00        | $2839113.20        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                 | 2053-11-25      | 5.0000%  | 5.0000%  | $20575500.00       | $19667307.56       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities             | 2044-09-01      | 4.5000%  | 4.5000%  | $1549000.00        | $168080.33         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation           | 2037-03-15      | 4.7860%  | 4.7860%  | $50000000.00       | $1808205.48        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation           | 2037-06-15      | 7.7490%  | 7.7490%  | $9681000.00        | $162323.27         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities             | 2054-09-01      | 7.0000%  | 7.0000%  | $1438102.00        | $888241.13         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities             | 2054-11-01      | 5.5000%  | 5.5000%  | $46990.00          | $46632.53          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities             | 2054-11-01      | 5.0000%  | 5.0000%  | $938875.00         | $925681.79         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities             | 2040-09-01      | 6.0000%  | 6.0000%  | $1471632.00        | $1528126.97        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities             | 2040-09-01      | 5.5000%  | 5.5000%  | $1088952.00        | $1120587.75        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities             | 2055-09-01      | 5.0000%  | 5.0000%  | $2196084.00        | $2208087.30        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities             | 2055-10-01      | 6.0000%  | 6.0000%  | $1991806.00        | $2063005.76        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities             | 2055-10-01      | 5.0000%  | 5.0000%  | $1827306.00        | $1836955.59        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities             | 2055-10-01      | 5.0000%  | 5.0000%  | $3480568.00        | $3469554.71        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities             | 2056-08-01      | 4.0000%  | 4.0000%  | $500000.00         | $142702.00         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities             | 2048-08-01      | 4.0000%  | 4.0000%  | $1134614.00        | $296678.84         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities             | 2048-09-01      | 4.0000%  | 4.0000%  | $936000.00         | $83138.28          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities             | 2050-12-01      | 2.0000%  | 2.0000%  | $62045.00          | $35840.08          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities             | 2036-03-01      | 1.5000%  | 1.5000%  | $164318.00         | $82263.18          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities             | 2052-04-01      | 3.5000%  | 3.5000%  | $862888.00         | $575422.62         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities             | 2040-09-01      | 5.5000%  | 5.5000%  | $1637590.00        | $1690878.08        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities             | 2055-09-01      | 5.5000%  | 5.5000%  | $13297680.00       | $13515290.62       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities             | 2040-10-01      | 6.0000%  | 6.0000%  | $1293538.00        | $1343130.09        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities             | 2040-09-01      | 4.5000%  | 4.5000%  | $1324938.00        | $1327981.38        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities             | 2054-01-01      | 3.5000%  | 3.5000%  | $100172.00         | $82083.88          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities             | 2036-09-01      | 2.0000%  | 2.0000%  | $4073552.00        | $2092535.23        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities             | 2052-02-01      | 2.5000%  | 2.5000%  | $68241.00          | $49055.07          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities             | 2052-09-01      | 4.0000%  | 4.0000%  | $1207048.00        | $926969.48         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities             | 2055-02-01      | 7.5000%  | 7.5000%  | $1029518.00        | $1130498.56        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities             | 2045-04-01      | 7.0000%  | 7.0000%  | $3283624.00        | $3297768.53        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities             | 2036-11-01      | 6.0000%  | 6.0000%  | $29263744.00       | $602894.62         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities             | 2031-11-01      | 3.5000%  | 3.5000%  | $1544000.00        | $51694.75          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities             | 2032-11-01      | 2.5000%  | 2.5000%  | $1000000.00        | $139974.61         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities             | 2052-04-01      | 4.0000%  | 4.0000%  | $88392.00          | $59100.49          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities             | 2052-10-01      | 4.5000%  | 4.5000%  | $3903144.00        | $3030344.16        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities             | 2033-06-01      | 5.0000%  | 5.0000%  | $340000.00         | $179995.42         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                   | 2055-03-01      | 7.0000%  | 7.0000%  | $1643950.00        | $1726471.56        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                   | 2055-06-01      | 5.0000%  | 5.0000%  | $2271150.00        | $2267796.25        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                   | 2055-07-01      | 5.5000%  | 5.5000%  | $1140674.00        | $1155282.86        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                   | 2055-09-01      | 6.5000%  | 6.5000%  | $10006400.00       | $10411556.27       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                   | 2055-10-01      | 6.0000%  | 6.0000%  | $10974800.00       | $11333932.03       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                   | 2055-10-01      | 5.5000%  | 5.5000%  | $23136928.00       | $23660113.08       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                   | 2055-09-01      | 6.0000%  | 6.0000%  | $451788800.00      | $467854560.17      | Agency Collateralized Mortgage Obligation |
| FHLMC MULTI SCR 2021-MN1 M-2 20510125 FLT-Agency Collateralized Mortgage Obligation | 2051-01-25      | 8.1060%  | 8.1060%  | $13451000.00       | $13867777.04       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation           | 2041-07-25      | 9.8560%  | 9.8560%  | $882000.00         | $883200.30         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation  | 2043-08-20      | 4.0000%  | 4.0000%  | $700000.00         | $623998.91         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation  | 2046-03-20      | 4.6490%  | 4.6490%  | $12754860.00       | $1733122.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation  | 2060-04-16      | 2.6000%  | 2.6000%  | $1538000.00        | $386670.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation  | 2063-06-16      | 2.3500%  | 2.3500%  | $91300000.00       | $81238106.49       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation  | 2052-04-20      | 3.0000%  | 3.0000%  | $156552704.00      | $139613425.54      | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation  | 2053-12-20      | 4.5000%  | 4.5000%  | $71170560.00       | $67910138.53       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation  | 2051-07-20      | 4.0000%  | 4.0000%  | $72990592.00       | $71767345.28       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation  | 2053-04-20      | 5.1880%  | 5.1880%  | $20000000.00       | $14067504.67       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation  | 2053-07-20      | 1.5610%  | 1.5610%  | $100000000.00      | $2368364.25        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation  | 2054-01-20      | 5.5380%  | 5.5380%  | $100000000.00      | $48145069.05       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation  | 2054-04-20      | 5.6380%  | 5.6380%  | $31700000.00       | $21426318.36       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation  | 2054-06-20      | 5.6080%  | 5.6080%  | $15060100.00       | $8209030.87        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation  | 2054-07-20      | 6.0000%  | 6.0000%  | $100000000.00      | $81392330.19       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation  | 2049-09-20      | 3.5000%  | 3.5000%  | $18466880.00       | $16560026.75       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation  | 2055-03-20      | 6.1840%  | 6.1840%  | $100000.00         | $99838.22          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation  | 2055-04-20      | 5.6880%  | 5.6880%  | $20000000.00       | $19789295.10       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation  | 2055-04-20      | 5.4380%  | 5.4380%  | $35373000.00       | $34722680.18       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation  | 2055-05-20      | 6.0000%  | 6.0000%  | $200000000.00      | $199367091.74      | Agency Collateralized Mortgage Obligation |

### Security 122: J.P. MORGAN WEALTH MANAGEMENT

- **C.1 - Title:** J.P. MORGAN WEALTH MANAGEMENT
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BYM4H5GL0, C.3 - LEI: 984500653R409CC5AB28
- **C.18 - Value (incl. sponsor support):** $352000000.00
- **C.18.a - Value (excl. sponsor support):** $352000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-07
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2048-09-15      | 4.0000%  | 4.0000% | $44457408.00       | $1803570.08        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2045-09-15      | 3.5000%  | 3.5000% | $113294560.00      | $2472882.08        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2032-09-01      | 3.5000%  | 3.5000% | $264000.00         | $33494.51          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-01-01      | 6.5000%  | 6.5000% | $1030000.00        | $626531.79         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-09-01      | 3.0000%  | 3.0000% | $492316.00         | $244760.28         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-11-01      | 3.0000%  | 3.0000% | $7826056.00        | $4950064.74        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-09-01      | 4.5000%  | 4.5000% | $1917000.00        | $1527434.31        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-04-01      | 5.5000%  | 5.5000% | $2202636.00        | $2186515.19        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-09-01      | 7.5000%  | 7.5000% | $1646550.00        | $1551363.10        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-06-01      | 2.5000%  | 2.5000% | $505000.00         | $191315.03         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2035-06-01      | 3.5000%  | 3.5000% | $3290944.00        | $2700873.99        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2027-09-20      | 7.5000%  | 7.5000% | $2999949.00        | $23786.03          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2040-05-01      | 5.5000%  | 5.5000% | $1654066.00        | $1653968.26        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2045-04-25      | 2.0000%  | 2.0000% | $28680000.00       | $1216439.90        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-04-25      | 2.0000%  | 2.0000% | $5000000.00        | $3305115.33        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-01-25      | 5.8060%  | 5.8060% | $14307600.00       | $12758802.87       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2051-08-25      | 2.0000%  | 2.0000% | $1745000.00        | $991210.80         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-04-25      | 0.1250%  | 0.1250% | $15160100.00       | $9710078.47        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2032-01-25      | 4.7580%  | 4.7580% | $3000000.00        | $3069491.50        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-03-25      | 5.0000%  | 5.0000% | $1382980.00        | $1355822.11        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2052-08-25      | 5.0000%  | 5.0000% | $9174720.00        | $8572391.90        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2047-10-25      | 3.5000%  | 3.5000% | $13260544.00       | $12310170.03       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2036-08-25      | 5.0000%  | 5.0000% | $7287608.00        | $7338169.98        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-09-25      | 5.2560%  | 5.2560% | $12065056.00       | $12061496.85       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2043-02-01      | 4.0000%  | 4.0000% | $26668608.00       | $356839.65         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2032-04-01      | 3.5000%  | 3.5000% | $32097152.00       | $90953.24          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2035-10-15      | 0.0000%  | 0.0000% | $13588999.00       | $41069.37          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2029-12-01      | 3.5000%  | 3.5000% | $102000.00         | $8572.13           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2052-07-01      | 3.0000%  | 3.0000% | $117710.00         | $14733.89          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2033-05-01      | 2.5000%  | 2.5000% | $6554848.00        | $146916.28         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2033-06-01      | 3.5000%  | 3.5000% | $2623356.00        | $79961.41          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2049-08-01      | 5.0000%  | 5.0000% | $1946256.00        | $154235.70         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2053-09-01      | 5.0000%  | 5.0000% | $100000000.00      | $18884946.59       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2039-11-01      | 4.5000%  | 4.5000% | $3792024.00        | $460006.73         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2054-11-01      | 6.5000%  | 6.5000% | $15033008.00       | $2696516.64        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2039-11-01      | 4.5680%  | 4.5680% | $335553.00         | $32859.57          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2039-06-01      | 4.0000%  | 4.0000% | $7585928.00        | $783750.63         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2054-06-01      | 6.0000%  | 6.0000% | $135977984.00      | $22123980.03       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2040-05-01      | 5.0000%  | 5.0000% | $33432000.00       | $4085772.94        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-12-01      | 5.5000%  | 5.5000% | $144922.00         | $134003.67         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-04-01      | 7.0000%  | 7.0000% | $1066942.00        | $1131804.13        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-03-01      | 4.5000%  | 4.5000% | $1306348.00        | $1270036.40        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-05-01      | 5.0000%  | 5.0000% | $2072856.00        | $2055962.42        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-08-01      | 6.5000%  | 6.5000% | $35490880.00       | $37006532.66       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-08-01      | 6.0000%  | 6.0000% | $10389168.00       | $10897849.33       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-09-01      | 6.5000%  | 6.5000% | $3600430.00        | $3758561.28        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2044-03-25      | 6.0000%  | 6.0000% | $434614.00         | $47746.08          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2042-01-25      | 2.5000%  | 2.5000% | $1087486.00        | $100143.01         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-05-25      | 6.5000%  | 6.5000% | $3222988.00        | $266479.38         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-01-25      | 7.5000%  | 7.5000% | $717305.00         | $26280.31          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-04-25      | 5.0000%  | 5.0000% | $2814460.00        | $520013.15         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2039-04-25      | 5.0000%  | 5.0000% | $10467216.00       | $947840.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2046-08-20      | 3.0000%  | 3.0000% | $3200000.00        | $2817067.45        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-08-20      | 5.0000%  | 5.0000% | $3913736.00        | $3781200.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-09-20      | 5.3380%  | 5.3380% | $30000000.00       | $22873777.70       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-11-20      | 6.2380%  | 6.2380% | $100000000.00      | $39303409.02       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-11-20      | 6.2880%  | 6.2880% | $200000000.00      | $78385309.15       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-11-20      | 5.5880%  | 5.5880% | $5000000.00        | $3989459.17        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-10-20      | 3.5000%  | 3.5000% | $15830912.00       | $14151814.66       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-07-20      | 5.4380%  | 5.4380% | $4112170.00        | $3779846.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-01-20      | 3.0000%  | 3.0000% | $3082072.00        | $2767055.67        | Agency Collateralized Mortgage Obligation |

### Security 123: J.P. MORGAN WEALTH MANAGEMENT

- **C.1 - Title:** J.P. MORGAN WEALTH MANAGEMENT
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM6A7UM0, C.3 - LEI: 984500653R409CC5AB28
- **C.18 - Value (incl. sponsor support):** $2645000000.00
- **C.18.a - Value (excl. sponsor support):** $2645000000.00
- **C.19 - Percentage of Net Assets:** 1.7200%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips) | 2029-08-15      | 0.0000%  | 0.0000% | $90800.00          | $78818.39          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-08-15      | 5.5000%  | 5.5000% | $219890400.00      | $232810720.12      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2040-08-15      | 1.1250%  | 1.1250% | $640526400.00      | $405218298.14      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-02-15      | 2.6250%  | 2.6250% | $334744800.00      | $325145072.31      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-09-30      | 3.8750%  | 3.8750% | $293178000.00      | $295285070.28      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-04-15      | 1.2500%  | 1.2500% | $340697600.00      | $370294238.66      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-10-15      | 2.3750%  | 2.3750% | $381344800.00      | $423199785.58      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-01-31      | 4.0000%  | 4.0000% | $415797600.00      | $423199393.94      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-07-15      | 4.3750%  | 4.3750% | $71479200.00       | $73038176.50       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-10-31      | 4.1250%  | 4.1250% | $68794900.00       | $70268564.90       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-11-15      | 0.0000%  | 0.0000% | $92672831.65       | $79361862.15       | U.S. Treasuries (including strips) |

### Security 124: MIZUHO SECURITIES USA

- **C.1 - Title:** MIZUHO SECURITIES USA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM6A7VJ6, C.3 - LEI: 7TK5RJIZDFROZCA6XF66
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips) | 2028-05-15      | 2.8750%  | 2.8750% | $17496300.00       | $17349247.97       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-03-31      | 1.2500%  | 1.2500% | $25000000.00       | $23583950.00       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-05-15      | 1.6250%  | 1.6250% | $178488000.00      | $159999811.36      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-08-31      | 1.1250%  | 1.1250% | $150000000.00      | $139752948.00      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-10-31      | 1.1250%  | 1.1250% | $999900.00         | $976999.60         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-05-15      | 2.8750%  | 2.8750% | $168234300.00      | $159999946.01      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-05-31      | 2.6250%  | 2.6250% | $14999000.00       | $14876503.16       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-08-31      | 3.1250%  | 3.1250% | $46000000.00       | $45166929.83       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-05-31      | 3.6250%  | 3.6250% | $998900.00         | $1010689.35        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-07-31      | 4.1250%  | 4.1250% | $20906700.00       | $21318240.77       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-08-31      | 4.3750%  | 4.3750% | $38283000.00       | $39185931.00       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-11-15      | 4.6250%  | 4.6250% | $4996400.00        | $5131746.23        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-03-31      | 4.1250%  | 4.1250% | $23027900.00       | $23400261.14       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-04-30      | 4.6250%  | 4.6250% | $64644000.00       | $68530975.19       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-06-30      | 4.6250%  | 4.6250% | $999000.00         | $1016564.91        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-11-30      | 4.1250%  | 4.1250% | $17560000.00       | $18079249.19       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-01-31      | 4.1250%  | 4.1250% | $500.00            | $506.07            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-03-15      | 3.8750%  | 3.8750% | $158814300.00      | $159999954.04      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-07-15      | 3.8750%  | 3.8750% | $118931000.00      | $120619584.24      | U.S. Treasuries (including strips) |

### Security 125: NOMURA SECURITIES INTERNATIONAL INC

- **C.1 - Title:** NOMURA SECURITIES INTERNATIONAL INC
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BYM6A7RP7, C.3 - LEI: OXTKY6Q8X53C9ILVV871
- **C.18 - Value (incl. sponsor support):** $5250000000.00
- **C.18.a - Value (excl. sponsor support):** $5250000000.00
- **C.19 - Percentage of Net Assets:** 3.4200%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2037-12-01      | 5.5000%  | 5.5000% | $7705.00           | $345.35            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2037-04-01      | 5.7500%  | 5.7500% | $2709.00           | $136.90            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2036-12-01      | 5.5000%  | 5.5000% | $1017.00           | $5.46              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2036-04-01      | 5.0000%  | 5.0000% | $1000.00           | $62.00             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2041-10-01      | 5.0000%  | 5.0000% | $1000.00           | $104.38            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2029-01-01      | 3.5000%  | 3.5000% | $1000.00           | $49.03             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2031-01-01      | 3.5000%  | 3.5000% | $1037.00           | $88.04             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2031-08-01      | 3.0000%  | 3.0000% | $1000.00           | $124.34            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2032-09-01      | 2.5000%  | 2.5000% | $1000.00           | $177.54            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2030-11-01      | 3.0000%  | 3.0000% | $1000.00           | $91.56             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2033-03-01      | 3.0000%  | 3.0000% | $1000.00           | $171.03            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2043-07-01      | 3.0000%  | 3.0000% | $1000.00           | $162.02            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2031-02-01      | 3.0000%  | 3.0000% | $1000.00           | $96.16             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2033-03-01      | 2.5000%  | 2.5000% | $1000.00           | $143.94            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2033-05-01      | 2.5000%  | 2.5000% | $1000.00           | $140.48            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2030-07-01      | 3.0000%  | 3.0000% | $1000.00           | $122.51            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2033-10-01      | 5.0000%  | 5.0000% | $10820900.00       | $176105.43         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2036-01-01      | 5.0000%  | 5.0000% | $2000000.00        | $30506.38          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2037-01-01      | 5.0000%  | 5.0000% | $3309012.00        | $28460.01          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2038-02-01      | 5.0000%  | 5.0000% | $4103428.00        | $62341.13          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2037-09-01      | 6.5000%  | 6.5000% | $18484300.00       | $300635.89         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2032-11-01      | 7.0000%  | 7.0000% | $9768368.00        | $205194.27         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2040-02-01      | 4.5000%  | 4.5000% | $4500000.00        | $203199.28         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2040-10-01      | 5.0000%  | 5.0000% | $120900.00         | $20464.31          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2032-07-01      | 6.5000%  | 6.5000% | $2020.00           | $76.50             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2028-07-01      | 3.0000%  | 3.0000% | $1000000.00        | $43459.15          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2030-02-01      | 3.0000%  | 3.0000% | $5702864.00        | $382758.29         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2030-04-01      | 3.0000%  | 3.0000% | $798600.00         | $42502.50          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2032-09-01      | 3.0000%  | 3.0000% | $1000.00           | $183.67            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2029-06-01      | 6.5000%  | 6.5000% | $4297498.00        | $66143.35          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2042-02-01      | 4.0000%  | 4.0000% | $1000.00           | $69.40             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2042-06-01      | 4.0000%  | 4.0000% | $4476000.00        | $400715.52         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2043-07-01      | 4.0000%  | 4.0000% | $89400.00          | $14522.53          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2045-07-01      | 3.5000%  | 3.5000% | $10000000.00       | $1691800.04        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2047-12-01      | 3.5000%  | 3.5000% | $1002.00           | $203.30            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2048-05-01      | 4.0000%  | 4.0000% | $4802.00           | $998.99            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2048-11-01      | 4.5000%  | 4.5000% | $1000.00           | $257.38            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2048-12-01      | 3.5000%  | 3.5000% | $1000.00           | $129.84            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2048-02-01      | 3.5000%  | 3.5000% | $1000.00           | $80.36             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2030-04-01      | 5.0000%  | 5.0000% | $2145400.00        | $35059.16          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2049-06-01      | 3.5000%  | 3.5000% | $1956.00           | $503.70            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2035-07-01      | 5.0000%  | 5.0000% | $16359700.00       | $165856.11         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2034-05-01      | 5.0000%  | 5.0000% | $5462087.00        | $69374.13          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2038-08-01      | 6.0000%  | 6.0000% | $300000.00         | $13682.88          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2045-03-01      | 3.5000%  | 3.5000% | $1000.00           | $128.50            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2043-07-01      | 3.0000%  | 3.0000% | $1000.00           | $161.83            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2048-02-01      | 3.5000%  | 3.5000% | $2065800.00        | $246528.47         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2048-06-01      | 4.5000%  | 4.5000% | $199400.00         | $16977.17          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2031-05-01      | 3.0000%  | 3.0000% | $1000.00           | $121.07            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2030-02-01      | 3.0000%  | 3.0000% | $1000.00           | $39.70             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2032-03-01      | 3.0000%  | 3.0000% | $1000.00           | $145.05            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2028-01-01      | 3.0000%  | 3.0000% | $258800.00         | $13437.01          | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2043-11-15      | 3.7500%  | 3.7500% | $100.00            | $90.10             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2046-02-15      | 2.5000%  | 2.5000% | $100.00            | $71.00             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2049-02-15      | 3.0000%  | 3.0000% | $100.00            | $75.46             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2040-11-15      | 1.3750%  | 1.3750% | $100.00            | $65.83             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2028-08-31      | 4.3750%  | 4.3750% | $100.00            | $102.35            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2035-01-15      | 2.1250%  | 2.1250% | $122872800.00      | $130028205.43      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2046-10-01      | 3.0000%  | 3.0000% | $1000.00           | $231.67            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2034-04-01      | 4.0000%  | 4.0000% | $1000.00           | $123.77            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2048-10-01      | 4.0000%  | 4.0000% | $1000.00           | $117.34            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2048-10-01      | 3.5000%  | 3.5000% | $1000.00           | $72.43             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2032-09-01      | 3.5000%  | 3.5000% | $1000.00           | $95.96             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2048-12-01      | 3.0000%  | 3.0000% | $1008.00           | $123.03            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2049-03-01      | 4.5000%  | 4.5000% | $1000.00           | $133.99            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2048-07-01      | 4.0000%  | 4.0000% | $1000.00           | $424.96            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2035-05-01      | 3.0000%  | 3.0000% | $1000.00           | $623.91            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2035-02-01      | 2.5000%  | 2.5000% | $1000.00           | $303.39            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2035-01-01      | 2.5000%  | 2.5000% | $1000.00           | $317.44            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2035-07-01      | 2.5000%  | 2.5000% | $1000.00           | $377.51            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2031-03-01      | 4.0000%  | 4.0000% | $1000.00           | $193.09            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2036-05-01      | 3.0000%  | 3.0000% | $1000.00           | $519.63            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2035-01-01      | 2.5000%  | 2.5000% | $1000.00           | $721.16            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2034-09-01      | 3.0000%  | 3.0000% | $1000.00           | $130.19            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2035-03-01      | 2.5000%  | 2.5000% | $1000.00           | $186.67            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2035-08-01      | 2.5000%  | 2.5000% | $1000.00           | $318.26            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2039-11-01      | 3.5000%  | 3.5000% | $326847.00         | $289212.41         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2039-12-01      | 3.5000%  | 3.5000% | $12489102.00       | $11217946.06       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2039-12-01      | 3.0000%  | 3.0000% | $78237.00          | $71124.96          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2040-05-01      | 4.5000%  | 4.5000% | $1018641.00        | $968151.58         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2040-05-01      | 3.5000%  | 3.5000% | $2067164.00        | $1931047.59        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2040-01-01      | 3.5000%  | 3.5000% | $2171676.00        | $1959412.78        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2040-03-01      | 3.5000%  | 3.5000% | $2171874.00        | $1929803.38        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2040-04-01      | 5.5000%  | 5.5000% | $8491311.00        | $7550217.32        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2040-04-01      | 6.0000%  | 6.0000% | $57281.00          | $50495.19          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-02-01      | 3.5000%  | 3.5000% | $1000.00           | $645.99            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2047-11-01      | 3.5000%  | 3.5000% | $1000.00           | $295.78            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2049-10-01      | 3.0000%  | 3.0000% | $1000.00           | $173.24            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2049-06-01      | 4.0000%  | 4.0000% | $1000.00           | $179.24            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2048-04-01      | 4.0000%  | 4.0000% | $1000.00           | $433.76            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2044-06-01      | 3.0000%  | 3.0000% | $1000.00           | $459.70            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-09-01      | 3.0000%  | 3.0000% | $1000.00           | $468.14            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-11-01      | 2.0000%  | 2.0000% | $1000.00           | $549.83            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-01-01      | 2.0000%  | 2.0000% | $1000.00           | $554.36            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-04-01      | 3.0000%  | 3.0000% | $1008.00           | $706.30            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-06-01      | 3.5000%  | 3.5000% | $1000.00           | $742.61            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2049-07-01      | 4.0000%  | 4.0000% | $1000.00           | $682.84            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-03-01      | 3.0000%  | 3.0000% | $399000.00         | $278587.83         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-08-01      | 4.5000%  | 4.5000% | $373000.00         | $290625.71         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-06-01      | 3.5000%  | 3.5000% | $1008.00           | $720.81            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-07-01      | 4.5000%  | 4.5000% | $1000.00           | $722.08            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-08-01      | 4.5000%  | 4.5000% | $1000.00           | $762.07            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-08-01      | 4.0000%  | 4.0000% | $1000.00           | $767.04            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-08-01      | 3.5000%  | 3.5000% | $1000.00           | $735.91            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-10-01      | 5.5000%  | 5.5000% | $500000.00         | $453027.47         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-04-01      | 3.0000%  | 3.0000% | $1000.00           | $731.53            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-06-01      | 3.0000%  | 3.0000% | $1000.00           | $727.01            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-11-01      | 5.5000%  | 5.5000% | $1000.00           | $704.77            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-10-01      | 4.0000%  | 4.0000% | $1000.00           | $771.56            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-06-01      | 3.5000%  | 3.5000% | $1000.00           | $754.18            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-10-01      | 6.0000%  | 6.0000% | $1000.00           | $796.56            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-01-01      | 5.0000%  | 5.0000% | $1000.00           | $804.15            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-04-01      | 2.0000%  | 2.0000% | $1000.00           | $689.80            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-05-01      | 5.5000%  | 5.5000% | $1000.00           | $817.30            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-05-01      | 5.5000%  | 5.5000% | $27197594.00       | $24512024.07       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-05-01      | 4.5000%  | 4.5000% | $1000.00           | $737.70            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-05-01      | 6.5000%  | 6.5000% | $1000.00           | $728.76            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-04-01      | 2.5000%  | 2.5000% | $1000.00           | $694.88            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-06-01      | 3.5000%  | 3.5000% | $1000.00           | $759.90            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-06-01      | 5.5000%  | 5.5000% | $400000.00         | $342282.15         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-06-01      | 5.5000%  | 5.5000% | $1000000.00        | $834844.18         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-05-01      | 5.5000%  | 5.5000% | $12000000.00       | $11360463.26       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-04-01      | 2.5000%  | 2.5000% | $1000.00           | $736.09            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-07-01      | 5.5000%  | 5.5000% | $15563300.00       | $13644358.00       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-06-01      | 3.5000%  | 3.5000% | $1000.00           | $814.57            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-04-01      | 6.0000%  | 6.0000% | $100000.00         | $89022.28          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-04-01      | 5.5000%  | 5.5000% | $1024.00           | $914.01            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-04-01      | 5.5000%  | 5.5000% | $69200.00          | $61186.81          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-05-01      | 6.0000%  | 6.0000% | $943200.00         | $884749.44         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-12-01      | 5.5000%  | 5.5000% | $16626642.00       | $16074624.99       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-08-01      | 3.5000%  | 3.5000% | $1000.00           | $813.10            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-10-01      | 4.0000%  | 4.0000% | $1000.00           | $818.85            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-10-01      | 2.5000%  | 2.5000% | $1000.00           | $754.62            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-01-01      | 6.0000%  | 6.0000% | $4479701.00        | $4095043.82        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-02-01      | 5.5000%  | 5.5000% | $1000.00           | $980.25            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-09-01      | 5.0000%  | 5.0000% | $3000000.00        | $2711079.51        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-09-01      | 5.0000%  | 5.0000% | $1112746.00        | $980910.17         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2041-07-01      | 6.0000%  | 6.0000% | $1000.00           | $829.54            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-06-01      | 4.0000%  | 4.0000% | $1000.00           | $826.42            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2044-12-01      | 5.0000%  | 5.0000% | $1000.00           | $865.40            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-04-01      | 6.0000%  | 6.0000% | $724000.00         | $641138.89         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-04-01      | 2.5000%  | 2.5000% | $1000.00           | $761.71            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-06-01      | 7.0000%  | 7.0000% | $1000.00           | $785.85            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-06-01      | 5.5000%  | 5.5000% | $628507.00         | $570816.53         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-07-01      | 6.0000%  | 6.0000% | $47818685.00       | $42810837.51       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-02-01      | 6.5000%  | 6.5000% | $18818101.00       | $16434704.18       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-12-01      | 4.0000%  | 4.0000% | $1590000.00        | $1372143.86        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-12-01      | 4.0000%  | 4.0000% | $1024.00           | $883.69            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-05-01      | 6.0000%  | 6.0000% | $800000.00         | $751448.93         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-07-01      | 5.5000%  | 5.5000% | $4476800.00        | $3980019.24        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-04-01      | 5.0000%  | 5.0000% | $17953964.00       | $16681150.32       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-10-01      | 3.5000%  | 3.5000% | $7949600.00        | $6654514.54        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-08-01      | 4.0000%  | 4.0000% | $12328546.00       | $10784529.49       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-11-01      | 5.0000%  | 5.0000% | $34481472.00       | $32834971.67       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-10-01      | 6.5000%  | 6.5000% | $54916216.00       | $50702606.06       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-09-01      | 6.5000%  | 6.5000% | $34962625.00       | $31540027.20       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-09-01      | 6.5000%  | 6.5000% | $2385000.00        | $2094979.72        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-10-01      | 4.5000%  | 4.5000% | $2828006.00        | $2607082.73        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-01-01      | 4.5000%  | 4.5000% | $332066.00         | $305364.56         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-11-01      | 4.5000%  | 4.5000% | $4563888.00        | $4240363.90        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2049-08-01      | 3.5000%  | 3.5000% | $1000.00           | $98.59             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2049-08-01      | 4.0000%  | 4.0000% | $1000.00           | $103.24            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2049-09-01      | 3.5000%  | 3.5000% | $1000.00           | $118.85            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-02-01      | 3.5000%  | 3.5000% | $1000.00           | $145.84            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-07-01      | 2.5000%  | 2.5000% | $1000.00           | $359.13            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-03-01      | 5.5000%  | 5.5000% | $36062231.00       | $33963782.51       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-08-01      | 3.0000%  | 3.0000% | $14425400.00       | $12200262.15       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-09-01      | 6.0000%  | 6.0000% | $640000.00         | $588282.79         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-10-01      | 5.0000%  | 5.0000% | $14336078.00       | $13643336.75       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-01-01      | 5.5000%  | 5.5000% | $2732000.00        | $2650421.55        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2049-08-01      | 3.5000%  | 3.5000% | $1000.00           | $186.87            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2049-11-01      | 3.0000%  | 3.0000% | $1000.00           | $345.04            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-01-02      | 3.0000%  | 3.0000% | $1000.00           | $636.23            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-01-01      | 2.5000%  | 2.5000% | $1000.00           | $644.07            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-03-01      | 2.0000%  | 2.0000% | $1000.00           | $570.06            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-02-01      | 4.0000%  | 4.0000% | $1000.00           | $755.20            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-04-01      | 6.0000%  | 6.0000% | $1000.00           | $897.20            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-01-01      | 5.5000%  | 5.5000% | $49040000.00       | $47569692.18       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-08-01      | 2.5000%  | 2.5000% | $602342.00         | $364596.93         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-12-01      | 2.0000%  | 2.0000% | $1000.00           | $647.77            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-09-01      | 3.0000%  | 3.0000% | $1000.00           | $738.36            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-08-01      | 5.5000%  | 5.5000% | $2100.00           | $1548.54           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-02-01      | 5.0000%  | 5.0000% | $1000.00           | $829.24            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-04-01      | 5.0000%  | 5.0000% | $2162288.00        | $1805232.44        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-11-01      | 5.5000%  | 5.5000% | $1096.00           | $948.84            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-11-01      | 4.0000%  | 4.0000% | $4842900.00        | $4168660.35        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-01-01      | 5.0000%  | 5.0000% | $76000.00          | $69316.62          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-05-01      | 4.0000%  | 4.0000% | $4582180.00        | $4029795.24        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-06-01      | 4.0000%  | 4.0000% | $15430000.00       | $13706623.87       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-09-01      | 5.5000%  | 5.5000% | $16390433.00       | $15073696.39       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-09-01      | 6.0000%  | 6.0000% | $1088.00           | $943.96            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-11-01      | 5.5000%  | 5.5000% | $50513245.00       | $46967843.59       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-01-01      | 5.0000%  | 5.0000% | $70456200.00       | $66858101.85       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-01-01      | 5.5000%  | 5.5000% | $4582900.00        | $4330469.99        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-12-01      | 6.0000%  | 6.0000% | $10397323.00       | $9282468.89        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-02-01      | 5.0000%  | 5.0000% | $11454900.00       | $10913442.99       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-02-01      | 6.5000%  | 6.5000% | $14341000.00       | $12599799.90       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-04-01      | 6.0000%  | 6.0000% | $7038735.00        | $6749545.01        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-04-01      | 6.0000%  | 6.0000% | $71119360.00       | $68197385.12       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-09-01      | 6.0000%  | 6.0000% | $1000.00           | $823.61            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-09-01      | 6.0000%  | 6.0000% | $1000.00           | $839.32            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-05-01      | 2.5000%  | 2.5000% | $1000.00           | $723.87            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-10-01      | 6.0000%  | 6.0000% | $2620000.00        | $2184861.17        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-03-01      | 2.0000%  | 2.0000% | $1000.00           | $707.94            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-11-01      | 6.0000%  | 6.0000% | $14229744.00       | $12020060.81       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-11-01      | 6.0000%  | 6.0000% | $295000.00         | $260362.01         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2034-04-01      | 4.5000%  | 4.5000% | $1000.00           | $61.42             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2043-02-01      | 3.0000%  | 3.0000% | $1000.00           | $180.91            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2043-03-01      | 3.0000%  | 3.0000% | $1000.00           | $119.85            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2048-09-01      | 3.0000%  | 3.0000% | $1000.00           | $279.43            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2049-12-01      | 3.0000%  | 3.0000% | $1000.00           | $362.29            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-02-01      | 3.5000%  | 3.5000% | $1000.00           | $275.28            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-04-01      | 3.0000%  | 3.0000% | $1000.00           | $420.90            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-04-01      | 3.0000%  | 3.0000% | $1000.00           | $334.49            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-07-01      | 2.5000%  | 2.5000% | $1008.00           | $462.70            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-02-01      | 2.0000%  | 2.0000% | $1000.00           | $525.05            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-03-01      | 2.0000%  | 2.0000% | $1000.00           | $500.90            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-04-01      | 2.0000%  | 2.0000% | $1000.00           | $541.57            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-06-01      | 2.0000%  | 2.0000% | $1000.00           | $613.74            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-06-01      | 3.0000%  | 3.0000% | $1000.00           | $557.62            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-07-01      | 2.5000%  | 2.5000% | $1000.00           | $543.30            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-08-01      | 4.5000%  | 4.5000% | $1000.00           | $214.63            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-09-01      | 2.5000%  | 2.5000% | $1000.00           | $655.38            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-04-01      | 2.5000%  | 2.5000% | $1000.00           | $704.66            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-04-01      | 4.5000%  | 4.5000% | $237650.00         | $222468.84         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-08-01      | 4.5000%  | 4.5000% | $1000.00           | $798.39            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-10-01      | 5.0000%  | 5.0000% | $1000.00           | $864.67            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-10-01      | 5.0000%  | 5.0000% | $1000.00           | $886.40            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-11-01      | 5.5000%  | 5.5000% | $1000.00           | $856.67            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-12-01      | 7.0000%  | 7.0000% | $37073.00          | $37996.33          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-01-01      | 6.0000%  | 6.0000% | $2440934.00        | $1330371.16        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-02-01      | 5.5000%  | 5.5000% | $1000.00           | $697.71            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-01-01      | 6.0000%  | 6.0000% | $1465100.00        | $1465580.45        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-02-01      | 5.0000%  | 5.0000% | $1024.00           | $843.30            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-02-01      | 5.0000%  | 5.0000% | $9599365.00        | $9003260.33        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-03-01      | 6.5000%  | 6.5000% | $1000.00           | $704.36            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-03-01      | 5.5000%  | 5.5000% | $1000.00           | $926.61            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-03-01      | 5.5000%  | 5.5000% | $622000.00         | $525076.77         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-03-01      | 4.5000%  | 4.5000% | $1000.00           | $486.72            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-06-01      | 4.5000%  | 4.5000% | $1207682.00        | $1141292.64        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-07-01      | 4.0000%  | 4.0000% | $1000.00           | $887.69            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-06-01      | 5.5000%  | 5.5000% | $490800.00         | $483101.09         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-07-01      | 6.0000%  | 6.0000% | $1000.00           | $748.07            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-08-01      | 6.0000%  | 6.0000% | $310700.00         | $261763.31         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-10-01      | 6.5000%  | 6.5000% | $9048049.00        | $8187244.99        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-12-01      | 7.0000%  | 7.0000% | $1000.00           | $723.23            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-12-01      | 7.0000%  | 7.0000% | $1000.00           | $905.17            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-01-01      | 4.5000%  | 4.5000% | $6000.00           | $5711.64           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-01-01      | 7.0000%  | 7.0000% | $1000.00           | $1037.79           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-01-01      | 6.0000%  | 6.0000% | $1268345.00        | $1125285.80        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-07-01      | 6.5000%  | 6.5000% | $7304885.00        | $6670305.66        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-08-01      | 6.0000%  | 6.0000% | $22300.00          | $20381.80          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-09-01      | 5.5000%  | 5.5000% | $97819.00          | $95019.55          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-08-01      | 6.0000%  | 6.0000% | $1131541.00        | $1114601.79        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-10-01      | 5.5000%  | 5.5000% | $357100.00         | $321815.57         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-10-01      | 4.5000%  | 4.5000% | $1000.00           | $960.58            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-09-01      | 4.5000%  | 4.5000% | $1714700.00        | $1651217.31        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-10-01      | 5.5000%  | 5.5000% | $10225927.00       | $9998190.40        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-10-01      | 7.0000%  | 7.0000% | $18700.00          | $16963.38          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-10-01      | 5.0000%  | 5.0000% | $1000.00           | $892.57            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-10-01      | 5.5000%  | 5.5000% | $12167848.00       | $11124333.65       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-10-01      | 5.5000%  | 5.5000% | $1383888.00        | $1296218.55        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-11-01      | 5.5000%  | 5.5000% | $1000.00           | $1014.67           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-11-01      | 5.0000%  | 5.0000% | $11134128.00       | $10592871.63       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-11-01      | 5.0000%  | 5.0000% | $1008.00           | $950.91            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2036-02-01      | 2.5000%  | 2.5000% | $1535500.00        | $862708.87         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-07-01      | 2.5000%  | 2.5000% | $305000.00         | $188314.60         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2049-11-01      | 3.5000%  | 3.5000% | $1000.00           | $226.94            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2049-12-01      | 3.0000%  | 3.0000% | $1000.00           | $594.31            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-02-01      | 3.0000%  | 3.0000% | $1000.00           | $348.62            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-02-01      | 3.0000%  | 3.0000% | $1000.00           | $379.13            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-03-01      | 3.0000%  | 3.0000% | $1000.00           | $371.90            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-06-01      | 2.5000%  | 2.5000% | $1000.00           | $435.47            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-08-01      | 1.5000%  | 1.5000% | $198400.00         | $103725.96         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-11-01      | 2.5000%  | 2.5000% | $1000.00           | $491.21            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-12-01      | 2.5000%  | 2.5000% | $1100.00           | $575.01            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-12-01      | 2.0000%  | 2.0000% | $1000.00           | $568.04            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-11-01      | 2.5000%  | 2.5000% | $1000.00           | $597.27            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-04-01      | 4.0000%  | 4.0000% | $1000.00           | $709.06            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-02-01      | 3.0000%  | 3.0000% | $1000.00           | $647.46            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-06-01      | 4.5000%  | 4.5000% | $1000.00           | $717.49            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-06-01      | 4.0000%  | 4.0000% | $1000.00           | $699.46            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-07-01      | 5.0000%  | 5.0000% | $1000.00           | $787.88            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-05-01      | 5.0000%  | 5.0000% | $1000.00           | $844.73            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-06-01      | 6.0000%  | 6.0000% | $1891207.00        | $1763779.89        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-07-01      | 5.0000%  | 5.0000% | $955000.00         | $839121.63         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-10-01      | 6.0000%  | 6.0000% | $31055100.00       | $28638412.10       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2044-12-01      | 5.0000%  | 5.0000% | $350000.00         | $324473.70         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2045-01-01      | 5.5000%  | 5.5000% | $787015.00         | $706071.59         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2045-02-01      | 4.5000%  | 4.5000% | $2779125.00        | $2685948.13        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2045-02-01      | 5.5000%  | 5.5000% | $3898698.00        | $3676541.88        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2045-03-01      | 5.5000%  | 5.5000% | $7932856.00        | $7468266.55        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2045-04-01      | 5.5000%  | 5.5000% | $1379855.00        | $1332731.50        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2045-05-01      | 5.5000%  | 5.5000% | $5450240.00        | $5392221.63        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2041-06-01      | 1.5000%  | 1.5000% | $6000.00           | $3609.86           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2035-08-01      | 5.5000%  | 5.5000% | $3000000.00        | $2712328.26        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-02-01      | 6.0000%  | 6.0000% | $5034195.00        | $4632668.67        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-03-01      | 4.0000%  | 4.0000% | $1321352.00        | $1164771.75        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-03-01      | 6.0000%  | 6.0000% | $1008.00           | $848.06            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-03-01      | 6.0000%  | 6.0000% | $1097569.00        | $942035.18         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-04-01      | 4.5000%  | 4.5000% | $2612943.00        | $2504965.27        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-04-01      | 5.5000%  | 5.5000% | $2103227.00        | $2103499.85        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-04-01      | 5.5000%  | 5.5000% | $2251500.00        | $2117984.47        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-05-01      | 6.0000%  | 6.0000% | $1000.00           | $942.45            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-04-01      | 6.5000%  | 6.5000% | $1215998.00        | $1087530.53        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-04-01      | 5.0000%  | 5.0000% | $1074172.00        | $978858.59         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-05-01      | 6.5000%  | 6.5000% | $3009251.00        | $2908515.52        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-05-01      | 6.0000%  | 6.0000% | $1000.00           | $968.72            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-05-01      | 5.5000%  | 5.5000% | $3804750.00        | $3708295.83        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-06-01      | 6.0000%  | 6.0000% | $1085993.00        | $1030633.72        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-05-01      | 7.0000%  | 7.0000% | $1000.00           | $913.74            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-06-01      | 6.0000%  | 6.0000% | $20812973.00       | $18620317.06       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-07-01      | 6.5000%  | 6.5000% | $1255252.00        | $1119498.89        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-06-01      | 5.5000%  | 5.5000% | $1047700.00        | $928406.50         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-07-01      | 6.0000%  | 6.0000% | $258741.00         | $231350.36         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-06-01      | 6.0000%  | 6.0000% | $1047614.00        | $961135.73         | Agency Mortgage-Backed Securities |
| Federal Home Loan Banks-Agency Debentures and Agency Strips                        | 2036-07-15      | 5.5000%  | 5.5000% | $10000.00          | $11056.08          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2031-03-15      | 0.0000%  | 0.0000% | $75097000.00       | $60436037.98       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2032-07-15      | 0.0000%  | 0.0000% | $162664000.00      | $123057267.96      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-03-01      | 6.5000%  | 6.5000% | $139200.00         | $122981.92         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2051-02-25      | 4.0000%  | 4.0000% | $7533984.00        | $3852364.45        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2034-06-01      | 4.8310%  | 4.8310% | $3942960.00        | $22959.20          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-11-01      | 4.1840%  | 4.1840% | $4398400.00        | $71011.85          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2040-09-01      | 4.5000%  | 4.5000% | $16864032.00       | $1651235.52        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-01-01      | 3.5000%  | 3.5000% | $1000.00           | $135.68            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-10-01      | 4.0000%  | 4.0000% | $1000.00           | $53.34             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2045-02-01      | 3.5000%  | 3.5000% | $2000.00           | $366.50            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2026-07-01      | 2.5290%  | 2.5290% | $3000000.00        | $2743022.62        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-04-01      | 3.5440%  | 3.5440% | $3000000.00        | $2866258.22        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-11-01      | 3.5000%  | 3.5000% | $1000.00           | $212.66            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-10-01      | 4.0000%  | 4.0000% | $5700.00           | $641.33            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-03-01      | 3.0000%  | 3.0000% | $3138211.00        | $109257.30         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2045-07-01      | 4.0000%  | 4.0000% | $19500000.00       | $2580725.95        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-05-01      | 3.0000%  | 3.0000% | $1000.00           | $141.74            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-10-01      | 3.0000%  | 3.0000% | $1000.00           | $168.54            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-06-01      | 3.0000%  | 3.0000% | $1000.00           | $145.49            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-11-01      | 3.0000%  | 3.0000% | $1000.00           | $176.09            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-12-01      | 3.0000%  | 3.0000% | $1000.00           | $197.23            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-02-01      | 3.0000%  | 3.0000% | $1000.00           | $209.58            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2044-11-01      | 4.0000%  | 4.0000% | $1008.00           | $206.22            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2045-10-01      | 4.0000%  | 4.0000% | $1024.00           | $243.70            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-05-01      | 4.6870%  | 4.6870% | $121679749.00      | $2800930.66        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2034-03-01      | 6.3600%  | 6.3600% | $29492865.00       | $257324.87         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-10-01      | 4.0000%  | 4.0000% | $1000.00           | $814.86            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-10-01      | 6.5000%  | 6.5000% | $1000.00           | $737.93            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-10-01      | 5.5000%  | 5.5000% | $9619789.00        | $8903050.68        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-10-01      | 5.5000%  | 5.5000% | $7372208.00        | $6517077.70        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-04-01      | 5.5000%  | 5.5000% | $2593600.00        | $2297547.42        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-02-01      | 6.5000%  | 6.5000% | $1127810.00        | $965305.56         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-11-01      | 5.5000%  | 5.5000% | $2095836.00        | $1897260.12        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-04-01      | 5.5000%  | 5.5000% | $1744800.00        | $1743810.55        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-02-01      | 6.0000%  | 6.0000% | $4725151.00        | $4267651.06        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-12-01      | 6.5000%  | 6.5000% | $1083800.00        | $958698.02         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-05-01      | 6.0000%  | 6.0000% | $2591500.00        | $2293536.28        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-02-01      | 6.0000%  | 6.0000% | $1112700.00        | $1009067.20        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-02-01      | 7.0000%  | 7.0000% | $1000.00           | $1045.47           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-04-01      | 5.5000%  | 5.5000% | $1319200.00        | $1208733.48        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-03-01      | 6.0000%  | 6.0000% | $1481985.00        | $1300654.19        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-03-01      | 6.0000%  | 6.0000% | $1674400.00        | $1553978.17        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-03-01      | 6.0000%  | 6.0000% | $1108189.00        | $962562.37         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-04-01      | 5.0000%  | 5.0000% | $1011500.00        | $890417.68         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-04-01      | 5.5000%  | 5.5000% | $1539626.00        | $1532168.26        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-04-01      | 5.5000%  | 5.5000% | $1389300.00        | $1255215.76        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-04-01      | 5.5000%  | 5.5000% | $1032900.00        | $906288.64         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-06-01      | 6.0000%  | 6.0000% | $1046850.00        | $986800.85         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-05-01      | 6.0000%  | 6.0000% | $1048700.00        | $936798.40         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-05-01      | 6.5000%  | 6.5000% | $1700500.00        | $925442.67         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-06-01      | 4.5000%  | 4.5000% | $1930700.00        | $1781188.27        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-07-01      | 5.5000%  | 5.5000% | $1000.00           | $1002.01           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-06-01      | 6.5000%  | 6.5000% | $1033800.00        | $931502.41         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-05-01      | 5.5000%  | 5.5000% | $1055200.00        | $954380.20         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-06-01      | 6.5000%  | 6.5000% | $1079544.00        | $1118021.56        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-07-01      | 7.0000%  | 7.0000% | $1000.00           | $826.43            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-08-01      | 6.0000%  | 6.0000% | $2875000.00        | $2456924.16        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-07-01      | 5.0000%  | 5.0000% | $1000.00           | $890.12            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-07-01      | 6.0000%  | 6.0000% | $1000.00           | $881.80            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-07-01      | 6.5000%  | 6.5000% | $4401800.00        | $4243578.01        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-09-01      | 6.0000%  | 6.0000% | $1000.00           | $894.73            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-08-01      | 5.0000%  | 5.0000% | $769000.00         | $733957.00         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-10-01      | 6.0000%  | 6.0000% | $9171370.00        | $8863822.33        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-09-01      | 6.5000%  | 6.5000% | $47147619.00       | $45046218.74       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-09-01      | 5.5000%  | 5.5000% | $2104336.00        | $2024331.46        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-11-01      | 5.5000%  | 5.5000% | $7929194.00        | $7235646.55        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-11-01      | 6.0000%  | 6.0000% | $1319800.00        | $1200579.58        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-11-01      | 5.0000%  | 5.0000% | $1024.00           | $975.24            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-11-01      | 5.0000%  | 5.0000% | $6375051.00        | $5903640.20        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-12-01      | 6.0000%  | 6.0000% | $2446652.00        | $2493316.06        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-11-01      | 6.0000%  | 6.0000% | $10208100.00       | $9291229.19        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-11-01      | 6.0000%  | 6.0000% | $2341100.00        | $2191142.56        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-10-01      | 5.5000%  | 5.5000% | $2395800.00        | $2223858.94        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-01-01      | 5.5000%  | 5.5000% | $2355091.00        | $2267647.03        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-12-01      | 5.5000%  | 5.5000% | $1341411.00        | $1351177.05        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-02-01      | 6.5000%  | 6.5000% | $9641100.00        | $8955379.32        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-01-01      | 5.0000%  | 5.0000% | $1000.00           | $988.16            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-01-01      | 5.5000%  | 5.5000% | $2037335.00        | $2033162.61        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-01-01      | 6.0000%  | 6.0000% | $2923400.00        | $2801448.93        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-02-01      | 5.5000%  | 5.5000% | $5717511.00        | $5563692.62        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-02-01      | 6.5000%  | 6.5000% | $1712222.00        | $1784920.38        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-02-01      | 5.5000%  | 5.5000% | $2000.00           | $2034.01           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-01-01      | 6.5000%  | 6.5000% | $1000.00           | $623.38            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-04-01      | 6.0000%  | 6.0000% | $2479900.00        | $2436240.36        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-03-01      | 5.5000%  | 5.5000% | $2741100.00        | $2556564.31        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-02-01      | 5.5000%  | 5.5000% | $1585000.00        | $1571065.29        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-03-01      | 6.5000%  | 6.5000% | $2616776.00        | $2483997.49        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-03-01      | 6.5000%  | 6.5000% | $2309050.00        | $2102868.54        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-03-01      | 6.0000%  | 6.0000% | $1446447.00        | $1486571.75        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-02-01      | 6.0000%  | 6.0000% | $6298405.00        | $5706330.07        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-02-01      | 6.5000%  | 6.5000% | $1027500.00        | $859589.27         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-04-01      | 6.0000%  | 6.0000% | $14681367.00       | $14448711.86       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-03-01      | 6.5000%  | 6.5000% | $1049750.00        | $1095941.32        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-04-01      | 5.5000%  | 5.5000% | $5437500.00        | $5203724.78        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-04-01      | 6.0000%  | 6.0000% | $2589762.00        | $2359603.93        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-04-01      | 6.0000%  | 6.0000% | $3354875.00        | $3100195.76        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-06-01      | 5.5000%  | 5.5000% | $2617900.00        | $2660953.45        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-06-01      | 5.0000%  | 5.0000% | $5785253.00        | $5234385.28        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-05-01      | 5.0000%  | 5.0000% | $2360687.00        | $2266498.74        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-04-01      | 6.0000%  | 6.0000% | $1878861.00        | $1695287.68        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-05-01      | 5.5000%  | 5.5000% | $1719138.00        | $1641677.26        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-05-01      | 5.5000%  | 5.5000% | $9299626.00        | $9209102.69        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-06-01      | 5.5000%  | 5.5000% | $9119800.00        | $7971776.30        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-06-01      | 6.0000%  | 6.0000% | $17625400.00       | $17475635.54       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-06-01      | 5.5000%  | 5.5000% | $4790800.00        | $4612709.47        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-07-01      | 5.5000%  | 5.5000% | $2000.00           | $2013.23           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-06-01      | 5.5000%  | 5.5000% | $1000.00           | $1021.17           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-07-01      | 5.5000%  | 5.5000% | $1067477.00        | $1086672.25        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-06-01      | 7.0000%  | 7.0000% | $1000.00           | $1052.43           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-08-01      | 7.0000%  | 7.0000% | $1000.00           | $1065.55           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-08-01      | 7.0000%  | 7.0000% | $1000.00           | $1059.61           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-08-01      | 5.5000%  | 5.5000% | $6174199.00        | $5896656.02        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-08-01      | 6.5000%  | 6.5000% | $12175495.00       | $11543873.73       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-07-01      | 6.0000%  | 6.0000% | $6284600.00        | $6147855.46        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-08-01      | 5.5000%  | 5.5000% | $1008.00           | $1020.70           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-08-01      | 5.5000%  | 5.5000% | $15488926.00       | $15316490.25       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-08-01      | 6.0000%  | 6.0000% | $711290.00         | $729051.43         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-08-01      | 6.0000%  | 6.0000% | $12363779.00       | $12274165.52       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-08-01      | 6.0000%  | 6.0000% | $4502970.00        | $4514775.59        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-08-01      | 5.5000%  | 5.5000% | $1009.00           | $1030.22           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-09-01      | 5.5000%  | 5.5000% | $2384402.00        | $2433545.88        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-10-01      | 5.5000%  | 5.5000% | $1799500.00        | $1849240.98        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-10-01      | 5.5000%  | 5.5000% | $1019600.00        | $1042506.90        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-09-01      | 5.5000%  | 5.5000% | $1072600.00        | $1094302.51        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-09-01      | 6.0000%  | 6.0000% | $1000.00           | $1036.17           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-09-01      | 5.5000%  | 5.5000% | $1000.00           | $1015.17           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-10-01      | 6.0000%  | 6.0000% | $2000.00           | $2075.07           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-10-01      | 6.0000%  | 6.0000% | $2000.00           | $2071.26           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-10-01      | 6.0000%  | 6.0000% | $2000.00           | $2071.49           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-10-01      | 5.5000%  | 5.5000% | $2000.00           | $2044.62           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-09-01      | 6.5000%  | 6.5000% | $4001056.00        | $4216653.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-10-01      | 6.0000%  | 6.0000% | $6603025.00        | $6840788.92        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-10-01      | 5.5000%  | 5.5000% | $2000.00           | $2035.66           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-10-01      | 6.0000%  | 6.0000% | $2000.00           | $2062.16           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-09-01      | 6.0000%  | 6.0000% | $1113000.00        | $1142930.05        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-10-01      | 5.5000%  | 5.5000% | $1000.00           | $1026.14           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-09-01      | 4.0000%  | 4.0000% | $1059310.00        | $1010800.19        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-12-01      | 4.0000%  | 4.0000% | $1000.00           | $189.22            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-12-01      | 4.5000%  | 4.5000% | $1008.00           | $103.62            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-08-01      | 3.0000%  | 3.0000% | $1249500.00        | $347639.13         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-01-01      | 4.5000%  | 4.5000% | $1000.00           | $408.93            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-05-01      | 4.0000%  | 4.0000% | $10335928.00       | $9330153.83        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-09-01      | 4.0000%  | 4.0000% | $7980000.00        | $2556954.06        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-02-01      | 4.0000%  | 4.0000% | $5512200.00        | $1657690.50        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2058-08-01      | 2.5000%  | 2.5000% | $1000.00           | $414.49            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2060-09-01      | 2.5000%  | 2.5000% | $59928800.00       | $23390312.13       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2061-07-01      | 3.0000%  | 3.0000% | $2000.00           | $1105.82           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-04-01      | 3.5000%  | 3.5000% | $796800.00         | $230634.02         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-02-01      | 3.5000%  | 3.5000% | $1000.00           | $153.08            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-06-01      | 4.0000%  | 4.0000% | $1000.00           | $173.54            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2025-12-01      | 3.5890%  | 3.5890% | $6365100.00        | $6361293.31        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2026-03-01      | 3.5600%  | 3.5600% | $1496600.00        | $1493528.64        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2026-01-01      | 2.3190%  | 2.3190% | $2500000.00        | $2264892.32        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-04-01      | 3.0000%  | 3.0000% | $1062800.00        | $155493.14         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-07-01      | 3.0000%  | 3.0000% | $1000.00           | $237.93            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-04-01      | 5.8140%  | 5.8140% | $53137800.00       | $17275808.23       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-07-01      | 3.0000%  | 3.0000% | $1000.00           | $902.49            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-03-01      | 1.6900%  | 1.6900% | $2000000.00        | $1741074.77        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-05-01      | 1.4090%  | 1.4090% | $2506000.00        | $2308626.85        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-08-01      | 2.5000%  | 2.5000% | $1000.00           | $590.25            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-08-01      | 3.5000%  | 3.5000% | $1217800.00        | $1040060.91        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-08-01      | 6.5000%  | 6.5000% | $2479200.00        | $2254930.89        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-12-01      | 5.0000%  | 5.0000% | $561900.00         | $515745.05         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-01-01      | 5.0000%  | 5.0000% | $9048068.00        | $8482639.36        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-01-01      | 5.5000%  | 5.5000% | $15011669.00       | $13681476.67       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2040-02-01      | 4.5000%  | 4.5000% | $265000.00         | $254412.91         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-12-01      | 4.0000%  | 4.0000% | $1000.00           | $696.97            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-03-01      | 4.0000%  | 4.0000% | $257200.00         | $230936.94         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-05-01      | 5.5000%  | 5.5000% | $3873058.00        | $3917253.92        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-03-01      | 2.5000%  | 2.5000% | $1000.00           | $664.87            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-08-01      | 5.5000%  | 5.5000% | $3122209.00        | $3168978.02        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-09-01      | 4.5000%  | 4.5000% | $146300.00         | $142644.84         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-03-01      | 5.0000%  | 5.0000% | $1096100.00        | $1012450.20        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-08-01      | 5.0000%  | 5.0000% | $1399700.00        | $1368797.75        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-06-01      | 5.5000%  | 5.5000% | $1525600.00        | $1449840.65        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-12-01      | 5.5000%  | 5.5000% | $1696200.00        | $1553277.59        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-11-01      | 5.0000%  | 5.0000% | $91569.00          | $85806.00          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-12-01      | 6.0000%  | 6.0000% | $2352100.00        | $2110342.15        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-04-01      | 5.5000%  | 5.5000% | $2545250.00        | $1633645.37        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-04-01      | 6.5000%  | 6.5000% | $1093622.00        | $1119515.27        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-05-01      | 6.5000%  | 6.5000% | $1000.00           | $919.69            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-09-01      | 6.0000%  | 6.0000% | $3270400.00        | $3026589.82        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-06-01      | 6.0000%  | 6.0000% | $5562600.00        | $5237211.57        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-08-01      | 6.0000%  | 6.0000% | $1000.00           | $1012.18           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-05-01      | 4.5000%  | 4.5000% | $1000.00           | $142.03            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-08-01      | 3.5000%  | 3.5000% | $1000.00           | $237.77            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-08-01      | 3.0000%  | 3.0000% | $629400.00         | $148876.79         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-03-01      | 4.0000%  | 4.0000% | $2800.00           | $1204.23           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-11-01      | 3.0000%  | 3.0000% | $1000.00           | $386.59            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-03-01      | 2.5000%  | 2.5000% | $1000.00           | $173.11            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-09-01      | 2.0000%  | 2.0000% | $4856600.00        | $1362559.73        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-09-01      | 2.0000%  | 2.0000% | $1024.00           | $510.89            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-09-01      | 2.0000%  | 2.0000% | $1000.00           | $523.78            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-12-01      | 2.5000%  | 2.5000% | $1000.00           | $542.58            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-08-01      | 2.0000%  | 2.0000% | $1000.00           | $609.15            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-01-01      | 2.5000%  | 2.5000% | $1000.00           | $659.80            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-05-01      | 3.5000%  | 3.5000% | $1000.00           | $726.49            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-04-01      | 4.0000%  | 4.0000% | $1000.00           | $696.30            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-04-01      | 2.5000%  | 2.5000% | $3846.00           | $2672.60           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-07-01      | 5.0000%  | 5.0000% | $686704.00         | $615182.13         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-07-01      | 5.0000%  | 5.0000% | $2900.00           | $2192.24           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-07-01      | 4.5000%  | 4.5000% | $1042493.00        | $957885.23         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-08-01      | 5.0000%  | 5.0000% | $1014.00           | $811.27            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-12-01      | 5.0000%  | 5.0000% | $1024.00           | $914.05            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-10-01      | 4.5000%  | 4.5000% | $2058100.00        | $1893075.46        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-09-01      | 4.5000%  | 4.5000% | $1000.00           | $812.00            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-10-01      | 5.0000%  | 5.0000% | $1120.00           | $883.45            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-10-01      | 5.5000%  | 5.5000% | $1000.00           | $845.47            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-05-01      | 6.0000%  | 6.0000% | $1040.00           | $847.81            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-01-01      | 4.5000%  | 4.5000% | $1000.00           | $824.04            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-01-01      | 5.5000%  | 5.5000% | $52959969.00       | $46942694.12       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-02-01      | 5.5000%  | 5.5000% | $35000.00          | $34456.92          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-08-01      | 6.0000%  | 6.0000% | $3353100.00        | $3024154.40        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-09-01      | 6.5000%  | 6.5000% | $6287474.00        | $5640776.33        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-05-01      | 6.0000%  | 6.0000% | $3921045.00        | $3335775.83        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-06-01      | 5.5000%  | 5.5000% | $50000000.00       | $41610695.56       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-07-01      | 3.5000%  | 3.5000% | $2225848.00        | $1962621.49        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-07-01      | 5.0000%  | 5.0000% | $1000.00           | $867.43            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-08-01      | 5.0000%  | 5.0000% | $49000.00          | $40878.28          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-08-01      | 5.0000%  | 5.0000% | $20200000.00       | $17918526.17       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-02-01      | 5.5000%  | 5.5000% | $2290527.00        | $2206441.82        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-10-01      | 5.5000%  | 5.5000% | $1000.00           | $898.86            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-10-01      | 6.0000%  | 6.0000% | $6222273.00        | $6044432.54        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-10-01      | 6.5000%  | 6.5000% | $5215263.00        | $4730856.95        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-12-01      | 6.0000%  | 6.0000% | $97100.00          | $90812.17          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-12-01      | 6.0000%  | 6.0000% | $63518398.00       | $56065389.13       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-12-01      | 6.5000%  | 6.5000% | $4125000.00        | $3856943.39        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-01-01      | 6.5000%  | 6.5000% | $7067500.00        | $5456780.13        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-01-01      | 6.0000%  | 6.0000% | $36427317.00       | $32613180.18       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-12-01      | 6.0000%  | 6.0000% | $2509860.00        | $2583819.27        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-01-01      | 7.0000%  | 7.0000% | $2964909.00        | $2719606.61        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-03-01      | 6.0000%  | 6.0000% | $37653601.00       | $33259625.76       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-04-01      | 5.5000%  | 5.5000% | $16000.00          | $14620.14          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-03-01      | 5.5000%  | 5.5000% | $3367274.00        | $3292981.27        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-04-01      | 5.5000%  | 5.5000% | $1500000.00        | $1337090.96        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-04-01      | 6.5000%  | 6.5000% | $1092.00           | $819.01            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-06-01      | 6.0000%  | 6.0000% | $1319000.00        | $1231990.47        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-06-01      | 6.0000%  | 6.0000% | $5268900.00        | $5139809.62        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-06-01      | 6.5000%  | 6.5000% | $50874457.00       | $46240906.84       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-06-01      | 6.5000%  | 6.5000% | $71599298.00       | $59714633.51       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-07-01      | 4.5000%  | 4.5000% | $33161406.00       | $29415833.18       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-07-01      | 5.5000%  | 5.5000% | $3755600.00        | $3577958.13        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-01-01      | 5.5000%  | 5.5000% | $14371111.00       | $13903945.13       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-01-01      | 6.0000%  | 6.0000% | $506300.00         | $498904.91         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-08-01      | 6.0000%  | 6.0000% | $11120977.00       | $10582657.69       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-08-01      | 6.0000%  | 6.0000% | $857700.00         | $763987.63         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-09-01      | 6.0000%  | 6.0000% | $213000.00         | $203140.77         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-09-01      | 6.0000%  | 6.0000% | $1000.00           | $1047.46           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-09-01      | 6.0000%  | 6.0000% | $1265000.00        | $1129100.90        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-08-01      | 6.5000%  | 6.5000% | $2956367.00        | $2831633.74        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-09-01      | 5.0000%  | 5.0000% | $4891408.00        | $4618641.59        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-09-01      | 5.5000%  | 5.5000% | $2378400.00        | $2359519.61        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-10-01      | 6.5000%  | 6.5000% | $1411900.00        | $1506711.82        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-12-01      | 4.5000%  | 4.5000% | $252456.00         | $240181.37         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-12-01      | 5.5000%  | 5.5000% | $3705000.00        | $3654929.26        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-12-01      | 6.5000%  | 6.5000% | $13640719.00       | $12257631.67       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-12-01      | 6.0000%  | 6.0000% | $4940006.00        | $4925206.44        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-12-01      | 5.5000%  | 5.5000% | $1640500.00        | $1671071.64        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-08-01      | 4.0000%  | 4.0000% | $20235300.00       | $18444628.89       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-01-01      | 6.0000%  | 6.0000% | $53000000.00       | $50203584.53       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-03-01      | 5.0000%  | 5.0000% | $40116700.00       | $37898395.82       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-11-01      | 5.0000%  | 5.0000% | $1008.00           | $965.23            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-02-01      | 5.5000%  | 5.5000% | $3000000.00        | $2799499.33        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-01-01      | 6.0000%  | 6.0000% | $1000.00           | $967.62            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-01-01      | 5.5000%  | 5.5000% | $13897401.00       | $13181891.87       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-03-01      | 2.0000%  | 2.0000% | $1000.00           | $779.63            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-04-01      | 6.0000%  | 6.0000% | $44554635.00       | $40812677.49       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-01-01      | 6.0000%  | 6.0000% | $38712403.00       | $37530479.14       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-01-01      | 5.0000%  | 5.0000% | $1024.00           | $982.59            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-05-01      | 5.5000%  | 5.5000% | $3999600.00        | $4030662.87        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-06-01      | 3.5000%  | 3.5000% | $44423832.00       | $39852191.64       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-12-01      | 3.0000%  | 3.0000% | $37289507.00       | $32460118.34       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-07-01      | 3.0000%  | 3.0000% | $18581114.00       | $16430986.39       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-04-01      | 3.5000%  | 3.5000% | $25859499.00       | $23283840.95       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-12-01      | 3.5000%  | 3.5000% | $9344930.00        | $8450532.88        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-09-01      | 4.0000%  | 4.0000% | $4037796.00        | $3724666.69        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-03-01      | 4.0000%  | 4.0000% | $39609300.00       | $37375838.29       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-05-01      | 4.0000%  | 4.0000% | $7632529.00        | $7076768.09        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-03-01      | 6.0000%  | 6.0000% | $20572800.00       | $20396810.86       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-03-01      | 6.0000%  | 6.0000% | $1000.00           | $966.74            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-02-01      | 6.0000%  | 6.0000% | $53592277.00       | $52546384.32       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-04-01      | 5.0000%  | 5.0000% | $8241990.00        | $8012140.04        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-04-01      | 4.5000%  | 4.5000% | $30000000.00       | $28223517.54       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-04-01      | 5.5000%  | 5.5000% | $1008.00           | $999.42            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-05-01      | 5.0000%  | 5.0000% | $1024.00           | $988.25            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-08-01      | 5.5000%  | 5.5000% | $39900700.00       | $40328255.40       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-06-01      | 5.5000%  | 5.5000% | $36454100.00       | $35980364.06       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-06-01      | 5.5000%  | 5.5000% | $9366300.00        | $9190828.19        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-08-01      | 6.0000%  | 6.0000% | $1000.00           | $1022.18           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-09-01      | 3.0000%  | 3.0000% | $276000.00         | $251539.77         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-07-01      | 3.5000%  | 3.5000% | $33367804.00       | $30461158.05       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-07-01      | 5.0000%  | 5.0000% | $16229373.00       | $16245890.89       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-06-01      | 3.5000%  | 3.5000% | $1024.00           | $950.07            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-05-01      | 6.0000%  | 6.0000% | $1000.00           | $1042.96           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-09-01      | 6.0000%  | 6.0000% | $1000.00           | $1028.80           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-06-01      | 6.0000%  | 6.0000% | $1000.00           | $1036.78           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-03-01      | 3.0000%  | 3.0000% | $3702.00           | $1186.54           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-04-01      | 3.0000%  | 3.0000% | $1000.00           | $229.49            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-10-01      | 4.0000%  | 4.0000% | $9335.00           | $2576.34           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-01-01      | 3.0000%  | 3.0000% | $6161497.00        | $2127471.37        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-03-01      | 3.0000%  | 3.0000% | $1000.00           | $376.65            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-11-01      | 3.0000%  | 3.0000% | $1000.00           | $264.51            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-11-01      | 4.0000%  | 4.0000% | $1000.00           | $297.94            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-08-01      | 3.0000%  | 3.0000% | $1000.00           | $441.21            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-11-01      | 3.0000%  | 3.0000% | $1100.00           | $294.35            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-10-01      | 3.5000%  | 3.5000% | $120998.00         | $35206.99          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-11-01      | 2.5000%  | 2.5000% | $1579.00           | $648.60            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-12-01      | 4.0000%  | 4.0000% | $1000.00           | $434.11            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-09-01      | 3.5000%  | 3.5000% | $381900.00         | $193301.42         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-07-01      | 3.5000%  | 3.5000% | $1000.00           | $516.06            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-02-01      | 3.0000%  | 3.0000% | $1000.00           | $676.58            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-02-01      | 3.0000%  | 3.0000% | $1000.00           | $614.57            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-02-01      | 3.0000%  | 3.0000% | $1000.00           | $676.12            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-01-01      | 4.0000%  | 4.0000% | $674300.00         | $438993.73         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-04-01      | 3.5000%  | 3.5000% | $1000.00           | $692.41            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-04-01      | 3.0000%  | 3.0000% | $1000.00           | $548.57            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-07-01      | 2.0000%  | 2.0000% | $1000000.00        | $646193.08         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2045-10-01      | 4.5000%  | 4.5000% | $1049.00           | $733.52            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-04-01      | 3.5000%  | 3.5000% | $1000.00           | $664.98            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-12-01      | 2.5000%  | 2.5000% | $1700.00           | $1246.39           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-09-01      | 3.5000%  | 3.5000% | $1000.00           | $372.65            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-01-01      | 5.5000%  | 5.5000% | $1549500.00        | $1359395.40        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2036-12-01      | 2.5000%  | 2.5000% | $1000.00           | $613.53            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-02-01      | 5.5000%  | 5.5000% | $5483496.00        | $4237494.85        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-09-01      | 3.0000%  | 3.0000% | $3200.00           | $2166.51           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-05-01      | 3.0000%  | 3.0000% | $2730.00           | $2070.95           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-05-01      | 5.0000%  | 5.0000% | $1000000.00        | $900637.19         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-06-01      | 3.5000%  | 3.5000% | $3000.00           | $2287.96           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-09-01      | 3.0000%  | 3.0000% | $2000.00           | $1531.27           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-10-01      | 2.5000%  | 2.5000% | $3000.00           | $2185.95           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-07-01      | 5.5000%  | 5.5000% | $1000.00           | $690.61            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-04-01      | 2.5000%  | 2.5000% | $1026.00           | $778.18            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-10-01      | 6.0000%  | 6.0000% | $18600.00          | $15639.80          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-06-01      | 3.5000%  | 3.5000% | $1372.00           | $1094.87           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-11-01      | 7.0000%  | 7.0000% | $2050.00           | $1586.66           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-11-01      | 6.5000%  | 6.5000% | $2106.00           | $1752.79           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-04-01      | 1.5000%  | 1.5000% | $19125500.00       | $11489438.76       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-08-01      | 5.5000%  | 5.5000% | $1201000.00        | $999982.30         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-12-01      | 6.0000%  | 6.0000% | $2002.00           | $1734.76           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-07-01      | 5.5000%  | 5.5000% | $24122316.00       | $23305992.79       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-08-01      | 6.0000%  | 6.0000% | $776300.00         | $713537.30         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-04-01      | 1.5000%  | 1.5000% | $2000.00           | $1395.17           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-01-01      | 5.5000%  | 5.5000% | $1613000.00        | $1425694.92        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-01-01      | 7.0000%  | 7.0000% | $35923926.00       | $30247303.70       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-01-01      | 5.5000%  | 5.5000% | $34915878.00       | $30776321.16       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-03-01      | 3.0000%  | 3.0000% | $1000.00           | $779.31            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-08-01      | 5.0000%  | 5.0000% | $163900.00         | $147104.95         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-10-01      | 4.5000%  | 4.5000% | $56107.00          | $47935.10          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-03-01      | 4.0000%  | 4.0000% | $2000.00           | $1725.31           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-04-01      | 6.0000%  | 6.0000% | $38794696.00       | $34564705.14       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-02-01      | 6.0000%  | 6.0000% | $59912100.00       | $50377691.00       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-06-01      | 6.5000%  | 6.5000% | $52057354.00       | $47586180.16       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-03-01      | 2.0000%  | 2.0000% | $2000.00           | $1491.36           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-08-01      | 5.5000%  | 5.5000% | $11430000.00       | $10102200.27       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-07-01      | 6.5000%  | 6.5000% | $33837897.00       | $29655758.94       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-07-01      | 6.5000%  | 6.5000% | $1024.00           | $912.34            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-07-01      | 5.5000%  | 5.5000% | $56867080.00       | $52505600.55       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-09-01      | 4.5000%  | 4.5000% | $1000.00           | $884.82            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-06-01      | 3.5000%  | 3.5000% | $54948796.00       | $46420666.35       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-07-01      | 5.5000%  | 5.5000% | $36027518.00       | $33290831.58       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-04-01      | 5.0000%  | 5.0000% | $48700224.00       | $44360786.34       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-06-01      | 6.5000%  | 6.5000% | $14715168.00       | $13330776.57       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-12-01      | 5.0000%  | 5.0000% | $20000.00          | $17415.26          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2044-10-01      | 5.5000%  | 5.5000% | $2000.00           | $1847.30           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-10-01      | 5.5000%  | 5.5000% | $1987504.00        | $1834389.92        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-07-01      | 6.0000%  | 6.0000% | $7467000.00        | $6659965.65        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-06-01      | 4.0000%  | 4.0000% | $1083633.00        | $957867.48         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-08-01      | 5.0000%  | 5.0000% | $37436288.00       | $37294179.76       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-02-01      | 7.0000%  | 7.0000% | $1482761.00        | $1319173.93        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-03-01      | 4.0000%  | 4.0000% | $26503596.00       | $24149970.72       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-04-01      | 5.5000%  | 5.5000% | $60238553.00       | $57707913.32       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-05-01      | 5.0000%  | 5.0000% | $56841774.00       | $55582828.49       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-05-01      | 5.5000%  | 5.5000% | $1804.00           | $1791.80           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-05-01      | 6.0000%  | 6.0000% | $37136082.00       | $37046237.59       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-06-01      | 5.5000%  | 5.5000% | $2142.00           | $2177.71           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-06-01      | 6.5000%  | 6.5000% | $1000.00           | $1027.76           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-07-01      | 5.0000%  | 5.0000% | $41219164.00       | $40765904.66       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-09-01      | 6.5000%  | 6.5000% | $38594048.00       | $40654860.15       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-02-01      | 6.0000%  | 6.0000% | $4375599.00        | $4365118.84        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-02-01      | 6.0000%  | 6.0000% | $4038500.00        | $3845933.97        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-02-01      | 5.5000%  | 5.5000% | $2001.00           | $1595.99           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-02-01      | 5.5000%  | 5.5000% | $2000.00           | $1449.14           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-03-01      | 5.0000%  | 5.0000% | $1271100.00        | $1136375.43        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2039-01-01      | 6.5000%  | 6.5000% | $1001.00           | $49.03             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-06-01      | 2.5000%  | 2.5000% | $1579.00           | $66.77             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-08-01      | 3.0000%  | 3.0000% | $1000.00           | $157.88            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-12-01      | 3.0000%  | 3.0000% | $11000.00          | $1926.67           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2034-04-01      | 4.5000%  | 4.5000% | $14999.00          | $2438.69           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2036-04-01      | 6.2850%  | 6.2850% | $3748748.00        | $31443.75          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2036-09-01      | 5.7990%  | 5.7990% | $1997.00           | $113.08            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-07-01      | 4.1820%  | 4.1820% | $3143600.00        | $134225.40         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-03-01      | 6.0000%  | 6.0000% | $22962.00          | $494.79            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-02-01      | 6.0000%  | 6.0000% | $2018.00           | $22.59             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2036-12-01      | 5.9000%  | 5.9000% | $1011.00           | $29.27             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2036-12-01      | 5.6200%  | 5.6200% | $2000.00           | $301.77            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-01-01      | 5.5000%  | 5.5000% | $1997.00           | $10.76             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-09-01      | 6.0000%  | 6.0000% | $1100.00           | $92.21             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2036-06-01      | 5.2500%  | 5.2500% | $6081.00           | $3325.13           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2040-08-01      | 4.5000%  | 4.5000% | $9800.00           | $364.39            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2041-10-01      | 4.0000%  | 4.0000% | $2149000.00        | $243028.11         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2041-04-01      | 4.5000%  | 4.5000% | $1105000.00        | $4378.03           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2029-12-01      | 3.5000%  | 3.5000% | $1125.00           | $94.54             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-04-01      | 3.0000%  | 3.0000% | $1000.00           | $98.74             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-02-01      | 2.5000%  | 2.5000% | $6909120.00        | $747159.29         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-12-01      | 4.0000%  | 4.0000% | $13534.00          | $1049.56           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-10-01      | 3.5000%  | 3.5000% | $1000.00           | $123.68            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-03-01      | 3.5000%  | 3.5000% | $1299.00           | $171.26            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-08-01      | 3.5000%  | 3.5000% | $31002.00          | $2342.38           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-07-01      | 2.0000%  | 2.0000% | $344000.00         | $212378.13         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-11-01      | 2.0000%  | 2.0000% | $444400.00         | $291246.01         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-12-01      | 2.5000%  | 2.5000% | $52000.00          | $33542.72          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2029-04-01      | 3.5000%  | 3.5000% | $50000.00          | $3799.91           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-08-01      | 4.5000%  | 4.5000% | $15576.00          | $1506.53           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-11-01      | 3.0000%  | 3.0000% | $1000.00           | $155.71            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-07-01      | 2.0000%  | 2.0000% | $3600000.00        | $1579111.59        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-09-01      | 2.5000%  | 2.5000% | $12092.00          | $4933.57           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-09-01      | 2.5000%  | 2.5000% | $1000.00           | $336.24            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-11-01      | 2.0000%  | 2.0000% | $9500.00           | $4069.55           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-01-01      | 2.0000%  | 2.0000% | $1000.00           | $551.86            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-12-01      | 2.0000%  | 2.0000% | $2398329.00        | $1294607.65        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-03-01      | 2.5000%  | 2.5000% | $3400.00           | $1695.94           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-06-01      | 1.5000%  | 1.5000% | $1024.00           | $617.30            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-02-01      | 5.5000%  | 5.5000% | $8632000.00        | $7493124.69        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-03-01      | 5.5000%  | 5.5000% | $12885400.00       | $11089776.95       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-03-01      | 5.5000%  | 5.5000% | $1372.00           | $1180.80           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-05-01      | 4.0000%  | 4.0000% | $3410152.00        | $3030932.64        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-03-01      | 2.0000%  | 2.0000% | $7000.00           | $4683.86           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-04-01      | 2.5000%  | 2.5000% | $2000.00           | $1369.31           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-05-01      | 3.0000%  | 3.0000% | $1000.00           | $720.31            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-05-01      | 2.5000%  | 2.5000% | $1076.00           | $686.49            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-08-01      | 3.5000%  | 3.5000% | $145000.00         | $111392.46         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-09-01      | 3.0000%  | 3.0000% | $1000.00           | $748.40            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-09-01      | 4.5000%  | 4.5000% | $1008.00           | $786.98            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-11-01      | 4.0000%  | 4.0000% | $1000.00           | $808.09            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-04-01      | 4.5000%  | 4.5000% | $500000.00         | $415483.95         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-04-01      | 5.0000%  | 5.0000% | $1000.00           | $822.95            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-05-01      | 4.0000%  | 4.0000% | $425000.00         | $353190.45         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-05-01      | 4.0000%  | 4.0000% | $26160.00          | $21739.91          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-07-01      | 4.5000%  | 4.5000% | $1008.00           | $858.02            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-07-01      | 6.5000%  | 6.5000% | $581893.00         | $423024.76         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-08-01      | 5.5000%  | 5.5000% | $1000.00           | $825.18            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-09-01      | 5.5000%  | 5.5000% | $1000.00           | $832.54            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-09-01      | 5.5000%  | 5.5000% | $289200.00         | $240772.94         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-07-01      | 5.0000%  | 5.0000% | $2388768.00        | $2241760.72        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-08-01      | 4.0000%  | 4.0000% | $9453186.00        | $8356027.49        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-08-01      | 5.5000%  | 5.5000% | $28998.00          | $26666.38          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-10-01      | 5.5000%  | 5.5000% | $34360691.00       | $31804289.83       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-12-01      | 5.0000%  | 5.0000% | $3703900.00        | $3500874.08        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-12-01      | 6.0000%  | 6.0000% | $4501711.00        | $4123296.61        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-11-01      | 4.0000%  | 4.0000% | $26156852.00       | $23672542.36       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-11-01      | 5.0000%  | 5.0000% | $22052000.00       | $20790807.87       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-11-01      | 5.5000%  | 5.5000% | $40000.00          | $37221.05          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2044-11-01      | 5.5000%  | 5.5000% | $1948946.00        | $1700184.62        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-12-01      | 4.5000%  | 4.5000% | $36306000.00       | $34060234.06       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2040-01-01      | 4.0000%  | 4.0000% | $797000.00         | $714372.37         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2039-12-01      | 3.5000%  | 3.5000% | $2150242.00        | $1926595.98        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-01-01      | 4.0000%  | 4.0000% | $1838182.00        | $1681598.21        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2045-02-01      | 5.5000%  | 5.5000% | $3241601.00        | $2887138.64        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2045-01-01      | 4.5000%  | 4.5000% | $893100.00         | $838410.08         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-02-01      | 5.0000%  | 5.0000% | $11572900.00       | $11111218.43       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-02-01      | 6.0000%  | 6.0000% | $800022.00         | $743363.08         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2040-03-01      | 4.5000%  | 4.5000% | $600600.00         | $564991.34         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-03-01      | 4.5000%  | 4.5000% | $2915982.00        | $2756928.88        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2040-04-01      | 4.5000%  | 4.5000% | $10431163.00       | $9808559.13        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2040-05-01      | 5.5000%  | 5.5000% | $447899.00         | $424693.65         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2040-02-01      | 3.0000%  | 3.0000% | $262213.00         | $243233.96         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-05-01      | 5.5000%  | 5.5000% | $1564830.00        | $1534283.84        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-05-01      | 6.5000%  | 6.5000% | $7629200.00        | $7413723.02        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2045-05-01      | 5.5000%  | 5.5000% | $3412100.00        | $3311779.88        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2040-05-01      | 3.5000%  | 3.5000% | $1000.00           | $891.56            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2040-04-01      | 3.5000%  | 3.5000% | $105400.00         | $98999.48          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2045-06-01      | 5.5000%  | 5.5000% | $3905000.00        | $3860135.99        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2045-06-01      | 5.5000%  | 5.5000% | $19207348.00       | $18986677.42       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-07-01      | 6.0000%  | 6.0000% | $48064575.00       | $47906761.68       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2045-07-01      | 5.0000%  | 5.0000% | $9373563.00        | $9221262.19        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2040-07-01      | 3.5000%  | 3.5000% | $4469322.00        | $4244399.96        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-08-01      | 5.5000%  | 5.5000% | $1024.00           | $1026.69           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-08-01      | 6.0000%  | 6.0000% | $4728944.00        | $4757163.98        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2045-08-01      | 5.5000%  | 5.5000% | $1467000.00        | $1440454.22        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2040-09-01      | 5.5000%  | 5.5000% | $854100.00         | $857045.82         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-09-01      | 6.0000%  | 6.0000% | $12970000.00       | $13319182.65       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2040-09-01      | 3.5000%  | 3.5000% | $567000.00         | $550193.80         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2040-09-01      | 5.0000%  | 5.0000% | $1664.00           | $1688.36           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2040-09-01      | 3.0000%  | 3.0000% | $179123.00         | $171876.69         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-08-01      | 4.3540%  | 4.3540% | $16181000.00       | $379274.05         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-12-01      | 5.0000%  | 5.0000% | $79603.00          | $72214.79          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-11-01      | 5.0000%  | 5.0000% | $2523000.00        | $2490318.29        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-12-01      | 5.0000%  | 5.0000% | $1024.00           | $965.50            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-12-01      | 4.5000%  | 4.5000% | $1000.00           | $976.87            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-11-01      | 4.0000%  | 4.0000% | $1766009.00        | $1653173.28        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-12-01      | 6.0000%  | 6.0000% | $66032.00          | $63311.35          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-12-01      | 5.0000%  | 5.0000% | $1000.00           | $991.41            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-12-01      | 6.0000%  | 6.0000% | $1191160.00        | $1088395.57        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-12-01      | 5.5000%  | 5.5000% | $1046647.00        | $1006501.34        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-12-01      | 6.0000%  | 6.0000% | $1000.00           | $1016.63           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-12-01      | 6.0000%  | 6.0000% | $3800.00           | $3915.93           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-12-01      | 6.5000%  | 6.5000% | $25331158.00       | $22069640.70       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-12-01      | 6.0000%  | 6.0000% | $1086602.00        | $1066530.36        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-12-01      | 6.0000%  | 6.0000% | $1000.00           | $1040.60           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-01-01      | 5.5000%  | 5.5000% | $1002.00           | $1012.72           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-01-01      | 6.0000%  | 6.0000% | $62002200.00       | $55019013.70       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-01-01      | 6.5000%  | 6.5000% | $1506520.00        | $1434478.57        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-02-01      | 5.5000%  | 5.5000% | $1000.00           | $1008.92           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-02-01      | 6.5000%  | 6.5000% | $936900.00         | $984988.94         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-02-01      | 5.5000%  | 5.5000% | $8009344.00        | $7847755.89        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-02-01      | 6.0000%  | 6.0000% | $11848496.00       | $10907935.37       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-01-01      | 5.5000%  | 5.5000% | $1998.00           | $2033.46           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-02-01      | 7.0000%  | 7.0000% | $1248500.00        | $1101200.01        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-02-01      | 5.5000%  | 5.5000% | $1093.00           | $1103.94           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-03-01      | 6.0000%  | 6.0000% | $1004.00           | $1023.14           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-02-01      | 5.0000%  | 5.0000% | $9257954.00        | $8663321.81        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-02-01      | 5.5000%  | 5.5000% | $8412096.00        | $7795063.17        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-03-01      | 5.5000%  | 5.5000% | $1000.00           | $1011.06           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-03-01      | 6.0000%  | 6.0000% | $54741793.00       | $47129139.01       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-03-01      | 6.0000%  | 6.0000% | $5348800.00        | $5063037.04        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-03-01      | 6.0000%  | 6.0000% | $13641808.00       | $12177568.62       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-03-01      | 6.5000%  | 6.5000% | $43700.00          | $45476.24          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-02-01      | 5.5000%  | 5.5000% | $53800.00          | $54266.31          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-02-01      | 6.0000%  | 6.0000% | $1865500.00        | $1839016.88        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-03-01      | 6.0000%  | 6.0000% | $29808518.00       | $26884035.34       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-04-01      | 5.5000%  | 5.5000% | $6747100.00        | $6468545.61        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-04-01      | 5.5000%  | 5.5000% | $501547.00         | $494641.81         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-04-01      | 6.5000%  | 6.5000% | $1000.00           | $1041.07           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-04-01      | 5.5000%  | 5.5000% | $1000.00           | $1011.90           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-03-01      | 6.0000%  | 6.0000% | $17965577.00       | $17688698.53       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-04-01      | 6.0000%  | 6.0000% | $1013241.00        | $1044565.25        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-04-01      | 5.5000%  | 5.5000% | $3009431.00        | $2839732.40        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-04-01      | 6.0000%  | 6.0000% | $12902704.00       | $12886930.86       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-05-01      | 5.5000%  | 5.5000% | $1000.00           | $1013.79           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-03-01      | 6.5000%  | 6.5000% | $1008.00           | $1008.85           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-05-01      | 6.0000%  | 6.0000% | $1000.00           | $1026.70           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-04-01      | 4.5000%  | 4.5000% | $1298536.00        | $1262702.48        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-05-01      | 5.5000%  | 5.5000% | $23262909.00       | $22901775.80       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-03-01      | 6.0000%  | 6.0000% | $2000.00           | $2030.95           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-05-01      | 5.5000%  | 5.5000% | $1000.00           | $1009.99           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-05-01      | 6.0000%  | 6.0000% | $4562496.00        | $4530132.77        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-05-01      | 5.5000%  | 5.5000% | $2000.00           | $2034.07           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-06-01      | 5.5000%  | 5.5000% | $33006440.00       | $33168229.01       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-06-01      | 6.0000%  | 6.0000% | $1020.00           | $1047.70           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-06-01      | 5.5000%  | 5.5000% | $13180400.00       | $12817147.02       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-05-01      | 5.5000%  | 5.5000% | $959699.00         | $977902.12         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-06-01      | 5.0000%  | 5.0000% | $33400.00          | $33315.86          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-06-01      | 5.0000%  | 5.0000% | $3543200.00        | $3473746.55        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-06-01      | 5.0000%  | 5.0000% | $500271.00         | $498496.58         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-06-01      | 5.5000%  | 5.5000% | $1306349.00        | $1162999.66        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-06-01      | 5.5000%  | 5.5000% | $1402250.00        | $1423075.56        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-06-01      | 5.5000%  | 5.5000% | $1000.00           | $1017.33           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-06-01      | 6.0000%  | 6.0000% | $3297970.00        | $3316519.15        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-07-01      | 5.0000%  | 5.0000% | $1561207.00        | $1556700.32        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-06-01      | 5.0000%  | 5.0000% | $1671724.00        | $1645490.21        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-07-01      | 6.5000%  | 6.5000% | $1000.00           | $1035.21           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-08-01      | 6.5000%  | 6.5000% | $11477428.00       | $9837500.61        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-07-01      | 6.0000%  | 6.0000% | $1000.00           | $1047.99           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-08-01      | 6.0000%  | 6.0000% | $1000.00           | $1010.98           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-08-01      | 6.0000%  | 6.0000% | $1000.00           | $1045.71           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-08-01      | 5.0000%  | 5.0000% | $1069.00           | $1068.53           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-08-01      | 5.5000%  | 5.5000% | $2349389.00        | $2280064.99        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-08-01      | 7.0000%  | 7.0000% | $4770879.00        | $4488084.37        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-08-01      | 6.0000%  | 6.0000% | $1000.00           | $1031.11           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-08-01      | 6.0000%  | 6.0000% | $2000.00           | $2051.16           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-08-01      | 6.0000%  | 6.0000% | $1000.00           | $1043.48           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-08-01      | 6.5000%  | 6.5000% | $33075865.00       | $33947261.21       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-08-01      | 5.5000%  | 5.5000% | $1000.00           | $1027.69           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-08-01      | 5.5000%  | 5.5000% | $1000.00           | $1024.45           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-08-01      | 6.0000%  | 6.0000% | $1956.00           | $2023.00           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-09-01      | 6.0000%  | 6.0000% | $1000.00           | $1032.93           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-09-01      | 6.0000%  | 6.0000% | $1000.00           | $1036.57           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-10-01      | 6.0000%  | 6.0000% | $1000.00           | $1039.26           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-10-01      | 6.0000%  | 6.0000% | $1000.00           | $1041.85           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-10-01      | 6.0000%  | 6.0000% | $1000.00           | $1039.68           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-08-01      | 6.5000%  | 6.5000% | $55800.00          | $58031.61          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-10-01      | 6.0000%  | 6.0000% | $1000.00           | $1037.96           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-04-01      | 5.5000%  | 5.5000% | $1000.00           | $986.88            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-04-01      | 5.5000%  | 5.5000% | $1024.00           | $966.03            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-01-01      | 5.5000%  | 5.5000% | $46666200.00       | $44070400.40       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-12-01      | 2.0000%  | 2.0000% | $16436800.00       | $12729885.72       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-08-01      | 6.5000%  | 6.5000% | $16454112.00       | $16317351.84       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-03-01      | 5.5000%  | 5.5000% | $13891145.00       | $13675578.42       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-03-01      | 5.5000%  | 5.5000% | $23601200.00       | $23171873.37       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-03-01      | 6.0000%  | 6.0000% | $1010.00           | $999.98            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2049-07-01      | 3.5000%  | 3.5000% | $44200909.00       | $39942810.21       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-05-01      | 4.0000%  | 4.0000% | $11489316.00       | $10646288.49       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-09-01      | 4.0000%  | 4.0000% | $12106845.00       | $10929981.95       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-12-01      | 5.5000%  | 5.5000% | $14001445.00       | $13645314.24       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-10-01      | 5.0000%  | 5.0000% | $1008.00           | $1005.45           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-01-01      | 4.0000%  | 4.0000% | $8706300.00        | $8092419.77        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-06-01      | 5.0000%  | 5.0000% | $1000.00           | $986.99            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-05-01      | 5.5000%  | 5.5000% | $17676163.00       | $17444239.36       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-01-01      | 3.0000%  | 3.0000% | $72481588.00       | $65294916.19       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-08-01      | 6.0000%  | 6.0000% | $1024.00           | $1050.49           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-09-01      | 6.0000%  | 6.0000% | $1024.00           | $1063.29           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-06-25      | 5.5000%  | 5.5000% | $13053349.00       | $2172791.68        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-08-25      | 5.5000%  | 5.5000% | $2425966.00        | $415414.64         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-12-01      | 6.0000%  | 6.0000% | $45901980.00       | $40914398.61       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-06-01      | 6.0000%  | 6.0000% | $70107129.00       | $62074508.86       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-02-01      | 5.5000%  | 5.5000% | $475059.00         | $451808.10         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-02-01      | 6.5000%  | 6.5000% | $1000.00           | $769.01            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-05-01      | 5.5000%  | 5.5000% | $1000.00           | $880.43            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-10-01      | 5.0000%  | 5.0000% | $350000.00         | $326389.81         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-10-01      | 6.5000%  | 6.5000% | $36008814.00       | $32961250.75       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-02-01      | 5.5000%  | 5.5000% | $1000.00           | $991.11            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-08-01      | 5.5000%  | 5.5000% | $1031.00           | $1046.91           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-09-01      | 6.0000%  | 6.0000% | $2000.00           | $2100.12           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-06-01      | 5.0000%  | 5.0000% | $55550000.00       | $54658373.81       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-09-01      | 6.0000%  | 6.0000% | $26523854.00       | $26945423.59       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2040-06-01      | 4.0000%  | 4.0000% | $2567500.00        | $2451884.57        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2040-06-01      | 3.5000%  | 3.5000% | $4529505.00        | $4174213.03        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2040-07-01      | 5.0000%  | 5.0000% | $10542654.00       | $10146284.59       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2040-07-01      | 3.5000%  | 3.5000% | $8782571.00        | $8338147.25        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2040-08-01      | 5.0000%  | 5.0000% | $1000.00           | $976.04            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2040-08-01      | 5.5000%  | 5.5000% | $2792400.00        | $2745519.66        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-07-15      | 3.5000%  | 3.5000% | $1000.00           | $174.77            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-09-15      | 3.5000%  | 3.5000% | $1001.00           | $491.01            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-08-15      | 3.5000%  | 3.5000% | $1109.00           | $93.00             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-04-20      | 3.5000%  | 3.5000% | $1068.00           | $73.44             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-07-20      | 3.5000%  | 3.5000% | $1000.00           | $77.35             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-08-20      | 3.0000%  | 3.0000% | $1002.00           | $100.26            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-09-20      | 3.5000%  | 3.5000% | $2233100.00        | $35441.46          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2030-04-20      | 3.0000%  | 3.0000% | $1617.00           | $81.35             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2045-11-20      | 3.0000%  | 3.0000% | $1000.00           | $117.84            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-05-20      | 3.5000%  | 3.5000% | $1000.00           | $117.16            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2046-05-20      | 3.5000%  | 3.5000% | $42601.00          | $4532.82           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-12-20      | 4.0000%  | 4.0000% | $1000.00           | $109.28            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-03-20      | 5.5000%  | 5.5000% | $1041.00           | $126.31            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-10-20      | 3.0000%  | 3.0000% | $1001.00           | $157.84            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-11-20      | 3.0000%  | 3.0000% | $1000.00           | $166.78            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-10-20      | 4.5000%  | 4.5000% | $6464000.00        | $505896.42         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-01-20      | 3.5000%  | 3.5000% | $90200.00          | $11866.14          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-01-20      | 2.5000%  | 2.5000% | $3895.00           | $1739.17           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-02-20      | 2.0000%  | 2.0000% | $1000.00           | $509.26            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-02-20      | 3.0000%  | 3.0000% | $1000.00           | $166.67            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-02-20      | 4.0000%  | 4.0000% | $1000.00           | $143.81            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-06-20      | 3.5000%  | 3.5000% | $1000.00           | $230.10            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-09-20      | 2.5000%  | 2.5000% | $48534830.00       | $29036334.69       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-11-20      | 3.5000%  | 3.5000% | $1000.00           | $656.38            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-12-20      | 2.5000%  | 2.5000% | $62462105.00       | $39215155.19       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-05-20      | 3.0000%  | 3.0000% | $1901.00           | $1329.64           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-06-20      | 4.0000%  | 4.0000% | $1038100.00        | $924908.80         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-07-20      | 4.5000%  | 4.5000% | $1000.00           | $756.31            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-08-20      | 4.5000%  | 4.5000% | $6000.00           | $4552.27           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-09-20      | 4.0000%  | 4.0000% | $1000.00           | $763.21            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-09-20      | 4.0000%  | 4.0000% | $46849000.00       | $35755893.15       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-10-20      | 5.0000%  | 5.0000% | $1000.00           | $765.88            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-08-20      | 6.5000%  | 6.5000% | $51663100.00       | $33315461.66       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-07-20      | 6.0000%  | 6.0000% | $47150649.00       | $31028992.45       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-06-20      | 4.0000%  | 4.0000% | $1020413.00        | $659078.77         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-10-20      | 4.5000%  | 4.5000% | $199400.00         | $178274.68         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-11-20      | 4.5000%  | 4.5000% | $892024.00         | $808254.44         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-10-20      | 6.0000%  | 6.0000% | $23249302.00       | $15862625.64       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-12-20      | 8.0000%  | 8.0000% | $1000.00           | $191.59            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-01-20      | 5.0000%  | 5.0000% | $29874900.00       | $27149643.37       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-12-20      | 6.0000%  | 6.0000% | $25000000.00       | $16099003.70       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-10-20      | 4.0000%  | 4.0000% | $1169639.00        | $1059184.37        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-02-20      | 5.0000%  | 5.0000% | $30000000.00       | $26500354.02       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2046-12-20      | 3.0000%  | 3.0000% | $1000.00           | $759.98            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-04-20      | 6.5000%  | 6.5000% | $500000.00         | $283394.89         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-01-15      | 4.0000%  | 4.0000% | $1000.00           | $443.04            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2062-05-20      | 4.0000%  | 4.0000% | $155600.00         | $140357.13         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2060-04-20      | 4.0000%  | 4.0000% | $87330.00          | $78468.95          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-03-15      | 3.0000%  | 3.0000% | $1000.00           | $163.05            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-12-20      | 4.0000%  | 4.0000% | $1254802.00        | $1120278.21        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-03-15      | 4.0000%  | 4.0000% | $814257.00         | $726046.34         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-03-15      | 4.5000%  | 4.5000% | $299438.00         | $270645.26         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-08-20      | 4.0000%  | 4.0000% | $50364657.00       | $46243197.82       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-10-20      | 4.5000%  | 4.5000% | $1000.00           | $935.38            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2043-05-15      | 3.0000%  | 3.0000% | $1006.00           | $114.77            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2044-09-15      | 4.0000%  | 4.0000% | $1000.00           | $136.40            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-03-20      | 5.0000%  | 5.0000% | $4086044.00        | $3836482.39        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-03-20      | 5.0000%  | 5.0000% | $5194700.00        | $4765284.85        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-03-20      | 5.0000%  | 5.0000% | $3209684.00        | $2945598.90        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-10-20      | 5.0000%  | 5.0000% | $22115300.00       | $20957338.32       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-11-20      | 4.5000%  | 4.5000% | $14610293.00       | $13927256.45       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-12-20      | 4.0000%  | 4.0000% | $1175220.00        | $1096752.16        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-12-20      | 4.5000%  | 4.5000% | $2726329.00        | $2591430.83        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-01-20      | 5.5000%  | 5.5000% | $2000.00           | $1893.76           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-01-20      | 5.5000%  | 5.5000% | $1000.00           | $1008.95           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-04-20      | 6.5000%  | 6.5000% | $1000.00           | $1038.90           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-04-20      | 5.5000%  | 5.5000% | $8615845.00        | $8655089.26        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2060-06-15      | 4.8300%  | 4.8300% | $197000.00         | $195868.62         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-05-20      | 5.5000%  | 5.5000% | $1000.00           | $1015.17           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-06-20      | 6.0000%  | 6.0000% | $1000.00           | $1030.83           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-07-20      | 6.0000%  | 6.0000% | $1000.00           | $1025.43           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-09-20      | 6.0000%  | 6.0000% | $51022.00          | $52791.25          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-07-20      | 6.0000%  | 6.0000% | $1000.00           | $1019.43           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2065-07-20      | 6.5000%  | 6.5000% | $1002.00           | $1032.20           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-09-20      | 6.0000%  | 6.0000% | $1000.00           | $1036.03           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-09-20      | 5.5000%  | 5.5000% | $16080440.00       | $16382150.15       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-09-20      | 5.5000%  | 5.5000% | $1032.00           | $1051.36           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-09-20      | 6.5000%  | 6.5000% | $1000.00           | $1054.78           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-09-20      | 6.0000%  | 6.0000% | $1000.00           | $1036.03           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-11-20      | 4.5000%  | 4.5000% | $1499000.00        | $1412294.56        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-11-20      | 4.0000%  | 4.0000% | $509565.00         | $468471.40         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-09-20      | 6.0000%  | 6.0000% | $7700000.00        | $7092537.29        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-01-20      | 4.5000%  | 4.5000% | $2245096.00        | $2145403.23        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-02-20      | 4.5000%  | 4.5000% | $26432084.00       | $25399159.01       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-02-20      | 6.0000%  | 6.0000% | $54429100.00       | $54012801.11       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-02-20      | 7.0000%  | 7.0000% | $854257.00         | $819768.19         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-10-20      | 4.0000%  | 4.0000% | $20202400.00       | $18812668.03       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-10-20      | 4.0000%  | 4.0000% | $1039.00           | $967.52            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-09-20      | 3.0000%  | 3.0000% | $29423.00          | $25996.56          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-04-20      | 5.5000%  | 5.5000% | $1000.00           | $996.97            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-05-20      | 5.5000%  | 5.5000% | $42724523.00       | $42921492.92       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-07-20      | 3.0000%  | 3.0000% | $1000.00           | $894.34            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-07-20      | 4.5000%  | 4.5000% | $1008.00           | $978.65            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-04-20      | 5.5000%  | 5.5000% | $1000.00           | $1019.07           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-05-20      | 5.5000%  | 5.5000% | $1000.00           | $994.20            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-04-20      | 5.5000%  | 5.5000% | $1000.00           | $1019.85           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-05-20      | 5.5000%  | 5.5000% | $1003.00           | $1017.61           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-09-20      | 6.5000%  | 6.5000% | $1000.00           | $1044.15           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2044-06-20      | 4.0000%  | 4.0000% | $1000.00           | $68.34             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-01-20      | 3.5000%  | 3.5000% | $1000.00           | $71.91             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2039-10-20      | 5.0000%  | 5.0000% | $1001.00           | $27.96             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2039-10-20      | 5.5000%  | 5.5000% | $1000.00           | $32.15             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2041-01-20      | 4.0000%  | 4.0000% | $1000.00           | $51.33             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2041-06-20      | 5.0000%  | 5.0000% | $1025.00           | $37.44             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2041-11-20      | 3.5000%  | 3.5000% | $759000.00         | $52811.72          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2039-08-15      | 4.0000%  | 4.0000% | $1000.00           | $66.12             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2040-12-15      | 4.0000%  | 4.0000% | $1000.00           | $89.31             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2041-02-15      | 4.0000%  | 4.0000% | $1000.00           | $91.24             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2040-11-20      | 4.0000%  | 4.0000% | $3046.00           | $329.61            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2041-08-15      | 4.5000%  | 4.5000% | $1001.00           | $26.58             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2040-07-15      | 4.5000%  | 4.5000% | $1000.00           | $29.71             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2044-05-20      | 4.5000%  | 4.5000% | $1004.00           | $12.14             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2046-01-20      | 3.5000%  | 3.5000% | $1000.00           | $99.54             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-05-20      | 3.5000%  | 3.5000% | $1000.00           | $480.77            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-10-20      | 3.5000%  | 3.5000% | $8414.00           | $330.78            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-10-20      | 3.5000%  | 3.5000% | $1024.00           | $202.49            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-04-20      | 3.0000%  | 3.0000% | $1000.00           | $309.97            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-01-20      | 4.0000%  | 4.0000% | $1023.00           | $332.81            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-12-20      | 4.5000%  | 4.5000% | $2048.00           | $486.40            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-11-20      | 4.0000%  | 4.0000% | $1024.00           | $413.73            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-01-20      | 3.5000%  | 3.5000% | $1020.00           | $466.61            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-08-20      | 4.5000%  | 4.5000% | $1000.00           | $730.01            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-08-20      | 4.5000%  | 4.5000% | $1000.00           | $779.32            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-09-20      | 5.5000%  | 5.5000% | $1024.00           | $982.70            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-02-20      | 4.0000%  | 4.0000% | $1024.00           | $627.61            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-02-20      | 2.0000%  | 2.0000% | $1000.00           | $731.46            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-08-20      | 6.5000%  | 6.5000% | $1000.00           | $852.67            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2039-04-15      | 5.0000%  | 5.0000% | $1000.00           | $30.87             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-03-15      | 7.5000%  | 7.5000% | $1000.00           | $38.24             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2039-01-15      | 5.0000%  | 5.0000% | $1000.00           | $25.86             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2041-12-20      | 5.5000%  | 5.5000% | $1000.00           | $36.05             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-02-15      | 4.0000%  | 4.0000% | $1000.00           | $61.42             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2041-08-15      | 4.0000%  | 4.0000% | $2000.00           | $129.59            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-02-15      | 3.5000%  | 3.5000% | $1000.00           | $124.79            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2045-06-20      | 3.0000%  | 3.0000% | $90000.00          | $40632.12          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2038-06-15      | 6.5000%  | 6.5000% | $207834.00         | $938.30            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2039-09-15      | 5.0000%  | 5.0000% | $1000.00           | $229.67            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-07-20      | 5.6380%  | 5.6380% | $7333332.00        | $7235770.14        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-06-20      | 5.9130%  | 5.9130% | $15724133.00       | $10549431.61       | Agency Mortgage-Backed Securities |

### Security 126: NOMURA SECURITIES INTERNATIONAL INC

- **C.1 - Title:** NOMURA SECURITIES INTERNATIONAL INC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM6A7V80, C.3 - LEI: OXTKY6Q8X53C9ILVV871
- **C.18 - Value (incl. sponsor support):** $1205000000.00
- **C.18.a - Value (excl. sponsor support):** $1205000000.00
- **C.19 - Percentage of Net Assets:** 0.7800%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips) | 2027-11-15      | 6.1250%  | 6.1250% | $917700.00         | $984679.94         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-05-15      | 6.2500%  | 6.2500% | $1168100.00        | $1318530.83        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-04-15      | 3.3750%  | 3.3750% | $1638400.00        | $3381939.25        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-01-15      | 2.3750%  | 2.3750% | $23764000.00       | $38922346.24       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2037-05-15      | 5.0000%  | 5.0000% | $2160300.00        | $2358068.98        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-01-15      | 2.5000%  | 2.5000% | $3849200.00        | $6079328.01        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2041-05-15      | 4.3750%  | 4.3750% | $718600.00         | $718641.13         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2041-08-15      | 3.7500%  | 3.7500% | $17012500.00       | $15558262.99       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-11-15      | 2.7500%  | 2.7500% | $21615100.00       | $16986064.22       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-02-15      | 0.6250%  | 0.6250% | $581800.00         | $622406.43         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-11-15      | 3.7500%  | 3.7500% | $10010400.00       | $9020166.22        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-02-15      | 3.6250%  | 3.6250% | $66000.00          | $57675.17          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-02-15      | 1.3750%  | 1.3750% | $25181800.00       | $29956796.50       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-08-15      | 3.1250%  | 3.1250% | $10300.00          | $8301.69           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-08-15      | 3.1250%  | 3.1250% | $1400.00           | $1128.38           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-02-15      | 0.7500%  | 0.7500% | $41144000.00       | $42198643.58       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2046-05-15      | 2.5000%  | 2.5000% | $14743400.00       | $10521907.53       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2046-08-15      | 2.2500%  | 2.2500% | $82143000.00       | $55128836.94       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2047-02-15      | 0.8750%  | 0.8750% | $12834400.00       | $12730122.37       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2047-08-15      | 2.7500%  | 2.7500% | $100.00            | $72.99             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2047-08-15      | 2.7500%  | 2.7500% | $100.00            | $72.99             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2047-11-15      | 2.7500%  | 2.7500% | $109000.00         | $80109.05          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2048-08-15      | 3.0000%  | 3.0000% | $16913800.00       | $12815061.93       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2050-02-15      | 0.2500%  | 0.2500% | $52000000.00       | $38747460.76       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2041-02-15      | 1.8750%  | 1.8750% | $171058400.00      | $120813886.57      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2041-11-15      | 2.0000%  | 2.0000% | $39100.00          | $27791.69          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2052-02-15      | 2.2500%  | 2.2500% | $3993800.00        | $2498611.14        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2052-11-15      | 4.0000%  | 4.0000% | $2833100.00        | $2558858.75        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2053-02-15      | 1.5000%  | 1.5000% | $147814000.00      | $129214973.55      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2054-11-15      | 4.5000%  | 4.5000% | $1303900.00        | $1282405.20        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2055-02-15      | 4.6250%  | 4.6250% | $2800500.00        | $2779499.75        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-05-15      | 5.0000%  | 5.0000% | $2006300.00        | $2125113.08        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-01-15      | 0.5000%  | 0.5000% | $279000.00         | $361373.24         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-02-15      | 2.6250%  | 2.6250% | $11325600.00       | $10993909.98       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-05-15      | 1.6250%  | 1.6250% | $442100.00         | $438810.66         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-07-15      | 0.1250%  | 0.1250% | $71100.00          | $95490.10          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-11-15      | 2.0000%  | 2.0000% | $10300.00          | $10182.47          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-01-15      | 0.3750%  | 0.3750% | $67849000.00       | $90083613.47       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-12-31      | 1.7500%  | 1.7500% | $10665200.00       | $10457228.60       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-10-15      | 0.1250%  | 0.1250% | $249100.00         | $310043.12         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-04-15      | 0.1250%  | 0.1250% | $29482300.00       | $36146011.61       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-08-15      | 1.2500%  | 1.2500% | $200.00            | $173.30            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-10-15      | 0.1250%  | 0.1250% | $88981900.00       | $104649200.36      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-11-30      | 1.2500%  | 1.2500% | $5654000.00        | $5518771.39        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-01-15      | 0.1250%  | 0.1250% | $494000.00         | $529834.57         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-04-15      | 0.1250%  | 0.1250% | $1005000.00        | $1134163.43        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-08-31      | 3.1250%  | 3.1250% | $6209600.00        | $6165765.06        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-01-15      | 1.1250%  | 1.1250% | $14105600.00       | $14856608.51       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-08-15      | 3.8750%  | 3.8750% | $628400.00         | $626536.00         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-10-15      | 2.3750%  | 2.3750% | $3633900.00        | $4031271.74        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-04-30      | 4.8750%  | 4.8750% | $7498300.00        | $7694218.14        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-04-15      | 2.1250%  | 2.1250% | $1513400.00        | $1646025.77        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-04-30      | 4.0480%  | 4.0480% | $165673600.00      | $166827680.47      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-04-30      | 4.6250%  | 4.6250% | $106700.00         | $113115.75         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-05-15      | 4.3750%  | 4.3750% | $234400.00         | $243775.12         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-05-31      | 4.6250%  | 4.6250% | $54048000.00       | $57093857.04       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-10-31      | 4.1030%  | 4.1030% | $1642100.00        | $1654018.66        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-10-15      | 1.6250%  | 1.6250% | $509500.00         | $537174.60         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-11-30      | 4.1250%  | 4.1250% | $81600.00          | $83896.55          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-12-15      | 4.0000%  | 4.0000% | $800.00            | $815.57            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-01-15      | 2.1250%  | 2.1250% | $128825600.00      | $136327662.28      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-03-31      | 3.8750%  | 3.8750% | $3724700.00        | $3734868.43        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2055-08-15      | 0.0000%  | 0.0000% | $29803802.18       | $7236154.54        | U.S. Treasuries (including strips) |

### Security 127: NORTHERN TRUST COMPANY - FIXED INCOME CLEARING CORP

- **C.1 - Title:** NORTHERN TRUST COMPANY - FIXED INCOME CLEARING CORP
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM6A7UK4, C.3 - LEI: 6PTKHDJ8HDUF78PFWH30
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name                                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREAS BDS-U.S. Treasuries (including strips) | 2032-08-31      | 3.8790%  | 3.8790% | $50000000.00       | $50030209.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREAS BDS-U.S. Treasuries (including strips) | 2032-08-31      | 3.8790%  | 3.8790% | $50000000.00       | $50030209.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREAS BDS-U.S. Treasuries (including strips) | 2032-09-30      | 3.8790%  | 3.8790% | $50000000.00       | $49874995.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREAS BDS-U.S. Treasuries (including strips) | 2032-09-30      | 3.8790%  | 3.8790% | $50000000.00       | $49874995.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREAS BDS-U.S. Treasuries (including strips) | 2032-09-30      | 3.8790%  | 3.8790% | $50000000.00       | $49874995.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREAS BDS-U.S. Treasuries (including strips) | 2032-09-30      | 3.8790%  | 3.8790% | $50000000.00       | $49874995.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREAS BDS-U.S. Treasuries (including strips) | 2032-09-30      | 3.8790%  | 3.8790% | $50000000.00       | $49874995.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREAS BDS-U.S. Treasuries (including strips) | 2032-09-30      | 3.8790%  | 3.8790% | $50000000.00       | $49874995.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREAS BDS-U.S. Treasuries (including strips) | 2032-08-31      | 3.8790%  | 3.8790% | $50000000.00       | $50030209.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREAS BDS-U.S. Treasuries (including strips) | 2032-08-31      | 3.8790%  | 3.8790% | $50000000.00       | $50030209.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREAS BDS-U.S. Treasuries (including strips) | 2032-08-31      | 3.8790%  | 3.8790% | $50000000.00       | $50030209.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREAS BDS-U.S. Treasuries (including strips) | 2032-08-31      | 3.8790%  | 3.8790% | $50000000.00       | $50030209.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREAS BDS-U.S. Treasuries (including strips) | 2032-09-30      | 3.8790%  | 3.8790% | $50000000.00       | $49874995.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREAS BDS-U.S. Treasuries (including strips) | 2032-08-31      | 3.8790%  | 3.8790% | $50000000.00       | $50030209.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREAS BDS-U.S. Treasuries (including strips) | 2032-09-30      | 3.8790%  | 3.8790% | $50000000.00       | $49874995.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREAS BDS-U.S. Treasuries (including strips) | 2032-08-31      | 3.8790%  | 3.8790% | $36876600.00       | $36898880.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREAS BDS-U.S. Treasuries (including strips) | 2032-09-30      | 3.8790%  | 3.8790% | $50000000.00       | $49874995.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREAS BDS-U.S. Treasuries (including strips) | 2032-08-31      | 3.8790%  | 3.8790% | $50000000.00       | $50030209.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREAS BDS-U.S. Treasuries (including strips) | 2032-09-30      | 3.8790%  | 3.8790% | $50000000.00       | $49874995.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREAS BDS-U.S. Treasuries (including strips) | 2032-09-30      | 3.8790%  | 3.8790% | $34320300.00       | $34234496.02       | U.S. Treasuries (including strips) |
| UNITED STATES TREAS BDS-U.S. Treasuries (including strips) | 2032-09-30      | 3.8790%  | 3.8790% | $50000000.00       | $49874995.35       | U.S. Treasuries (including strips) |

### Security 128: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BYM64NX56, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $4250000000.00
- **C.18.a - Value (excl. sponsor support):** $4250000000.00
- **C.19 - Percentage of Net Assets:** 2.7700%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-07
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                                        | Maturity Date   | Coupon   | Yield    | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2045-03-15      | 1.8010%  | 1.8010%  | $20123647.00       | $397563.87         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2049-08-25      | 1.5790%  | 1.5790%  | $60707774.00       | $1682044.55        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2049-09-25      | 1.5790%  | 1.5790%  | $43468661.00       | $1155107.40        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2041-07-15      | 5.5000%  | 5.5000%  | $7138489.00        | $379744.34         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2038-03-15      | 1.8950%  | 1.8950%  | $38649912.00       | $840615.21         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2049-09-25      | 1.5790%  | 1.5790%  | $11843806.00       | $326260.20         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2049-09-25      | 1.5290%  | 1.5290%  | $30176000.00       | $612333.84         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2049-01-15      | 5.0000%  | 5.0000%  | $9678503.00        | $144796.65         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2046-06-15      | 5.5000%  | 5.5000%  | $3765612.00        | $162030.32         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2049-09-25      | 5.0000%  | 5.0000%  | $27583400.00       | $1416253.53        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2049-09-25      | 4.5000%  | 4.5000%  | $17375306.00       | $1514004.19        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-01-25      | 4.0000%  | 4.0000%  | $10170919.00       | $884959.59         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-03-25      | 3.0000%  | 3.0000%  | $12590333.00       | $515415.34         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-04-25      | 3.5000%  | 3.5000%  | $79694464.00       | $3733180.65        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2041-07-15      | 5.0000%  | 5.0000%  | $50000000.00       | $2368540.46        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-05-25      | 6.0000%  | 6.0000%  | $22155376.00       | $1641373.24        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2041-01-15      | 0.4630%  | 0.4630%  | $29422746.00       | $1188597.00        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-06-25      | 5.0000%  | 5.0000%  | $38859984.00       | $1895908.95        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-06-25      | 4.5000%  | 4.5000%  | $28000000.00       | $1589299.38        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-04-25      | 3.0000%  | 3.0000%  | $27623917.00       | $2372004.31        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-06-25      | 1.6290%  | 1.6290%  | $2300000.00        | $104010.44         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-06-25      | 4.5000%  | 4.5000%  | $19665976.00       | $1102487.45        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2044-04-15      | 1.4630%  | 1.4630%  | $37181924.00       | $1249315.18        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-08-25      | 2.5000%  | 2.5000%  | $24000000.00       | $1764537.25        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2045-07-25      | 5.0000%  | 5.0000%  | $13229798.00       | $604292.66         | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2026-01-22      | 0.0000%  | 0.0000%  | $7075700.00        | $6990508.57        | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2025-12-09      | 0.0000%  | 0.0000%  | $48700.00          | $48334.75          | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2029-08-15      | 6.1250%  | 6.1250%  | $100.00            | $109.45            | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2039-05-15      | 4.2500%  | 4.2500%  | $292300.00         | $292661.13         | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2028-02-15      | 2.7500%  | 2.7500%  | $700000.00         | $688213.75         | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2028-05-15      | 2.8750%  | 2.8750%  | $2300.00           | $2280.66           | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2029-02-15      | 2.6250%  | 2.6250%  | $142500.00         | $138326.63         | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2026-05-15      | 1.6250%  | 1.6250%  | $76520500.00       | $75951168.34       | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2026-08-31      | 1.3750%  | 1.3750%  | $195600.00         | $191635.09         | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2028-07-31      | 1.0000%  | 1.0000%  | $14716400.00       | $13699682.31       | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2028-09-30      | 1.2500%  | 1.2500%  | $8661800.00        | $8074651.22        | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2026-12-31      | 1.2500%  | 1.2500%  | $21343200.00       | $20770455.22       | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2029-06-30      | 3.2500%  | 3.2500%  | $200.00            | $198.57            | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2032-08-15      | 2.7500%  | 2.7500%  | $45414900.00       | $42381934.02       | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2029-10-31      | 4.0000%  | 4.0000%  | $19077600.00       | $19604340.83       | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2033-02-15      | 3.5000%  | 3.5000%  | $208266200.00      | $203173050.07      | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2033-05-15      | 3.3750%  | 3.3750%  | $1477100.00        | $1437980.85        | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2030-05-31      | 3.7500%  | 3.7500%  | $144312200.00      | $146166611.76      | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2028-06-30      | 4.0000%  | 4.0000%  | $117049000.00      | $119320921.09      | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2030-07-31      | 4.0000%  | 4.0000%  | $25683700.00       | $26136001.12       | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2026-09-15      | 4.6250%  | 4.6250%  | $2627800.00        | $2654675.65        | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2026-12-15      | 4.3750%  | 4.3750%  | $5149300.00        | $5254790.10        | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2027-01-15      | 4.0000%  | 4.0000%  | $14629800.00       | $14804766.04       | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2029-01-31      | 4.0000%  | 4.0000%  | $77946300.00       | $79279059.74       | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2031-03-31      | 4.1250%  | 4.1250%  | $148278000.00      | $150675655.25      | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2027-05-15      | 4.5000%  | 4.5000%  | $20758300.00       | $21372226.72       | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2031-08-31      | 3.7500%  | 3.7500%  | $99950500.00       | $99812042.07       | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2026-09-30      | 3.5000%  | 3.5000%  | $15882500.00       | $15846287.90       | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2027-10-15      | 3.8750%  | 3.8750%  | $16596600.00       | $16965656.68       | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2031-11-30      | 4.1250%  | 4.1250%  | $50648200.00       | $52073642.94       | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2029-11-30      | 4.1250%  | 4.1250%  | $118775000.00      | $122287176.75      | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2029-12-31      | 4.3750%  | 4.3750%  | $54963800.00       | $56973688.75       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-09-25      | 4.0000%  | 4.0000%  | $35375235.00       | $3043205.55        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-10-25      | 3.0000%  | 3.0000%  | $10166666.00       | $798015.22         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-11-25      | 0.0000%  | 0.0000%  | $12500000.00       | $447185.66         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2049-08-25      | 4.0000%  | 4.0000%  | $4139000.00        | $467522.54         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2031-01-25      | 2.0000%  | 2.0000%  | $34861502.00       | $397550.01         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2040-09-15      | 1.5130%  | 1.5130%  | $150500077.00      | $205089.12         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2040-10-15      | 6.5000%  | 6.5000%  | $167506283.00      | $630542.62         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2036-03-15      | 5.5000%  | 5.5000%  | $6966201.00        | $356195.61         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2051-07-25      | 4.5000%  | 4.5000%  | $29698437.00       | $3203647.18        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2049-02-25      | 4.5000%  | 4.5000%  | $7062985.00        | $668927.36         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2051-09-25      | 2.5000%  | 2.5000%  | $47934119.00       | $3840867.92        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2051-09-25      | 3.0000%  | 3.0000%  | $10553161.00       | $914590.76         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2051-08-25      | 0.2440%  | 0.2440%  | $8000000.00        | $630872.24         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2033-09-25      | 3.0000%  | 3.0000%  | $48880752.00       | $1676213.51        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2051-09-25      | 4.0000%  | 4.0000%  | $29835262.00       | $3467555.13        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2037-01-25      | 3.0000%  | 3.0000%  | $19120983.00       | $1282037.82        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2042-11-25      | 4.5000%  | 4.5000%  | $19420000.00       | $1026782.49        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2052-07-25      | 0.0000%  | 0.0000%  | $40000000.00       | $810537.21         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2052-08-25      | 1.0030%  | 1.0030%  | $84406500.00       | $2920075.64        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2052-09-25      | 0.8930%  | 0.8930%  | $75389684.00       | $3157844.75        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2052-09-25      | 0.9430%  | 0.9430%  | $50000000.00       | $2144988.85        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2045-11-15      | 4.0000%  | 4.0000%  | $9955249.00        | $1285123.72        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-09-25      | 4.5000%  | 4.5000%  | $22067503.00       | $3213984.64        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-02-25      | 1.4430%  | 1.4430%  | $32675707.00       | $1691262.60        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-03-25      | 1.8930%  | 1.8930%  | $37578707.00       | $1423274.44        | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2026-12-31      | 4.2500%  | 4.2500%  | $6243300.00        | $6349155.15        | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2028-02-15      | 4.2500%  | 4.2500%  | $77848000.00       | $79331977.50       | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2032-02-29      | 4.1250%  | 4.1250%  | $248093200.00      | $252352590.08      | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2028-04-15      | 3.7500%  | 3.7500%  | $61058700.00       | $62274568.91       | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2032-09-30      | 3.8750%  | 3.8750%  | $11885000.00       | $11849701.55       | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2027-09-30      | 3.5000%  | 3.5000%  | $10771900.00       | $10744442.42       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-04-25      | 1.6430%  | 1.6430%  | $75000000.00       | $3938416.46        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2052-12-25      | 1.1930%  | 1.1930%  | $61412000.00       | $2070138.13        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-09-25      | 1.5830%  | 1.5830%  | $25000000.00       | $979092.46         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-10-25      | 2.1730%  | 2.1730%  | $34776082.00       | $1800587.05        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-10-25      | 1.8730%  | 1.8730%  | $50948708.00       | $2564995.96        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-11-25      | 0.9930%  | 0.9930%  | $83679876.00       | $2767902.26        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-11-25      | 1.6330%  | 1.6330%  | $42624881.00       | $2169545.93        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-12-25      | 1.6930%  | 1.6930%  | $50000000.00       | $1351745.30        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-02-25      | 1.4430%  | 1.4430%  | $71327779.00       | $3532813.38        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-04-25      | 2.6930%  | 2.6930%  | $87654791.00       | $4026942.26        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-04-25      | 1.3830%  | 1.3830%  | $59000000.00       | $2621447.01        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-04-25      | 2.1930%  | 2.1930%  | $72441115.00       | $2004649.37        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-05-25      | 2.8430%  | 2.8430%  | $50000000.00       | $2870970.37        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-05-25      | 1.5930%  | 1.5930%  | $66666666.00       | $4001231.39        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-06-25      | 1.3930%  | 1.3930%  | $74463747.00       | $2397643.03        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-06-25      | 1.4430%  | 1.4430%  | $18827000.00       | $475901.26         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-01-25      | 2.7930%  | 2.7930%  | $36875784.00       | $2916540.62        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-06-25      | 2.7730%  | 2.7730%  | $27500000.00       | $2237256.55        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2048-03-15      | 6.0000%  | 6.0000%  | $7459405.00        | $1002027.06        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-09-25      | 0.8930%  | 0.8930%  | $26065413.00       | $815533.72         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-10-25      | 4.5000%  | 4.5000%  | $20755139.00       | $2497965.76        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-03-25      | 0.7600%  | 0.7600%  | $245000000.00      | $7242228.61        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-09-25      | 2.7430%  | 2.7430%  | $65401020.00       | $6829704.71        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2043-06-01      | 3.5000%  | 3.5000%  | $55154544.00       | $751738.83         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2043-08-01      | 3.5000%  | 3.5000%  | $18000000.00       | $426491.97         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2043-08-01      | 5.0000%  | 5.0000%  | $22985961.00       | $424129.19         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2044-04-01      | 3.5000%  | 3.5000%  | $106646610.00      | $2675955.16        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2043-02-01      | 3.0000%  | 3.0000%  | $153827361.00      | $3238712.39        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2043-02-01      | 3.5000%  | 3.5000%  | $83600000.00       | $1648189.38        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2033-01-01      | 3.0000%  | 3.0000%  | $26880449.00       | $187034.71         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2043-01-01      | 3.5000%  | 3.5000%  | $21177373.00       | $321377.07         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2042-01-01      | 4.0000%  | 4.0000%  | $21653116.00       | $342770.62         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2042-07-01      | 3.5000%  | 3.5000%  | $100000000.00      | $1376255.04        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2035-12-15      | 12.3800% | 12.3800% | $8333334.00        | $207531.52         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2038-02-01      | 3.5000%  | 3.5000%  | $50043825.00       | $1268093.76        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2030-05-01      | 3.5000%  | 3.5000%  | $31048777.00       | $87584.46          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-01-01      | 6.0000%  | 6.0000%  | $3037014.00        | $2899110.03        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2049-04-01      | 3.5000%  | 3.5000%  | $71621606.00       | $1169457.67        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2049-04-01      | 3.5000%  | 3.5000%  | $9250000.00        | $397777.64         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2049-04-01      | 4.0000%  | 4.0000%  | $9750000.00        | $510582.91         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2051-10-25      | 2.0000%  | 2.0000%  | $82267460.00       | $8834411.76        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2037-08-25      | 2.0000%  | 2.0000%  | $130617312.00      | $5619269.48        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2052-05-25      | 2.5000%  | 2.5000%  | $100000000.00      | $12025557.50       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2048-06-25      | 3.5000%  | 3.5000%  | $61068482.00       | $7435435.50        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2052-08-25      | 4.5000%  | 4.5000%  | $60741444.00       | $10790456.24       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2042-04-01      | 2.0000%  | 2.0000%  | $13799708.00       | $1057038.06        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2052-07-01      | 3.0000%  | 3.0000%  | $27127000.00       | $3942472.30        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2052-10-01      | 3.0000%  | 3.0000%  | $98335925.00       | $15127003.61       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2053-02-01      | 6.0000%  | 6.0000%  | $34979633.00       | $5466578.04        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2053-02-01      | 5.0000%  | 5.0000%  | $30829180.00       | $5274507.96        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2038-02-01      | 5.0000%  | 5.0000%  | $6472820.00        | $463258.18         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2037-06-01      | 1.5000%  | 1.5000%  | $15554957.00       | $657994.16         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2038-05-01      | 2.5000%  | 2.5000%  | $10215045.00       | $669862.45         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2038-07-01      | 3.5000%  | 3.5000%  | $11771783.00       | $1002973.37        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2038-10-01      | 4.5000%  | 4.5000%  | $8038683.00        | $644324.73         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2038-11-01      | 5.5000%  | 5.5000%  | $1658684.00        | $126147.36         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2053-11-01      | 7.0000%  | 7.0000%  | $7378736.00        | $903633.15         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2053-10-01      | 4.0000%  | 4.0000%  | $20000000.00       | $3829466.52        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2038-11-01      | 3.3670%  | 3.3670%  | $744037.00         | $48992.80          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2053-06-01      | 3.1760%  | 3.1760%  | $2664945.00        | $360495.71         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2053-11-01      | 4.5080%  | 4.5080%  | $4016787.00        | $721739.68         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2053-11-01      | 5.8820%  | 5.8820%  | $1240574.00        | $191756.11         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2038-09-01      | 5.0000%  | 5.0000%  | $10821484.00       | $579555.86         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2052-06-01      | 2.5000%  | 2.5000%  | $49550250.00       | $6810979.13        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2053-08-01      | 5.5000%  | 5.5000%  | $48762801.00       | $8916600.42        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2053-03-01      | 4.0000%  | 4.0000%  | $15505570.00       | $3142710.50        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2052-04-01      | 2.5000%  | 2.5000%  | $35719555.00       | $4939593.12        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-11-25      | 5.0000%  | 5.0000%  | $46078368.00       | $8957683.71        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2035-04-20      | 2.5000%  | 2.5000%  | $1000000.00        | $207968.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2036-05-20      | 2.0000%  | 2.0000%  | $300000.00         | $138546.84         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-07-20      | 4.5000%  | 4.5000%  | $11440592.00       | $8652693.67        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-02-20      | 4.5000%  | 4.5000%  | $6345920.00        | $5084702.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2036-02-20      | 2.0000%  | 2.0000%  | $574165.00         | $455297.41         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2065-05-20      | 6.5000%  | 6.5000%  | $2827575.00        | $2912188.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2065-04-20      | 7.0000%  | 7.0000%  | $3527807.00        | $3632909.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2036-05-20      | 4.3890%  | 4.3890%  | $50000000.00       | $804169.85         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2044-01-20      | 1.3000%  | 1.3000%  | $122000000.00      | $739722.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-12-20      | 2.4610%  | 2.4610%  | $4781338.00        | $320788.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-10-20      | 1.7610%  | 1.7610%  | $6197341.00        | $335564.98         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-02-20      | 1.2110%  | 1.2110%  | $22833729.00       | $1011818.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-09-20      | 0.8110%  | 0.8110%  | $244445543.00      | $8906341.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-02-20      | 1.4110%  | 1.4110%  | $24489605.00       | $989469.73         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-05-20      | 6.4990%  | 6.4990%  | $2641280.00        | $322467.33         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2065-06-20      | 5.2880%  | 5.2880%  | $1000.00           | $991.16            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-06-20      | 5.8880%  | 5.8880%  | $1891664.00        | $1897300.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-07-20      | 5.4880%  | 5.4880%  | $10048.00          | $10035.15          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-07-20      | 5.5380%  | 5.5380%  | $37083328.00       | $37091337.25       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-07-20      | 5.7080%  | 5.7080%  | $100000000.00      | $99971133.23       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-07-20      | 5.2880%  | 5.2880%  | $86939676.00       | $86639805.70       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-08-20      | 0.2110%  | 0.2110%  | $75000000.00       | $1954150.17        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-08-20      | 5.0000%  | 5.0000%  | $3362271.00        | $3364354.86        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-08-20      | 1.5610%  | 1.5610%  | $36122038.00       | $1812715.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-09-20      | 5.2550%  | 5.2550%  | $33337894.00       | $33596456.77       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-09-20      | 5.5490%  | 5.5490%  | $50513587.00       | $51289455.06       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-09-20      | 5.3700%  | 5.3700%  | $50000000.00       | $50571589.02       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-09-20      | 5.5090%  | 5.5090%  | $115000000.00      | $116605224.62      | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-09-20      | 5.5050%  | 5.5050%  | $75000000.00       | $76241869.99       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-09-20      | 5.4030%  | 5.4030%  | $50000000.00       | $50656551.25       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-09-20      | 5.3550%  | 5.3550%  | $100000000.00      | $101142060.00      | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-01-20      | 1.5000%  | 1.5000%  | $71619486.00       | $40750658.96       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-01-20      | 3.5000%  | 3.5000%  | $1000000.00        | $255978.38         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-08-20      | 3.0000%  | 3.0000%  | $2500000.00        | $1123373.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-03-20      | 3.5000%  | 3.5000%  | $1000000.00        | $648992.41         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-09-20      | 5.3380%  | 5.3380%  | $10335469.00       | $8151208.19        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-05-20      | 5.2380%  | 5.2380%  | $58317460.00       | $50458474.76       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-05-20      | 5.2380%  | 5.2380%  | $111111111.00      | $95180890.63       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-05-20      | 7.0000%  | 7.0000%  | $21012650.00       | $19526102.61       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-06-20      | 5.2880%  | 5.2880%  | $25576073.00       | $23021868.28       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-08-20      | 5.6880%  | 5.6880%  | $30000000.00       | $25218224.39       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-08-20      | 5.5080%  | 5.5080%  | $35000000.00       | $24161951.25       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-06-20      | 6.0380%  | 6.0380%  | $19863396.00       | $17889381.84       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-07-20      | 5.6880%  | 5.6880%  | $71201588.00       | $59982118.52       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-10-20      | 5.6880%  | 5.6880%  | $25824104.00       | $20032617.62       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-09-20      | 5.7880%  | 5.7880%  | $84019143.00       | $30157818.49       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-09-20      | 5.6880%  | 5.6880%  | $60328379.00       | $23720791.01       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-09-20      | 5.7380%  | 5.7380%  | $50000000.00       | $36103393.58       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-12-20      | 5.6880%  | 5.6880%  | $50000000.00       | $35469699.20       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-12-20      | 5.7380%  | 5.7380%  | $25000000.00       | $21679828.89       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-12-20      | 5.6880%  | 5.6880%  | $50342430.00       | $42867128.89       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-01-20      | 5.6380%  | 5.6380%  | $35000000.00       | $29155674.21       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-01-20      | 5.6880%  | 5.6880%  | $46839948.00       | $30789649.38       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-02-20      | 5.5380%  | 5.5380%  | $50000000.00       | $32582257.64       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-02-20      | 5.5880%  | 5.5880%  | $100000000.00      | $65236069.11       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-04-20      | 1.6110%  | 1.6110%  | $172665000.00      | $8069606.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-04-20      | 5.4450%  | 5.4450%  | $4065000.00        | $3638352.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-04-20      | 5.5880%  | 5.5880%  | $136200.00         | $91831.38          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-06-20      | 5.5380%  | 5.5380%  | $299853.00         | $280606.91         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-06-20      | 5.5380%  | 5.5380%  | $1525000.00        | $1126713.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-10-20      | 5.4380%  | 5.4380%  | $23208717.00       | $7182809.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-11-20      | 5.6380%  | 5.6380%  | $96525567.00       | $95175710.38       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-11-20      | 5.6380%  | 5.6380%  | $1742200.00        | $1685206.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-06-20      | 5.4880%  | 5.4880%  | $111787125.00      | $89480762.24       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-11-20      | 5.5880%  | 5.5880%  | $43113319.00       | $41814440.79       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-07-20      | 6.5000%  | 6.5000%  | $1935307.00        | $424050.34         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-12-20      | 5.3880%  | 5.3880%  | $75000000.00       | $68036673.42       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-11-20      | 5.0380%  | 5.0380%  | $18197625.00       | $12428687.23       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-12-20      | 5.2380%  | 5.2380%  | $20000000.00       | $19668465.69       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-11-20      | 5.7880%  | 5.7880%  | $51000000.00       | $51266679.15       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-07-20      | 5.3880%  | 5.3880%  | $13438826.00       | $12701284.44       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-05-20      | 5.6380%  | 5.6380%  | $41785103.00       | $39869203.98       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-04-20      | 7.1380%  | 7.1380%  | $30178334.00       | $31103195.25       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-07-20      | 6.3880%  | 6.3880%  | $17658206.00       | $17463817.85       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-03-20      | 1.5410%  | 1.5410%  | $86263000.00       | $5054961.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2065-03-20      | 5.1880%  | 5.1880%  | $50000000.00       | $42182806.34       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-03-20      | 5.3880%  | 5.3880%  | $114053537.00      | $101749347.76      | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2036-05-20      | 5.0000%  | 5.0000%  | $1000.00           | $990.64            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-04-20      | 5.5380%  | 5.5380%  | $8000.00           | $7979.15           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-04-20      | 5.5380%  | 5.5380%  | $37818434.00       | $37787490.01       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-06-20      | 5.4880%  | 5.4880%  | $12000.00          | $11963.68          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-05-20      | 5.5380%  | 5.5380%  | $49996100.00       | $49607618.65       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-05-20      | 1.5110%  | 1.5110%  | $3442695.00        | $196518.47         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-04-25      | 3.5000%  | 3.5000%  | $27951747.00       | $1406338.53        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-09-25      | 2.5000%  | 2.5000%  | $36381741.00       | $4085321.08        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2039-04-25      | 6.0000%  | 6.0000%  | $34370819.00       | $2873637.34        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-05-25      | 2.5000%  | 2.5000%  | $36900000.00       | $2947192.98        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-04-25      | 2.5000%  | 2.5000%  | $16000000.00       | $1215081.60        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2045-03-25      | 3.5000%  | 3.5000%  | $14055195.00       | $213009.21         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2031-05-25      | 2.0000%  | 2.0000%  | $20125000.00       | $272488.34         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-11-25      | 0.0000%  | 0.0000%  | $4492213.00        | $1792208.62        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2041-10-25      | 3.0000%  | 3.0000%  | $26666666.00       | $1314587.23        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-11-25      | 2.5000%  | 2.5000%  | $7243000.00        | $463124.18         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2061-11-25      | 5.5000%  | 5.5000%  | $43092577.00       | $4781813.90        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2047-03-25      | 3.0000%  | 3.0000%  | $16677507.00       | $713443.74         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-12-25      | 3.0000%  | 3.0000%  | $964199.00         | $94265.17          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2041-01-25      | 4.5000%  | 4.5000%  | $13953497.00       | $700202.78         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2041-02-25      | 4.0000%  | 4.0000%  | $42893749.00       | $3501598.00        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2052-09-25      | 0.9430%  | 0.9430%  | $71507608.00       | $3076349.45        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2052-09-25      | 0.9430%  | 0.9430%  | $75000000.00       | $3205025.17        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2052-09-25      | 0.9430%  | 0.9430%  | $10307265.00       | $447110.74         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2052-06-25      | 4.5000%  | 4.5000%  | $11793887.00       | $697167.18         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2052-04-25      | 4.5000%  | 4.5000%  | $10019110.00       | $579284.02         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-07-25      | 4.5000%  | 4.5000%  | $26105419.00       | $3053093.96        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2052-08-25      | 0.9930%  | 0.9930%  | $72876220.00       | $3309555.63        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-03-25      | 1.9930%  | 1.9930%  | $66931785.00       | $2656850.50        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2052-10-25      | 0.7730%  | 0.7730%  | $98011328.00       | $3892913.80        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-03-25      | 1.8930%  | 1.8930%  | $59576234.00       | $2265623.49        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-03-25      | 4.5000%  | 4.5000%  | $75284742.00       | $12320214.37       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2057-07-25      | 1.5290%  | 1.5290%  | $160263837.00      | $12247549.43       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-07-25      | 1.1430%  | 1.1430%  | $59738524.00       | $3692537.62        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-08-25      | 1.5930%  | 1.5930%  | $7321491.00        | $338036.87         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-01-25      | 1.5930%  | 1.5930%  | $92676520.00       | $4066418.62        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-08-25      | 1.5430%  | 1.5430%  | $88173290.00       | $3363534.93        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-01-25      | 2.0430%  | 2.0430%  | $50000000.00       | $2677591.46        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-09-25      | 1.3430%  | 1.3430%  | $106795684.00      | $3367587.89        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-10-25      | 1.2430%  | 1.2430%  | $50043784.00       | $1580310.30        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-02-25      | 6.0870%  | 6.0870%  | $47440592.00       | $3875210.51        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-11-25      | 2.5430%  | 2.5430%  | $41000000.00       | $1810584.01        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-11-25      | 1.2430%  | 1.2430%  | $50000000.00       | $1196167.32        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-12-25      | 1.0930%  | 1.0930%  | $100000000.00      | $3555896.56        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-12-25      | 1.2430%  | 1.2430%  | $20181187.00       | $543767.43         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-09-25      | 1.4430%  | 1.4430%  | $33658623.00       | $1139792.37        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-12-25      | 1.8430%  | 1.8430%  | $84017305.00       | $2258207.90        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-05-25      | 2.6930%  | 2.6930%  | $25742921.00       | $1833359.04        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-05-25      | 1.5320%  | 1.5320%  | $90000000.00       | $3207746.25        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-05-25      | 0.8430%  | 0.8430%  | $81500000.00       | $2145470.36        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-05-25      | 0.7380%  | 0.7380%  | $85000000.00       | $2112305.26        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-12-25      | 1.5630%  | 1.5630%  | $50016667.00       | $1683828.71        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-04-25      | 0.7930%  | 0.7930%  | $105000000.00      | $2656026.34        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-05-25      | 1.4930%  | 1.4930%  | $20771120.00       | $893248.79         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-06-25      | 0.8930%  | 0.8930%  | $39907424.00       | $1403219.37        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-07-25      | 2.7430%  | 2.7430%  | $16586000.00       | $1270852.94        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-07-25      | 0.8430%  | 0.8430%  | $66822000.00       | $2114484.36        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-11-25      | 1.6430%  | 1.6430%  | $32761221.00       | $1763024.83        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-02-25      | 5.5000%  | 5.5000%  | $18595320.00       | $3258832.98        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-09-25      | 2.8430%  | 2.8430%  | $34527019.00       | $3903122.75        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-12-25      | 1.5430%  | 1.5430%  | $44700000.00       | $1844844.06        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-03-25      | 0.7430%  | 0.7430%  | $76753415.00       | $2573930.99        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-01-25      | 0.7930%  | 0.7930%  | $100000000.00      | $3427646.57        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-01-25      | 0.6930%  | 0.6930%  | $7153000.00        | $228709.81         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-02-25      | 1.4930%  | 1.4930%  | $34000000.00       | $1536487.09        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-12-25      | 2.7430%  | 2.7430%  | $106103588.00      | $8270533.49        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-05-25      | 2.6430%  | 2.6430%  | $128294589.00      | $9526133.20        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-09-25      | 2.7430%  | 2.7430%  | $55024688.00       | $6112586.53        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2039-01-01      | 6.0000%  | 6.0000%  | $31314046.00       | $205964.86         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2039-01-01      | 6.0000%  | 6.0000%  | $20796794.00       | $130679.45         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2039-01-01      | 6.0000%  | 6.0000%  | $9483808.00        | $58384.34          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2039-11-01      | 4.0000%  | 4.0000%  | $91211734.00       | $490726.73         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2039-10-01      | 4.0000%  | 4.0000%  | $25000000.00       | $83897.88          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2040-08-15      | 0.0130%  | 0.0130%  | $132362786.00      | $413400.69         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2040-08-15      | 2.0130%  | 2.0130%  | $39570872.00       | $66601.86          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2040-12-15      | 2.0130%  | 2.0130%  | $29250000.00       | $125443.49         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2041-05-15      | 2.0530%  | 2.0530%  | $100000000.00      | $223248.80         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2041-06-15      | 6.0000%  | 6.0000%  | $6596544.00        | $71725.20          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2041-09-15      | 1.1400%  | 1.1400%  | $7624894.00        | $571698.11         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2041-09-15      | 2.0130%  | 2.0130%  | $119810404.00      | $855960.80         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2041-04-15      | 2.1630%  | 2.1630%  | $43627875.00       | $185272.95         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2041-12-15      | 1.9630%  | 1.9630%  | $81740982.00       | $438155.15         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-01-15      | 1.4630%  | 1.4630%  | $62591952.00       | $234587.24         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-02-15      | 1.4630%  | 1.4630%  | $25742360.00       | $351910.99         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-02-15      | 2.0530%  | 2.0530%  | $86751597.00       | $727702.79         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-02-15      | 1.4530%  | 1.4530%  | $85892593.00       | $767405.56         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-05-15      | 1.5630%  | 1.5630%  | $41095926.00       | $219928.20         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2027-06-15      | 2.3260%  | 2.3260%  | $300000000.00      | $453948.10         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-07-15      | 1.5130%  | 1.5130%  | $31050000.00       | $294712.14         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-07-15      | 2.2130%  | 2.2130%  | $7479158.00        | $107890.11         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-07-15      | 2.2130%  | 2.2130%  | $38592250.00       | $523184.33         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-07-15      | 2.1330%  | 2.1330%  | $37430744.00       | $531918.43         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-08-15      | 1.5630%  | 1.5630%  | $11525618.00       | $222043.61         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-09-15      | 1.5130%  | 1.5130%  | $42654372.00       | $700593.09         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-09-15      | 2.1130%  | 2.1130%  | $25000000.00       | $527026.59         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2032-10-15      | 3.0000%  | 3.0000%  | $60511093.00       | $408574.11         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-07-15      | 4.5000%  | 4.5000%  | $6378996.00        | $57800.51          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-02-15      | 6.0000%  | 6.0000%  | $71242350.00       | $507837.57         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2032-12-15      | 3.0000%  | 3.0000%  | $36166666.00       | $120592.02         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2033-01-15      | 3.0000%  | 3.0000%  | $53115734.00       | $370363.09         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2032-10-15      | 3.0000%  | 3.0000%  | $25831961.00       | $127501.03         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2043-02-15      | 3.5000%  | 3.5000%  | $37953000.00       | $520598.91         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2043-03-15      | 1.6130%  | 1.6130%  | $22243120.00       | $419238.50         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-02-15      | 5.0000%  | 5.0000%  | $24299245.00       | $38623.16          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2043-03-15      | 1.6330%  | 1.6330%  | $30181968.00       | $770186.35         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2033-04-15      | 3.0000%  | 3.0000%  | $36917831.00       | $270682.86         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2033-05-15      | 3.0000%  | 3.0000%  | $40333333.00       | $377795.69         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2043-06-15      | 2.2130%  | 2.2130%  | $26482266.00       | $618339.16         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2033-06-15      | 3.0000%  | 3.0000%  | $12515000.00       | $121384.75         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2041-05-15      | 1.5630%  | 1.5630%  | $42343980.00       | $213920.46         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2039-06-15      | 1.4630%  | 1.4630%  | $47295652.00       | $507071.28         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2043-11-15      | 1.6630%  | 1.6630%  | $81268293.00       | $479580.45         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2043-12-15      | 1.6130%  | 1.6130%  | $35692773.00       | $402902.04         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2043-12-15      | 1.5630%  | 1.5630%  | $67488151.00       | $684693.57         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2037-07-15      | 1.6130%  | 1.6130%  | $88000000.00       | $616636.25         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2044-03-15      | 1.5630%  | 1.5630%  | $42328875.00       | $526137.99         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2054-02-15      | 1.4630%  | 1.4630%  | $46882557.00       | $763277.81         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2044-06-15      | 1.5630%  | 1.5630%  | $42820800.00       | $159446.95         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2037-12-15      | 2.1210%  | 2.1210%  | $171076974.00      | $618916.86         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2037-03-15      | 1.7540%  | 1.7540%  | $454397864.00      | $1392274.47        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2050-11-15      | 1.5130%  | 1.5130%  | $23484774.00       | $345252.56         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2044-08-15      | 4.5000%  | 4.5000%  | $44400000.00       | $591097.50         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2044-09-15      | 1.6130%  | 1.6130%  | $127616621.00      | $1938237.72        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2037-07-15      | 6.0000%  | 6.0000%  | $50000000.00       | $709280.39         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2045-01-15      | 4.5000%  | 4.5000%  | $39903090.00       | $447360.19         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2043-11-15      | 6.0000%  | 6.0000%  | $24827275.00       | $480459.91         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2045-06-15      | 1.6930%  | 1.6930%  | $30841164.00       | $726622.87         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2038-11-15      | 1.8410%  | 1.8410%  | $65963488.00       | $271006.85         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2045-12-15      | 4.0000%  | 4.0000%  | $30931500.00       | $485348.36         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2036-05-15      | 1.6130%  | 1.6130%  | $22368052.00       | $228084.11         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2046-04-15      | 3.5000%  | 3.5000%  | $14285714.00       | $457423.78         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2031-04-15      | 3.0000%  | 3.0000%  | $16748568.00       | $99409.97          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2046-04-15      | 1.5630%  | 1.5630%  | $12089020.00       | $124145.70         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2043-09-15      | 4.5000%  | 4.5000%  | $3245554.00        | $59805.35          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2031-04-15      | 2.5000%  | 2.5000%  | $20000000.00       | $99945.29          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2034-01-15      | 3.0000%  | 3.0000%  | $23333333.00       | $302101.68         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2046-08-15      | 1.5130%  | 1.5130%  | $21335039.00       | $585154.53         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2041-06-15      | 1.6130%  | 1.6130%  | $20000000.00       | $261860.57         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2046-10-15      | 1.5630%  | 1.5630%  | $16808475.00       | $759092.66         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2047-05-15      | 4.0000%  | 4.0000%  | $18750000.00       | $336489.90         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2047-06-15      | 1.6630%  | 1.6630%  | $10750000.00       | $347648.73         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2041-10-15      | 4.5000%  | 4.5000%  | $47142957.00       | $1561030.76        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2047-08-15      | 1.4130%  | 1.4130%  | $25000000.00       | $546209.50         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2040-05-15      | 1.5830%  | 1.5830%  | $13674459.00       | $241685.63         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2048-05-15      | 4.0000%  | 4.0000%  | $13042546.00       | $200259.48         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-10-25      | 2.5000%  | 2.5000%  | $8720067.00        | $640707.84         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-10-25      | 3.0000%  | 3.0000%  | $16069511.00       | $1525629.00        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-11-25      | 4.5000%  | 4.5000%  | $25227916.00       | $2004695.05        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-12-25      | 4.0000%  | 4.0000%  | $31981561.00       | $2294898.05        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-11-25      | 4.0000%  | 4.0000%  | $27754500.00       | $2151877.44        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-12-25      | 2.5000%  | 2.5000%  | $23725100.00       | $1791144.11        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-04-25      | 2.0000%  | 2.0000%  | $18525000.00       | $1398304.76        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2046-01-15      | 3.0000%  | 3.0000%  | $33825758.00       | $2372036.01        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-12-25      | 2.5000%  | 2.5000%  | $25516200.00       | $2436990.43        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2035-12-25      | 4.0000%  | 4.0000%  | $22620000.00       | $544422.15         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2051-01-25      | 2.0000%  | 2.0000%  | $7500000.00        | $514379.02         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2051-01-25      | 1.9430%  | 1.9430%  | $4396656.00        | $348133.13         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2051-01-25      | 2.0000%  | 2.0000%  | $6000000.00        | $373645.26         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2051-01-25      | 4.0000%  | 4.0000%  | $29850264.00       | $3193060.76        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2051-02-25      | 3.0000%  | 3.0000%  | $46716039.00       | $3638650.36        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2051-02-25      | 3.0000%  | 3.0000%  | $7034737.00        | $709474.14         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2047-09-15      | 1.6630%  | 1.6630%  | $24181142.00       | $910150.38         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2047-09-15      | 1.6630%  | 1.6630%  | $21533123.00       | $656886.04         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2038-08-15      | 1.8790%  | 1.8790%  | $304767323.00      | $2451229.04        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2047-12-15      | 1.7130%  | 1.7130%  | $48728649.00       | $1519130.29        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2047-12-15      | 5.0000%  | 5.0000%  | $16181051.00       | $428720.77         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2048-01-15      | 4.0000%  | 4.0000%  | $21223121.00       | $907859.50         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2048-01-15      | 1.6630%  | 1.6630%  | $71199737.00       | $2192782.41        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2048-01-15      | 1.6630%  | 1.6630%  | $39666828.00       | $1308219.49        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2048-02-15      | 3.5000%  | 3.5000%  | $4767944.00        | $82970.88          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2048-06-15      | 1.7130%  | 1.7130%  | $40500000.00       | $717605.63         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2051-03-25      | 2.0000%  | 2.0000%  | $6000000.00        | $369234.06         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2048-04-15      | 1.7130%  | 1.7130%  | $16498631.00       | $290225.79         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2048-09-15      | 3.0000%  | 3.0000%  | $7500000.00        | $176123.08         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2058-10-15      | 1.6630%  | 1.6630%  | $12721598.00       | $620974.02         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2047-04-15      | 4.0000%  | 4.0000%  | $49787213.00       | $1285595.92        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2044-10-15      | 4.0000%  | 4.0000%  | $41621261.00       | $328823.06         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2057-08-15      | 1.6130%  | 1.6130%  | $7000000.00        | $443494.51         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2046-06-15      | 5.5000%  | 5.5000%  | $2896150.00        | $138141.37         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2038-07-15      | 1.6130%  | 1.6130%  | $18144177.00       | $436324.40         | Agency Collateralized Mortgage Obligation |

### Security 129: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM66G0U0, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-07
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips)                          | 2048-11-15      | 3.3750%  | 3.3750% | $14374200.00       | $11760571.55       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2027-08-15      | 2.2500%  | 2.2500% | $367365600.00      | $359123569.08      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2027-12-15      | 4.0000%  | 4.0000% | $616277000.00      | $628272208.74      | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2052-10-25      | 0.8430%  | 0.8430% | $250000000.00      | $10066297.09       | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-01-25      | 1.3430%  | 1.3430% | $39813501.00       | $1740819.18        | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-10-25      | 0.7130%  | 0.7130% | $60583991.00       | $1992649.42        | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-09-25      | 0.7930%  | 0.7930% | $87976243.00       | $4341123.84        | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-06-20      | 0.8110%  | 0.8110% | $16483094.00       | $643467.26         | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-07-20      | 0.7910%  | 0.7910% | $75000000.00       | $3285393.93        | U.S. Treasuries (including strips) |

### Security 130: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BYM6A7RQ5, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips)                          | 2053-11-15      | 4.7500%  | 4.7500% | $14630900.00       | $14973840.98       | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2044-11-15      | 4.6250%  | 4.6250% | $10255200.00       | $10357585.35       | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2027-12-31      | 3.8750%  | 3.8750% | $154457500.00      | $156738296.67      | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2027-10-15      | 3.8750%  | 3.8750% | $35025300.00       | $35804153.56       | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2027-06-30      | 3.7500%  | 3.7500% | $20694200.00       | $20918214.71       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-12-25      | 0.7430%  | 0.7430% | $69598000.00       | $2323736.21        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-05-25      | 0.7430%  | 0.7430% | $19500000.00       | $631315.85         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-07-25      | 1.4430%  | 1.4430% | $10463863.00       | $711744.64         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2048-05-15      | 1.7130%  | 1.7130% | $54500000.00       | $712213.33         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-07-25      | 1.6290%  | 1.6290% | $34180109.00       | $3320507.84        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-07-25      | 5.0000%  | 5.0000% | $153596038.00      | $7031363.29        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2051-11-25      | 2.5000%  | 2.5000% | $29791939.00       | $2923587.69        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2052-06-25      | 0.0430%  | 0.0430% | $200000000.00      | $7272461.17        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2052-06-25      | 0.0430%  | 0.0430% | $306000000.00      | $10553000.50       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-02-25      | 1.4430%  | 1.4430% | $33496293.00       | $1733735.32        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-03-25      | 1.3930%  | 1.3930% | $38000000.00       | $1325623.10        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2061-01-25      | 3.0000%  | 3.0000% | $47947343.00       | $7419100.10        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-12-25      | 4.5000%  | 4.5000% | $37928936.00       | $7583351.74        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2048-03-15      | 1.4630%  | 1.4630% | $160401241.00      | $9338213.86        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-09-25      | 0.8930%  | 0.8930% | $24682436.00       | $531904.58         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-10-25      | 0.9930%  | 0.9930% | $171957888.00      | $7124629.37        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-02-25      | 0.5430%  | 0.5430% | $80000000.00       | $2159094.28        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-11-25      | 0.0000%  | 0.0000% | $17670720.00       | $11706081.11       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-09-25      | 0.0000%  | 0.0000% | $16153847.00       | $10866099.10       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-02-25      | 0.0000%  | 0.0000% | $10416557.00       | $7297492.42        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-02-25      | 0.0000%  | 0.0000% | $11571429.00       | $8012473.82        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-06-25      | 2.6430%  | 2.6430% | $24615511.00       | $2100946.05        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-06-25      | 0.7430%  | 0.7430% | $213230550.00      | $9776471.59        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2035-04-25      | 6.5000%  | 6.5000% | $16532577.00       | $46606.39          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2036-04-25      | 2.2290%  | 2.2290% | $32165142.00       | $69860.00          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2036-03-25      | 2.2290%  | 2.2290% | $60000000.00       | $185389.10         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2036-04-25      | 2.1190%  | 2.1190% | $100000000.00      | $102817.92         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2036-06-25      | 2.7290%  | 2.7290% | $50000600.00       | $82091.20          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2035-06-15      | 2.2130%  | 2.2130% | $50000000.00       | $101794.18         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2036-02-15      | 2.6630%  | 2.6630% | $110000000.00      | $80552.35          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2036-09-25      | 2.0790%  | 2.0790% | $61330239.00       | $186633.04         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2036-12-25      | 2.1690%  | 2.1690% | $39285000.00       | $107144.55         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2036-02-15      | 2.7130%  | 2.7130% | $100000000.00      | $78620.45          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2037-01-25      | 2.1290%  | 2.1290% | $25020000.00       | $63542.30          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2037-03-25      | 2.2990%  | 2.2990% | $37350000.00       | $39891.25          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2036-07-15      | 1.9830%  | 1.9830% | $16862278.00       | $79193.27          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2037-04-25      | 1.6290%  | 1.6290% | $23155000.00       | $81080.03          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2037-05-25      | 1.6490%  | 1.6490% | $29696198.00       | $76095.92          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2037-12-25      | 1.9790%  | 1.9790% | $21500000.00       | $72007.06          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2037-09-25      | 1.9540%  | 1.9540% | $50000000.00       | $52211.20          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2037-01-15      | 1.9230%  | 1.9230% | $46360000.00       | $83141.70          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2038-04-25      | 1.7490%  | 1.7490% | $67962510.00       | $119088.53         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2035-08-15      | 1.7730%  | 1.7730% | $100000000.00      | $84011.28          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2041-07-25      | 1.4490%  | 1.4490% | $41190490.00       | $132882.13         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2039-11-25      | 1.6790%  | 1.6790% | $35500000.00       | $141141.16         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2039-11-25      | 1.6790%  | 1.6790% | $50000000.00       | $76785.38          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2040-09-25      | 2.1190%  | 2.1190% | $25041834.00       | $115523.40         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2048-10-25      | 2.1310%  | 2.1310% | $81446027.00       | $96164.14          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2040-04-25      | 1.9290%  | 1.9290% | $15663000.00       | $72983.33          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2040-05-25      | 1.9790%  | 1.9790% | $40000000.00       | $113634.73         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2040-12-25      | 1.5790%  | 1.5790% | $50000000.00       | $164846.13         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2040-10-25      | 1.5990%  | 1.5990% | $59113364.00       | $65730.56          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2040-12-25      | 6.5000%  | 6.5000% | $37264176.00       | $149381.00         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2040-11-25      | 4.5000%  | 4.5000% | $17200000.00       | $27747.11          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2040-12-25      | 0.2290%  | 0.2290% | $46229037.00       | $132730.79         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2040-12-25      | 0.2790%  | 0.2790% | $56541379.00       | $78966.37          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2038-08-25      | 4.8790%  | 4.8790% | $401721.00         | $28072.25          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2052-12-25      | 2.8870%  | 2.8870% | $576853.00         | $45903.82          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-09-25      | 5.0840%  | 5.0840% | $408922.00         | $41935.36          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2038-06-25      | 2.3170%  | 2.3170% | $545082.00         | $25871.04          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2038-05-20      | 2.0900%  | 2.0900% | $82670759.00       | $70244.64          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2039-06-16      | 1.7880%  | 1.7880% | $233333333.00      | $173155.09         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2040-07-20      | 1.6900%  | 1.6900% | $100000000.00      | $758535.74         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2041-05-20      | 2.5000%  | 2.5000% | $26138580.00       | $114037.41         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2042-07-16      | 1.8380%  | 1.8380% | $41836955.00       | $814367.96         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2042-08-20      | 1.8700%  | 1.8700% | $6291390.00        | $129817.72         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2042-08-16      | 3.5000%  | 3.5000% | $22733000.00       | $879540.43         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2042-08-20      | 1.8000%  | 1.8000% | $39750000.00       | $739013.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2037-04-16      | 2.5380%  | 2.5380% | $94323131.00       | $119439.72         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2037-03-16      | 2.2380%  | 2.2380% | $55127000.00       | $139741.98         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2037-04-16      | 1.9880%  | 1.9880% | $50562947.00       | $98226.10          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2037-04-16      | 1.9260%  | 1.9260% | $20700000.00       | $64369.63          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2037-04-16      | 2.5480%  | 2.5480% | $45300000.00       | $84258.44          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2037-11-16      | 2.2880%  | 2.2880% | $44000000.00       | $23912.36          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2038-06-16      | 1.9780%  | 1.9780% | $40000000.00       | $91685.38          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2039-08-20      | 1.8500%  | 1.8500% | $90300000.00       | $70140.31          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2039-09-16      | 1.9380%  | 1.9380% | $60000000.00       | $136685.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2039-09-16      | 1.9380%  | 1.9380% | $35250000.00       | $77859.23          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2036-04-20      | 1.8500%  | 1.8500% | $26000000.00       | $35256.23          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2039-11-16      | 5.5000%  | 5.5000% | $2739257.00        | $46510.29          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2039-11-20      | 2.0800%  | 2.0800% | $50000000.00       | $166172.75         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2041-06-20      | 1.7500%  | 1.7500% | $50000000.00       | $128391.59         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2041-05-20      | 1.1500%  | 1.1500% | $29000000.00       | $230033.98         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2041-03-16      | 2.3380%  | 2.3380% | $64972949.00       | $23400.18          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2044-01-16      | 1.2880%  | 1.2880% | $17850000.00       | $104080.40         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2046-10-20      | 4.0000%  | 4.0000% | $23970000.00       | $590148.57         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2039-12-16      | 1.5380%  | 1.5380% | $49025072.00       | $120255.39         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2039-10-20      | 2.3000%  | 2.3000% | $17149033.00       | $156761.71         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2038-09-20      | 1.7500%  | 1.7500% | $15945911.00       | $122763.48         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2039-11-20      | 2.0000%  | 2.0000% | $19234064.00       | $284499.74         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2039-06-16      | 2.3380%  | 2.3380% | $12538194.00       | $75590.41          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2047-05-16      | 1.8880%  | 1.8880% | $7689881.00        | $270245.58         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2040-02-20      | 2.0000%  | 2.0000% | $238176896.00      | $924479.15         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2040-02-16      | 2.1880%  | 2.1880% | $50750000.00       | $124319.24         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2040-03-20      | 2.2200%  | 2.2200% | $150000000.00      | $810354.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2040-02-16      | 2.2880%  | 2.2880% | $23068000.00       | $63284.45          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2040-02-16      | 1.7380%  | 1.7380% | $89740000.00       | $183832.71         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2040-02-20      | 1.5100%  | 1.5100% | $34400000.00       | $125939.28         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2040-05-20      | 0.0000%  | 0.0000% | $35900000.00       | $933557.15         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2040-05-16      | 1.7880%  | 1.7880% | $92857830.00       | $231209.16         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2041-01-16      | 1.6880%  | 1.6880% | $27196000.00       | $238229.09         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2041-02-20      | 1.8000%  | 1.8000% | $43078000.00       | $150325.72         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2041-03-20      | 2.3500%  | 2.3500% | $45697200.00       | $262347.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2041-04-20      | 2.4000%  | 2.4000% | $129491000.00      | $673969.75         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2041-05-16      | 1.7880%  | 1.7880% | $25800000.00       | $90597.91          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2035-12-20      | 1.8500%  | 1.8500% | $6000000.00        | $91635.79          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2041-12-16      | 2.3880%  | 2.3880% | $45000000.00       | $411836.74         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2041-07-20      | 2.4500%  | 2.4500% | $7500000.00        | $72643.11          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2041-12-20      | 2.3500%  | 2.3500% | $115493750.00      | $965103.99         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2042-01-20      | 1.8000%  | 1.8000% | $28656548.00       | $271661.88         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2042-04-16      | 5.5000%  | 5.5000% | $7072909.00        | $94202.69          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2043-02-20      | 3.0000%  | 3.0000% | $11286666.00       | $245359.28         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2042-04-16      | 4.5000%  | 4.5000% | $9676333.00        | $59639.14          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2027-12-20      | 2.5000%  | 2.5000% | $40332084.00       | $20517.57          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2042-08-16      | 4.5000%  | 4.5000% | $5214568.00        | $37332.36          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2042-10-16      | 3.5000%  | 3.5000% | $13065039.00       | $493473.75         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2043-04-20      | 3.5000%  | 3.5000% | $6662768.00        | $45067.50          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2044-01-20      | 1.9000%  | 1.9000% | $136303380.00      | $823272.12         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2043-12-20      | 1.8900%  | 1.8900% | $43000000.00       | $639392.85         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2043-12-20      | 1.3000%  | 1.3000% | $132000000.00      | $980513.29         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2043-12-20      | 1.3000%  | 1.3000% | $43369209.00       | $179973.42         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2043-09-20      | 5.0000%  | 5.0000% | $14700000.00       | $101650.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2043-05-16      | 4.5000%  | 4.5000% | $35485500.00       | $20873.03          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2043-05-20      | 3.5000%  | 3.5000% | $8351857.00        | $207171.32         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2041-02-20      | 4.5000%  | 4.5000% | $6833711.00        | $32502.79          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2043-04-20      | 2.0500%  | 2.0500% | $31250000.00       | $185139.80         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2043-11-20      | 0.2500%  | 0.2500% | $294407200.00      | $907892.22         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2043-09-20      | 1.9500%  | 1.9500% | $73333333.00       | $537832.13         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2043-07-16      | 1.8380%  | 1.8380% | $96709662.00       | $1349126.87        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2043-09-20      | 1.9000%  | 1.9000% | $36206662.00       | $194896.19         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2043-08-16      | 1.8380%  | 1.8380% | $37514550.00       | $338519.65         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2043-11-20      | 1.9000%  | 1.9000% | $37269289.00       | $152897.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2044-01-20      | 2.5000%  | 2.5000% | $85277575.00       | $822714.64         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2044-03-16      | 1.9380%  | 1.9380% | $25000000.00       | $200455.05         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2044-04-20      | 1.8500%  | 1.8500% | $54035286.00       | $531301.39         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2044-07-16      | 4.5000%  | 4.5000% | $5285713.00        | $66606.91          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2044-08-20      | 1.3500%  | 1.3500% | $34400000.00       | $549367.15         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2044-05-20      | 5.0000%  | 5.0000% | $9261106.00        | $128952.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2042-11-20      | 3.5000%  | 3.5000% | $31300000.00       | $336598.27         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-11-20      | 2.0000%  | 2.0000% | $26477206.00       | $417019.00         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-10-20      | 1.2650%  | 1.2650% | $35000000.00       | $273353.65         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2044-11-20      | 1.3500%  | 1.3500% | $9500000.00        | $148691.29         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2044-09-20      | 1.9500%  | 1.9500% | $39093773.00       | $236380.08         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2044-10-20      | 4.5000%  | 4.5000% | $19293000.00       | $272866.05         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2044-10-16      | 1.3380%  | 1.3380% | $66131029.00       | $795031.31         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-01-20      | 1.3500%  | 1.3500% | $102097211.00      | $1042725.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-02-16      | 1.3380%  | 1.3380% | $21766915.00       | $306115.68         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-02-16      | 4.0000%  | 4.0000% | $9328677.00        | $94070.74          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-02-16      | 6.0000%  | 6.0000% | $38029926.00       | $485280.35         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-04-20      | 3.5000%  | 3.5000% | $15629051.00       | $255139.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-05-20      | 4.0000%  | 4.0000% | $17923000.00       | $304205.61         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-08-20      | 1.5050%  | 1.5050% | $16708873.00       | $95153.27          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-05-20      | 4.0000%  | 4.0000% | $15518366.00       | $120404.94         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-06-20      | 7.0000%  | 7.0000% | $29089813.00       | $274005.15         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2039-08-20      | 5.5000%  | 5.5000% | $12400000.00       | $107304.11         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-05-20      | 4.0000%  | 4.0000% | $39143460.00       | $789402.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-01-20      | 4.0000%  | 4.0000% | $9588250.00        | $89847.69          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-10-20      | 1.4300%  | 1.4300% | $68806519.00       | $1165474.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2043-01-16      | 4.0000%  | 4.0000% | $12402000.00       | $28610.97          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2046-02-20      | 1.8500%  | 1.8500% | $34087864.00       | $798973.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-12-20      | 2.5000%  | 2.5000% | $27730074.00       | $640579.02         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2046-01-20      | 1.4000%  | 1.4000% | $36225000.00       | $456975.16         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2058-01-16      | 1.7880%  | 1.7880% | $10000000.00       | $61890.12          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2046-02-20      | 1.9000%  | 1.9000% | $3500000.00        | $89122.17          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2039-06-20      | 4.5000%  | 4.5000% | $7165270.00        | $85049.57          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2046-05-20      | 4.5000%  | 4.5000% | $11910581.00       | $22644.70          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2046-05-20      | 4.0000%  | 4.0000% | $16849250.00       | $336807.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-10-20      | 4.0000%  | 4.0000% | $56071519.00       | $201357.36         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-11-20      | 4.0000%  | 4.0000% | $9796228.00        | $173256.64         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2046-08-20      | 3.5000%  | 3.5000% | $7142857.00        | $413891.72         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2046-10-20      | 2.0000%  | 2.0000% | $39748378.00       | $2098517.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2046-10-20      | 4.0000%  | 4.0000% | $10625000.00       | $312541.72         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2046-09-20      | 1.8500%  | 1.8500% | $19781353.00       | $552999.48         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2046-10-16      | 1.5050%  | 1.5050% | $13253848.00       | $343782.30         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-10-20      | 2.0000%  | 2.0000% | $56250685.00       | $1072809.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2046-10-20      | 1.8500%  | 1.8500% | $26401199.00       | $804548.43         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2039-11-20      | 5.0000%  | 5.0000% | $14329000.00       | $470524.42         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2043-09-20      | 6.0000%  | 6.0000% | $12022470.00       | $207611.08         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2036-05-20      | 3.4180%  | 3.4180% | $32325751.00       | $432429.69         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2047-08-16      | 5.0000%  | 5.0000% | $3471000.00        | $151862.62         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2047-07-20      | 6.0000%  | 6.0000% | $31260274.00       | $926605.58         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2046-08-20      | 4.0000%  | 4.0000% | $10298210.00       | $256984.59         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2047-06-20      | 1.9500%  | 1.9500% | $22186064.00       | $563488.52         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2047-08-20      | 1.9500%  | 1.9500% | $13000000.00       | $586433.65         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2047-09-20      | 1.9500%  | 1.9500% | $19097714.00       | $645146.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2046-08-20      | 4.0000%  | 4.0000% | $6776299.00        | $262036.80         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2047-11-20      | 1.9500%  | 1.9500% | $30121153.00       | $613611.15         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2043-10-20      | 1.9500%  | 1.9500% | $61229287.00       | $1508070.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2041-03-20      | 0.5950%  | 0.5950% | $149007050.00      | $952676.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2047-11-20      | 3.5000%  | 3.5000% | $43406142.00       | $284722.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2063-02-16      | 0.6710%  | 0.6710% | $100000000.00      | $3988456.62        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2047-02-20      | 1.6450%  | 1.6450% | $53277272.00       | $1159690.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-02-16      | 1.3380%  | 1.3380% | $36566799.00       | $629552.58         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2047-02-16      | 1.8880%  | 1.8880% | $76777880.00       | $2918932.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-05-20      | 2.0000%  | 2.0000% | $11354168.00       | $363301.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-04-20      | 1.4700%  | 1.4700% | $30000000.00       | $539119.32         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2047-10-20      | 4.0000%  | 4.0000% | $22349777.00       | $393881.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-05-20      | 1.9500%  | 1.9500% | $16114759.00       | $438516.32         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-08-20      | 1.9500%  | 1.9500% | $27855683.00       | $942345.96         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-06-20      | 2.0000%  | 2.0000% | $24698979.00       | $496431.19         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-07-20      | 1.9500%  | 1.9500% | $29900000.00       | $806261.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2041-03-20      | 4.0000%  | 4.0000% | $12328000.00       | $59982.04          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-09-20      | 2.0000%  | 2.0000% | $45900000.00       | $1183622.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-09-20      | 1.9500%  | 1.9500% | $77008237.00       | $779970.23         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-10-20      | 1.9000%  | 1.9000% | $32165084.00       | $1006242.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-10-16      | 1.9380%  | 1.9380% | $5553716.00        | $107156.75         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-08-20      | 5.0000%  | 5.0000% | $8529850.00        | $351317.58         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-01-20      | 1.8500%  | 1.8500% | $40000000.00       | $935176.39         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-12-20      | 1.8700%  | 1.8700% | $44833269.00       | $835490.63         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-12-20      | 1.8500%  | 1.8500% | $11600000.00       | $242292.52         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-01-20      | 5.0000%  | 5.0000% | $12718112.00       | $394057.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-06-20      | 0.8110%  | 0.8110% | $34722830.00       | $1373048.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-07-20      | 1.5110%  | 1.5110% | $48358601.00       | $2456371.76        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-03-20      | 1.8000%  | 1.8000% | $55078013.00       | $888230.66         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-02-20      | 1.8000%  | 1.8000% | $35000000.00       | $675804.86         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2046-02-20      | 1.6370%  | 1.6370% | $24797136.00       | $647963.91         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-09-20      | 1.5610%  | 1.5610% | $10000000.00       | $619742.40         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-03-20      | 1.8000%  | 1.8000% | $31666666.00       | $588969.97         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-03-20      | 1.8000%  | 1.8000% | $29233333.00       | $543303.11         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-05-20      | 0.0000%  | 0.0000% | $50000000.00       | $227999.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-05-20      | 1.8000%  | 1.8000% | $65168260.00       | $1861901.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-06-20      | 1.8000%  | 1.8000% | $1825623.00        | $57747.35          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-07-20      | 1.8500%  | 1.8500% | $24720896.00       | $541619.79         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-05-20      | 4.0000%  | 4.0000% | $23984250.00       | $1250313.82        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-08-20      | 1.8500%  | 1.8500% | $30268291.00       | $330739.22         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-08-20      | 1.8500%  | 1.8500% | $12172000.00       | $356181.85         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-08-20      | 1.8000%  | 1.8000% | $58362075.00       | $1367726.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-08-20      | 0.2300%  | 0.2300% | $100000000.00      | $1257906.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-08-20      | 1.8500%  | 1.8500% | $38655059.00       | $1716667.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-01-20      | 1.8000%  | 1.8000% | $27000000.00       | $728274.23         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-09-20      | 1.8500%  | 1.8500% | $16433000.00       | $384863.01         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-09-20      | 1.8000%  | 1.8000% | $10950000.00       | $494834.81         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-09-20      | 1.8500%  | 1.8500% | $11525000.00       | $345130.67         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-10-20      | 0.2500%  | 0.2500% | $20000000.00       | $223663.85         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-10-20      | 4.5000%  | 4.5000% | $6332606.00        | $295680.25         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-11-20      | 1.8000%  | 1.8000% | $49643799.00       | $735552.18         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-12-20      | 3.5000%  | 3.5000% | $31274000.00       | $1871087.17        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-01-20      | 1.8000%  | 1.8000% | $45042032.00       | $753065.65         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-03-20      | 3.5000%  | 3.5000% | $27098285.00       | $363804.76         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-02-20      | 1.8000%  | 1.8000% | $20459891.00       | $335086.99         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2044-08-20      | 1.5050%  | 1.5050% | $28903029.00       | $840696.64         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-11-20      | 4.0000%  | 4.0000% | $6210154.00        | $599982.60         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-03-20      | 1.3500%  | 1.3500% | $104835479.00      | $5016418.75        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-03-20      | 3.5000%  | 3.5000% | $74999999.00       | $619474.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-03-20      | 3.0000%  | 3.0000% | $18958000.00       | $317956.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-03-20      | 6.5000%  | 6.5000% | $14973000.00       | $503570.51         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-04-20      | 1.8500%  | 1.8500% | $7200000.00        | $154732.72         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-05-20      | 1.8000%  | 1.8000% | $25385086.00       | $1915124.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-04-20      | 3.5000%  | 3.5000% | $3390000.00        | $236165.06         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-11-20      | 1.8000%  | 1.8000% | $29300000.00       | $795326.17         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-03-20      | 4.0000%  | 4.0000% | $34900000.00       | $1292627.66        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-04-20      | 3.5000%  | 3.5000% | $12532000.00       | $710056.91         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-05-20      | 1.9000%  | 1.9000% | $14483333.00       | $766340.76         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-07-20      | 1.8500%  | 1.8500% | $45349669.00       | $1092391.49        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-06-20      | 4.0000%  | 4.0000% | $44156137.00       | $2312550.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-10-20      | 1.4400%  | 1.4400% | $13698974.00       | $363213.93         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-03-20      | 3.5000%  | 3.5000% | $13880049.00       | $915387.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-08-20      | 0.0000%  | 0.0000% | $26806396.00       | $679876.25         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-08-20      | 2.0000%  | 2.0000% | $10575000.00       | $738144.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-08-20      | 2.5000%  | 2.5000% | $3459000.00        | $330626.76         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-08-20      | 3.0000%  | 3.0000% | $76415683.00       | $6329331.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-08-20      | 3.0000%  | 3.0000% | $14583333.00       | $1203870.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-08-20      | 4.0000%  | 4.0000% | $42282280.00       | $2778606.35        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-03-20      | 3.0000%  | 3.0000% | $5509220.00        | $333650.94         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-09-20      | 3.0000%  | 3.0000% | $28869908.00       | $2435956.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-09-20      | 2.5000%  | 2.5000% | $19200000.00       | $1753306.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-09-20      | 2.5000%  | 2.5000% | $13975000.00       | $977659.91         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-11-20      | 2.5000%  | 2.5000% | $71282800.00       | $3679316.82        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-09-20      | 2.5000%  | 2.5000% | $10700000.00       | $864714.57         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-10-20      | 2.5000%  | 2.5000% | $99900000.00       | $9014502.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-10-20      | 2.5000%  | 2.5000% | $1900000.00        | $180158.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-03-20      | 6.5000%  | 6.5000% | $42148992.00       | $1396068.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-10-20      | 3.0000%  | 3.0000% | $7925458.00        | $985645.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-10-20      | 2.0000%  | 2.0000% | $37400000.00       | $2376247.62        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-11-20      | 0.0000%  | 0.0000% | $41271294.00       | $828456.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-11-20      | 2.5000%  | 2.5000% | $6437000.00        | $565472.48         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-12-20      | 0.0000%  | 0.0000% | $45000000.00       | $269299.59         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-12-20      | 3.0000%  | 3.0000% | $72634460.00       | $5896687.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-01-20      | 2.5000%  | 2.5000% | $155254939.00      | $15498902.57       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-01-20      | 2.5000%  | 2.5000% | $32591967.00       | $3251876.94        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-01-20      | 2.5000%  | 2.5000% | $31095616.00       | $3297868.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-12-20      | 2.0000%  | 2.0000% | $56150000.00       | $4054529.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-01-20      | 3.5000%  | 3.5000% | $7369000.00        | $667448.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-12-20      | 4.0000%  | 4.0000% | $26265147.00       | $3287424.75        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-01-20      | 3.0000%  | 3.0000% | $36652333.00       | $3236903.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-02-20      | 4.0000%  | 4.0000% | $52765457.00       | $3745829.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-02-20      | 0.0000%  | 0.0000% | $58333333.00       | $364455.28         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-02-20      | 2.5000%  | 2.5000% | $54569309.00       | $5174982.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-02-20      | 3.0000%  | 3.0000% | $23480333.00       | $2658246.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-03-20      | 2.5000%  | 2.5000% | $30218981.00       | $2784337.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-03-20      | 2.5000%  | 2.5000% | $8885000.00        | $522406.69         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-02-20      | 3.0000%  | 3.0000% | $44437000.00       | $3187247.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-03-20      | 3.0000%  | 3.0000% | $16566667.00       | $928775.32         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-04-20      | 2.5000%  | 2.5000% | $37548923.00       | $2357962.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-05-20      | 3.0000%  | 3.0000% | $6286000.00        | $530676.22         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-09-20      | 3.0000%  | 3.0000% | $46524990.00       | $3733353.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-04-20      | 3.5000%  | 3.5000% | $6719093.00        | $775451.08         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-04-20      | 2.0500%  | 2.0500% | $71946369.00       | $2779799.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-04-20      | 3.0000%  | 3.0000% | $16404666.00       | $1612539.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-05-20      | 3.0000%  | 3.0000% | $25093542.00       | $2948486.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-05-20      | 3.0000%  | 3.0000% | $16723000.00       | $2180820.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-05-20      | 3.0000%  | 3.0000% | $27945234.00       | $3318448.35        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-10-20      | 1.8000%  | 1.8000% | $9677223.00        | $751394.04         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-05-20      | 3.5000%  | 3.5000% | $20461000.00       | $2400508.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-06-20      | 3.0000%  | 3.0000% | $4950000.00        | $411995.73         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-07-20      | 0.0000%  | 0.0000% | $50201653.00       | $1127328.82        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-06-20      | 3.5000%  | 3.5000% | $12799000.00       | $1355522.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-07-20      | 2.5000%  | 2.5000% | $8899000.00        | $723172.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-08-20      | 3.0000%  | 3.0000% | $5027000.00        | $442425.24         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-08-20      | 2.0500%  | 2.0500% | $12400000.00       | $1205227.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-08-20      | 4.0000%  | 4.0000% | $8713000.00        | $1209418.10        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-08-20      | 3.0000%  | 3.0000% | $6312000.00        | $844558.01         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-09-20      | 3.0000%  | 3.0000% | $17149833.00       | $2329791.88        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-08-20      | 3.0000%  | 3.0000% | $27270069.00       | $2679412.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-08-20      | 3.0000%  | 3.0000% | $70294500.00       | $6702070.45        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-09-20      | 2.5000%  | 2.5000% | $6459869.00        | $997848.60         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-09-20      | 6.0000%  | 6.0000% | $11850000.00       | $920934.34         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-09-20      | 2.0500%  | 2.0500% | $46648179.00       | $3100267.84        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-09-20      | 3.5000%  | 3.5000% | $25263826.00       | $3132684.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-09-20      | 3.0000%  | 3.0000% | $3426000.00        | $297079.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-01-20      | 4.0000%  | 4.0000% | $7500000.00        | $631247.97         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-09-20      | 3.5000%  | 3.5000% | $16108000.00       | $2172437.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-06-20      | 3.0000%  | 3.0000% | $10565000.00       | $1191137.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-11-20      | 3.0000%  | 3.0000% | $14378469.00       | $1822411.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-11-20      | 3.0000%  | 3.0000% | $18272560.00       | $2334152.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-10-20      | 0.0000%  | 0.0000% | $124800000.00      | $1170219.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-10-20      | 3.0000%  | 3.0000% | $4538000.00        | $431008.35         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-03-20      | 4.5000%  | 4.5000% | $20446000.00       | $2641754.25        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-10-20      | 3.0000%  | 3.0000% | $15103376.00       | $484658.85         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-10-20      | 0.0000%  | 0.0000% | $50000000.00       | $1484311.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-11-20      | 3.5000%  | 3.5000% | $28109976.00       | $3818044.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-11-20      | 4.0000%  | 4.0000% | $28005459.00       | $3890362.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-11-20      | 3.5000%  | 3.5000% | $26719000.00       | $3687901.66        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-11-20      | 0.0000%  | 0.0000% | $50000000.00       | $399243.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-11-20      | 0.0000%  | 0.0000% | $50000000.00       | $360302.26         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-11-20      | 3.0000%  | 3.0000% | $13770000.00       | $1285960.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-11-20      | 3.0000%  | 3.0000% | $4236000.00        | $258973.61         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-11-20      | 3.5000%  | 3.5000% | $44072825.00       | $3266949.35        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-11-20      | 4.0000%  | 4.0000% | $11224000.00       | $1522509.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-12-20      | 4.5000%  | 4.5000% | $12513000.00       | $1142521.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-10-20      | 3.0000%  | 3.0000% | $19515000.00       | $1879116.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-12-20      | 0.0000%  | 0.0000% | $334292582.00      | $2309664.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-02-20      | 0.0000%  | 0.0000% | $149900000.00      | $1465597.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-12-20      | 0.0000%  | 0.0000% | $37257309.00       | $318382.61         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-12-20      | 0.0000%  | 0.0000% | $37584545.00       | $311620.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-11-20      | 3.0000%  | 3.0000% | $15136154.00       | $1712316.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-12-20      | 3.0000%  | 3.0000% | $21015416.00       | $1535040.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-10-20      | 3.0000%  | 3.0000% | $8204000.00        | $990231.71         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-02-20      | 3.5000%  | 3.5000% | $7279999.00        | $716127.71         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-01-20      | 3.0000%  | 3.0000% | $31656281.00       | $4494448.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-08-20      | 3.0000%  | 3.0000% | $2559134.00        | $218109.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-08-20      | 3.5000%  | 3.5000% | $20539000.00       | $2215299.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-12-20      | 3.0000%  | 3.0000% | $25833333.00       | $1830881.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-12-20      | 1.8810%  | 1.8810% | $63404453.00       | $4494627.42        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-01-20      | 1.2110%  | 1.2110% | $31465206.00       | $1332684.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-01-20      | 1.1610%  | 1.1610% | $99900000.00       | $1960502.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-01-20      | 1.0110%  | 1.0110% | $100000000.00      | $1821128.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-01-20      | 1.8610%  | 1.8610% | $149800000.00      | $5483806.42        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-12-20      | 1.1110%  | 1.1110% | $400000000.00      | $7050173.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-09-20      | 1.8610%  | 1.8610% | $26158535.00       | $2412960.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-03-20      | 1.9000%  | 1.9000% | $8334800.00        | $820536.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2041-11-16      | 2.3380%  | 2.3380% | $16256101.00       | $1613510.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-02-20      | 4.0000%  | 4.0000% | $3000000.00        | $464855.48         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-12-20      | 1.8610%  | 1.8610% | $71900000.00       | $1880772.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-12-20      | 1.7610%  | 1.7610% | $99900000.00       | $2439154.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-12-20      | 1.1110%  | 1.1110% | $350000000.00      | $5987039.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-12-20      | 2.4610%  | 2.4610% | $100000000.00      | $3369974.95        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-12-20      | 2.4110%  | 2.4110% | $99800000.00       | $3236756.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-08-20      | 0.0000%  | 0.0000% | $80354545.00       | $1912855.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-08-20      | 1.6610%  | 1.6610% | $9900000.00        | $819605.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-02-20      | 0.0000%  | 0.0000% | $11720000.00       | $537432.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-02-20      | 3.5000%  | 3.5000% | $16779000.00       | $1789453.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-02-20      | 5.0000%  | 5.0000% | $7584000.00        | $787796.25         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2039-09-20      | 6.0000%  | 6.0000% | $32877317.00       | $1589348.87        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-02-20      | 3.5000%  | 3.5000% | $443571.00         | $25578.51          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-03-20      | 4.0000%  | 4.0000% | $24557546.00       | $4540369.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-04-20      | 3.5000%  | 3.5000% | $24456284.00       | $1291344.35        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-07-20      | 1.9500%  | 1.9500% | $10947855.00       | $748883.33         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-05-20      | 4.5000%  | 4.5000% | $10666109.00       | $824212.98         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-04-20      | 4.0000%  | 4.0000% | $9817011.00        | $1490449.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-09-20      | 2.5000%  | 2.5000% | $27611544.00       | $3180247.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-05-20      | 0.0000%  | 0.0000% | $13000000.00       | $6133454.42        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-05-20      | 4.5000%  | 4.5000% | $3470345.00        | $472470.79         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-06-20      | 0.1110%  | 0.1110% | $47858237.00       | $1924055.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-02-20      | 3.0000%  | 3.0000% | $15689000.00       | $1034678.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-10-20      | 1.2610%  | 1.2610% | $31451398.00       | $882218.81         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-02-20      | 1.3010%  | 1.3010% | $39800000.00       | $1425442.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-01-20      | 1.1110%  | 1.1110% | $29900000.00       | $1061969.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-01-20      | 1.1110%  | 1.1110% | $76742383.00       | $1800660.67        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-01-20      | 1.1110%  | 1.1110% | $28057521.00       | $1338070.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-01-20      | 0.5110%  | 0.5110% | $72280500.00       | $1740868.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-01-20      | 1.1110%  | 1.1110% | $49900000.00       | $1692463.71        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-01-20      | 1.1110%  | 1.1110% | $40000000.00       | $1194090.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-01-20      | 0.5110%  | 0.5110% | $55093249.00       | $1420672.25        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-01-20      | 1.7610%  | 1.7610% | $84900000.00       | $6429080.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-02-20      | 1.8610%  | 1.8610% | $77168089.00       | $2509688.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-02-20      | 1.8610%  | 1.8610% | $58411007.00       | $5015123.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-02-20      | 1.8910%  | 1.8910% | $5000000.00        | $464472.19         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-02-20      | 1.3110%  | 1.3110% | $74856121.00       | $4285317.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-02-20      | 1.8610%  | 1.8610% | $135239466.00      | $9078526.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-03-20      | 1.9010%  | 1.9010% | $41564553.00       | $2156391.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-03-20      | 1.1110%  | 1.1110% | $29900000.00       | $1173324.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-03-20      | 1.1110%  | 1.1110% | $119900000.00      | $2446309.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-03-20      | 1.8810%  | 1.8810% | $72235339.00       | $2854502.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-03-20      | 0.6110%  | 0.6110% | $100000000.00      | $3274856.17        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-04-20      | 1.7610%  | 1.7610% | $16599918.00       | $1469548.87        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-04-20      | 1.7610%  | 1.7610% | $68146795.00       | $3292904.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-08-20      | 5.0000%  | 5.0000% | $10000000.00       | $1479102.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-08-20      | 1.6110%  | 1.6110% | $21334746.00       | $1766605.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-09-20      | 2.1110%  | 2.1110% | $51711731.00       | $3858248.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-09-20      | 1.6610%  | 1.6610% | $20124614.00       | $1281352.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-09-20      | 1.6110%  | 1.6110% | $53462553.00       | $3854754.71        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-06-20      | 1.0610%  | 1.0610% | $30939714.00       | $2241653.25        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-06-20      | 0.5500%  | 0.5500% | $6443637.00        | $41060.92          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-10-20      | 0.3110%  | 0.3110% | $49900000.00       | $973305.78         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-09-20      | 1.6110%  | 1.6110% | $71695272.00       | $3657048.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-09-20      | 1.6610%  | 1.6610% | $19988000.00       | $1330651.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-08-20      | 3.0000%  | 3.0000% | $22291565.00       | $2678777.23        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-05-20      | 1.1610%  | 1.1610% | $99900000.00       | $2906270.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-05-20      | 1.1110%  | 1.1110% | $89447393.00       | $2553338.62        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-05-20      | 1.7610%  | 1.7610% | $126822980.00      | $3252458.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-05-20      | 2.5610%  | 2.5610% | $50000000.00       | $2502985.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-06-20      | 1.7110%  | 1.7110% | $199900000.00      | $4820132.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-12-20      | 0.6000%  | 0.6000% | $30557249.00       | $382337.98         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-06-20      | 1.0110%  | 1.0110% | $99800000.00       | $1804074.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-06-20      | 1.6310%  | 1.6310% | $50470859.00       | $2375516.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-07-20      | 1.5610%  | 1.5610% | $31241699.00       | $1617643.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-03-20      | 3.0000%  | 3.0000% | $11096161.00       | $1598878.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2063-08-20      | 1.2110%  | 1.2110% | $33695566.00       | $498963.06         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-11-20      | 1.9610%  | 1.9610% | $74899900.00       | $1716326.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-10-20      | 0.9560%  | 0.9560% | $161900000.00      | $2172112.62        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-10-20      | 0.0000%  | 0.0000% | $15544749.00       | $6356416.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-10-20      | 1.3110%  | 1.3110% | $39099357.00       | $999462.05         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-10-20      | 1.3110%  | 1.3110% | $99900000.00       | $1658796.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-10-20      | 1.9110%  | 1.9110% | $129000000.00      | $1971040.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-11-20      | 1.6110%  | 1.6110% | $99900000.00       | $1930148.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-09-20      | 2.0110%  | 2.0110% | $99900000.00       | $3028383.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-11-20      | 0.7110%  | 0.7110% | $99800000.00       | $1266063.66        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-11-20      | 1.1610%  | 1.1610% | $100000000.00      | $2390866.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-10-20      | 0.9610%  | 0.9610% | $49900000.00       | $873061.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-11-20      | 0.7110%  | 0.7110% | $199900000.00      | $2299556.25        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-10-20      | 1.1110%  | 1.1110% | $50000000.00       | $668874.93         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-10-20      | 2.6110%  | 2.6110% | $64285710.00       | $1643482.19        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-10-20      | 1.2110%  | 1.2110% | $99900000.00       | $1398433.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-10-20      | 2.1110%  | 2.1110% | $59800000.00       | $1323540.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-08-20      | 2.2610%  | 2.2610% | $107016751.00      | $2271000.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-08-20      | 0.0000%  | 0.0000% | $13361539.00       | $4820814.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-08-20      | 0.0000%  | 0.0000% | $10392308.00       | $3749574.17        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-08-20      | 0.0000%  | 0.0000% | $13846154.00       | $4995662.75        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-09-20      | 2.1110%  | 2.1110% | $77398380.00       | $2350483.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2063-09-20      | 0.0000%  | 0.0000% | $15802873.00       | $4262472.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-11-20      | 1.6110%  | 1.6110% | $99900000.00       | $1875886.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-12-20      | 6.5000%  | 6.5000% | $40256693.00       | $3348195.82        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-11-20      | 1.1110%  | 1.1110% | $199900000.00      | $4675758.25        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-11-20      | 1.9410%  | 1.9410% | $99900000.00       | $4187366.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-03-20      | 3.5000%  | 3.5000% | $8836000.00        | $912702.04         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-01-20      | 2.6610%  | 2.6610% | $14900000.00       | $887041.73         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-12-20      | 2.1110%  | 2.1110% | $35754320.00       | $2385259.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-12-20      | 1.9910%  | 1.9910% | $47800000.00       | $2840499.82        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-12-20      | 1.5110%  | 1.5110% | $38304303.00       | $1905910.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-12-20      | 2.0110%  | 2.0110% | $214888000.00      | $14531741.82       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-01-20      | 7.0000%  | 7.0000% | $18437935.00       | $3181701.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-01-20      | 6.0000%  | 6.0000% | $2500000.00        | $414765.60         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2064-02-20      | 1.8610%  | 1.8610% | $40598031.00       | $478979.39         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-02-20      | 7.0000%  | 7.0000% | $77686832.00       | $15007851.63       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-02-20      | 6.0000%  | 6.0000% | $5402000.00        | $877272.58         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-02-20      | 2.6110%  | 2.6110% | $61953134.00       | $2842903.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-02-20      | 0.9110%  | 0.9110% | $100000000.00      | $3279597.84        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-03-20      | 1.0110%  | 1.0110% | $49800000.00       | $2501975.48        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-11-20      | 4.5000%  | 4.5000% | $28449495.00       | $5365872.40        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2064-03-20      | 1.3810%  | 1.3810% | $57604386.00       | $694177.79         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-03-20      | 1.0110%  | 1.0110% | $54900000.00       | $2141736.86        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-03-20      | 1.5110%  | 1.5110% | $50000000.00       | $1997464.67        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2064-03-20      | 1.4610%  | 1.4610% | $104432618.00      | $1043527.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-04-20      | 1.0110%  | 1.0110% | $129718170.00      | $4446073.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-04-20      | 1.0110%  | 1.0110% | $100000000.00      | $4167583.42        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-06-20      | 2.2610%  | 2.2610% | $3867000.00        | $231601.42         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-04-20      | 1.5540%  | 1.5540% | $21230000.00       | $1313673.75        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-07-20      | 3.5000%  | 3.5000% | $23731465.00       | $3387952.10        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-06-20      | 2.8610%  | 2.8610% | $40390076.00       | $2369643.75        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-06-20      | 0.9610%  | 0.9610% | $99900000.00       | $3248214.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-05-20      | 1.5110%  | 1.5110% | $23706000.00       | $1182968.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-05-20      | 6.5000%  | 6.5000% | $17817115.00       | $1246587.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-06-20      | 2.8110%  | 2.8110% | $49900000.00       | $1465238.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-10-20      | 2.5000%  | 2.5000% | $24040230.00       | $2629514.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-05-20      | 0.8110%  | 0.8110% | $449800000.00      | $8604202.48        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-06-20      | 2.3110%  | 2.3110% | $18324112.00       | $1570901.94        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-06-20      | 1.6110%  | 1.6110% | $101915334.00      | $4971051.81        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-06-20      | 2.9110%  | 2.9110% | $32433000.00       | $2340982.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-08-20      | 2.2610%  | 2.2610% | $9856000.00        | $561805.58         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-08-20      | 1.5610%  | 1.5610% | $49900000.00       | $2674337.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-08-20      | 2.2610%  | 2.2610% | $49560000.00       | $3220970.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-08-20      | 2.2610%  | 2.2610% | $75412000.00       | $6105656.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2064-10-20      | 1.1610%  | 1.1610% | $192170000.00      | $3584770.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-10-20      | 1.7110%  | 1.7110% | $17823600.00       | $948782.85         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-11-20      | 1.5010%  | 1.5010% | $99800000.00       | $3617658.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-01-20      | 2.2410%  | 2.2410% | $25100000.00       | $764012.98         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-02-20      | 2.1610%  | 2.1610% | $16364000.00       | $606767.15         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-12-20      | 6.5000%  | 6.5000% | $9602697.00        | $1884334.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-12-20      | 6.5000%  | 6.5000% | $18910487.00       | $3705053.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-04-20      | 2.1610%  | 2.1610% | $37895693.00       | $1017625.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-01-20      | 2.1910%  | 2.1910% | $6000000.00        | $364032.80         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-02-20      | 0.8610%  | 0.8610% | $56800000.00       | $2246731.40        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-03-20      | 1.6110%  | 1.6110% | $26518487.00       | $2458825.19        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-02-20      | 1.5610%  | 1.5610% | $67180951.00       | $4322240.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-05-20      | 1.5110%  | 1.5110% | $32825239.00       | $1732391.45        | Agency Collateralized Mortgage Obligation |

### Security 131: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM62TYF2, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-07
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips)                       | 2027-03-31      | 3.8750%  | 3.8750% | $307137700.00      | $307976185.92      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                       | 2028-05-15      | 3.7500%  | 3.7500% | $191746800.00      | $194989717.75      | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-10-25      | 1.0430%  | 1.0430% | $46810626.00       | $2209712.12        | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-07-25      | 1.4430%  | 1.4430% | $115336310.00      | $5238231.73        | U.S. Treasuries (including strips) |

### Security 132: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM5UA095, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.3000%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-07
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips)                          | 2040-08-15      | 1.1250%  | 1.1250% | $800.00            | $505.85            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2028-06-30      | 1.2500%  | 1.2500% | $671100.00         | $631488.32         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2027-03-31      | 2.5000%  | 2.5000% | $250126100.00      | $245846442.42      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2027-06-30      | 3.2500%  | 3.2500% | $27110000.00       | $27142748.87       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2029-10-31      | 4.0000%  | 4.0000% | $5050000.00        | $5189432.69        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2027-12-31      | 3.8750%  | 3.8750% | $8420100.00        | $8544435.40        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2028-03-31      | 3.6250%  | 3.6250% | $320375800.00      | $320338956.78      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2028-06-30      | 4.0000%  | 4.0000% | $249200.00         | $254036.97         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2028-09-30      | 4.6250%  | 4.6250% | $131369600.00      | $135008537.91      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2029-01-31      | 4.0000%  | 4.0000% | $2134900.00        | $2171403.44        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2027-07-15      | 4.3750%  | 4.3750% | $820200.00         | $837706.52         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2027-08-15      | 3.7500%  | 3.7500% | $203047500.00      | $204348526.85      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2026-09-30      | 3.5000%  | 3.5000% | $38219600.00       | $38132459.31       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2026-11-30      | 4.2500%  | 4.2500% | $55158000.00       | $56260424.57       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2031-11-30      | 4.1250%  | 4.1250% | $300.00            | $308.44            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2027-12-15      | 4.0000%  | 4.0000% | $352395600.00      | $359254624.08      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2031-12-31      | 4.5000%  | 4.5000% | $4350400.00        | $4550909.93        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2027-05-31      | 3.8750%  | 3.8750% | $100885300.00      | $102504172.81      | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-10-01      | 6.0000%  | 6.0000% | $64920873.00       | $63284994.36       | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-08-01      | 2.5000%  | 2.5000% | $72294349.00       | $30740845.54       | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-05-20      | 3.0000%  | 3.0000% | $400000.00         | $196478.79         | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2065-04-20      | 6.5000%  | 6.5000% | $17804555.00       | $18320262.34       | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2065-05-20      | 7.0000%  | 7.0000% | $15426660.00       | $15569460.02       | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2065-03-20      | 7.0000%  | 7.0000% | $2737415.00        | $2818651.11        | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-07-20      | 5.4880%  | 5.4880% | $49223629.00       | $49160719.56       | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-04-20      | 5.2380%  | 5.2380% | $8800000.00        | $8149796.42        | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-02-20      | 5.5880%  | 5.5880% | $50000000.00       | $28742510.71       | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-04-20      | 5.4880%  | 5.4880% | $20100000.00       | $11848074.43       | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-04-20      | 5.5380%  | 5.5380% | $40100000.00       | $22143835.07       | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-04-20      | 5.5880%  | 5.5880% | $49863800.00       | $33620130.71       | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-06-20      | 5.5380%  | 5.5380% | $4992247.00        | $4671819.23        | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-11-20      | 5.6380%  | 5.6380% | $3474433.00        | $3425844.97        | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-11-20      | 5.6380%  | 5.6380% | $48257800.00       | $46679130.88       | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-11-20      | 5.5880%  | 5.5880% | $50000000.00       | $47768742.25       | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-11-20      | 5.5880%  | 5.5880% | $1021632.00        | $990853.21         | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-12-20      | 5.5380%  | 5.5380% | $23000000.00       | $21848923.51       | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-01-20      | 5.6880%  | 5.6880% | $70615940.00       | $68165363.65       | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-03-20      | 5.5880%  | 5.5880% | $25000000.00       | $24417196.13       | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-06-20      | 5.4880%  | 5.4880% | $49981500.00       | $49830227.95       | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-05-20      | 5.5380%  | 5.5380% | $3900.00           | $3869.69           | U.S. Treasuries (including strips) |

### Security 133: SMBC NIKKO SECURITIES INC

- **C.1 - Title:** SMBC NIKKO SECURITIES INC
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BYM6A7UH1, C.3 - LEI: 5493001KJTIIGC8Y1R12
- **C.18 - Value (incl. sponsor support):** $1700000000.00
- **C.18.a - Value (excl. sponsor support):** $1700000000.00
- **C.19 - Percentage of Net Assets:** 1.1100%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips)                  | 2025-10-09      | 0.0000%  | 0.0000% | $28800.00          | $28774.22          | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2025-11-20      | 0.0000%  | 0.0000% | $100.00            | $99.44             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2042-08-15      | 2.7500%  | 2.7500% | $405200.00         | $317042.05         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2054-08-15      | 4.2500%  | 4.2500% | $100.00            | $93.09             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2055-02-15      | 4.6250%  | 4.6250% | $41200.00          | $40834.23          | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-04-30      | 2.3750%  | 2.3750% | $100.00            | $100.15            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2030-07-15      | 0.1250%  | 0.1250% | $700.00            | $838.92            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2030-08-15      | 0.6250%  | 0.6250% | $200.00            | $172.70            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-08-31      | 0.5000%  | 0.5000% | $200.00            | $188.61            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-11-30      | 0.6250%  | 0.6250% | $100.00            | $94.06             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-02-28      | 0.5000%  | 0.5000% | $33700.00          | $33243.84          | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-05-31      | 0.7500%  | 0.7500% | $100.00            | $98.23             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-06-30      | 0.8750%  | 0.8750% | $400.00            | $392.32            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2031-08-15      | 1.2500%  | 1.2500% | $1100.00           | $953.84            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-11-30      | 1.2500%  | 1.2500% | $795600.00         | $776770.26         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2029-07-31      | 2.6250%  | 2.6250% | $12769300.00       | $12349167.33       | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2025-10-15      | 4.2500%  | 4.2500% | $100.00            | $101.95            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2030-02-28      | 4.0000%  | 4.0000% | $3879500.00        | $3939612.53        | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2033-11-15      | 4.5000%  | 4.5000% | $300.00            | $315.54            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2029-02-28      | 4.2500%  | 4.2500% | $1000.00           | $1022.81           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2031-04-30      | 4.6250%  | 4.6250% | $15300.00          | $16230.14          | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2029-06-30      | 4.2500%  | 4.2500% | $141400.00         | $145778.16         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2029-07-31      | 4.0000%  | 4.0000% | $500.00            | $509.13            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2029-08-31      | 3.6250%  | 3.6250% | $1400.00           | $1401.52           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-10-15      | 3.8750%  | 3.8750% | $400.00            | $409.16            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2029-10-31      | 4.1250%  | 4.1250% | $520100.00         | $537584.79         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-10-31      | 4.1250%  | 4.1250% | $249700.00         | $255048.85         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-11-15      | 4.1250%  | 4.1250% | $100.00            | $102.59            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2029-11-30      | 4.1250%  | 4.1250% | $116300.00         | $119816.09         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2029-12-31      | 4.3750%  | 4.3750% | $128300.00         | $133092.96         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2030-01-31      | 4.2500%  | 4.2500% | $145700.00         | $149893.95         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2032-01-31      | 4.3750%  | 4.3750% | $8500000.00        | $8804274.82        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2045-08-01      | 3.5000%  | 3.5000% | $847237.00         | $175459.45         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2043-03-01      | 3.5000%  | 3.5000% | $299688.00         | $44949.51          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2037-07-01      | 3.5000%  | 3.5000% | $51000.00          | $31216.34          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-04-01      | 4.5000%  | 4.5000% | $1021.00           | $958.07            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2036-05-01      | 2.0000%  | 2.0000% | $9000.00           | $4580.37           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-01-01      | 3.0000%  | 3.0000% | $1000.00           | $615.18            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-07-01      | 3.5000%  | 3.5000% | $2124876.00        | $1650548.47        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-08-01      | 4.5000%  | 4.5000% | $1987.00           | $1612.17           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-09-01      | 2.5000%  | 2.5000% | $76000.00          | $53135.36          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-09-01      | 4.0000%  | 4.0000% | $1000.00           | $764.51            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-09-01      | 4.5000%  | 4.5000% | $1000.00           | $770.68            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-06-01      | 3.5000%  | 3.5000% | $5000.00           | $3770.94           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-12-01      | 3.5000%  | 3.5000% | $109000.00         | $83545.37          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-07-01      | 3.5000%  | 3.5000% | $16000.00          | $12400.92          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-02-01      | 5.5000%  | 5.5000% | $6968380.00        | $5512336.07        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-05-01      | 5.0000%  | 5.0000% | $1000.00           | $873.72            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-04-01      | 4.0000%  | 4.0000% | $162000.00         | $131628.87         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-10-01      | 5.0000%  | 5.0000% | $1000.00           | $879.00            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-04-01      | 5.5000%  | 5.5000% | $1008.00           | $899.73            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-12-01      | 5.5000%  | 5.5000% | $125000.00         | $103409.26         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-11-01      | 5.0000%  | 5.0000% | $1000.00           | $892.55            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-08-01      | 5.0000%  | 5.0000% | $1000.00           | $875.08            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-05-01      | 5.5000%  | 5.5000% | $1021160.00        | $933176.80         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-07-01      | 5.5000%  | 5.5000% | $1000.00           | $924.02            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2049-10-01      | 3.0000%  | 3.0000% | $1330.00           | $199.24            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-07-01      | 3.0000%  | 3.0000% | $1000.00           | $276.20            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-10-01      | 2.0000%  | 2.0000% | $200000.00         | $103119.12         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-01-01      | 5.5000%  | 5.5000% | $1000.00           | $933.73            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-11-01      | 2.5000%  | 2.5000% | $20963627.00       | $13128648.37       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-05-01      | 2.5000%  | 2.5000% | $48000.00          | $27990.27          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-08-01      | 3.0000%  | 3.0000% | $82434.00          | $55961.38          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-02-01      | 4.0000%  | 4.0000% | $18797631.00       | $14196038.65       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-05-01      | 4.5000%  | 4.5000% | $9187.00           | $7212.58           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-04-01      | 6.0000%  | 6.0000% | $2000.00           | $1794.41           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-11-01      | 2.5000%  | 2.5000% | $1001.00           | $436.86            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-12-01      | 2.0000%  | 2.0000% | $1093000.00        | $594404.70         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-01-01      | 3.0000%  | 3.0000% | $14000.00          | $8866.41           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-11-01      | 2.5000%  | 2.5000% | $1000.00           | $638.31            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-01-01      | 2.0000%  | 2.0000% | $5000.00           | $3260.58           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-06-01      | 3.5000%  | 3.5000% | $1000.00           | $743.67            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-03-01      | 2.5000%  | 2.5000% | $1000.00           | $668.72            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-04-01      | 3.0000%  | 3.0000% | $9000.00           | $6337.65           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-05-01      | 3.0000%  | 3.0000% | $448091.00         | $322229.86         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-06-01      | 2.5000%  | 2.5000% | $1000.00           | $704.04            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-10-01      | 3.0000%  | 3.0000% | $1000.00           | $749.04            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-10-01      | 3.5000%  | 3.5000% | $1000.00           | $775.76            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-10-01      | 4.5000%  | 4.5000% | $1000.00           | $791.82            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-08-01      | 3.0000%  | 3.0000% | $5000.00           | $3690.14           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-08-01      | 4.0000%  | 4.0000% | $4000.00           | $3127.26           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-09-01      | 3.5000%  | 3.5000% | $6996.00           | $5392.28           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-01-01      | 4.0000%  | 4.0000% | $1000.00           | $808.04            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-11-01      | 4.5000%  | 4.5000% | $6004664.00        | $4870538.92        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-11-01      | 5.0000%  | 5.0000% | $3315915.00        | $2675045.37        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-05-01      | 4.0000%  | 4.0000% | $1000.00           | $818.38            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-02-01      | 3.5000%  | 3.5000% | $1000.00           | $800.56            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-08-01      | 5.5000%  | 5.5000% | $16000.00          | $13347.26          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-07-01      | 5.5000%  | 5.5000% | $1585977.00        | $1329278.14        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-12-01      | 5.0000%  | 5.0000% | $2000.00           | $1815.01           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-11-01      | 5.0000%  | 5.0000% | $1000.00           | $889.41            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-07-01      | 6.0000%  | 6.0000% | $1000.00           | $839.85            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-08-01      | 6.0000%  | 6.0000% | $3000.00           | $2589.47           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-10-01      | 5.5000%  | 5.5000% | $4611002.00        | $4239865.36        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-10-01      | 6.0000%  | 6.0000% | $1935.00           | $1711.99           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-11-01      | 5.5000%  | 5.5000% | $1000.00           | $929.81            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-12-01      | 5.0000%  | 5.0000% | $25412168.00       | $23864344.47       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-04-01      | 5.0000%  | 5.0000% | $3002.00           | $2889.54           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2028-06-01      | 3.0000%  | 3.0000% | $3474453.00        | $196085.25         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2029-02-01      | 4.0000%  | 4.0000% | $1003.00           | $24.70             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2048-03-01      | 3.5000%  | 3.5000% | $8449841.00        | $1827918.13        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-04-01      | 3.0000%  | 3.0000% | $1967.00           | $657.95            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-08-01      | 3.0000%  | 3.0000% | $1024.00           | $672.65            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-06-01      | 3.5000%  | 3.5000% | $1000.00           | $715.68            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-10-01      | 5.0000%  | 5.0000% | $24797.00          | $21441.33          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-10-01      | 5.5000%  | 5.5000% | $1000.00           | $825.68            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-01-01      | 5.5000%  | 5.5000% | $1000.00           | $680.73            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-01-01      | 5.5000%  | 5.5000% | $3000.00           | $2953.17           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-05-01      | 5.5000%  | 5.5000% | $3179500.00        | $2231997.71        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-06-01      | 5.5000%  | 5.5000% | $21526482.00       | $15906507.57       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-06-01      | 5.0000%  | 5.0000% | $1000.00           | $892.47            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-07-01      | 5.5000%  | 5.5000% | $31000.00          | $27299.36          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-07-01      | 5.5000%  | 5.5000% | $1000.00           | $731.27            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-08-01      | 5.5000%  | 5.5000% | $772920.00         | $644614.86         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-08-01      | 6.0000%  | 6.0000% | $50000.00          | $35830.37          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-09-01      | 6.5000%  | 6.5000% | $1000.00           | $939.14            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-10-01      | 5.0000%  | 5.0000% | $26020.00          | $21944.59          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-12-01      | 7.0000%  | 7.0000% | $2603907.00        | $1560985.07        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-07-01      | 5.5000%  | 5.5000% | $1394814.00        | $1217298.29        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-08-01      | 6.0000%  | 6.0000% | $3649329.00        | $2435234.09        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-09-01      | 6.0000%  | 6.0000% | $278438.00         | $274579.60         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-09-01      | 6.5000%  | 6.5000% | $1000.00           | $885.41            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-11-01      | 6.0000%  | 6.0000% | $2000.00           | $1931.91           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-11-01      | 5.5000%  | 5.5000% | $1000.00           | $966.33            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2034-10-01      | 3.0000%  | 3.0000% | $125140.00         | $38501.59          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-08-01      | 3.0000%  | 3.0000% | $2462897.00        | $1194055.12        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-10-01      | 2.5000%  | 2.5000% | $7500000.00        | $4556860.42        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-06-01      | 3.0000%  | 3.0000% | $52000.00          | $36817.56          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-11-01      | 2.5000%  | 2.5000% | $1067000.00        | $667922.34         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-07-01      | 2.5000%  | 2.5000% | $1000.00           | $579.04            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-10-01      | 2.5000%  | 2.5000% | $14994.00          | $9425.53           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-04-01      | 4.0000%  | 4.0000% | $200000.00         | $142812.92         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-12-01      | 2.5000%  | 2.5000% | $1000.00           | $621.89            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-12-01      | 2.0000%  | 2.0000% | $5800000.00        | $3787319.08        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-01-01      | 3.5000%  | 3.5000% | $333000.00         | $211782.91         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-12-01      | 3.0000%  | 3.0000% | $1000.00           | $638.60            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2035-02-15      | 4.6250%  | 4.6250% | $100.00            | $104.62            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2028-03-15      | 3.8750%  | 3.8750% | $4477300.00        | $4513188.52        | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-03-31      | 3.8750%  | 3.8750% | $400.00            | $401.25            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-04-30      | 3.7500%  | 3.7500% | $102900.00         | $104667.82         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2032-04-30      | 4.0000%  | 4.0000% | $100.00            | $102.33            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2030-05-31      | 4.0000%  | 4.0000% | $49800.00          | $51078.63          | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2030-06-30      | 3.8750%  | 3.8750% | $1800.00           | $1829.45           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-06-30      | 3.7500%  | 3.7500% | $119300.00         | $120649.28         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2028-07-15      | 3.8750%  | 3.8750% | $100.00            | $101.48            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2028-08-15      | 3.6250%  | 3.6250% | $101600.00         | $102087.80         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-01-01      | 3.0000%  | 3.0000% | $1000.00           | $668.75            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-02-01      | 2.5000%  | 2.5000% | $1033012.00        | $658691.46         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-05-01      | 3.5000%  | 3.5000% | $2000.00           | $1532.65           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-05-01      | 4.0000%  | 4.0000% | $1000.00           | $745.40            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-05-01      | 3.5000%  | 3.5000% | $1040.00           | $715.80            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-07-01      | 4.5000%  | 4.5000% | $1020.00           | $816.71            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-09-01      | 4.5000%  | 4.5000% | $548885.00         | $418173.92         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-02-01      | 5.0000%  | 5.0000% | $206030.00         | $176933.74         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-03-01      | 5.0000%  | 5.0000% | $2310779.00        | $1952593.66        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-11-01      | 6.0000%  | 6.0000% | $4030921.00        | $4082223.40        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-04-01      | 4.5000%  | 4.5000% | $1000.00           | $51.45             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-05-01      | 6.0000%  | 6.0000% | $2000.00           | $1534.98           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-05-01      | 6.5000%  | 6.5000% | $1000.00           | $876.91            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2028-11-01      | 5.5000%  | 5.5000% | $1100.00           | $3.07              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2042-12-01      | 3.5000%  | 3.5000% | $390000.00         | $64544.94          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2033-08-01      | 4.0000%  | 4.0000% | $1002.00           | $91.78             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2035-01-01      | 4.0000%  | 4.0000% | $1000.00           | $144.48            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-11-01      | 3.5000%  | 3.5000% | $1000.00           | $108.53            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2045-08-01      | 3.5000%  | 3.5000% | $6737504.00        | $715090.48         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2043-01-01      | 4.0000%  | 4.0000% | $130000.00         | $26435.75          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2041-05-01      | 3.0000%  | 3.0000% | $1999.00           | $277.43            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2042-05-01      | 3.5000%  | 3.5000% | $2169.00           | $167.69            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2042-09-01      | 3.5000%  | 3.5000% | $4772682.00        | $599622.57         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2043-02-01      | 3.0000%  | 3.0000% | $4016064.00        | $1090036.20        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2044-11-01      | 4.0000%  | 4.0000% | $1000.00           | $119.53            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-08-01      | 2.5000%  | 2.5000% | $327109.00         | $25061.88          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2046-02-01      | 3.5000%  | 3.5000% | $31100000.00       | $6991380.41        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2046-02-01      | 3.0000%  | 3.0000% | $9782470.00        | $1320351.56        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2046-08-01      | 3.0000%  | 3.0000% | $8339040.00        | $1479276.24        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2047-04-01      | 4.0000%  | 4.0000% | $4493.00           | $235.62            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2047-06-01      | 3.0000%  | 3.0000% | $2843880.00        | $825534.95         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2043-03-01      | 3.5000%  | 3.5000% | $1958092.00        | $280026.18         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2043-06-01      | 3.5000%  | 3.5000% | $6766086.00        | $1133833.13        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2043-06-01      | 3.5000%  | 3.5000% | $1592476.00        | $326182.30         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2043-07-01      | 3.5000%  | 3.5000% | $2014570.00        | $249375.23         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2044-08-01      | 3.5000%  | 3.5000% | $2264312.00        | $730369.06         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-01-01      | 3.0000%  | 3.0000% | $1002.00           | $65.51             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2033-06-01      | 5.0000%  | 5.0000% | $3974.00           | $88.28             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2034-07-01      | 5.0000%  | 5.0000% | $3586.00           | $32.64             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2035-01-01      | 5.5000%  | 5.5000% | $1001.00           | $8.68              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2035-07-01      | 5.0000%  | 5.0000% | $1987.00           | $20.03             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-05-01      | 6.0000%  | 6.0000% | $1000.00           | $858.27            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-09-01      | 5.5000%  | 5.5000% | $14041120.00       | $12640277.81       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-08-01      | 6.0000%  | 6.0000% | $118631.00         | $121111.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-10-01      | 5.5000%  | 5.5000% | $3000.00           | $2680.26           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-11-01      | 5.5000%  | 5.5000% | $3000.00           | $3029.77           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-10-01      | 5.0000%  | 5.0000% | $14863510.00       | $14325673.92       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-10-01      | 5.0000%  | 5.0000% | $3000.00           | $2714.57           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-10-01      | 5.5000%  | 5.5000% | $3000.00           | $2906.81           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-10-01      | 6.0000%  | 6.0000% | $3000.00           | $3054.44           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-10-01      | 6.0000%  | 6.0000% | $2000.00           | $1757.25           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-10-01      | 5.0000%  | 5.0000% | $3000.00           | $2964.68           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-10-01      | 5.5000%  | 5.5000% | $3000.00           | $3011.82           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-12-01      | 6.0000%  | 6.0000% | $3000.00           | $2680.85           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-03-01      | 6.5000%  | 6.5000% | $10067056.00       | $10102244.51       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-06-01      | 5.5000%  | 5.5000% | $4988917.00        | $5057783.01        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-06-01      | 5.5000%  | 5.5000% | $9139340.00        | $9242341.56        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-06-01      | 5.5000%  | 5.5000% | $1124673.00        | $1137200.32        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-06-01      | 5.0000%  | 5.0000% | $1208194.00        | $1206223.86        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-06-01      | 5.0000%  | 5.0000% | $1000.00           | $999.67            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-08-01      | 5.5000%  | 5.5000% | $1000.00           | $864.59            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 7.0000%  | 7.0000% | $155763.00         | $164820.44         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 5.0000%  | 5.0000% | $1000.00           | $1000.29           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 6.0000%  | 6.0000% | $8975859.00        | $9230418.75        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 5.5000%  | 5.5000% | $2080.00           | $2109.85           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2046-01-01      | 4.0000%  | 4.0000% | $1000.00           | $186.28            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2045-12-01      | 3.5000%  | 3.5000% | $1024.00           | $126.02            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2046-10-01      | 3.0000%  | 3.0000% | $1000.00           | $232.46            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2047-01-01      | 3.5000%  | 3.5000% | $1000.00           | $172.96            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2064-09-01      | 2.5000%  | 2.5000% | $120416739.00      | $96132698.59       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2042-06-01      | 3.5000%  | 3.5000% | $1000.00           | $290.03            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-08-01      | 4.0000%  | 4.0000% | $1216000.00        | $222403.53         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2043-06-01      | 3.0000%  | 3.0000% | $1000.00           | $312.54            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2062-06-01      | 2.5000%  | 2.5000% | $100000.00         | $67834.54          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2033-08-01      | 4.0000%  | 4.0000% | $1000.00           | $156.34            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2031-10-01      | 3.5000%  | 3.5000% | $1000.00           | $87.88             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-03-01      | 3.5000%  | 3.5000% | $1943765.00        | $573734.97         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-02-01      | 4.5000%  | 4.5000% | $1000.00           | $325.89            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2043-07-01      | 3.5000%  | 3.5000% | $1000.00           | $250.09            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-04-01      | 4.5000%  | 4.5000% | $1000.00           | $397.33            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-10-01      | 3.0000%  | 3.0000% | $1000.00           | $177.94            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-08-01      | 3.0000%  | 3.0000% | $1000.00           | $282.74            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-10-01      | 2.5000%  | 2.5000% | $2000.00           | $1178.33           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-12-01      | 2.0000%  | 2.0000% | $1000.00           | $573.51            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-07-01      | 3.0000%  | 3.0000% | $560000.00         | $268168.89         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-07-01      | 3.5000%  | 3.5000% | $1000.00           | $763.90            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-08-01      | 5.5000%  | 5.5000% | $17853683.00       | $16929104.84       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-05-01      | 5.0000%  | 5.0000% | $2461325.00        | $2441283.75        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-05-01      | 3.0000%  | 3.0000% | $1000.00           | $721.52            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-09-01      | 5.0000%  | 5.0000% | $3404882.00        | $2585375.45        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-11-01      | 5.0000%  | 5.0000% | $1000.00           | $766.90            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-10-01      | 5.5000%  | 5.5000% | $1000.00           | $745.52            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-01-01      | 5.5000%  | 5.5000% | $3353394.00        | $2801302.42        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-02-01      | 6.5000%  | 6.5000% | $1000.00           | $643.11            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-03-01      | 5.0000%  | 5.0000% | $2000.00           | $1420.56           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-04-01      | 5.0000%  | 5.0000% | $202258.00         | $168392.37         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-05-01      | 5.0000%  | 5.0000% | $1000.00           | $876.19            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-05-01      | 6.0000%  | 6.0000% | $1082425.00        | $697208.89         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-06-01      | 5.5000%  | 5.5000% | $4272240.00        | $3402127.09        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2047-10-01      | 3.0000%  | 3.0000% | $37985911.00       | $7677558.49        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2043-04-01      | 3.5000%  | 3.5000% | $2000.00           | $308.20            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-08-01      | 4.5000%  | 4.5000% | $1000.00           | $207.40            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-09-01      | 4.5000%  | 4.5000% | $88180540.00       | $26962291.96       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-09-01      | 3.0000%  | 3.0000% | $1000.00           | $338.99            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-06-01      | 2.5000%  | 2.5000% | $490000.00         | $167883.01         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-08-01      | 2.5000%  | 2.5000% | $1000.00           | $495.95            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-08-01      | 2.5000%  | 2.5000% | $1000.00           | $518.39            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-09-01      | 2.0000%  | 2.0000% | $44515971.00       | $23471800.99       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-12-01      | 2.0000%  | 2.0000% | $19470830.00       | $11246975.44       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-10-01      | 2.0000%  | 2.0000% | $4734197.00        | $2516024.98        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2045-11-01      | 2.0000%  | 2.0000% | $7914024.00        | $4596947.31        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-01-01      | 2.0000%  | 2.0000% | $1008.00           | $534.68            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-02-01      | 2.0000%  | 2.0000% | $1000.00           | $586.42            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2036-03-01      | 2.5000%  | 2.5000% | $1000.00           | $506.62            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-05-01      | 2.0000%  | 2.0000% | $55000.00          | $33285.93          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-08-01      | 2.0000%  | 2.0000% | $1000.00           | $609.15            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-08-01      | 3.0000%  | 3.0000% | $1024.00           | $739.34            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-08-01      | 2.5000%  | 2.5000% | $1000.00           | $603.54            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-11-01      | 3.0000%  | 3.0000% | $1000.00           | $655.69            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-12-01      | 2.5000%  | 2.5000% | $2000.00           | $1303.52           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-05-01      | 3.0000%  | 3.0000% | $1000.00           | $729.54            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-05-01      | 3.5000%  | 3.5000% | $2001.00           | $1370.18           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-03-01      | 2.5000%  | 2.5000% | $26000.00          | $18120.19          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-03-01      | 2.5000%  | 2.5000% | $1000.00           | $711.65            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-03-01      | 2.5000%  | 2.5000% | $1000.00           | $663.96            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-04-01      | 2.0000%  | 2.0000% | $1000.00           | $673.14            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-05-01      | 4.0000%  | 4.0000% | $14191464.00       | $10422160.00       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-06-01      | 5.0000%  | 5.0000% | $1000.00           | $696.64            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-06-01      | 3.5000%  | 3.5000% | $1000.00           | $752.64            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-07-01      | 3.5000%  | 3.5000% | $1000.00           | $727.60            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-11-01      | 5.0000%  | 5.0000% | $1000.00           | $794.93            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-12-01      | 5.5000%  | 5.5000% | $2000.00           | $1655.66           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-09-01      | 5.0000%  | 5.0000% | $1000.00           | $797.45            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-10-01      | 5.0000%  | 5.0000% | $54979025.00       | $43411232.31       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-10-01      | 5.5000%  | 5.5000% | $1000.00           | $754.17            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-10-01      | 5.5000%  | 5.5000% | $210384.00         | $177874.07         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-11-01      | 4.5000%  | 4.5000% | $1000.00           | $799.60            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-02-01      | 4.0000%  | 4.0000% | $1000.00           | $834.49            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-02-01      | 5.5000%  | 5.5000% | $1000.00           | $896.28            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-04-01      | 5.5000%  | 5.5000% | $14166792.00       | $11332910.73       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-09-01      | 5.5000%  | 5.5000% | $19055709.00       | $16538810.92       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-06-01      | 4.5000%  | 4.5000% | $1000.00           | $881.17            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-06-01      | 5.0000%  | 5.0000% | $329110.00         | $251107.49         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-07-01      | 6.0000%  | 6.0000% | $1000.00           | $813.42            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-08-01      | 6.0000%  | 6.0000% | $2811232.00        | $2371323.67        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-08-01      | 5.0000%  | 5.0000% | $20750909.00       | $17720545.92       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-09-01      | 5.5000%  | 5.5000% | $32723974.00       | $27048926.83       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-02-01      | 6.5000%  | 6.5000% | $15005300.00       | $12885665.08       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-04-01      | 5.5000%  | 5.5000% | $1000.00           | $898.14            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-05-01      | 5.5000%  | 5.5000% | $1000.00           | $940.71            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-05-01      | 6.0000%  | 6.0000% | $17182368.00       | $16740731.24       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-06-01      | 4.5000%  | 4.5000% | $1000.00           | $908.42            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-06-01      | 5.5000%  | 5.5000% | $1000.00           | $896.95            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-07-01      | 5.0000%  | 5.0000% | $5546624.00        | $5234007.84        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-07-01      | 5.5000%  | 5.5000% | $28310514.00       | $27309713.38       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-01-01      | 5.0000%  | 5.0000% | $44940691.00       | $43184216.63       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-01-01      | 5.5000%  | 5.5000% | $23927040.00       | $23573242.50       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-01-01      | 6.5000%  | 6.5000% | $4782198.00        | $4539036.87        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-08-01      | 6.0000%  | 6.0000% | $16177920.00       | $15263662.42       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-08-01      | 6.0000%  | 6.0000% | $5675455.00        | $5413457.44        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-09-01      | 6.0000%  | 6.0000% | $76000.00          | $72482.15          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-10-01      | 6.0000%  | 6.0000% | $1118.00           | $1066.48           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-12-01      | 4.5000%  | 4.5000% | $5000.00           | $4732.85           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-12-01      | 5.0000%  | 5.0000% | $2611241.00        | $2501848.38        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-02-01      | 6.0000%  | 6.0000% | $27510.00          | $27146.08          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-12-01      | 5.0000%  | 5.0000% | $18607925.00       | $17945836.52       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-07-01      | 3.0000%  | 3.0000% | $1010.00           | $855.65            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-01-01      | 5.5000%  | 5.5000% | $2457422.00        | $2318571.30        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-09-01      | 3.5000%  | 3.5000% | $2000.00           | $1743.97           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-05-01      | 5.5000%  | 5.5000% | $699123.00         | $686115.68         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-03-01      | 6.0000%  | 6.0000% | $934935.00         | $915902.36         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-08-01      | 3.5000%  | 3.5000% | $26903372.00       | $23392954.14       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-06-01      | 3.0000%  | 3.0000% | $14578352.00       | $12425530.17       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-05-01      | 5.0000%  | 5.0000% | $1000.00           | $983.79            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-05-01      | 3.0000%  | 3.0000% | $1024.00           | $974.17            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-09-01      | 6.0000%  | 6.0000% | $14384500.00       | $14121957.09       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-06-01      | 6.5000%  | 6.5000% | $1131395.00        | $1167479.60        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-11-01      | 5.0000%  | 5.0000% | $1375.00           | $1317.97           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-06-01      | 6.0000%  | 6.0000% | $26554938.00       | $26731429.03       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-07-01      | 5.0000%  | 5.0000% | $1008.00           | $998.55            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-09-01      | 6.5000%  | 6.5000% | $602281.00         | $636379.56         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-11-01      | 3.5000%  | 3.5000% | $303000.00         | $44236.38          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-01-01      | 4.0000%  | 4.0000% | $1484000.00        | $306780.51         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-01-01      | 3.5000%  | 3.5000% | $2475000.00        | $669545.36         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-06-01      | 2.5000%  | 2.5000% | $2000.00           | $900.05            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-01-01      | 3.5000%  | 3.5000% | $2375000.00        | $534031.94         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-11-01      | 3.0000%  | 3.0000% | $1000.00           | $264.51            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-06-01      | 4.0000%  | 4.0000% | $1550000.00        | $494250.97         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-11-01      | 4.0000%  | 4.0000% | $1620792.00        | $482901.05         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-11-01      | 4.0000%  | 4.0000% | $7255130.00        | $1887957.50        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-07-01      | 2.5000%  | 2.5000% | $1155000.00        | $691025.25         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-03-01      | 4.0000%  | 4.0000% | $2795364.00        | $430514.81         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-05-01      | 4.0000%  | 4.0000% | $1000.00           | $168.53            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2035-08-01      | 2.5000%  | 2.5000% | $1000.00           | $381.24            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-05-01      | 3.5000%  | 3.5000% | $9383754.00        | $2453945.44        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-10-01      | 3.0000%  | 3.0000% | $5441572.00        | $1900313.16        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-11-01      | 2.0000%  | 2.0000% | $1000.00           | $605.80            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-03-01      | 2.0000%  | 2.0000% | $1100000.00        | $565962.28         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-01-01      | 3.0000%  | 3.0000% | $1000.00           | $496.79            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-02-01      | 2.0000%  | 2.0000% | $371000.00         | $215239.68         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-08-01      | 4.0000%  | 4.0000% | $2000.00           | $490.27            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-07-01      | 4.0000%  | 4.0000% | $1070000.00        | $370714.11         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-04-01      | 2.0000%  | 2.0000% | $359921.00         | $204141.56         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-03-01      | 2.0000%  | 2.0000% | $99000.00          | $55345.11          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-03-01      | 2.0000%  | 2.0000% | $1300000.00        | $777573.41         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2036-01-01      | 2.0000%  | 2.0000% | $96000.00          | $51829.87          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-04-01      | 2.5000%  | 2.5000% | $1000.00           | $631.98            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-01-01      | 4.0000%  | 4.0000% | $1822000.00        | $549762.40         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-05-01      | 2.0000%  | 2.0000% | $1000.00           | $641.53            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-06-01      | 2.5000%  | 2.5000% | $200000.00         | $120157.40         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2036-07-01      | 2.0000%  | 2.0000% | $33000.00          | $19102.71          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-07-01      | 2.5000%  | 2.5000% | $500000.00         | $302664.83         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2036-09-01      | 2.0000%  | 2.0000% | $325000.00         | $188024.89         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-09-01      | 2.5000%  | 2.5000% | $100000.00         | $57539.82          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-07-01      | 3.0000%  | 3.0000% | $1000.00           | $598.16            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-07-01      | 2.5000%  | 2.5000% | $1000.00           | $604.72            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-06-01      | 3.0000%  | 3.0000% | $1742607.00        | $934856.90         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-08-01      | 2.0000%  | 2.0000% | $240000.00         | $150657.13         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-08-01      | 2.0000%  | 2.0000% | $1000.00           | $610.00            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-08-01      | 3.0000%  | 3.0000% | $1000.00           | $626.51            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2034-07-01      | 4.0000%  | 4.0000% | $4901128.00        | $1578475.09        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-09-01      | 2.5000%  | 2.5000% | $241000.00         | $141969.19         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-09-01      | 2.5000%  | 2.5000% | $1000.00           | $595.81            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-06-01      | 3.0000%  | 3.0000% | $1000.00           | $564.69            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2036-11-01      | 2.0000%  | 2.0000% | $132849.00         | $74626.93          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-11-01      | 3.0000%  | 3.0000% | $1000.00           | $628.78            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-11-01      | 2.0000%  | 2.0000% | $100000.00         | $59334.53          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-07-01      | 2.5000%  | 2.5000% | $27550.00          | $18448.74          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-03-01      | 3.0000%  | 3.0000% | $3062344.00        | $2258184.35        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-03-01      | 2.5000%  | 2.5000% | $1000.00           | $664.61            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-09-01      | 2.5000%  | 2.5000% | $1000.00           | $547.87            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-01-01      | 3.0000%  | 3.0000% | $1200000.00        | $760720.42         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-01-01      | 2.5000%  | 2.5000% | $6000.00           | $4198.51           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-11-01      | 2.5000%  | 2.5000% | $640000.00         | $387648.69         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2036-04-01      | 3.0000%  | 3.0000% | $4419407.00        | $2607620.47        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-02-01      | 2.5000%  | 2.5000% | $500000.00         | $335179.23         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-06-01      | 3.0000%  | 3.0000% | $1000.00           | $599.58            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-06-01      | 3.0000%  | 3.0000% | $506000.00         | $304017.23         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-04-01      | 2.0000%  | 2.0000% | $99000.00          | $56272.55          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-02-01      | 3.0000%  | 3.0000% | $100000.00         | $67166.94          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-02-01      | 2.0000%  | 2.0000% | $53667.00          | $31966.24          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-02-01      | 2.0000%  | 2.0000% | $1000.00           | $617.29            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-02-01      | 3.0000%  | 3.0000% | $27000.00          | $18255.42          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-02-01      | 3.0000%  | 3.0000% | $632000.00         | $418125.34         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-02-01      | 4.0000%  | 4.0000% | $1000.00           | $697.21            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-02-01      | 2.0000%  | 2.0000% | $634820.00         | $405010.65         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2047-02-01      | 2.0000%  | 2.0000% | $1000.00           | $640.35            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-04-01      | 4.0000%  | 4.0000% | $21731552.00       | $16023165.33       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-05-01      | 3.0000%  | 3.0000% | $1000.00           | $602.47            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-02-01      | 2.0000%  | 2.0000% | $100000.00         | $64191.23          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-04-01      | 3.5000%  | 3.5000% | $50073.00          | $34671.19          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-04-01      | 3.0000%  | 3.0000% | $149000.00         | $108461.57         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-12-01      | 2.5000%  | 2.5000% | $798000.00         | $488929.81         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-03-01      | 2.0000%  | 2.0000% | $1000.00           | $623.15            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-10-01      | 4.0000%  | 4.0000% | $571990.00         | $345115.93         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-03-01      | 3.0000%  | 3.0000% | $1000.00           | $698.91            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-03-01      | 3.5000%  | 3.5000% | $100000.00         | $64323.97          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-04-01      | 2.5000%  | 2.5000% | $386509.00         | $236019.11         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-03-01      | 3.0000%  | 3.0000% | $1000.00           | $652.13            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-11-01      | 3.0000%  | 3.0000% | $1000.00           | $724.96            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-03-01      | 3.0000%  | 3.0000% | $1000.00           | $706.51            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-12-01      | 3.0000%  | 3.0000% | $94000.00          | $61989.02          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-10-01      | 5.0000%  | 5.0000% | $357971.00         | $220622.37         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-04-01      | 3.5000%  | 3.5000% | $379998.00         | $260442.95         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-04-01      | 2.5000%  | 2.5000% | $100000.00         | $66508.35          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-09-01      | 2.5000%  | 2.5000% | $521359.00         | $367557.66         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-08-01      | 2.5000%  | 2.5000% | $9425000.00        | $6198993.43        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-04-01      | 2.5000%  | 2.5000% | $100000.00         | $65880.65          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-04-01      | 4.0000%  | 4.0000% | $16374912.00       | $10936536.59       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-08-01      | 4.5000%  | 4.5000% | $2000.00           | $1557.39           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-08-01      | 5.0000%  | 5.0000% | $20000.00          | $15458.75          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-02-01      | 2.5000%  | 2.5000% | $91000.00          | $63597.57          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-07-01      | 4.5000%  | 4.5000% | $176000.00         | $134199.87         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-05-01      | 3.0000%  | 3.0000% | $9000.00           | $5457.02           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-05-01      | 4.0000%  | 4.0000% | $11069088.00       | $7922342.47        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-05-01      | 3.5000%  | 3.5000% | $200000.00         | $152431.62         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-05-01      | 4.0000%  | 4.0000% | $136000.00         | $104121.57         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-08-01      | 4.0000%  | 4.0000% | $164000.00         | $110508.59         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-03-01      | 4.5000%  | 4.5000% | $575000.00         | $367865.25         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-05-01      | 4.0000%  | 4.0000% | $360000.00         | $278176.97         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-05-01      | 3.0000%  | 3.0000% | $2000.00           | $1348.13           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-06-01      | 3.5000%  | 3.5000% | $185000.00         | $134781.74         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-02-01      | 2.5000%  | 2.5000% | $800000.00         | $487431.49         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-02-01      | 2.5000%  | 2.5000% | $100998.00         | $68844.08          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-07-01      | 4.5000%  | 4.5000% | $1000000.00        | $753813.01         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-08-01      | 4.5000%  | 4.5000% | $400000.00         | $310274.80         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-05-01      | 2.5000%  | 2.5000% | $850000.00         | $561985.75         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-08-01      | 5.0000%  | 5.0000% | $400000.00         | $306115.20         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-08-01      | 4.5000%  | 4.5000% | $65000.00          | $48963.08          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-08-01      | 3.5000%  | 3.5000% | $21000.00          | $16381.04          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-04-01      | 3.5000%  | 3.5000% | $610000.00         | $402978.70         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-01-01      | 2.0000%  | 2.0000% | $100000.00         | $65908.31          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-09-01      | 2.5000%  | 2.5000% | $1892000.00        | $1322976.14        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-09-01      | 5.0000%  | 5.0000% | $43887519.00       | $36179295.08       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-07-01      | 3.5000%  | 3.5000% | $215000.00         | $155963.84         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-04-01      | 5.5000%  | 5.5000% | $222000.00         | $148171.51         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-08-01      | 4.0000%  | 4.0000% | $77000.00          | $53415.63          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-09-01      | 4.5000%  | 4.5000% | $1000.00           | $771.73            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-11-01      | 4.5000%  | 4.5000% | $35000.00          | $26974.84          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-10-01      | 4.5000%  | 4.5000% | $1717100.00        | $1340310.65        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-10-01      | 5.5000%  | 5.5000% | $2933000.00        | $2260493.80        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-10-01      | 4.5000%  | 4.5000% | $603608.00         | $483934.75         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-09-01      | 5.0000%  | 5.0000% | $300000.00         | $222237.98         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-08-01      | 4.5000%  | 4.5000% | $60000.00          | $44523.36          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-06-01      | 3.0000%  | 3.0000% | $270055.00         | $189730.22         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-07-01      | 3.5000%  | 3.5000% | $45000.00          | $33182.88          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-02-01      | 1.5000%  | 1.5000% | $108939.00         | $64469.37          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-11-01      | 5.0000%  | 5.0000% | $298000.00         | $200058.68         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-11-01      | 5.0000%  | 5.0000% | $65000.00          | $50936.69          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-11-01      | 3.5000%  | 3.5000% | $1100000.00        | $831961.60         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-06-01      | 3.5000%  | 3.5000% | $1000.00           | $736.12            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-03-01      | 2.0000%  | 2.0000% | $250000.00         | $152549.45         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-12-01      | 5.5000%  | 5.5000% | $29532720.00       | $23469852.86       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-12-01      | 5.5000%  | 5.5000% | $1024.00           | $727.01            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-10-01      | 4.0000%  | 4.0000% | $74995.00          | $57584.56          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-02-01      | 3.5000%  | 3.5000% | $762077.00         | $578593.34         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-04-01      | 3.0000%  | 3.0000% | $599000.00         | $458501.54         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-08-01      | 4.0000%  | 4.0000% | $12000.00          | $9031.39           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-07-01      | 2.0000%  | 2.0000% | $140000.00         | $95315.40          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-05-01      | 2.5000%  | 2.5000% | $195000.00         | $133474.71         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2046-03-01      | 4.0000%  | 4.0000% | $116000.00         | $84208.32          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-07-01      | 2.5000%  | 2.5000% | $600000.00         | $432438.68         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-01-01      | 4.5000%  | 4.5000% | $1000.00           | $762.51            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-09-01      | 3.5000%  | 3.5000% | $1225400.00        | $920161.32         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-11-01      | 4.5000%  | 4.5000% | $1110962.00        | $913006.45         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-01-01      | 4.5000%  | 4.5000% | $281000.00         | $209501.31         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-02-01      | 5.0000%  | 5.0000% | $99999.00          | $80084.48          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-03-01      | 5.5000%  | 5.5000% | $1000.00           | $808.47            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2041-07-01      | 6.0000%  | 6.0000% | $1000.00           | $710.37            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-03-01      | 5.5000%  | 5.5000% | $80000.00          | $65695.34          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-07-01      | 3.0000%  | 3.0000% | $1000.00           | $731.55            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-02-01      | 5.5000%  | 5.5000% | $900000.00         | $695495.24         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2036-09-01      | 2.5000%  | 2.5000% | $113000.00         | $70403.15          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-10-01      | 3.0000%  | 3.0000% | $40000.00          | $27490.46          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-03-01      | 6.0000%  | 6.0000% | $118404.00         | $100737.86         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-03-01      | 2.0000%  | 2.0000% | $398997.00         | $274525.10         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-04-01      | 5.0000%  | 5.0000% | $4658920.00        | $3884299.70        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-07-01      | 5.5000%  | 5.5000% | $600000.00         | $495900.15         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-01-01      | 3.5000%  | 3.5000% | $200120.00         | $153454.15         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-04-01      | 2.0000%  | 2.0000% | $50000.00          | $35270.54          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-03-01      | 3.0000%  | 3.0000% | $1960000.00        | $1491829.45        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-10-01      | 4.0000%  | 4.0000% | $1029982.00        | $782762.05         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-03-01      | 5.5000%  | 5.5000% | $10646608.00       | $9070277.63        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2032-01-01      | 3.0000%  | 3.0000% | $2193304.00        | $1279105.38        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-10-01      | 4.0000%  | 4.0000% | $2839242.00        | $2259739.93        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-07-01      | 2.5000%  | 2.5000% | $1893930.00        | $1445531.92        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-05-01      | 5.5000%  | 5.5000% | $1000.00           | $841.85            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-07-01      | 2.0000%  | 2.0000% | $300000.00         | $206332.21         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-05-01      | 5.5000%  | 5.5000% | $1570592.00        | $1247155.21        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-05-01      | 5.0000%  | 5.0000% | $100000.00         | $87766.03          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-05-01      | 6.0000%  | 6.0000% | $1065000.00        | $836245.10         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-05-01      | 5.5000%  | 5.5000% | $63000.00          | $53527.31          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-04-01      | 4.5000%  | 4.5000% | $1375000.00        | $1156695.05        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-06-01      | 2.5000%  | 2.5000% | $85000.00          | $59952.16          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-02-01      | 6.5000%  | 6.5000% | $5573187.00        | $4104891.38        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-05-01      | 3.0000%  | 3.0000% | $90403.00          | $68578.81          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-05-01      | 4.0000%  | 4.0000% | $1000000.00        | $773159.91         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-05-01      | 5.5000%  | 5.5000% | $300000.00         | $245396.25         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-05-01      | 5.0000%  | 5.0000% | $1001.00           | $805.79            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-05-01      | 5.5000%  | 5.5000% | $1000.00           | $827.22            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2047-11-01      | 3.5000%  | 3.5000% | $175000.00         | $128319.25         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-06-01      | 3.5000%  | 3.5000% | $200000.00         | $152531.08         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-06-01      | 2.0000%  | 2.0000% | $37812.00          | $25882.31          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-02-01      | 4.0000%  | 4.0000% | $1695950.00        | $1337148.29        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-06-01      | 2.5000%  | 2.5000% | $7328512.00        | $5504525.21        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-11-01      | 3.5000%  | 3.5000% | $100000.00         | $76314.34          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-09-01      | 3.0000%  | 3.0000% | $10882.00          | $8331.69           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-10-01      | 2.5000%  | 2.5000% | $14000.00          | $10201.11          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-05-01      | 2.5000%  | 2.5000% | $1364392.00        | $987644.40         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-01-01      | 3.0000%  | 3.0000% | $2251344.00        | $1737430.96        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-12-01      | 3.0000%  | 3.0000% | $1000.00           | $750.28            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-06-01      | 3.5000%  | 3.5000% | $208000.00         | $160310.79         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-07-01      | 4.5000%  | 4.5000% | $278000.00         | $217425.05         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-11-01      | 4.0000%  | 4.0000% | $1000.00           | $827.62            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-04-01      | 4.5000%  | 4.5000% | $1000.00           | $828.84            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-10-01      | 6.0000%  | 6.0000% | $39858240.00       | $33572248.43       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-08-01      | 4.0000%  | 4.0000% | $1035034.00        | $847848.77         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-01-01      | 6.0000%  | 6.0000% | $1000.00           | $801.29            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-02-01      | 5.0000%  | 5.0000% | $21067.00          | $18536.27          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-12-01      | 3.0000%  | 3.0000% | $1000.00           | $783.13            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-02-01      | 6.5000%  | 6.5000% | $57000.00          | $46625.84          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-07-01      | 4.0000%  | 4.0000% | $65001.00          | $51397.17          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-05-01      | 3.0000%  | 3.0000% | $335000.00         | $260505.53         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-09-01      | 4.5000%  | 4.5000% | $28008825.00       | $24729284.07       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-09-01      | 3.5000%  | 3.5000% | $99999.00          | $81630.83          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-07-01      | 2.5000%  | 2.5000% | $155147.00         | $119145.48         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-02-01      | 5.5000%  | 5.5000% | $583228.00         | $504521.63         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-11-01      | 5.5000%  | 5.5000% | $2000.00           | $1758.13           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-12-01      | 5.5000%  | 5.5000% | $5933405.00        | $5016299.90        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-02-01      | 6.0000%  | 6.0000% | $24696869.00       | $21411281.08       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-06-01      | 3.0000%  | 3.0000% | $56004.00          | $44127.14          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-01-01      | 6.5000%  | 6.5000% | $25720811.00       | $21617688.21       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-03-01      | 3.0000%  | 3.0000% | $1000.00           | $779.31            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-07-01      | 6.0000%  | 6.0000% | $8000.00           | $6857.38           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-03-01      | 5.5000%  | 5.5000% | $1000.00           | $888.56            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-09-01      | 5.5000%  | 5.5000% | $2795976.00        | $2442687.85        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-02-01      | 5.0000%  | 5.0000% | $1000.00           | $878.26            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-12-01      | 5.0000%  | 5.0000% | $83954.00          | $73937.71          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-05-01      | 2.5000%  | 2.5000% | $380000.00         | $286218.51         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-04-01      | 4.5000%  | 4.5000% | $1000.00           | $914.78            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-04-01      | 5.5000%  | 5.5000% | $2396820.00        | $2052657.75        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-10-01      | 4.5000%  | 4.5000% | $1000.00           | $854.35            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-03-01      | 4.0000%  | 4.0000% | $2000.00           | $1725.31           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2032-05-01      | 3.5000%  | 3.5000% | $1297000.00        | $809155.46         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-12-01      | 3.5000%  | 3.5000% | $1048.00           | $850.37            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-07-01      | 2.5000%  | 2.5000% | $3000.00           | $2333.83           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-09-01      | 4.5000%  | 4.5000% | $200000.00         | $168750.68         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-06-01      | 3.0000%  | 3.0000% | $13000.00          | $10283.92          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-07-01      | 2.5000%  | 2.5000% | $873000.00         | $660713.17         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-05-01      | 6.0000%  | 6.0000% | $1000.00           | $893.94            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-08-01      | 3.5000%  | 3.5000% | $1778533.00        | $1490838.66        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-03-01      | 3.5000%  | 3.5000% | $268279.00         | $219902.54         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-09-01      | 3.0000%  | 3.0000% | $38000.00          | $30551.91          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-06-01      | 3.0000%  | 3.0000% | $115000.00         | $94808.42          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-07-01      | 3.0000%  | 3.0000% | $1000.00           | $806.29            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-07-01      | 5.5000%  | 5.5000% | $111920535.00      | $103418938.86      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-06-01      | 5.5000%  | 5.5000% | $1945204.00        | $1789780.73        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-11-01      | 5.5000%  | 5.5000% | $35000.00          | $34062.70          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-06-01      | 6.5000%  | 6.5000% | $831594.00         | $661161.74         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-08-01      | 5.5000%  | 5.5000% | $3477964.00        | $3068940.63        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-09-01      | 6.0000%  | 6.0000% | $403532.00         | $355812.39         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-10-01      | 5.5000%  | 5.5000% | $23576322.00       | $23482066.36       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-02-01      | 6.0000%  | 6.0000% | $7025.00           | $6456.02           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-04-01      | 2.5000%  | 2.5000% | $20000.00          | $15766.73          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-10-01      | 5.5000%  | 5.5000% | $873343.00         | $823129.68         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-09-01      | 4.0000%  | 4.0000% | $20119008.00       | $17049040.47       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 6.0000%  | 6.0000% | $17659310.00       | $18287835.75       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-04-01      | 4.5000%  | 4.5000% | $2000.00           | $224.42            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-01-01      | 2.0000%  | 2.0000% | $2000.00           | $1103.72           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-02-01      | 6.0000%  | 6.0000% | $2000.00           | $1533.91           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-03-01      | 6.0000%  | 6.0000% | $2000.00           | $1579.92           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-05-01      | 6.0000%  | 6.0000% | $2000.00           | $1623.92           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-06-01      | 6.0000%  | 6.0000% | $2000.00           | $1656.05           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-04-01      | 4.0000%  | 4.0000% | $2000.00           | $1337.23           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-11-01      | 5.0000%  | 5.0000% | $64208500.00       | $51016562.75       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-06-01      | 6.0000%  | 6.0000% | $2000.00           | $1460.12           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-02-01      | 5.0000%  | 5.0000% | $2907098.00        | $2791124.16        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 4.5000%  | 4.5000% | $1008.00           | $982.81            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-01-01      | 5.5000%  | 5.5000% | $1016169.00        | $945892.28         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-01-01      | 5.5000%  | 5.5000% | $22004.00          | $22145.17          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-02-01      | 5.5000%  | 5.5000% | $2497391.00        | $2514038.96        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-05-01      | 6.0000%  | 6.0000% | $8758883.00        | $8997170.97        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-07-01      | 5.5000%  | 5.5000% | $2590665.00        | $2636807.66        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-06-01      | 6.0000%  | 6.0000% | $1604462.00        | $1647490.94        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-07-01      | 6.0000%  | 6.0000% | $1154752.00        | $1200041.12        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-08-01      | 6.0000%  | 6.0000% | $3654070.00        | $3769407.45        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-09-01      | 6.0000%  | 6.0000% | $1000.00           | $1040.07           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-09-01      | 6.0000%  | 6.0000% | $6599248.00        | $6823031.98        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-09-01      | 5.5000%  | 5.5000% | $287984.00         | $294475.32         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-09-01      | 6.0000%  | 6.0000% | $6735478.00        | $6932600.74        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-09-01      | 6.0000%  | 6.0000% | $1000.00           | $1037.96           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-09-01      | 5.5000%  | 5.5000% | $1139860.00        | $1167352.91        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-08-01      | 6.0000%  | 6.0000% | $1213232.00        | $1268205.15        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-10-01      | 6.0000%  | 6.0000% | $2829.00           | $2909.70           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-05-01      | 5.5000%  | 5.5000% | $1670651.00        | $1673128.77        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-04-01      | 6.0000%  | 6.0000% | $47037507.00       | $47218727.20       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-06-01      | 5.5000%  | 5.5000% | $16669053.00       | $16915427.30       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-08-01      | 6.0000%  | 6.0000% | $2381312.00        | $2391250.62        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-12-20      | 3.0000%  | 3.0000% | $112027508.00      | $19488122.82       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-10-20      | 3.0000%  | 3.0000% | $1000.00           | $592.59            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-09-20      | 6.5000%  | 6.5000% | $294340229.00      | $197463354.97      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2066-11-15      | 5.7300%  | 5.7300% | $1149504.00        | $1152540.79        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-20      | 7.5000%  | 7.5000% | $1000.00           | $1044.00           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-07-20      | 4.0000%  | 4.0000% | $30152.00          | $1205.83           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-11-20      | 5.0000%  | 5.0000% | $24591444.00       | $4659282.23        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-10-20      | 3.0000%  | 3.0000% | $4220544.00        | $2119836.72        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-11-20      | 3.5000%  | 3.5000% | $59046656.00       | $23518457.85       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-12-20      | 3.5000%  | 3.5000% | $104880357.00      | $35639832.66       | Agency Mortgage-Backed Securities |

### Security 134: SMBC NIKKO SECURITIES INC

- **C.1 - Title:** SMBC NIKKO SECURITIES INC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM6A7US7, C.3 - LEI: 5493001KJTIIGC8Y1R12
- **C.18 - Value (incl. sponsor support):** $1850000000.00
- **C.18.a - Value (excl. sponsor support):** $1850000000.00
- **C.19 - Percentage of Net Assets:** 1.2000%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips) | 2025-12-26      | 0.0000%  | 0.0000% | $142400.00         | $141088.63         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-01-22      | 0.0000%  | 0.0000% | $223500.00         | $220841.24         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-02-19      | 0.0000%  | 0.0000% | $500.00            | $492.71            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-12-04      | 0.0000%  | 0.0000% | $100.00            | $99.30             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-12-18      | 0.0000%  | 0.0000% | $4075900.00        | $4041788.79        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-01-02      | 0.0000%  | 0.0000% | $300.00            | $297.02            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-10-21      | 0.0000%  | 0.0000% | $339100.00         | $338338.04         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-07-09      | 0.0000%  | 0.0000% | $720300.00         | $700292.22         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-01-08      | 0.0000%  | 0.0000% | $97500.00          | $96486.87          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-01-15      | 0.0000%  | 0.0000% | $138900.00         | $137352.09         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-11-04      | 0.0000%  | 0.0000% | $232300.00         | $231420.27         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-11-18      | 0.0000%  | 0.0000% | $269600.00         | $268166.26         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-11-25      | 0.0000%  | 0.0000% | $792600.00         | $787765.93         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-09-03      | 0.0000%  | 0.0000% | $445400.00         | $430818.04         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-12-09      | 0.0000%  | 0.0000% | $40700.00          | $40401.42          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-03-26      | 0.0000%  | 0.0000% | $928700.00         | $911776.29         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-01-13      | 0.0000%  | 0.0000% | $17208100.00       | $17018139.78       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-01-27      | 0.0000%  | 0.0000% | $2200.00           | $2172.43           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-11-15      | 6.5000%  | 6.5000% | $300.00            | $317.33            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-11-15      | 6.1250%  | 6.1250% | $100.00            | $107.35            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-05-15      | 6.2500%  | 6.2500% | $16000.00          | $18074.26          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2037-05-15      | 5.0000%  | 5.0000% | $235400.00         | $257008.30         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2038-05-15      | 4.5000%  | 4.5000% | $1400.00           | $1454.55           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2039-05-15      | 4.2500%  | 4.2500% | $8900.00           | $8911.20           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2039-08-15      | 4.5000%  | 4.5000% | $4523100.00        | $4584858.40        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2040-02-15      | 4.6250%  | 4.6250% | $100.00            | $102.43            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2040-05-15      | 4.3750%  | 4.3750% | $10300.00          | $10368.95          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2041-02-15      | 4.7500%  | 4.7500% | $100.00            | $103.31            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2041-05-15      | 4.3750%  | 4.3750% | $267100.00         | $266995.09         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-02-15      | 3.1250%  | 3.1250% | $100.00            | $83.43             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-02-15      | 3.1250%  | 3.1250% | $200.00            | $164.12            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-05-15      | 2.8750%  | 2.8750% | $367500.00         | $292043.15         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-08-15      | 3.6250%  | 3.6250% | $200.00            | $175.60            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-11-15      | 3.7500%  | 3.7500% | $495000.00         | $445813.08         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-02-15      | 3.6250%  | 3.6250% | $100.00            | $87.33             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-08-15      | 3.1250%  | 3.1250% | $1700.00           | $1368.94           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-02-15      | 0.7500%  | 0.7500% | $100.00            | $102.42            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-05-15      | 3.0000%  | 3.0000% | $574600.00         | $453984.56         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-08-15      | 2.8750%  | 2.8750% | $100.00            | $76.41             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2048-02-15      | 3.0000%  | 3.0000% | $100.00            | $76.00             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2048-02-15      | 1.0000%  | 1.0000% | $255000.00         | $250897.49         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2049-05-15      | 2.8750%  | 2.8750% | $300.00            | $222.53            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2040-08-15      | 1.1250%  | 1.1250% | $233800.00         | $147909.65         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2041-02-15      | 1.8750%  | 1.8750% | $100.00            | $70.58             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2041-05-15      | 2.2500%  | 2.2500% | $100.00            | $75.06             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2052-02-15      | 0.1250%  | 0.1250% | $300.00            | $189.06            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-02-15      | 4.5000%  | 4.5000% | $300.00            | $295.54            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-05-15      | 4.6250%  | 4.6250% | $5115400.00        | $5173177.16        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2054-11-15      | 4.5000%  | 4.5000% | $81300.00          | $79844.40          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-11-15      | 4.6250%  | 4.6250% | $154100.00         | $155521.99         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2055-02-15      | 4.6250%  | 4.6250% | $4780400.00        | $4737960.80        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-02-15      | 4.7500%  | 4.7500% | $624100.00         | $632659.21         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-07-15      | 0.3750%  | 0.3750% | $200.00            | $262.44            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-11-15      | 2.2500%  | 2.2500% | $2604900.00        | $2554420.94        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-05-15      | 2.8750%  | 2.8750% | $6001400.00        | $5954464.55        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-08-15      | 2.8750%  | 2.8750% | $2900.00           | $2850.99           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-10-31      | 3.0000%  | 3.0000% | $256900.00         | $259848.13         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-11-15      | 3.1250%  | 3.1250% | $100.00            | $99.66             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-11-30      | 2.8750%  | 2.8750% | $78811900.00       | $79408374.70       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-02-15      | 1.6250%  | 1.6250% | $700.00            | $695.48            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-11-15      | 2.0000%  | 2.0000% | $200.00            | $197.74            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-02-15      | 2.2500%  | 2.2500% | $6453500.00        | $6349001.70        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-07-31      | 1.8750%  | 1.8750% | $200.00            | $197.54            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-08-15      | 1.6250%  | 1.6250% | $100.00            | $93.00             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-09-30      | 1.6250%  | 1.6250% | $400.00            | $391.90            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-10-31      | 1.6250%  | 1.6250% | $300.00            | $295.41            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-11-30      | 1.6250%  | 1.6250% | $9900.00           | $9721.18           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-04-30      | 0.5000%  | 0.5000% | $3889600.00        | $3711599.47        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-05-15      | 0.6250%  | 0.6250% | $264500.00         | $230687.04         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-07-15      | 0.1250%  | 0.1250% | $132100.00         | $158317.32         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-10-31      | 0.2500%  | 0.2500% | $77700.00          | $77531.81          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-11-30      | 0.6250%  | 0.6250% | $100.00            | $94.06             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-11-30      | 0.3750%  | 0.3750% | $500.00            | $497.61            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-12-31      | 0.6250%  | 0.6250% | $100.00            | $93.75             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-02-15      | 1.1250%  | 1.1250% | $100.00            | $87.58             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-02-29      | 1.1250%  | 1.1250% | $999000.00         | $942997.37         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-03-31      | 1.2500%  | 1.2500% | $453700.00         | $428294.16         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-04-30      | 0.7500%  | 0.7500% | $316200.00         | $311618.32         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-05-31      | 1.2500%  | 1.2500% | $300.00            | $283.29            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-05-31      | 0.7500%  | 0.7500% | $100.00            | $98.23             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-08-31      | 0.7500%  | 0.7500% | $27700.00          | $26976.29          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-10-31      | 1.1250%  | 1.1250% | $9190200.00        | $8981327.98        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-11-15      | 1.3750%  | 1.3750% | $100.00            | $87.13             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-11-30      | 1.2500%  | 1.2500% | $700.00            | $683.43            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-03-31      | 2.5000%  | 2.5000% | $400.00            | $393.28            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-04-30      | 2.8750%  | 2.8750% | $900.00            | $887.17            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-04-30      | 2.7500%  | 2.7500% | $300.00            | $299.29            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-05-31      | 2.6250%  | 2.6250% | $500.00            | $496.11            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-07-31      | 2.6250%  | 2.6250% | $11204700.00       | $10836045.45       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-09-30      | 3.8750%  | 3.8750% | $800.00            | $805.74            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-11-15      | 4.5000%  | 4.5000% | $500.00            | $508.64            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-11-30      | 3.8750%  | 3.8750% | $800.00            | $814.55            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-12-15      | 4.0000%  | 4.0000% | $400.00            | $404.73            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-12-31      | 3.8750%  | 3.8750% | $1900.00           | $1928.93           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-01-31      | 3.5000%  | 3.5000% | $1300.00           | $1304.18           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-02-28      | 4.0000%  | 4.0000% | $266845400.00      | $270980147.32      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-03-31      | 3.6250%  | 3.6250% | $500.00            | $498.19            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-03-31      | 3.6250%  | 3.6250% | $949300.00         | $949617.06         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-04-30      | 3.5000%  | 3.5000% | $900.00            | $910.62            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-05-15      | 3.3750%  | 3.3750% | $4714700.00        | $4593349.51        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-05-31      | 3.7500%  | 3.7500% | $100.00            | $101.37            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-07-15      | 4.5000%  | 4.5000% | $109300.00         | $110928.10         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-07-31      | 4.0000%  | 4.0000% | $600.00            | $611.10            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-08-31      | 4.3750%  | 4.3750% | $999500.00         | $1023629.62        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-09-30      | 4.6250%  | 4.6250% | $400.00            | $411.31            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-10-31      | 4.8750%  | 4.8750% | $13100000.00       | $13835097.88       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-11-15      | 4.5000%  | 4.5000% | $170561000.00      | $179397424.28      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-11-30      | 4.8750%  | 4.8750% | $15060800.00       | $15323129.01       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-11-30      | 4.3750%  | 4.3750% | $12582900.00       | $13041676.72       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-12-31      | 3.7500%  | 3.7500% | $300.00            | $302.67            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-12-31      | 3.7500%  | 3.7500% | $62609700.00       | $63413671.15       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-01-31      | 4.2500%  | 4.2500% | $100.00            | $100.78            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-01-31      | 4.0000%  | 4.0000% | $800.00            | $814.24            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-01-15      | 1.7500%  | 1.7500% | $5845500.00        | $6197429.34        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-02-15      | 4.0000%  | 4.0000% | $33755500.00       | $33874184.33       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-03-31      | 4.1250%  | 4.1250% | $42476800.00       | $43130815.28       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-03-31      | 4.5000%  | 4.5000% | $11148100.00       | $11181722.66       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-04-30      | 4.6250%  | 4.6250% | $47659900.00       | $50557333.10       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-04-30      | 4.6250%  | 4.6250% | $2100.00           | $2207.82           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-05-15      | 4.3750%  | 4.3750% | $66042100.00       | $68727388.29       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-05-15      | 4.5000%  | 4.5000% | $999900.00         | $1029904.99        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-05-31      | 4.8750%  | 4.8750% | $800.00            | $818.29            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-05-31      | 4.6250%  | 4.6250% | $37241400.00       | $39363439.81       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-06-15      | 4.6250%  | 4.6250% | $1402400.00        | $1443876.22        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-06-30      | 4.2500%  | 4.2500% | $168879500.00      | $174108515.95      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-07-15      | 4.3750%  | 4.3750% | $499700.00         | $510598.56         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-07-31      | 4.0000%  | 4.0000% | $500.00            | $509.13            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-08-15      | 3.8750%  | 3.8750% | $51840200.00       | $51357554.77       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-08-31      | 3.6250%  | 3.6250% | $2884000.00        | $2887135.32        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-09-30      | 3.5000%  | 3.5000% | $400.00            | $397.32            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-09-30      | 3.5000%  | 3.5000% | $833000.00         | $831206.55         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-11-15      | 4.2500%  | 4.2500% | $55813600.00       | $57395664.39       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-11-15      | 4.1250%  | 4.1250% | $133295100.00      | $136753141.45      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-11-30      | 4.2500%  | 4.2500% | $70766600.00       | $72209012.04       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-11-30      | 4.1250%  | 4.1250% | $151385800.00      | $155962646.89      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-12-15      | 4.0000%  | 4.0000% | $43706900.00       | $44585976.39       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-12-31      | 4.3750%  | 4.3750% | $11375100.00       | $11800045.29       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-01-15      | 2.1250%  | 2.1250% | $851000.00         | $901168.81         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-02-15      | 4.6250%  | 4.6250% | $20780500.00       | $21741187.71       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-02-15      | 4.2500%  | 4.2500% | $500.00            | $509.84            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-03-15      | 3.8750%  | 3.8750% | $100.00            | $100.80            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-04-30      | 3.7500%  | 3.7500% | $16900500.00       | $17190851.14       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-04-30      | 3.8750%  | 3.8750% | $2500.00           | $2557.68           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-05-31      | 4.1250%  | 4.1250% | $7910200.00        | $8127263.79        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-06-30      | 4.0000%  | 4.0000% | $750000.00         | $762120.75         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-06-30      | 3.7500%  | 3.7500% | $5000100.00        | $5056651.13        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-09-30      | 3.6250%  | 3.6250% | $72306200.00       | $71978074.46       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-09-30      | 3.5000%  | 3.5000% | $71653400.00       | $71510666.42       | U.S. Treasuries (including strips) |

### Security 135: SOCIETE GENERALE

- **C.1 - Title:** SOCIETE GENERALE
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM6A8CW6, C.3 - LEI: O2RNE8IBXP4R0TD8PU41
- **C.18 - Value (incl. sponsor support):** $4500000000.00
- **C.18.a - Value (excl. sponsor support):** $4500000000.00
- **C.19 - Percentage of Net Assets:** 2.9300%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** FITCH'S RATING: F1; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips) | 2052-02-15      | 0.0000%  | 0.0000% | $248000000.00      | $69829608.00       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2038-02-15      | 4.3750%  | 4.3750% | $100.00            | $101.45            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2051-05-15      | 2.3750%  | 2.3750% | $106000000.00      | $69442216.50       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2052-05-15      | 2.8750%  | 2.8750% | $68899000.00       | $50094688.75       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-08-15      | 4.1250%  | 4.1250% | $296800000.00      | $277559123.80      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-05-15      | 5.0000%  | 5.0000% | $103000000.00      | $109099660.00      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-02-15      | 1.5000%  | 1.5000% | $61999900.00       | $56637714.64       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-08-15      | 1.2500%  | 1.2500% | $58888000.00       | $51026658.10       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-10-31      | 1.3750%  | 1.3750% | $112400000.00      | $105626406.42      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-11-15      | 4.1250%  | 4.1250% | $428291000.00      | $440017072.21      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-08-15      | 3.8750%  | 3.8750% | $209378000.00      | $208756932.50      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-02-28      | 4.2500%  | 4.2500% | $59629600.00       | $60950520.80       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-03-31      | 4.1250%  | 4.1250% | $284901000.00      | $289507849.17      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-04-15      | 4.5000%  | 4.5000% | $248720000.00      | $256859545.55      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-05-15      | 4.3750%  | 4.3750% | $475736000.00      | $494763655.99      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-05-31      | 4.5000%  | 4.5000% | $333679000.00      | $347937103.67      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-06-30      | 4.2500%  | 4.2500% | $84490200.00       | $87236553.95       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-06-30      | 4.2500%  | 4.2500% | $19897000.00       | $20496198.15       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-08-31      | 3.6250%  | 3.6250% | $260390000.00      | $260471799.95      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-09-15      | 3.3750%  | 3.3750% | $78890000.00       | $78609031.76       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-10-31      | 4.1250%  | 4.1250% | $172610000.00      | $178273357.57      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-11-30      | 4.1250%  | 4.1250% | $659250000.00      | $677803932.00      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-01-31      | 4.2500%  | 4.2500% | $174000000.00      | $178862401.63      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-02-15      | 4.6250%  | 4.6250% | $123064000.00      | $128698023.75      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-02-15      | 4.2500%  | 4.2500% | $29600000.00       | $30164250.00       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-06-30      | 4.0000%  | 4.0000% | $27400000.00       | $27821686.00       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-08-15      | 4.2500%  | 4.2500% | $32999000.00       | $33453907.71       | U.S. Treasuries (including strips) |

### Security 136: SOCIETE GENERALE NY

- **C.1 - Title:** SOCIETE GENERALE NY
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.4 - ISIN: 4290, C.3 - LEI: 254900J6B390XMPVLV82
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-07
- **C.10 - Ratings:** FITCH'S RATING: F1; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips) | 2045-11-15      | 0.0000%  | 0.0000% | $275000000.00      | $104657300.00      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2041-08-15      | 1.7500%  | 1.7500% | $63272500.00       | $43129984.35       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2054-08-15      | 4.2500%  | 4.2500% | $161389100.00      | $150457005.83      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-11-15      | 4.6250%  | 4.6250% | $73243600.00       | $73974845.79       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-11-15      | 0.0000%  | 0.0000% | $96000000.00       | $68593536.00       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-11-15      | 0.0000%  | 0.0000% | $61679008.60       | $41872213.60       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-11-15      | 0.0000%  | 0.0000% | $100000000.00      | $89043800.00       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-05-15      | 0.0000%  | 0.0000% | $71133966.73       | $62112188.00       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-11-15      | 0.0000%  | 0.0000% | $124366000.00      | $106402201.86      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2041-11-15      | 0.0000%  | 0.0000% | $127000000.00      | $58663586.00       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-08-15      | 0.0000%  | 0.0000% | $210000000.00      | $92676360.00       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-05-15      | 0.0000%  | 0.0000% | $148845000.00      | $62871383.77       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-02-15      | 0.0000%  | 0.0000% | $161720000.00      | $65545601.15       | U.S. Treasuries (including strips) |

### Security 137: SUMITOMO MITSUI BANKING

- **C.1 - Title:** SUMITOMO MITSUI BANKING
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM6A7U40, C.3 - LEI: 5U0XI89JRFVHWIBS4F54
- **C.18 - Value (incl. sponsor support):** $5000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** FITCH'S RATING: F1; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips) | 2032-05-15      | 2.8750%  | 2.8750% | $23170.50          | $22049.79          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-06-30      | 3.2500%  | 3.2500% | $1375.10           | $1366.26           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-07-31      | 2.7500%  | 2.7500% | $240000.00         | $237353.62         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-08-31      | 3.1250%  | 3.1250% | $8536.20           | $8480.24           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-10-31      | 4.1250%  | 4.1250% | $174549.70         | $179321.73         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-11-30      | 3.8750%  | 3.8750% | $6505.19           | $6623.56           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-01-31      | 3.5000%  | 3.5000% | $12767.50          | $12739.52          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-02-29      | 4.0000%  | 4.0000% | $80391.19          | $81372.36          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-02-28      | 4.0000%  | 4.0000% | $19590.40          | $19893.95          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-03-15      | 4.6250%  | 4.6250% | $15654.50          | $15737.41          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-03-31      | 3.6250%  | 3.6250% | $16798.70          | $16738.02          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-04-15      | 3.7500%  | 3.7500% | $4061.40           | $4129.09           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-04-30      | 3.5000%  | 3.5000% | $2977.59           | $3012.74           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-05-15      | 3.6250%  | 3.6250% | $41109.70          | $41613.57          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-05-31      | 3.6250%  | 3.6250% | $4538.10           | $4594.46           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-06-30      | 4.0000%  | 4.0000% | $22088.90          | $22529.97          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-07-15      | 4.5000%  | 4.5000% | $47304.09          | $48008.73          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-07-31      | 4.1250%  | 4.1250% | $57936.00          | $59108.77          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-09-30      | 4.6250%  | 4.6250% | $28219.79          | $29017.79          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-10-15      | 4.6250%  | 4.6250% | $8003.80           | $8248.21           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-11-15      | 4.5000%  | 4.5000% | $6984.90           | $7346.77           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-11-15      | 4.6250%  | 4.6250% | $21354.10          | $21936.37          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-11-30      | 4.3750%  | 4.3750% | $211180.39         | $218880.10         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-12-15      | 4.3750%  | 4.3750% | $167584.89         | $171066.69         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-01-31      | 4.2500%  | 4.2500% | $205354.80         | $206968.44         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-02-15      | 4.0000%  | 4.0000% | $50091.90          | $50268.02          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-02-28      | 4.2500%  | 4.2500% | $6280.90           | $6424.19           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-03-31      | 4.1250%  | 4.1250% | $40614.00          | $41239.33          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-04-30      | 4.6250%  | 4.6250% | $52847.40          | $56060.20          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-04-30      | 4.6250%  | 4.6250% | $110840.60         | $116531.81         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-05-15      | 4.3750%  | 4.3750% | $1890.50           | $1967.36           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-05-15      | 4.5000%  | 4.5000% | $49645.20          | $51134.95          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-05-31      | 4.6250%  | 4.6250% | $40000.00          | $42279.22          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-07-15      | 4.3750%  | 4.3750% | $27447.90          | $28046.54          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-08-31      | 3.7500%  | 3.7500% | $161279.80         | $161169.76         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-08-31      | 3.6250%  | 3.6250% | $18525.70          | $18545.84          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-11-30      | 4.1250%  | 4.1250% | $58931.00          | $60712.66          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-12-31      | 4.3750%  | 4.3750% | $39321.00          | $40789.93          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-01-31      | 4.2500%  | 4.2500% | $140419.60         | $144461.55         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-02-15      | 4.6250%  | 4.6250% | $14299.60          | $14960.67          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-02-29      | 4.1250%  | 4.1250% | $47971.09          | $48822.41          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-03-31      | 4.0000%  | 4.0000% | $140143.00         | $141829.06         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-05-31      | 4.0000%  | 4.0000% | $1829.60           | $1876.57           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-09-15      | 3.3750%  | 3.3750% | $83096.00          | $82664.10          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-11-15      | 6.1250%  | 6.1250% | $3803.40           | $4083.30           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-05-15      | 6.2500%  | 6.2500% | $2392.50           | $2702.66           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2037-02-15      | 4.7500%  | 4.7500% | $40109.20          | $42384.97          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2037-05-15      | 5.0000%  | 5.0000% | $40087.00          | $43766.74          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-08-15      | 2.8750%  | 2.8750% | $189496.50         | $144805.97         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2046-08-15      | 2.2500%  | 2.2500% | $5328.80           | $3573.08           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2048-08-15      | 3.0000%  | 3.0000% | $122.90            | $92.99             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2049-02-15      | 3.0000%  | 3.0000% | $17504.70          | $13195.27          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2049-08-15      | 2.2500%  | 2.2500% | $201710.70         | $129581.87         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2049-11-15      | 2.3750%  | 2.3750% | $294091.00         | $195474.12         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2050-02-15      | 2.0000%  | 2.0000% | $362278.40         | $217932.19         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2050-08-15      | 1.3750%  | 1.3750% | $54473.59          | $27549.90          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2040-08-15      | 1.1250%  | 1.1250% | $3420.09           | $2163.66           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2051-02-15      | 1.8750%  | 1.8750% | $11294.00          | $6492.79           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2052-02-15      | 2.2500%  | 2.2500% | $94499.30          | $59018.64          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-02-15      | 2.3750%  | 2.3750% | $1620.80           | $1207.25           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2053-05-15      | 3.6250%  | 3.6250% | $60000.00          | $50485.00          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-05-15      | 3.8750%  | 3.8750% | $131429.39         | $121145.21         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2054-02-15      | 4.2500%  | 4.2500% | $8409.39           | $7826.01           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2055-08-15      | 4.7500%  | 4.7500% | $42086.80          | $42591.35          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-08-15      | 2.8750%  | 2.8750% | $10257.20          | $10083.87          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-11-15      | 3.1250%  | 3.1250% | $9099.60           | $9069.49           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-02-15      | 2.6250%  | 2.6250% | $2608.59           | $2533.79           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-03-31      | 2.2500%  | 2.2500% | $6178.00           | $6128.94           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-05-15      | 2.3750%  | 2.3750% | $2078.50           | $2007.12           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-05-15      | 1.6250%  | 1.6250% | $67816.80          | $67322.66          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-01-31      | 1.5000%  | 1.5000% | $101125.50         | $98526.31          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-04-30      | 0.5000%  | 0.5000% | $40000.00          | $38169.47          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-09-30      | 0.3750%  | 0.3750% | $14337.30          | $13450.81          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-10-31      | 0.5000%  | 0.5000% | $221106.80         | $207890.76         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-02-28      | 0.5000%  | 0.5000% | $63978.90          | $63112.90          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-05-31      | 1.2500%  | 1.2500% | $130000.00         | $122759.34         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-06-30      | 1.2500%  | 1.2500% | $184000.00         | $173250.16         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-07-31      | 1.0000%  | 1.0000% | $58201.30          | $54219.31          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-08-15      | 1.2500%  | 1.2500% | $753.39            | $653.29            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-08-31      | 0.7500%  | 0.7500% | $1724.60           | $1679.54           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-09-30      | 0.8750%  | 0.8750% | $33643.00          | $32710.31          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-10-31      | 1.3750%  | 1.3750% | $0.10              | $0.09              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-10-31      | 1.1250%  | 1.1250% | $11545.90          | $11283.48          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-11-15      | 1.3750%  | 1.3750% | $38569.00          | $33608.07          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-12-31      | 1.2500%  | 1.2500% | $7505.90           | $7306.51           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-02-28      | 1.8750%  | 1.8750% | $57029.40          | $55713.32          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-03-31      | 2.5000%  | 2.5000% | $240000.00         | $235968.23         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-04-30      | 2.7500%  | 2.7500% | $178976.39         | $178556.59         | U.S. Treasuries (including strips) |

### Security 138: TD SECURITIES USA LLC

- **C.1 - Title:** TD SECURITIES USA LLC
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BYM6A7S84, C.3 - LEI: SUVUFHICNZMP2WKHG940
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                             | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2049-03-01      | 3.0000%  | 3.0000% | $235000000.00      | $40734831.66       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2053-11-01      | 5.5000%  | 5.5000% | $35805750.00       | $30998200.18       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2052-09-01      | 5.0000%  | 5.0000% | $51095953.00       | $40693370.59       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2053-07-01      | 5.0000%  | 5.0000% | $50464288.00       | $41972970.55       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-01      | 6.5000%  | 6.5000% | $39408392.00       | $40859935.57       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-08-01      | 3.0000%  | 3.0000% | $246999000.00      | $41320838.18       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-10-01      | 3.5000%  | 3.5000% | $44500000.00       | $40615354.14       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-01-01      | 2.0000%  | 2.0000% | $52194967.00       | $28804499.75       | Agency Mortgage-Backed Securities |

### Security 139: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RF6, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $805944523.49
- **C.18.a - Value (excl. sponsor support):** $805944523.49
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2026-07-09
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 140: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RK5, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $780055219.30
- **C.18.a - Value (excl. sponsor support):** $780055219.30
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2026-01-29
- **C.12 - Maturity Date (WAL):** 2026-01-29
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 141: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RQ2, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2720315713.29
- **C.18.a - Value (excl. sponsor support):** $2720315713.29
- **C.19 - Percentage of Net Assets:** 1.7700%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-11-25
- **C.12 - Maturity Date (WAL):** 2025-11-25
- **C.13 - Final Legal Maturity Date:** 2025-11-25
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 142: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QZ3, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $712992524.92
- **C.18.a - Value (excl. sponsor support):** $712992524.92
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-12-18
- **C.12 - Maturity Date (WAL):** 2025-12-18
- **C.13 - Final Legal Maturity Date:** 2025-12-18
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 143: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RA7, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $693040180.00
- **C.18.a - Value (excl. sponsor support):** $693040180.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 144: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QR1, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1486269878.17
- **C.18.a - Value (excl. sponsor support):** $1486269878.17
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-20
- **C.12 - Maturity Date (WAL):** 2025-11-20
- **C.13 - Final Legal Maturity Date:** 2025-11-20
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 145: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RT6, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1382582734.62
- **C.18.a - Value (excl. sponsor support):** $1382582734.62
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-02-12
- **C.12 - Maturity Date (WAL):** 2026-02-12
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 146: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QG5, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1431472497.35
- **C.18.a - Value (excl. sponsor support):** $1431472497.35
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-10-23
- **C.12 - Maturity Date (WAL):** 2025-10-23
- **C.13 - Final Legal Maturity Date:** 2025-10-23
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 147: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RE9, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1481497865.80
- **C.18.a - Value (excl. sponsor support):** $1481497865.80
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-28
- **C.12 - Maturity Date (WAL):** 2025-10-28
- **C.13 - Final Legal Maturity Date:** 2025-10-28
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 148: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QF7, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1796963256.00
- **C.18.a - Value (excl. sponsor support):** $1796963256.00
- **C.19 - Percentage of Net Assets:** 1.1700%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **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
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 149: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QS9, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1288023891.01
- **C.18.a - Value (excl. sponsor support):** $1288023891.01
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-04
- **C.12 - Maturity Date (WAL):** 2025-12-04
- **C.13 - Final Legal Maturity Date:** 2025-12-04
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 150: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NA1, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1953615672.40
- **C.18.a - Value (excl. sponsor support):** $1953615672.40
- **C.19 - Percentage of Net Assets:** 1.2700%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **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
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 151: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QQ3, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2295964165.59
- **C.18.a - Value (excl. sponsor support):** $2295964165.59
- **C.19 - Percentage of Net Assets:** 1.4900%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-13
- **C.12 - Maturity Date (WAL):** 2025-11-13
- **C.13 - Final Legal Maturity Date:** 2025-11-13
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 152: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PV3, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1237954800.60
- **C.18.a - Value (excl. sponsor support):** $1237954800.60
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 153: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PM3, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2044919117.39
- **C.18.a - Value (excl. sponsor support):** $2044919117.39
- **C.19 - Percentage of Net Assets:** 1.3300%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2026-02-19
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 154: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PD3, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2026605877.73
- **C.18.a - Value (excl. sponsor support):** $2026605877.73
- **C.19 - Percentage of Net Assets:** 1.3200%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2026-01-22
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 155: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NU7, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1629881627.50
- **C.18.a - Value (excl. sponsor support):** $1629881627.50
- **C.19 - Percentage of Net Assets:** 1.0600%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-12-26
- **C.12 - Maturity Date (WAL):** 2025-12-26
- **C.13 - Final Legal Maturity Date:** 2025-12-26
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 156: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NL7, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2352909581.22
- **C.18.a - Value (excl. sponsor support):** $2352909581.22
- **C.19 - Percentage of Net Assets:** 1.5300%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **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
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 157: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QY6, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1696080024.96
- **C.18.a - Value (excl. sponsor support):** $1696080024.96
- **C.19 - Percentage of Net Assets:** 1.1000%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-11
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 158: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RD1, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1250188405.83
- **C.18.a - Value (excl. sponsor support):** $1250188405.83
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-10-21
- **C.12 - Maturity Date (WAL):** 2025-10-21
- **C.13 - Final Legal Maturity Date:** 2025-10-21
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 159: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QE0, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1451390478.11
- **C.18.a - Value (excl. sponsor support):** $1451390478.11
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **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
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 160: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RX7, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1528588955.51
- **C.18.a - Value (excl. sponsor support):** $1528588955.51
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-16
- **C.12 - Maturity Date (WAL):** 2025-12-16
- **C.13 - Final Legal Maturity Date:** 2025-12-16
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 161: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RR0, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2085931176.00
- **C.18.a - Value (excl. sponsor support):** $2085931176.00
- **C.19 - Percentage of Net Assets:** 1.3600%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-12-02
- **C.12 - Maturity Date (WAL):** 2025-12-02
- **C.13 - Final Legal Maturity Date:** 2025-12-02
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 162: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SB4, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $729534511.30
- **C.18.a - Value (excl. sponsor support):** $729534511.30
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-03-12
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 163: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RP4, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $427715268.10
- **C.18.a - Value (excl. sponsor support):** $427715268.10
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-11-18
- **C.12 - Maturity Date (WAL):** 2025-11-18
- **C.13 - Final Legal Maturity Date:** 2025-11-18
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 164: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QP5, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1312704935.00
- **C.18.a - Value (excl. sponsor support):** $1312704935.00
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-11-06
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 165: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SF5, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $517230922.98
- **C.18.a - Value (excl. sponsor support):** $517230922.98
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-01-13
- **C.12 - Maturity Date (WAL):** 2026-01-13
- **C.13 - Final Legal Maturity Date:** 2026-01-13
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 166: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RM1, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1292096017.06
- **C.18.a - Value (excl. sponsor support):** $1292096017.06
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-04
- **C.12 - Maturity Date (WAL):** 2025-11-04
- **C.13 - Final Legal Maturity Date:** 2025-11-04
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 167: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QN0, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $636690573.75
- **C.18.a - Value (excl. sponsor support):** $636690573.75
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 168: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RN9, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3234861565.00
- **C.18.a - Value (excl. sponsor support):** $3234861565.00
- **C.19 - Percentage of Net Assets:** 2.1100%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-11-12
- **C.12 - Maturity Date (WAL):** 2025-11-12
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 169: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RC3, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2978654067.30
- **C.18.a - Value (excl. sponsor support):** $2978654067.30
- **C.19 - Percentage of Net Assets:** 1.9400%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-10-14
- **C.12 - Maturity Date (WAL):** 2025-10-14
- **C.13 - Final Legal Maturity Date:** 2025-10-14
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 170: UBS SECURITIES LLC

- **C.1 - Title:** UBS SECURITIES LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM6A7RJ1, C.3 - LEI: T6FIZBDPKLYJKFCRVK44
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips) | 2025-10-02      | 0.0000%  | 0.0000% | $1000.00           | $999.77            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-11-28      | 0.0000%  | 0.0000% | $10700.00          | $10630.23          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-12-26      | 0.0000%  | 0.0000% | $2710600.00        | $2685255.89        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-01-22      | 0.0000%  | 0.0000% | $84000.00          | $82988.63          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-04-16      | 0.0000%  | 0.0000% | $13000.00          | $12738.95          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-10-09      | 0.0000%  | 0.0000% | $4811700.00        | $4806840.18        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-10-16      | 0.0000%  | 0.0000% | $160000.00         | $159711.84         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-11-06      | 0.0000%  | 0.0000% | $100000.00         | $99586.00          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-11-13      | 0.0000%  | 0.0000% | $1000.00           | $995.12            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-12-04      | 0.0000%  | 0.0000% | $2194700.00        | $2179315.15        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-12-11      | 0.0000%  | 0.0000% | $130000.00         | $128991.20         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-01-02      | 0.0000%  | 0.0000% | $127000.00         | $125722.38         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-10-07      | 0.0000%  | 0.0000% | $283900.00         | $283677.99         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-07-09      | 0.0000%  | 0.0000% | $2986200.00        | $2902287.77        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-01-08      | 0.0000%  | 0.0000% | $436500.00         | $431894.92         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-01-29      | 0.0000%  | 0.0000% | $15000.00          | $14809.04          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-11-25      | 0.0000%  | 0.0000% | $375000.00         | $372667.50         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-09-03      | 0.0000%  | 0.0000% | $325000.00         | $314275.00         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-02-12      | 0.0000%  | 0.0000% | $60000.00          | $59160.59          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-12-09      | 0.0000%  | 0.0000% | $100.00            | $99.25             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-02-15      | 0.0000%  | 0.0000% | $302800.00         | $298251.94         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-08-15      | 0.0000%  | 0.0000% | $20000.00          | $19364.00          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-11-15      | 0.0000%  | 0.0000% | $40100.00          | $38588.67          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-08-15      | 0.0000%  | 0.0000% | $12700.00          | $11870.98          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-11-15      | 0.0000%  | 0.0000% | $15000.00          | $13386.94          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-02-15      | 0.0000%  | 0.0000% | $88000.00          | $71836.77          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2046-11-15      | 0.0000%  | 0.0000% | $1100.00           | $397.32            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2052-11-15      | 0.0000%  | 0.0000% | $4200.00           | $1150.40           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2053-11-15      | 0.0000%  | 0.0000% | $4900.00           | $1293.86           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-08-15      | 5.5000%  | 5.5000% | $144600.00         | $152993.30         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-02-15      | 5.2500%  | 5.2500% | $20000.00          | $21176.18          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-04-15      | 3.8750%  | 3.8750% | $64300.00          | $140306.15         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-05-15      | 6.2500%  | 6.2500% | $9700.00           | $10949.19          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-04-15      | 3.3750%  | 3.3750% | $2692500.00        | $5557782.86        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-01-15      | 2.0000%  | 2.0000% | $5000000.00        | $8180516.87        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-01-15      | 2.3750%  | 2.3750% | $565300.00         | $925887.99         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2037-05-15      | 5.0000%  | 5.0000% | $900.00            | $982.39            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2038-02-15      | 4.3750%  | 4.3750% | $493000.00         | $500171.05         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2038-05-15      | 4.5000%  | 4.5000% | $52300.00          | $54323.53          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2039-02-15      | 3.5000%  | 3.5000% | $300.00            | $275.99            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2040-02-15      | 2.1250%  | 2.1250% | $4011700.00        | $6064659.84        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2040-05-15      | 4.3750%  | 4.3750% | $975000.00         | $981865.21         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2041-11-15      | 3.1250%  | 3.1250% | $468800.00         | $396429.82         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-02-15      | 0.7500%  | 0.7500% | $177000.00         | $201151.99         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-05-15      | 3.0000%  | 3.0000% | $300.00            | $247.07            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-11-15      | 2.7500%  | 2.7500% | $800.00            | $628.67            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-02-15      | 3.1250%  | 3.1250% | $85600.00          | $70298.93          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-02-15      | 0.6250%  | 0.6250% | $335700.00         | $359130.01         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-05-15      | 2.8750%  | 2.8750% | $300.00            | $238.51            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-08-15      | 3.6250%  | 3.6250% | $400.00            | $351.29            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-08-15      | 3.1250%  | 3.1250% | $3000.00           | $2417.97           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-11-15      | 3.0000%  | 3.0000% | $224600.00         | $178588.44         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-02-15      | 2.5000%  | 2.5000% | $2900.00           | $2089.23           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-02-15      | 0.7500%  | 0.7500% | $16000000.00       | $16410127.78       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-11-15      | 3.0000%  | 3.0000% | $25000.00          | $19662.54          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2046-02-15      | 2.5000%  | 2.5000% | $3964700.00        | $2815246.24        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2046-02-15      | 1.0000%  | 1.0000% | $79200.00          | $83529.44          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2046-11-15      | 2.8750%  | 2.8750% | $3600.00           | $2738.42           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2047-02-15      | 0.8750%  | 0.8750% | $5501400.00        | $5456701.93        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2048-02-15      | 1.0000%  | 1.0000% | $29000.00          | $28576.25          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2048-11-15      | 3.3750%  | 3.3750% | $800.00            | $654.53            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2050-02-15      | 0.2500%  | 0.2500% | $2575200.00        | $1918893.48        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2050-11-15      | 1.6250%  | 1.6250% | $2000.00           | $1089.67           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2051-02-15      | 0.1250%  | 0.1250% | $3684200.00        | $2541719.08        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2041-11-15      | 2.0000%  | 2.0000% | $100.00            | $71.07             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2052-02-15      | 2.2500%  | 2.2500% | $4900.00           | $3065.55           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2052-02-15      | 0.1250%  | 0.1250% | $486100.00         | $306791.42         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2053-02-15      | 3.6250%  | 3.6250% | $11300.00          | $9428.19           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2053-08-15      | 4.1250%  | 4.1250% | $1272800.00        | $1161315.76        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2054-02-15      | 4.2500%  | 4.2500% | $5100.00           | $4754.18           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2054-11-15      | 4.5000%  | 4.5000% | $1408900.00        | $1385674.28        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-11-15      | 4.6250%  | 4.6250% | $4974100.00        | $5023760.17        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2055-02-15      | 2.3750%  | 2.3750% | $4800000.00        | $4829873.96        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-05-15      | 0.0000%  | 0.0000% | $124900.00         | $121971.09         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-05-15      | 0.0000%  | 0.0000% | $124900.00         | $117675.65         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-11-15      | 0.0000%  | 0.0000% | $17000.00          | $16913.86          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-08-15      | 1.5000%  | 1.5000% | $464400.00         | $456186.62         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-08-15      | 2.2500%  | 2.2500% | $100.00            | $97.75             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-11-15      | 2.2500%  | 2.2500% | $32000.00          | $31365.04          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-01-15      | 0.5000%  | 0.5000% | $3615500.00        | $4682956.82        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-08-15      | 2.8750%  | 2.8750% | $1000.00           | $982.57            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-10-31      | 3.0000%  | 3.0000% | $110000.00         | $111259.92         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-12-31      | 2.6250%  | 2.6250% | $100.00            | $100.30            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-01-31      | 2.6250%  | 2.6250% | $224800.00         | $224712.60         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-02-28      | 2.5000%  | 2.5000% | $24600.00          | $24507.08          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-06-30      | 1.8750%  | 1.8750% | $180000.00         | $178288.10         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-01-15      | 0.6250%  | 0.6250% | $5192800.00        | $7049419.82        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-07-15      | 0.1250%  | 0.1250% | $650000.00         | $872975.60         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-01-15      | 0.3750%  | 0.3750% | $2647600.00        | $3515237.88        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-07-31      | 1.8750%  | 1.8750% | $149000.00         | $147139.29         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-08-15      | 1.6250%  | 1.6250% | $355300.00         | $330262.09         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-08-31      | 1.3750%  | 1.3750% | $120000.00         | $117567.54         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-09-30      | 1.6250%  | 1.6250% | $100.00            | $97.94             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-10-31      | 1.6250%  | 1.6250% | $258900.00         | $254876.46         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-12-31      | 1.7500%  | 1.7500% | $110200.00         | $108051.10         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-03-31      | 0.6250%  | 0.6250% | $3973800.00        | $3798078.56        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-05-15      | 0.6250%  | 0.6250% | $4910000.00        | $4278705.34        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-08-15      | 0.6250%  | 0.6250% | $4900.00           | $4226.88           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-08-31      | 0.5000%  | 0.5000% | $493800.00         | $465422.48         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-10-15      | 0.1250%  | 0.1250% | $11000000.00       | $13691185.89       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-10-31      | 0.5000%  | 0.5000% | $300.00            | $281.84            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-11-15      | 0.8750%  | 0.8750% | $8500.00           | $7396.03           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-11-30      | 0.6250%  | 0.6250% | $27700.00          | $26035.04          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-01-31      | 0.3750%  | 0.3750% | $51200.00          | $50617.93          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-02-28      | 0.5000%  | 0.5000% | $31700.00          | $31266.16          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-03-31      | 0.7500%  | 0.7500% | $264000.00         | $259937.04         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-04-30      | 0.7500%  | 0.7500% | $30000.00          | $29563.59          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-06-30      | 0.8750%  | 0.8750% | $100.00            | $98.06             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-07-15      | 0.1250%  | 0.1250% | $1000000.00        | $1125174.48        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-11-30      | 1.5000%  | 1.5000% | $149900.00         | $141034.91         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-01-31      | 1.7500%  | 1.7500% | $100000000.00      | $94321081.50       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-01-15      | 0.1250%  | 0.1250% | $181400.00         | $194558.68         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-02-28      | 1.8750%  | 1.8750% | $300.00            | $283.38            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-07-15      | 0.6250%  | 0.6250% | $178900.00         | $188487.87         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-08-15      | 2.7500%  | 2.7500% | $22700.00          | $21184.01          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-09-30      | 4.1250%  | 4.1250% | $133600.00         | $134822.17         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-10-15      | 4.2500%  | 4.2500% | $215900.00         | $220111.81         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-11-15      | 4.5000%  | 4.5000% | $762000.00         | $775140.68         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-12-15      | 4.0000%  | 4.0000% | $24700.00          | $24990.57          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-01-31      | 3.5000%  | 3.5000% | $499700.00         | $501073.99         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-01-15      | 1.1250%  | 1.1250% | $1850700.00        | $1949234.72        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-04-15      | 3.7500%  | 3.7500% | $38000.00          | $38633.35          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-04-15      | 1.2500%  | 1.2500% | $1711200.00        | $1859514.06        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-04-30      | 3.5000%  | 3.5000% | $17300.00          | $17382.20          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-06-30      | 3.7500%  | 3.7500% | $40700.00          | $41090.88          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-08-15      | 4.3750%  | 4.3750% | $33500.00          | $33855.05          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-08-31      | 4.1250%  | 4.1250% | $499800.00         | $509786.25         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-09-30      | 4.6250%  | 4.6250% | $300.00            | $308.31            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-10-15      | 4.6250%  | 4.6250% | $479700.00         | $494311.42         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-10-15      | 2.3750%  | 2.3750% | $191000.00         | $211886.10         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-11-15      | 4.6250%  | 4.6250% | $2000.00           | $2054.17           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-11-30      | 4.8750%  | 4.8750% | $4067400.00        | $4138132.08        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-12-31      | 3.7500%  | 3.7500% | $474700.00         | $478537.94         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-01-31      | 4.0000%  | 4.0000% | $75700.00          | $76994.35          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-01-31      | 4.0000%  | 4.0000% | $25200.00          | $25626.64          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-02-28      | 4.2500%  | 4.2500% | $380400.00         | $390306.79         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-03-15      | 4.2500%  | 4.2500% | $300.00            | $302.90            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-03-31      | 4.1250%  | 4.1250% | $234200.00         | $237676.46         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-04-15      | 4.5000%  | 4.5000% | $499900.00         | $516259.59         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-04-15      | 2.1250%  | 2.1250% | $6031300.00        | $6559848.87        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-04-30      | 4.0480%  | 4.0480% | $3000.00           | $3020.89           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-04-30      | 4.6250%  | 4.6250% | $2976200.00        | $3127352.09        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-05-31      | 4.5000%  | 4.5000% | $360300.00         | $375695.61         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-06-30      | 4.2500%  | 4.2500% | $101600.00         | $104659.68         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-07-15      | 4.3750%  | 4.3750% | $545400.00         | $557041.13         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-08-15      | 3.8750%  | 3.8750% | $34129500.00       | $33789766.42       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-08-31      | 3.7500%  | 3.7500% | $404600.00         | $404039.52         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-09-15      | 3.3750%  | 3.3750% | $499700.00         | $497920.30         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-10-15      | 3.8750%  | 3.8750% | $499900.00         | $511016.21         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-10-31      | 4.1250%  | 4.1250% | $24500.00          | $25303.84          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-10-15      | 1.6250%  | 1.6250% | $5000200.00        | $5271796.74        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-11-30      | 4.2500%  | 4.2500% | $394700.00         | $402588.73         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-12-15      | 4.0000%  | 4.0000% | $259500.00         | $264550.90         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-12-31      | 4.3750%  | 4.3750% | $69900.00          | $72456.06          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-01-15      | 4.2500%  | 4.2500% | $416700.00         | $425889.34         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-01-15      | 2.1250%  | 2.1250% | $975000.00         | $1031778.39        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-02-15      | 4.6250%  | 4.6250% | $114900.00         | $120160.26         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-02-28      | 4.1250%  | 4.1250% | $473900.00         | $478297.08         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-04-15      | 3.7500%  | 3.7500% | $280400.00         | $285983.63         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-04-30      | 3.8750%  | 3.8750% | $2545000.00        | $2601602.66        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-06-15      | 3.8750%  | 3.8750% | $3118900.00        | $3173476.23        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-07-31      | 3.8750%  | 3.8750% | $16000.00          | $16196.53          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-07-31      | 4.0000%  | 4.0000% | $6252400.00        | $6325118.13        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-08-15      | 4.2500%  | 4.2500% | $6168900.00        | $6253941.37        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-08-31      | 3.8750%  | 3.8750% | $845200.00         | $845665.98         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-09-15      | 3.3750%  | 3.3750% | $100.00            | $99.41             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-08-15      | 0.0000%  | 0.0000% | $842.44            | $668.71            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-02-15      | 0.0000%  | 0.0000% | $99999.30          | $77558.25          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-02-15      | 0.0000%  | 0.0000% | $104940.37         | $77730.59          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-02-15      | 0.0000%  | 0.0000% | $109987.99         | $77574.74          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-02-15      | 0.0000%  | 0.0000% | $12536.46          | $8402.33           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2037-02-15      | 0.0000%  | 0.0000% | $341.38            | $206.10            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-11-15      | 0.0000%  | 0.0000% | $37.43             | $30.70             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-05-15      | 0.0000%  | 0.0000% | $55000.00          | $44142.12          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-11-15      | 0.0000%  | 0.0000% | $9509.65           | $7461.45           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-11-15      | 0.0000%  | 0.0000% | $4000.00           | $2997.30           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-11-15      | 0.0000%  | 0.0000% | $116888.49         | $83518.69          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-11-15      | 0.0000%  | 0.0000% | $43.28             | $29.38             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-11-15      | 0.0000%  | 0.0000% | $375975.00         | $374128.96         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-02-15      | 0.0000%  | 0.0000% | $2000.00           | $1972.18           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-08-15      | 0.0000%  | 0.0000% | $167716.06         | $162374.13         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-11-15      | 0.0000%  | 0.0000% | $26010.08          | $24955.21          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-02-15      | 0.0000%  | 0.0000% | $63000.00          | $59927.17          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-05-15      | 0.0000%  | 0.0000% | $124999.39         | $117736.80         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-11-15      | 0.0000%  | 0.0000% | $102.80            | $94.99             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-05-15      | 0.0000%  | 0.0000% | $10420.19          | $9459.35           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-05-15      | 0.0000%  | 0.0000% | $323751.00         | $214108.83         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-11-15      | 0.0000%  | 0.0000% | $3999.59           | $2577.20           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-08-15      | 0.0000%  | 0.0000% | $93978.19          | $81244.43          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-02-15      | 0.0000%  | 0.0000% | $339993.97         | $287804.90         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2052-02-15      | 0.0000%  | 0.0000% | $0.01              | $0.00              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2039-11-15      | 0.0000%  | 0.0000% | $24999.98          | $12939.31          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2052-11-15      | 0.0000%  | 0.0000% | $1999.99           | $534.63            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2040-11-15      | 0.0000%  | 0.0000% | $32.18             | $15.72             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-11-15      | 0.0000%  | 0.0000% | $565.53            | $245.94            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-05-15      | 0.0000%  | 0.0000% | $10000.00          | $4223.94           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-08-15      | 0.0000%  | 0.0000% | $1000.00           | $394.42            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2049-02-15      | 0.0000%  | 0.0000% | $401752.00         | $127376.67         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2050-11-15      | 0.0000%  | 0.0000% | $4000.00           | $1163.72           | U.S. Treasuries (including strips) |

### Security 171: US TREASURY FRN

- **C.1 - Title:** US TREASURY FRN
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMX6, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $722655056.70
- **C.18.a - Value (excl. sponsor support):** $722655056.70
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 172: US TREASURY FRN

- **C.1 - Title:** US TREASURY FRN
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLT6, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1679942258.40
- **C.18.a - Value (excl. sponsor support):** $1679942258.40
- **C.19 - Percentage of Net Assets:** 1.0900%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 173: US TREASURY FRN

- **C.1 - Title:** US TREASURY FRN
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMJ7, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2478145411.02
- **C.18.a - Value (excl. sponsor support):** $2478145411.02
- **C.19 - Percentage of Net Assets:** 1.6100%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 174: US TREASURY FRN

- **C.1 - Title:** US TREASURY FRN
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CNQ0, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1979008927.43
- **C.18.a - Value (excl. sponsor support):** $1979008927.43
- **C.19 - Percentage of Net Assets:** 1.2900%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-07-31
- **C.13 - Final Legal Maturity Date:** 2027-07-31
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 175: US TREASURY FRN

- **C.1 - Title:** US TREASURY FRN
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJD4, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1067819251.68
- **C.18.a - Value (excl. sponsor support):** $1067819251.68
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 176: US TREASURY FRN

- **C.1 - Title:** US TREASURY FRN
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJU6, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1881032390.82
- **C.18.a - Value (excl. sponsor support):** $1881032390.82
- **C.19 - Percentage of Net Assets:** 1.2200%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 177: US TREASURY FRN

- **C.1 - Title:** US TREASURY FRN
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKM2, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2276619809.31
- **C.18.a - Value (excl. sponsor support):** $2276619809.31
- **C.19 - Percentage of Net Assets:** 1.4800%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 178: US TREASURY FRN

- **C.1 - Title:** US TREASURY FRN
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLA7, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1857042618.15
- **C.18.a - Value (excl. sponsor support):** $1857042618.15
- **C.19 - Percentage of Net Assets:** 1.2100%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 179: US TREASURY N/B

- **C.1 - Title:** US TREASURY N/B
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKB6, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $989429815.45
- **C.18.a - Value (excl. sponsor support):** $989429815.45
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-02-28
- **C.13 - Final Legal Maturity Date:** 2026-02-28
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 180: US TREASURY N/B

- **C.1 - Title:** US TREASURY N/B
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLB5, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $72753197.61
- **C.18.a - Value (excl. sponsor support):** $72753197.61
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 181: US TREASURY N/B

- **C.1 - Title:** US TREASURY N/B
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCZ2, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $641825038.80
- **C.18.a - Value (excl. sponsor support):** $641825038.80
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 182: US TREASURY N/B

- **C.1 - Title:** US TREASURY N/B
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJV4, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $230180681.10
- **C.18.a - Value (excl. sponsor support):** $230180681.10
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 183: US TREASURY N/B

- **C.1 - Title:** US TREASURY N/B
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKH3, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $190818545.62
- **C.18.a - Value (excl. sponsor support):** $190818545.62
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 184: US TREASURY N/B

- **C.1 - Title:** US TREASURY N/B
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128285N6, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $146709351.60
- **C.18.a - Value (excl. sponsor support):** $146709351.60
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-11-30
- **C.13 - Final Legal Maturity Date:** 2025-11-30
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 185: US TREASURY N/B

- **C.1 - Title:** US TREASURY N/B
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CAZ4, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $186861990.88
- **C.18.a - Value (excl. sponsor support):** $186861990.88
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-11-30
- **C.13 - Final Legal Maturity Date:** 2025-11-30
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 186: US TREASURY N/B

- **C.1 - Title:** US TREASURY N/B
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCJ8, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $248607821.30
- **C.18.a - Value (excl. sponsor support):** $248607821.30
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 187: US TREASURY N/B

- **C.1 - Title:** US TREASURY N/B
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBC4, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $138746860.00
- **C.18.a - Value (excl. sponsor support):** $138746860.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-12-31
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 188: US TREASURY N/B

- **C.1 - Title:** US TREASURY N/B
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CAT8, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $277921378.53
- **C.18.a - Value (excl. sponsor support):** $277921378.53
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-31
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 189: US TREASURY N/B

- **C.1 - Title:** US TREASURY N/B
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828P46, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $186408852.60
- **C.18.a - Value (excl. sponsor support):** $186408852.60
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2026-02-17
- **C.12 - Maturity Date (WAL):** 2026-02-15
- **C.13 - Final Legal Maturity Date:** 2026-02-15
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 190: US TREASURY N/B

- **C.1 - Title:** US TREASURY N/B
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLH2, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $250030100.00
- **C.18.a - Value (excl. sponsor support):** $250030100.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 191: US TREASURY N/B

- **C.1 - Title:** US TREASURY N/B
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKS9, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $203357785.42
- **C.18.a - Value (excl. sponsor support):** $203357785.42
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-05-31
- **C.13 - Final Legal Maturity Date:** 2026-05-31
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 192: US TREASURY N/B

- **C.1 - Title:** US TREASURY N/B
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJL6, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $210254793.00
- **C.18.a - Value (excl. sponsor support):** $210254793.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-11-30
- **C.13 - Final Legal Maturity Date:** 2025-11-30
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 193: US TREASURY N/B

- **C.1 - Title:** US TREASURY N/B
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKY6, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $152920799.28
- **C.18.a - Value (excl. sponsor support):** $152920799.28
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 194: US TREASURY N/B

- **C.1 - Title:** US TREASURY N/B
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLP4, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $89818875.00
- **C.18.a - Value (excl. sponsor support):** $89818875.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 195: US TREASURY N/B

- **C.1 - Title:** US TREASURY N/B
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJC6, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $67626301.26
- **C.18.a - Value (excl. sponsor support):** $67626301.26
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2026-10-15
- **C.12 - Maturity Date (WAL):** 2026-10-15
- **C.13 - Final Legal Maturity Date:** 2026-10-15
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 196: US TREASURY N/B

- **C.1 - Title:** US TREASURY N/B
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJE2, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $193123763.18
- **C.18.a - Value (excl. sponsor support):** $193123763.18
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-10-31
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 197: WELLS FARGO & COMPANY

- **C.1 - Title:** WELLS FARGO & COMPANY
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BYM6A7UG3, C.3 - LEI: PBLD0EJDB5FWOLXP3B76
- **C.18 - Value (incl. sponsor support):** $7000000000.00
- **C.18.a - Value (excl. sponsor support):** $7000000000.00
- **C.19 - Percentage of Net Assets:** 4.5600%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                       | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2051-08-01      | 2.5000%  | 2.5000% | $9548815.00        | $5741148.36        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-04-01      | 6.0000%  | 6.0000% | $538916.00         | $537078.17         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-04-01      | 2.5000%  | 2.5000% | $400000.00         | $260917.55         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-02-01      | 4.0000%  | 4.0000% | $1200000.00        | $906244.32         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2051-02-01      | 2.0000%  | 2.0000% | $5837327.00        | $3256932.44        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2051-08-01      | 2.0000%  | 2.0000% | $5705359.00        | $3554835.79        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2051-08-01      | 4.0000%  | 4.0000% | $300000.00         | $128428.30         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2051-11-01      | 1.5000%  | 1.5000% | $134625.00         | $83558.35          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2051-12-01      | 2.0000%  | 2.0000% | $547000.00         | $354331.82         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-07-01      | 2.5000%  | 2.5000% | $315606.00         | $225429.56         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-03-01      | 2.0000%  | 2.0000% | $1172194.00        | $777868.60         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-03-01      | 3.5000%  | 3.5000% | $5000.00           | $3400.41           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-05-01      | 3.5000%  | 3.5000% | $22000.00          | $16033.15          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-10-01      | 4.0000%  | 4.0000% | $269000.00         | $212159.03         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-09-01      | 5.0000%  | 5.0000% | $186322030.00      | $145566441.95      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-01-01      | 5.0000%  | 5.0000% | $76362053.00       | $62528698.82       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-11-01      | 3.0000%  | 3.0000% | $2100000.00        | $1568793.87        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-02-01      | 3.0000%  | 3.0000% | $15000.00          | $11704.74          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-05-01      | 5.0000%  | 5.0000% | $14954016.00       | $12655547.14       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-02-01      | 3.0000%  | 3.0000% | $650000.00         | $501503.54         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-03-01      | 5.0000%  | 5.0000% | $55287103.00       | $46376789.19       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-08-01      | 5.5000%  | 5.5000% | $162000.00         | $135141.05         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-11-01      | 5.0000%  | 5.0000% | $1210000.00        | $1076187.38        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-04-01      | 5.5000%  | 5.5000% | $12615515.00       | $10933646.82       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-02-01      | 5.5000%  | 5.5000% | $3784000.00        | $3294012.20        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-08-01      | 5.0000%  | 5.0000% | $100304.00         | $93102.37          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-05-01      | 6.5000%  | 6.5000% | $59111210.00       | $41436384.58       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-10-01      | 6.5000%  | 6.5000% | $236427911.00      | $188289929.56      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-11-01      | 5.0000%  | 5.0000% | $309590994.00      | $289573411.86      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-02-01      | 4.0000%  | 4.0000% | $1000.00           | $916.06            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-04-01      | 6.5000%  | 6.5000% | $799127642.00      | $737507694.99      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-05-01      | 6.5000%  | 6.5000% | $206089634.00      | $195066756.32      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-05-01      | 2.5000%  | 2.5000% | $10000000.00       | $7193556.50        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-09-01      | 5.5000%  | 5.5000% | $18025185.00       | $15855279.72       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-10-01      | 6.0000%  | 6.0000% | $100000.00         | $81186.48          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2049-06-01      | 3.5000%  | 3.5000% | $19352000.00       | $5135730.61        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2050-05-01      | 3.0000%  | 3.0000% | $996514.00         | $665546.89         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2050-11-01      | 2.0000%  | 2.0000% | $1169338.00        | $709570.34         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2051-03-01      | 2.5000%  | 2.5000% | $200000.00         | $112104.62         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2051-05-01      | 2.5000%  | 2.5000% | $415000.00         | $209019.42         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2051-08-01      | 2.5000%  | 2.5000% | $200000.00         | $124495.60         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2051-09-01      | 3.0000%  | 3.0000% | $5669265.00        | $3987684.05        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2051-10-01      | 3.0000%  | 3.0000% | $574368.00         | $230282.20         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2051-10-01      | 2.5000%  | 2.5000% | $470432.00         | $289475.11         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2051-11-01      | 2.5000%  | 2.5000% | $2659867.00        | $1795760.97        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2051-11-01      | 2.5000%  | 2.5000% | $8385436.00        | $5954227.12        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2051-11-01      | 2.5000%  | 2.5000% | $1669970.00        | $825609.41         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-02-01      | 2.0000%  | 2.0000% | $100000.00         | $67064.95          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-02-01      | 2.5000%  | 2.5000% | $47000.00          | $31230.70          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-02-01      | 2.5000%  | 2.5000% | $76300.00          | $56591.80          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-02-01      | 3.0000%  | 3.0000% | $145000.00         | $107040.74         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-02-01      | 2.0000%  | 2.0000% | $1312131.00        | $897139.60         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-04-01      | 3.5000%  | 3.5000% | $7430000.00        | $5745348.80        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-04-01      | 3.5000%  | 3.5000% | $7026174.00        | $5510991.84        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-04-01      | 2.5000%  | 2.5000% | $383701.00         | $304374.73         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-04-01      | 3.5000%  | 3.5000% | $743346.00         | $399797.56         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-05-01      | 3.5000%  | 3.5000% | $151000.00         | $112280.78         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-04-01      | 2.5000%  | 2.5000% | $1615769.00        | $1276153.29        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-06-01      | 3.0000%  | 3.0000% | $450562.00         | $334478.82         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-07-01      | 4.5000%  | 4.5000% | $4050169.00        | $3037271.04        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-08-01      | 4.5000%  | 4.5000% | $400000.00         | $292811.77         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-08-01      | 4.5000%  | 4.5000% | $12502000.00       | $9779765.74        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-08-01      | 5.0000%  | 5.0000% | $28101402.00       | $21441551.23       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-08-01      | 5.0000%  | 5.0000% | $23102332.00       | $17624368.47       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-08-01      | 4.5000%  | 4.5000% | $40431989.00       | $31813044.96       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-08-01      | 4.5000%  | 4.5000% | $2650000.00        | $2149893.30        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-08-01      | 2.5000%  | 2.5000% | $206121.00         | $161924.85         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-09-01      | 4.5000%  | 4.5000% | $520175.00         | $459863.93         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-09-01      | 5.5000%  | 5.5000% | $10000.00          | $6523.15           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-09-01      | 2.5000%  | 2.5000% | $266362.00         | $210210.61         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-10-01      | 5.5000%  | 5.5000% | $1969933.00        | $1667564.35        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-11-01      | 5.5000%  | 5.5000% | $28000000.00       | $22628297.53       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-10-01      | 4.5000%  | 4.5000% | $116006.00         | $73451.16          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-11-01      | 5.5000%  | 5.5000% | $3202879.00        | $2929318.45        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-11-01      | 5.0000%  | 5.0000% | $10987.00          | $7870.54           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-12-01      | 6.5000%  | 6.5000% | $73000.00          | $30968.03          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-03-01      | 5.0000%  | 5.0000% | $563471.00         | $439556.10         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-07-01      | 5.5000%  | 5.5000% | $33138.00          | $24570.68          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-08-01      | 6.5000%  | 6.5000% | $1100000.00        | $890150.70         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-12-01      | 7.5000%  | 7.5000% | $383782.00         | $313784.83         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-08-01      | 6.5000%  | 6.5000% | $100000.00         | $91288.76          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-08-01      | 5.5000%  | 5.5000% | $16180775.00       | $15539197.69       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-06-01      | 5.5000%  | 5.5000% | $2819345.00        | $2815539.68        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-07-01      | 6.5000%  | 6.5000% | $218212.00         | $170829.25         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-07-01      | 6.5000%  | 6.5000% | $100000.00         | $86059.21          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-08-01      | 6.5000%  | 6.5000% | $140000.00         | $138341.73         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-09-01      | 6.0000%  | 6.0000% | $1319351.00        | $1344044.91        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-09-01      | 6.0000%  | 6.0000% | $1044350.00        | $1030450.96        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-09-01      | 6.0000%  | 6.0000% | $1545145.00        | $1262108.46        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-09-01      | 4.5000%  | 4.5000% | $1598157.00        | $1536664.25        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-10-01      | 5.0000%  | 5.0000% | $1500000.00        | $1420862.29        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-10-01      | 6.0000%  | 6.0000% | $4096969.00        | $3570933.83        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-10-01      | 4.5000%  | 4.5000% | $469462.00         | $443054.60         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-10-01      | 6.0000%  | 6.0000% | $121000.00         | $103596.61         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-10-01      | 6.0000%  | 6.0000% | $1261980.00        | $1303800.49        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-11-01      | 6.0000%  | 6.0000% | $1016986.00        | $753883.42         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-11-01      | 5.0000%  | 5.0000% | $101099.00         | $99616.99          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-10-01      | 5.5000%  | 5.5000% | $1354092.00        | $1208986.33        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-10-01      | 6.0000%  | 6.0000% | $6208325.00        | $6386610.61        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-11-01      | 7.0000%  | 7.0000% | $1298381.00        | $1353647.59        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-12-01      | 5.0000%  | 5.0000% | $4008724.00        | $3860172.74        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2044-04-01      | 7.5000%  | 7.5000% | $1260059.00        | $1303650.39        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2034-07-01      | 3.5000%  | 3.5000% | $3230000.00        | $528126.68         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2035-05-01      | 4.5000%  | 4.5000% | $562890.00         | $123942.41         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2036-01-01      | 2.0000%  | 2.0000% | $1120000.00        | $469783.76         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2036-11-01      | 1.5000%  | 1.5000% | $2000000.00        | $1149598.42        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2049-07-01      | 4.0000%  | 4.0000% | $4000.00           | $752.35            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2049-12-01      | 3.0000%  | 3.0000% | $1239584.00        | $281312.69         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2050-08-01      | 1.5000%  | 1.5000% | $200250.00         | $104693.16         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2051-01-01      | 1.5000%  | 1.5000% | $2287929.00        | $1116011.32        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2050-10-01      | 2.0000%  | 2.0000% | $305000.00         | $148333.48         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2050-10-01      | 2.0000%  | 2.0000% | $1005000.00        | $489230.16         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2050-12-01      | 2.5000%  | 2.5000% | $510000.00         | $269835.75         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2050-12-01      | 1.5000%  | 1.5000% | $750000.00         | $423423.98         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2051-02-01      | 1.5000%  | 1.5000% | $640000.00         | $355782.45         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2051-02-01      | 2.5000%  | 2.5000% | $200000.00         | $104588.69         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2051-03-01      | 2.0000%  | 2.0000% | $765000.00         | $432503.83         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2051-04-01      | 2.0000%  | 2.0000% | $1000000.00        | $555662.57         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2051-05-01      | 2.0000%  | 2.0000% | $40000.00          | $22921.26          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2051-11-01      | 3.0000%  | 3.0000% | $189468.00         | $127975.58         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2051-06-01      | 2.0000%  | 2.0000% | $1174211.00        | $733812.54         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2051-09-01      | 2.5000%  | 2.5000% | $4500000.00        | $2782545.16        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2051-11-01      | 2.5000%  | 2.5000% | $1314175.00        | $898267.99         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2051-12-01      | 2.5000%  | 2.5000% | $512000.00         | $398604.75         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-02-01      | 3.0000%  | 3.0000% | $84000.00          | $57054.06          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-03-01      | 3.0000%  | 3.0000% | $17000000.00       | $11380380.73       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-03-01      | 3.0000%  | 3.0000% | $220000.00         | $167005.49         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-10-01      | 4.5000%  | 4.5000% | $1635000.00        | $1263356.79        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-05-01      | 4.0000%  | 4.0000% | $4698000.00        | $3440267.53        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-05-01      | 4.5000%  | 4.5000% | $180000.00         | $148363.57         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-05-01      | 3.5000%  | 3.5000% | $345529.00         | $234211.28         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-06-01      | 4.5000%  | 4.5000% | $65000.00          | $46637.40          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-06-01      | 4.5000%  | 4.5000% | $800000.00         | $631922.42         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-08-01      | 2.5000%  | 2.5000% | $5252957.00        | $3825722.80        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-09-01      | 4.0000%  | 4.0000% | $28000.00          | $22470.27          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-12-01      | 5.0000%  | 5.0000% | $1137891.00        | $896211.30         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-12-01      | 5.0000%  | 5.0000% | $1100000.00        | $920540.01         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-01-01      | 5.0000%  | 5.0000% | $1144231.00        | $942469.38         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-03-01      | 5.0000%  | 5.0000% | $6267000.00        | $5079853.25        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-03-01      | 5.0000%  | 5.0000% | $922755.00         | $779722.14         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2047-09-01      | 3.5000%  | 3.5000% | $18000.00          | $11363.58          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-04-01      | 5.0000%  | 5.0000% | $100000.00         | $82980.01          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-09-01      | 5.5000%  | 5.5000% | $1325000.00        | $1188605.93        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-04-01      | 2.5000%  | 2.5000% | $627694.00         | $501003.09         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-05-01      | 6.0000%  | 6.0000% | $2250000.00        | $1818593.05        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-05-01      | 6.5000%  | 6.5000% | $1400000.00        | $970031.84         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-07-01      | 6.5000%  | 6.5000% | $200000.00         | $163127.50         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2037-02-01      | 2.5000%  | 2.5000% | $2821757.00        | $806957.08         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2045-05-01      | 6.0000%  | 6.0000% | $1672771.00        | $1666025.43        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2045-08-01      | 6.0000%  | 6.0000% | $14416288.00       | $14723290.42       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2045-09-01      | 5.5000%  | 5.5000% | $43567384.00       | $44521533.93       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2039-08-01      | 3.0000%  | 3.0000% | $2375157.00        | $303379.78         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2039-11-01      | 3.0000%  | 3.0000% | $10000000.00       | $2018658.15        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2041-04-01      | 2.0000%  | 2.0000% | $6811555.00        | $3956756.10        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2041-11-01      | 1.5000%  | 1.5000% | $40000.00          | $25130.68          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2041-05-01      | 1.5000%  | 1.5000% | $100000.00         | $59437.43          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2041-10-01      | 2.0000%  | 2.0000% | $100000.00         | $61788.26          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2042-06-01      | 3.0000%  | 3.0000% | $1200000.00        | $857039.78         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2042-05-01      | 3.0000%  | 3.0000% | $2976000.00        | $2097865.34        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2035-06-01      | 2.5000%  | 2.5000% | $2000.00           | $583.48            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2037-06-01      | 3.5000%  | 3.5000% | $338676.00         | $193966.43         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2036-03-01      | 2.0000%  | 2.0000% | $1750000.00        | $837218.02         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2036-06-01      | 2.0000%  | 2.0000% | $50000.00          | $30829.16          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2036-08-01      | 3.5000%  | 3.5000% | $2275018.00        | $791145.86         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2040-06-01      | 5.5000%  | 5.5000% | $9000104.00        | $9157007.24        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2038-07-01      | 4.5000%  | 4.5000% | $1206301.00        | $890280.20         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2039-01-01      | 4.0000%  | 4.0000% | $1139134.00        | $761227.66         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2040-01-01      | 6.5000%  | 6.5000% | $4728831.00        | $4302633.96        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2040-01-01      | 6.5000%  | 6.5000% | $5168071.00        | $4656411.93        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2032-09-01      | 3.0000%  | 3.0000% | $1513782.00        | $788752.30         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2034-05-01      | 6.0000%  | 6.0000% | $224277.00         | $138814.71         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2035-02-01      | 4.0000%  | 4.0000% | $1448127.00        | $1371608.92        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2035-04-01      | 5.5000%  | 5.5000% | $230000.00         | $221502.09         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2035-08-01      | 4.0000%  | 4.0000% | $1657023.00        | $1582228.38        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2051-08-01      | 2.5000%  | 2.5000% | $447745.00         | $277817.75         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2050-07-01      | 2.5000%  | 2.5000% | $1200000.00        | $836409.52         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-01-01      | 6.5000%  | 6.5000% | $100000.00         | $99186.96          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-04-01      | 6.5000%  | 6.5000% | $100000.00         | $71427.65          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-05-01      | 6.5000%  | 6.5000% | $100000.00         | $94103.23          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-05-01      | 5.0000%  | 5.0000% | $6101924.00        | $4741557.21        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-05-01      | 5.5000%  | 5.5000% | $3590342.00        | $3278985.30        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-05-01      | 6.5000%  | 6.5000% | $9244990.00        | $7888164.88        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-06-01      | 6.0000%  | 6.0000% | $1000723.00        | $805470.35         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-07-01      | 6.0000%  | 6.0000% | $1326645.00        | $1057635.60        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2038-04-01      | 4.0000%  | 4.0000% | $121967.00         | $84989.44          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2038-05-01      | 4.0000%  | 4.0000% | $2705834.00        | $2032481.75        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2038-09-01      | 6.0000%  | 6.0000% | $1221041.00        | $692817.40         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2039-10-01      | 5.0000%  | 5.0000% | $1048096.00        | $1007774.91        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2039-02-01      | 5.0000%  | 5.0000% | $1139707.00        | $801561.59         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2039-05-01      | 6.0000%  | 6.0000% | $1248792.00        | $1057899.97        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2039-07-01      | 5.5000%  | 5.5000% | $1100323.00        | $768518.96         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2039-08-01      | 6.0000%  | 6.0000% | $1071600.00        | $843643.91         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2040-04-01      | 5.0000%  | 5.0000% | $1546804.00        | $1536797.26        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2040-05-01      | 5.5000%  | 5.5000% | $2265910.00        | $2266697.53        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2039-11-01      | 4.5000%  | 4.5000% | $1404469.00        | $1261860.95        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2039-11-01      | 4.0000%  | 4.0000% | $1336286.00        | $1260825.03        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2039-11-01      | 4.5000%  | 4.5000% | $1262122.00        | $1215001.52        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2039-11-01      | 6.0000%  | 6.0000% | $1264321.00        | $1006817.53        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2039-12-01      | 4.0000%  | 4.0000% | $1154978.00        | $1081292.00        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2039-12-01      | 4.0000%  | 4.0000% | $1007500.00        | $934194.81         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2039-12-01      | 4.5000%  | 4.5000% | $1526131.00        | $1317264.07        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2039-12-01      | 5.0000%  | 5.0000% | $1534226.00        | $1484823.36        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2039-12-01      | 4.0000%  | 4.0000% | $1276001.00        | $1193451.12        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2040-01-01      | 5.5000%  | 5.5000% | $1160348.00        | $960483.52         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2040-01-01      | 6.0000%  | 6.0000% | $1327010.00        | $1324394.63        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2040-01-01      | 6.0000%  | 6.0000% | $1635898.00        | $1316566.11        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2040-01-01      | 5.5000%  | 5.5000% | $1306437.00        | $1217881.53        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2040-02-01      | 5.0000%  | 5.0000% | $1274779.00        | $1257298.77        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2040-01-01      | 5.5000%  | 5.5000% | $1338595.00        | $1315319.17        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2040-02-01      | 6.0000%  | 6.0000% | $1703004.00        | $1184871.50        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2040-03-01      | 5.0000%  | 5.0000% | $3016680.00        | $2836921.30        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2040-03-01      | 5.0000%  | 5.0000% | $1923362.00        | $1880289.25        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2040-03-01      | 5.5000%  | 5.5000% | $1141383.00        | $1088293.62        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2040-03-01      | 6.0000%  | 6.0000% | $1353443.00        | $1178379.61        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2040-03-01      | 6.5000%  | 6.5000% | $1537489.00        | $1150492.23        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2040-03-01      | 5.5000%  | 5.5000% | $2495600.00        | $2444439.29        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2040-03-01      | 6.5000%  | 6.5000% | $1043882.00        | $1066411.17        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2040-04-01      | 5.0000%  | 5.0000% | $1699100.00        | $1659698.97        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2040-06-01      | 5.5000%  | 5.5000% | $1455937.00        | $1481102.31        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2040-07-01      | 5.5000%  | 5.5000% | $1089891.00        | $904744.89         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2040-06-01      | 6.0000%  | 6.0000% | $1313718.00        | $1246168.02        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2040-05-01      | 5.5000%  | 5.5000% | $3697096.00        | $3723506.06        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2040-06-01      | 5.5000%  | 5.5000% | $6055663.00        | $6006821.12        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2040-07-01      | 5.0000%  | 5.0000% | $1049618.00        | $1054390.39        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2040-07-01      | 5.5000%  | 5.5000% | $3107956.00        | $3131366.67        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2040-07-01      | 5.0000%  | 5.0000% | $3776224.00        | $3807859.39        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2040-08-01      | 3.5000%  | 3.5000% | $693261.00         | $670320.34         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2040-09-01      | 6.0000%  | 6.0000% | $1163368.00        | $1203659.87        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2040-09-01      | 6.0000%  | 6.0000% | $1437726.00        | $1492742.50        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2040-10-01      | 4.5000%  | 4.5000% | $1464893.00        | $1468461.47        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2049-11-01      | 3.5000%  | 3.5000% | $647008.00         | $175588.08         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-12-01      | 6.0000%  | 6.0000% | $100000.00         | $98458.48          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-01-01      | 6.0000%  | 6.0000% | $3593659.00        | $3704402.61        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-01-01      | 6.0000%  | 6.0000% | $160000.00         | $149098.47         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-01-01      | 5.0000%  | 5.0000% | $3009873.00        | $2971626.16        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-01-01      | 5.5000%  | 5.5000% | $100000.00         | $99473.18          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-02-01      | 6.5000%  | 6.5000% | $1516302.00        | $1590286.61        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-02-01      | 5.5000%  | 5.5000% | $117614.00         | $111691.75         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-02-01      | 6.5000%  | 6.5000% | $1037005.00        | $1083108.28        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-02-01      | 6.5000%  | 6.5000% | $1210250.00        | $1249075.97        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-03-01      | 6.5000%  | 6.5000% | $100000.00         | $103546.89         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-02-01      | 5.5000%  | 5.5000% | $1811797.00        | $1848491.47        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-03-01      | 6.0000%  | 6.0000% | $1681169.00        | $1750442.24        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-03-01      | 6.5000%  | 6.5000% | $2697477.00        | $1999323.70        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-02-01      | 5.5000%  | 5.5000% | $1173446.00        | $1182592.13        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-04-01      | 5.5000%  | 5.5000% | $3669536.00        | $3720228.57        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-04-01      | 6.5000%  | 6.5000% | $2966505.00        | $2983416.47        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-04-01      | 6.5000%  | 6.5000% | $5334030.00        | $4052887.70        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-04-01      | 6.0000%  | 6.0000% | $1000979.00        | $1044222.99        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-04-01      | 6.5000%  | 6.5000% | $1226095.00        | $1287138.12        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-06-01      | 5.0000%  | 5.0000% | $1220931.00        | $1214909.45        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-05-01      | 6.5000%  | 6.5000% | $10184658.00       | $9522983.72        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-06-01      | 5.5000%  | 5.5000% | $1460972.00        | $1480532.48        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-06-01      | 6.5000%  | 6.5000% | $6129784.00        | $5639260.74        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-06-01      | 6.5000%  | 6.5000% | $5460508.00        | $5678071.30        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-06-01      | 5.0000%  | 5.0000% | $1218871.00        | $1215022.51        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2033-09-01      | 7.5000%  | 7.5000% | $69050.00          | $1753.52           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2032-03-01      | 7.5000%  | 7.5000% | $3287561.00        | $25904.85          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2035-09-01      | 4.5000%  | 4.5000% | $10111920.00       | $77652.27          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2035-10-01      | 4.5000%  | 4.5000% | $5018945.00        | $69710.19          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2036-07-01      | 7.0000%  | 7.0000% | $125915.00         | $3501.24           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2036-08-01      | 7.0000%  | 7.0000% | $96671.00          | $3262.55           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2037-01-01      | 6.0000%  | 6.0000% | $842474.00         | $2139.82           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2039-05-01      | 4.5000%  | 4.5000% | $477900.00         | $15828.79          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2039-08-01      | 6.0000%  | 6.0000% | $801484.00         | $31552.08          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2040-08-01      | 4.5000%  | 4.5000% | $6004657.00        | $150686.28         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2041-04-01      | 4.5000%  | 4.5000% | $733800.00         | $37266.68          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2033-05-01      | 5.0000%  | 5.0000% | $250000.00         | $5333.70           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2027-11-01      | 6.0000%  | 6.0000% | $13551983.00       | $95345.35          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2033-06-01      | 3.0000%  | 3.0000% | $600000.00         | $83111.72          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2034-01-01      | 4.0000%  | 4.0000% | $2119491.00        | $4561.63           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2045-12-01      | 4.0000%  | 4.0000% | $545337.00         | $112394.63         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2047-02-01      | 4.0000%  | 4.0000% | $13863610.00       | $5037572.21        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2047-03-01      | 4.0000%  | 4.0000% | $18798142.00       | $5245841.73        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2048-07-01      | 4.0000%  | 4.0000% | $2883678.00        | $569153.88         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2048-09-01      | 4.5000%  | 4.5000% | $9519035.00        | $2185272.44        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2048-11-01      | 4.5000%  | 4.5000% | $6880000.00        | $1258424.21        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2027-12-01      | 5.5000%  | 5.5000% | $638516.00         | $2637.42           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2031-05-01      | 4.5000%  | 4.5000% | $1175000.00        | $38254.15          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2037-08-01      | 3.0000%  | 3.0000% | $1585000.00        | $227907.65         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2035-11-01      | 4.0000%  | 4.0000% | $1214966.00        | $78288.54          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2048-12-01      | 4.5000%  | 4.5000% | $1582740.00        | $100734.42         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2036-12-01      | 5.5000%  | 5.5000% | $1850000.00        | $9936.33           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2037-03-01      | 5.5000%  | 5.5000% | $155719.00         | $983.10            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2038-12-01      | 5.5000%  | 5.5000% | $691606.00         | $6048.23           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2039-09-01      | 6.5000%  | 6.5000% | $33000000.00       | $1133451.20        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2039-09-01      | 6.5000%  | 6.5000% | $385000.00         | $6292.22           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2044-08-01      | 4.5000%  | 4.5000% | $99000.00          | $9182.33           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2036-12-01      | 5.5000%  | 5.5000% | $260000.00         | $1359.70           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2046-09-01      | 3.5000%  | 3.5000% | $6700000.00        | $818185.57         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2047-10-01      | 3.5000%  | 3.5000% | $1821841.00        | $228014.54         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2047-11-01      | 3.0000%  | 3.0000% | $20000000.00       | $3420358.97        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2048-09-01      | 4.5000%  | 4.5000% | $4161000.00        | $354938.51         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2027-05-01      | 4.0000%  | 4.0000% | $612596.00         | $1159.53           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2029-11-01      | 3.5000%  | 3.5000% | $103894.00         | $6663.51           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2030-12-01      | 3.0000%  | 3.0000% | $31000.00          | $3837.04           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2031-03-01      | 3.5000%  | 3.5000% | $729000.00         | $69828.33          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2027-04-01      | 3.0000%  | 3.0000% | $2500000.00        | $74050.21          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2032-01-01      | 3.0000%  | 3.0000% | $3683642.00        | $506121.30         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2028-06-01      | 2.5000%  | 2.5000% | $1500000.00        | $73811.74          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2048-01-01      | 5.0000%  | 5.0000% | $500000.00         | $57094.59          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2048-06-01      | 4.0000%  | 4.0000% | $6010000.00        | $1173204.67        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2043-12-01      | 4.5000%  | 4.5000% | $200000.00         | $35886.12          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2044-02-01      | 4.5000%  | 4.5000% | $200000.00         | $35275.54          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2048-11-01      | 5.5000%  | 5.5000% | $550000.00         | $40632.68          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2048-12-01      | 3.0000%  | 3.0000% | $2196399.00        | $268091.12         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2029-07-01      | 4.0000%  | 4.0000% | $100000.00         | $810.28            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2049-06-01      | 3.5000%  | 3.5000% | $9491639.00        | $836393.61         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2037-05-01      | 3.0000%  | 3.0000% | $150000.00         | $99181.42          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2035-12-01      | 3.5000%  | 3.5000% | $565297.00         | $342023.03         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2036-06-01      | 3.0000%  | 3.0000% | $151942.00         | $111412.15         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2038-07-01      | 5.5000%  | 5.5000% | $300000.00         | $196918.73         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2035-03-01      | 3.0000%  | 3.0000% | $14000.00          | $4198.72           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2035-07-01      | 3.0000%  | 3.0000% | $3000.00           | $859.98            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2035-11-01      | 3.0000%  | 3.0000% | $3000000.00        | $1075811.25        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2037-04-01      | 3.0000%  | 3.0000% | $229056.00         | $130389.59         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2037-08-01      | 4.0000%  | 4.0000% | $239691.00         | $153438.02         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2037-11-01      | 1.5000%  | 1.5000% | $37347.00          | $26613.10          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2037-01-01      | 2.0000%  | 2.0000% | $7003000.00        | $4918595.51        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2038-09-01      | 5.0000%  | 5.0000% | $31000.00          | $22229.29          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2039-07-01      | 6.0000%  | 6.0000% | $4000.00           | $2668.98           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2040-01-01      | 5.5000%  | 5.5000% | $2671025.00        | $2380266.97        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2039-04-01      | 3.5000%  | 3.5000% | $31536284.00       | $28221904.66       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2037-04-01      | 2.5000%  | 2.5000% | $25940814.00       | $24191436.12       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2037-08-01      | 2.5000%  | 2.5000% | $7619385.00        | $7103647.99        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2034-07-01      | 2.5000%  | 2.5000% | $198754.00         | $23662.14          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2035-02-01      | 3.0000%  | 3.0000% | $133193.00         | $21972.90          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2035-06-01      | 3.0000%  | 3.0000% | $142888.00         | $32363.89          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2036-02-01      | 2.0000%  | 2.0000% | $7950005.00        | $3712317.71        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2037-07-01      | 3.5000%  | 3.5000% | $1000.00           | $612.08            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2037-01-01      | 1.5000%  | 1.5000% | $355977.00         | $214331.45         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2037-02-01      | 2.5000%  | 2.5000% | $2551865.00        | $1538385.50        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2038-05-01      | 5.0000%  | 5.0000% | $407000.00         | $259305.17         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2038-06-01      | 5.0000%  | 5.0000% | $3816000.00        | $2297943.40        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2038-12-01      | 5.5000%  | 5.5000% | $3000.00           | $1739.78           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2039-08-01      | 5.0000%  | 5.0000% | $25000.00          | $18730.37          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2039-04-01      | 5.5000%  | 5.5000% | $1433071.00        | $963964.26         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2039-05-01      | 5.0000%  | 5.0000% | $27000.00          | $20107.84          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2039-10-01      | 6.0000%  | 6.0000% | $6680681.00        | $4797360.00        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2040-04-01      | 6.5000%  | 6.5000% | $2150949.00        | $1871276.30        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2040-05-01      | 6.0000%  | 6.0000% | $30337832.00       | $27909389.51       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2040-02-01      | 5.5000%  | 5.5000% | $100547505.00      | $83850599.81       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2035-08-01      | 2.0000%  | 2.0000% | $211000.00         | $87711.35          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2035-05-01      | 3.5000%  | 3.5000% | $160534.00         | $51965.26          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2042-03-01      | 3.5000%  | 3.5000% | $9859081.00        | $6908332.78        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2029-09-01      | 6.0000%  | 6.0000% | $2013335.00        | $85023.56          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2044-01-01      | 6.0000%  | 6.0000% | $550000.00         | $340353.81         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2051-12-01      | 2.0000%  | 2.0000% | $210000.00         | $133349.86         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-02-01      | 3.5000%  | 3.5000% | $12000.00          | $7751.89           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2050-08-01      | 3.0000%  | 3.0000% | $4700000.00        | $2227622.11        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2051-01-01      | 4.5000%  | 4.5000% | $665000.00         | $230155.60         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-04-01      | 3.5000%  | 3.5000% | $2104000.00        | $1406698.35        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-06-01      | 3.5000%  | 3.5000% | $2000.00           | $1473.90           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-04-01      | 2.0000%  | 2.0000% | $414000.00         | $274199.97         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-09-01      | 5.5000%  | 5.5000% | $437000.00         | $334898.23         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-04-01      | 2.5000%  | 2.5000% | $2862883.00        | $2046464.85        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-04-01      | 5.5000%  | 5.5000% | $100000.00         | $81893.89          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-10-01      | 4.0000%  | 4.0000% | $63000.00          | $46963.89          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-11-01      | 5.0000%  | 5.0000% | $505000.00         | $393368.70         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-02-01      | 2.0000%  | 2.0000% | $506608.00         | $340209.89         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-12-01      | 5.0000%  | 5.0000% | $992375.00         | $774462.62         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-12-01      | 6.0000%  | 6.0000% | $30603745.00       | $23325326.72       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-08-01      | 3.0000%  | 3.0000% | $50000.00          | $37862.34          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-04-01      | 2.5000%  | 2.5000% | $2228421.00        | $1657324.40        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-08-01      | 6.5000%  | 6.5000% | $89702459.00       | $63959853.69       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-07-01      | 4.5000%  | 4.5000% | $1000000.00        | $809631.35         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2048-04-01      | 4.0000%  | 4.0000% | $541028.00         | $388930.84         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-04-01      | 5.5000%  | 5.5000% | $315000.00         | $288399.24         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-04-01      | 6.5000%  | 6.5000% | $21508269.00       | $17814522.47       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-03-01      | 3.5000%  | 3.5000% | $13000.00          | $10275.77          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-07-01      | 3.0000%  | 3.0000% | $59549903.00       | $46081939.68       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-06-01      | 5.0000%  | 5.0000% | $240000.00         | $219276.17         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-07-01      | 5.0000%  | 5.0000% | $3000000.00        | $2222648.33        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-05-01      | 5.0000%  | 5.0000% | $24826442.00       | $22198036.71       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-04-01      | 5.5000%  | 5.5000% | $954000.00         | $843529.17         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-03-01      | 5.5000%  | 5.5000% | $195000.00         | $174586.43         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-05-01      | 5.0000%  | 5.0000% | $1350000.00        | $1260117.90        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2051-09-01      | 2.5000%  | 2.5000% | $4118751.00        | $3127015.10        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-06-01      | 2.0000%  | 2.0000% | $30000.00          | $22380.18          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-06-01      | 6.0000%  | 6.0000% | $2000000.00        | $1958314.92        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2050-02-01      | 3.0000%  | 3.0000% | $5484000.00        | $4485082.07        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-07-01      | 5.5000%  | 5.5000% | $24750973.00       | $23869398.82       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-08-01      | 6.0000%  | 6.0000% | $1300000.00        | $1186664.04        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-11-01      | 6.0000%  | 6.0000% | $22837838.00       | $21487803.46       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-12-01      | 6.5000%  | 6.5000% | $34156920.00       | $33088838.90       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-11-01      | 5.0000%  | 5.0000% | $195000.00         | $183287.00         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-12-01      | 5.0000%  | 5.0000% | $7006407.00        | $6560160.85        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2051-12-01      | 3.0000%  | 3.0000% | $11863372.00       | $9588695.27        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-09-01      | 5.5000%  | 5.5000% | $11830846.00       | $10993051.31       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-07-01      | 3.5000%  | 3.5000% | $32060.00          | $27897.94          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-06-01      | 3.5000%  | 3.5000% | $1523386.00        | $1274085.46        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-11-01      | 5.5000%  | 5.5000% | $32051047.00       | $31441195.30       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-11-01      | 4.5000%  | 4.5000% | $111581.00         | $103671.26         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-03-01      | 2.5000%  | 2.5000% | $44182123.00       | $35975933.20       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2049-08-01      | 4.0000%  | 4.0000% | $880000.00         | $90852.63          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2050-09-01      | 2.0000%  | 2.0000% | $113000.00         | $54698.60          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2050-09-01      | 2.5000%  | 2.5000% | $4000.00           | $1635.31           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2050-04-01      | 3.5000%  | 3.5000% | $9000.00           | $2408.22           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2049-08-01      | 3.5000%  | 3.5000% | $417000000.00      | $77925576.91       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2050-07-01      | 2.5000%  | 2.5000% | $1236000.00        | $585807.19         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-07-01      | 5.5000%  | 5.5000% | $19304000.00       | $19464783.82       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-06-01      | 5.5000%  | 5.5000% | $1234100.00        | $1259475.42        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-07-01      | 6.0000%  | 6.0000% | $2677741.00        | $2785655.40        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-07-01      | 6.0000%  | 6.0000% | $2600676.00        | $2496195.17        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-06-01      | 6.5000%  | 6.5000% | $3430785.00        | $3537725.41        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-06-01      | 5.0000%  | 5.0000% | $1214031.00        | $1213540.15        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-07-01      | 5.0000%  | 5.0000% | $2012275.00        | $2010527.94        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-07-01      | 7.5000%  | 7.5000% | $1598552.00        | $1704142.23        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-07-01      | 6.0000%  | 6.0000% | $1486410.00        | $1549611.11        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-08-01      | 5.5000%  | 5.5000% | $8554542.00        | $8665353.00        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-08-01      | 5.5000%  | 5.5000% | $10864332.00       | $10988191.04       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-07-01      | 5.0000%  | 5.0000% | $1115838.00        | $1115737.41        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-07-01      | 6.5000%  | 6.5000% | $1488046.00        | $1570955.23        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-07-01      | 6.5000%  | 6.5000% | $3128950.00        | $3259688.72        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-08-01      | 6.0000%  | 6.0000% | $2109870.00        | $2182445.24        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-07-01      | 5.0000%  | 5.0000% | $1016079.00        | $1014742.88        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-08-01      | 5.5000%  | 5.5000% | $7980417.00        | $8067057.17        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-06-01      | 5.5000%  | 5.5000% | $6773269.00        | $6847967.80        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-07-01      | 6.0000%  | 6.0000% | $1136048.00        | $1171789.71        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-08-01      | 5.5000%  | 5.5000% | $1521317.00        | $1541069.09        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-07-01      | 6.0000%  | 6.0000% | $1868474.00        | $1929645.09        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-08-01      | 6.5000%  | 6.5000% | $2124044.00        | $2231092.23        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-08-01      | 6.5000%  | 6.5000% | $11838683.00       | $11873332.76       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-08-01      | 6.5000%  | 6.5000% | $2876286.00        | $3022130.98        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-09-01      | 5.5000%  | 5.5000% | $12220281.00       | $12376143.78       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-09-01      | 5.0000%  | 5.0000% | $1058305.00        | $1063217.04        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-09-01      | 5.5000%  | 5.5000% | $16323195.00       | $16549965.90       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-09-01      | 6.0000%  | 6.0000% | $1012270.00        | $1046463.80        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-08-01      | 6.0000%  | 6.0000% | $225000.00         | $231163.49         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-09-01      | 6.0000%  | 6.0000% | $1637063.00        | $1712754.79        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-09-01      | 6.0000%  | 6.0000% | $1319161.00        | $1373690.27        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-09-01      | 6.0000%  | 6.0000% | $5788625.00        | $6023946.11        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-09-01      | 6.0000%  | 6.0000% | $61260592.00       | $62909808.79       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-09-01      | 6.0000%  | 6.0000% | $3767396.00        | $3901833.01        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-09-01      | 6.0000%  | 6.0000% | $4018343.00        | $4154079.94        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-09-01      | 5.5000%  | 5.5000% | $1915553.00        | $1975899.73        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-09-01      | 6.0000%  | 6.0000% | $3674855.00        | $3813475.42        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-09-01      | 6.0000%  | 6.0000% | $1676434.00        | $1728801.32        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-09-01      | 6.0000%  | 6.0000% | $20213069.00       | $20824298.72       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-09-01      | 5.5000%  | 5.5000% | $1159905.00        | $1177676.54        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-09-01      | 6.0000%  | 6.0000% | $2046660.00        | $2119820.58        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-09-01      | 5.5000%  | 5.5000% | $1470220.00        | $1516104.91        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-09-01      | 6.0000%  | 6.0000% | $1513601.00        | $1578415.41        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-09-01      | 6.5000%  | 6.5000% | $3141217.00        | $3293798.82        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-09-01      | 6.0000%  | 6.0000% | $7637344.00        | $7947101.94        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-09-01      | 6.0000%  | 6.0000% | $1053364.00        | $1092496.82        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-09-01      | 5.0000%  | 5.0000% | $1471154.00        | $1469407.41        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-10-01      | 5.5000%  | 5.5000% | $11499042.00       | $11682768.58       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-09-01      | 5.5000%  | 5.5000% | $2929127.00        | $2971401.78        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-09-01      | 6.0000%  | 6.0000% | $5981888.00        | $6192398.61        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-09-01      | 6.0000%  | 6.0000% | $5049105.00        | $5268848.78        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-09-01      | 6.5000%  | 6.5000% | $2280860.00        | $2395320.65        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-09-01      | 6.5000%  | 6.5000% | $1317650.00        | $1389751.95        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-09-01      | 6.5000%  | 6.5000% | $1205500.00        | $1268155.99        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-10-01      | 5.5000%  | 5.5000% | $3537284.00        | $3609853.34        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-10-01      | 5.5000%  | 5.5000% | $1045323.00        | $1075169.64        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-10-01      | 5.5000%  | 5.5000% | $11283918.00       | $11446785.06       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-10-01      | 6.0000%  | 6.0000% | $6070341.00        | $6275393.07        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-10-01      | 6.0000%  | 6.0000% | $2157978.00        | $2248300.88        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-09-01      | 6.0000%  | 6.0000% | $10663116.00       | $11048889.76       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-09-01      | 5.5000%  | 5.5000% | $1177000.00        | $1194169.55        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-09-01      | 6.5000%  | 6.5000% | $4833074.00        | $5112281.22        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-10-01      | 5.5000%  | 5.5000% | $21046131.00       | $21353142.61       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-10-01      | 6.0000%  | 6.0000% | $2418385.00        | $2527665.36        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-10-01      | 6.0000%  | 6.0000% | $1725540.00        | $1800158.10        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-10-01      | 6.0000%  | 6.0000% | $1644889.00        | $1713736.37        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-10-01      | 6.0000%  | 6.0000% | $2219663.00        | $2297775.89        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-10-01      | 5.0000%  | 5.0000% | $1426182.00        | $1428897.13        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-09-01      | 7.0000%  | 7.0000% | $1228791.00        | $1309610.90        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-09-01      | 5.5000%  | 5.5000% | $8805431.00        | $8946798.28        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2048-11-01      | 5.0000%  | 5.0000% | $2088911.00        | $1889205.52        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-01-01      | 6.0000%  | 6.0000% | $550000.00         | $495772.14         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2046-04-15      | 3.0000%  | 3.0000% | $13524604.00       | $11680478.84       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-04-01      | 3.0000%  | 3.0000% | $8529225.00        | $7047280.92        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2051-07-01      | 4.5000%  | 4.5000% | $9475590.00        | $8684897.72        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-01-01      | 5.0000%  | 5.0000% | $14216441.00       | $13000111.85       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-10-01      | 3.0000%  | 3.0000% | $300000.00         | $250852.13         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-09-01      | 3.5000%  | 3.5000% | $115000.00         | $98628.22          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-05-01      | 6.0000%  | 6.0000% | $24747755.00       | $23034591.43       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-05-01      | 5.5000%  | 5.5000% | $25000.00          | $24183.30          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-03-01      | 5.5000%  | 5.5000% | $95000.00          | $93483.92          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-03-01      | 6.0000%  | 6.0000% | $170000.00         | $161532.36         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-07-01      | 6.0000%  | 6.0000% | $109528442.00      | $111806746.34      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-05-01      | 4.5000%  | 4.5000% | $21374827.00       | $19963444.70       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-05-01      | 5.5000%  | 5.5000% | $36229843.00       | $36693039.93       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-12-01      | 5.0000%  | 5.0000% | $90871030.00       | $88414017.79       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2050-07-01      | 4.0000%  | 4.0000% | $15000000.00       | $14006118.32       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-09-01      | 6.5000%  | 6.5000% | $90864997.00       | $90181351.57       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-10-01      | 6.0000%  | 6.0000% | $358797.00         | $349301.15         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-06-01      | 4.5000%  | 4.5000% | $14188374.00       | $13655823.90       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-07-01      | 2.5000%  | 2.5000% | $879942032.00      | $744648207.08      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-05-01      | 6.0000%  | 6.0000% | $42168352.00       | $42528384.20       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-05-01      | 6.5000%  | 6.5000% | $373483.00         | $375185.13         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-07-01      | 4.5000%  | 4.5000% | $18314982.00       | $17578527.71       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-10-01      | 4.5000%  | 4.5000% | $13261349.00       | $12766224.85       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-06-01      | 6.0000%  | 6.0000% | $60640909.00       | $61131670.98       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-07-01      | 5.5000%  | 5.5000% | $91746665.00       | $93594212.19       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-08-01      | 6.0000%  | 6.0000% | $143086254.00      | $148153300.58      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-08-01      | 6.0000%  | 6.0000% | $84931137.00       | $88170070.43       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-10-01      | 5.5000%  | 5.5000% | $56013719.00       | $57570651.43       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-10-01      | 5.5000%  | 5.5000% | $147767757.00      | $150665121.50      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-10-01      | 5.5000%  | 5.5000% | $96238155.00       | $98675247.26       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-09-01      | 6.5000%  | 6.5000% | $164697591.00      | $173716284.68      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-10-01      | 5.5000%  | 5.5000% | $109463475.00      | $111406950.34      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-05-01      | 7.5000%  | 7.5000% | $23871288.00       | $25498705.10       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-10-01      | 6.5000%  | 6.5000% | $600000.00         | $372072.57         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-11-01      | 5.5000%  | 5.5000% | $22139652.00       | $19422145.61       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-11-01      | 6.5000%  | 6.5000% | $871000.00         | $674341.53         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-05-01      | 5.0000%  | 5.0000% | $525000.00         | $483009.95         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-05-01      | 5.5000%  | 5.5000% | $22543251.00       | $19596920.41       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-09-01      | 5.5000%  | 5.5000% | $140000.00         | $122414.47         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-09-01      | 6.5000%  | 6.5000% | $5700000.00        | $4866284.07        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-11-01      | 4.5000%  | 4.5000% | $5259000.00        | $4854157.67        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-12-01      | 6.0000%  | 6.0000% | $37396659.00       | $36687650.79       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-09-01      | 6.5000%  | 6.5000% | $32705597.00       | $34633268.51       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-09-01      | 6.0000%  | 6.0000% | $40523184.00       | $41957961.34       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-07-01      | 5.5000%  | 5.5000% | $770333262.00      | $762907141.68      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-06-01      | 3.5000%  | 3.5000% | $1000.00           | $904.24            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-09-01      | 5.5000%  | 5.5000% | $616689061.00      | $622385829.96      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-09-01      | 7.5000%  | 7.5000% | $46471.00          | $49238.65          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2040-05-01      | 6.5000%  | 6.5000% | $217682.00         | $203287.08         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2040-09-01      | 3.5000%  | 3.5000% | $4292789.00        | $4149230.71        | Agency Mortgage-Backed Securities |

### Security 198: WELLS FARGO & COMPANY

- **C.1 - Title:** WELLS FARGO & COMPANY
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BYM67H3U4, C.3 - LEI: PBLD0EJDB5FWOLXP3B76
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-08
- **C.12 - Maturity Date (WAL):** 2025-12-08
- **C.13 - Final Legal Maturity Date:** 2025-12-08
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| Tennessee Valley Authority-Agency Debentures and Agency Strips            | 2036-04-01      | 5.8790%  | 5.8790% | $13958000.00       | $16038114.21       | Agency Debentures and Agency Strips |
| Tennessee Valley Authority-Agency Debentures and Agency Strips            | 2030-05-01      | 7.1250%  | 7.1250% | $10000.00          | $11689.02          | Agency Debentures and Agency Strips |
| Tennessee Valley Authority-Agency Debentures and Agency Strips            | 2056-04-01      | 5.3750%  | 5.3750% | $3900000.00        | $4076458.20        | Agency Debentures and Agency Strips |
| Tennessee Valley Authority-Agency Debentures and Agency Strips            | 2065-09-15      | 4.2500%  | 4.2500% | $50000.00          | $41166.19          | Agency Debentures and Agency Strips |
| Tennessee Valley Authority-Agency Debentures and Agency Strips            | 2027-02-01      | 2.8750%  | 2.8750% | $413000.00         | $410113.87         | Agency Debentures and Agency Strips |
| Tennessee Valley Authority-Agency Debentures and Agency Strips            | 2031-09-15      | 1.5000%  | 1.5000% | $1639000.00        | $1426347.94        | Agency Debentures and Agency Strips |
| Tennessee Valley Authority-Agency Debentures and Agency Strips            | 2028-03-15      | 3.8750%  | 3.8750% | $24870000.00       | $25010878.17       | Agency Debentures and Agency Strips |
| Tennessee Valley Authority-Agency Debentures and Agency Strips            | 2055-02-01      | 5.2500%  | 5.2500% | $1437000.00        | $1452759.81        | Agency Debentures and Agency Strips |
| Tennessee Valley Authority-Agency Debentures and Agency Strips            | 2035-05-15      | 4.8750%  | 4.8750% | $12382000.00       | $12984815.60       | Agency Debentures and Agency Strips |
| Tennessee Valley Authority-Agency Debentures and Agency Strips            | 2025-11-01      | 0.0000%  | 0.0000% | $365000.00         | $363618.10         | Agency Debentures and Agency Strips |
| Tennessee Valley Authority-Agency Debentures and Agency Strips            | 2028-01-15      | 0.0000%  | 0.0000% | $2065000.00        | $1893433.60        | Agency Debentures and Agency Strips |
| Tennessee Valley Authority-Agency Debentures and Agency Strips            | 2025-11-01      | 0.0000%  | 0.0000% | $842000.00         | $838812.18         | Agency Debentures and Agency Strips |
| Federal Home Loan Banks-Agency Debentures and Agency Strips               | 2040-06-29      | 2.0690%  | 2.0690% | $1200000.00        | $845988.59         | Agency Debentures and Agency Strips |
| Federal Home Loan Banks-Agency Debentures and Agency Strips               | 2036-03-04      | 2.2500%  | 2.2500% | $885000.00         | $714261.37         | Agency Debentures and Agency Strips |
| Federal Home Loan Banks-Agency Debentures and Agency Strips               | 2026-06-29      | 0.8500%  | 0.8500% | $10000.00          | $9785.90           | Agency Debentures and Agency Strips |
| Federal Home Loan Banks-Agency Debentures and Agency Strips               | 2037-02-24      | 2.8990%  | 2.8990% | $200000.00         | $168630.20         | Agency Debentures and Agency Strips |
| Federal Home Loan Banks-Agency Debentures and Agency Strips               | 2027-09-29      | 4.1500%  | 4.1500% | $11025000.00       | $11128803.43       | Agency Debentures and Agency Strips |
| Federal Home Loan Banks-Agency Debentures and Agency Strips               | 2030-01-09      | 5.0000%  | 5.0000% | $2000000.00        | $2024120.00        | Agency Debentures and Agency Strips |
| Federal Home Loan Banks-Agency Debentures and Agency Strips               | 2027-03-09      | 4.2640%  | 4.2640% | $500000.00         | $501258.08         | Agency Debentures and Agency Strips |
| Federal Home Loan Banks-Agency Debentures and Agency Strips               | 2030-03-27      | 4.5000%  | 4.5000% | $145000.00         | $145288.98         | Agency Debentures and Agency Strips |
| Federal Home Loan Banks-Agency Debentures and Agency Strips               | 2034-06-12      | 5.3490%  | 5.3490% | $35955000.00       | $36625380.97       | Agency Debentures and Agency Strips |
| Federal Home Loan Banks-Agency Debentures and Agency Strips               | 2040-06-12      | 5.9500%  | 5.9500% | $52415000.00       | $53693978.41       | Agency Debentures and Agency Strips |
| Federal Home Loan Banks-Agency Debentures and Agency Strips               | 2032-08-20      | 4.9800%  | 4.9800% | $14015000.00       | $14097875.36       | Agency Debentures and Agency Strips |
| Federal Home Loan Banks-Agency Debentures and Agency Strips               | 2032-09-02      | 4.8700%  | 4.8700% | $79830000.00       | $80170696.70       | Agency Debentures and Agency Strips |
| Federal Home Loan Banks-Agency Debentures and Agency Strips               | 2032-09-16      | 4.7990%  | 4.7990% | $70135000.00       | $70147109.97       | Agency Debentures and Agency Strips |
| Federal Home Loan Banks-Agency Debentures and Agency Strips               | 2038-09-17      | 5.4500%  | 5.4500% | $137650000.00      | $138181061.34      | Agency Debentures and Agency Strips |
| Federal Home Loan Banks-Agency Debentures and Agency Strips               | 2041-09-10      | 5.6250%  | 5.6250% | $9815000.00        | $9852444.22        | Agency Debentures and Agency Strips |
| Federal Home Loan Banks-Agency Debentures and Agency Strips               | 2031-09-17      | 4.7400%  | 4.7400% | $24440000.00       | $24414256.53       | Agency Debentures and Agency Strips |
| Federal Home Loan Banks-Agency Debentures and Agency Strips               | 2028-09-11      | 4.0000%  | 4.0000% | $13355000.00       | $13336292.61       | Agency Debentures and Agency Strips |
| Federal Home Loan Banks-Agency Debentures and Agency Strips               | 2027-09-10      | 3.6250%  | 3.6250% | $8625000.00        | $8619209.51        | Agency Debentures and Agency Strips |
| Federal Home Loan Banks-Agency Debentures and Agency Strips               | 2028-09-25      | 4.0000%  | 4.0000% | $3645000.00        | $3643831.98        | Agency Debentures and Agency Strips |
| Federal Home Loan Banks-Agency Debentures and Agency Strips               | 2027-09-24      | 3.7000%  | 3.7000% | $4350000.00        | $4349313.18        | Agency Debentures and Agency Strips |
| Federal Farm Credit Bank-Agency Debentures and Agency Strips              | 2041-04-01      | 2.7400%  | 2.7400% | $2742000.00        | $2110939.36        | Agency Debentures and Agency Strips |
| Federal Farm Credit Bank-Agency Debentures and Agency Strips              | 2034-07-03      | 5.2900%  | 5.2900% | $56363000.00       | $57354152.74       | Agency Debentures and Agency Strips |
| Federal Farm Credit Bank-Agency Debentures and Agency Strips              | 2032-08-11      | 4.9800%  | 4.9800% | $40940000.00       | $41274411.56       | Agency Debentures and Agency Strips |
| Federal Farm Credit Bank-Agency Debentures and Agency Strips              | 2034-03-15      | 4.9500%  | 4.9500% | $57853000.00       | $57751323.35       | Agency Debentures and Agency Strips |
| Federal National Mortgage Association-Agency Debentures and Agency Strips | 2030-03-05      | 4.7500%  | 4.7500% | $1880000.00        | $1890296.02        | Agency Debentures and Agency Strips |
| Federal National Mortgage Association-Agency Debentures and Agency Strips | 2028-08-04      | 4.2500%  | 4.2500% | $14000.00          | $14083.77          | Agency Debentures and Agency Strips |
| Federal National Mortgage Association-Agency Debentures and Agency Strips | 2030-09-10      | 3.7500%  | 3.7500% | $771000.00         | $767849.17         | Agency Debentures and Agency Strips |
| Federal National Mortgage Association-Agency Debentures and Agency Strips | 2028-09-01      | 3.7500%  | 3.7500% | $7604000.00        | $7602228.26        | Agency Debentures and Agency Strips |
| Federal National Mortgage Association-Agency Debentures and Agency Strips | 2030-09-03      | 3.8750%  | 3.8750% | $5760000.00        | $5735678.40        | Agency Debentures and Agency Strips |
| Federal National Mortgage Association-Agency Debentures and Agency Strips | 2030-09-18      | 3.8750%  | 3.8750% | $8625000.00        | $8614966.25        | Agency Debentures and Agency Strips |
| Federal National Mortgage Association-Agency Debentures and Agency Strips | 2028-06-16      | 3.7500%  | 3.7500% | $7420000.00        | $7409983.00        | Agency Debentures and Agency Strips |
| Federal National Mortgage Association-Agency Debentures and Agency Strips | 2028-09-11      | 3.7000%  | 3.7000% | $17500000.00       | $17466596.38       | Agency Debentures and Agency Strips |
| Federal National Mortgage Association-Agency Debentures and Agency Strips | 2029-09-24      | 4.0000%  | 4.0000% | $5000000.00        | $4997853.33        | Agency Debentures and Agency Strips |
| Federal National Mortgage Association-Agency Debentures and Agency Strips | 2030-09-24      | 4.0000%  | 4.0000% | $4500000.00        | $4497100.50        | Agency Debentures and Agency Strips |
| Federal National Mortgage Association-Agency Debentures and Agency Strips | 2029-03-26      | 4.0490%  | 4.0490% | $3500000.00        | $3498152.00        | Agency Debentures and Agency Strips |
| Federal National Mortgage Association-Agency Debentures and Agency Strips | 2028-09-25      | 3.7500%  | 3.7500% | $6804000.00        | $6797295.79        | Agency Debentures and Agency Strips |

### Security 199: WFC HOLDINGS CORP

- **C.1 - Title:** WFC HOLDINGS CORP
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BYM6A7S92, C.3 - LEI: KB1H1DSPRFMYMCUFXT09
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-04-20      | 3.5000%  | 3.5000% | $60888158.00       | $42921428.99       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-09-20      | 4.0000%  | 4.0000% | $3125000.00        | $14951.46          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2047-03-20      | 3.5000%  | 3.5000% | $3030317.00        | $1588154.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2040-07-20      | 5.0000%  | 5.0000% | $16600000.00       | $3160062.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2039-08-20      | 3.5000%  | 3.5000% | $68366000.00       | $45117.06          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2042-10-16      | 2.5000%  | 2.5000% | $25330683.00       | $21981090.86       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2042-01-20      | 3.5000%  | 3.5000% | $64454028.00       | $19324.33          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2044-01-20      | 5.0000%  | 5.0000% | $3842474.00        | $44976.64          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2044-01-16      | 2.5000%  | 2.5000% | $2386412.00        | $1394323.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2039-11-20      | 3.5000%  | 3.5000% | $81305356.00       | $10295.92          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2043-11-16      | 2.5000%  | 2.5000% | $7628429.00        | $8588030.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-06-20      | 1.9500%  | 1.9500% | $14285714.00       | $386921.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-05-16      | 5.5000%  | 5.5000% | $58277534.00       | $1252474.35        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-10-20      | 1.4300%  | 1.4300% | $50155160.00       | $849549.40         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-03-20      | 4.0000%  | 4.0000% | $36602871.00       | $670507.88         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2047-07-20      | 4.0000%  | 4.0000% | $4141000.00        | $17787.69          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2047-11-20      | 4.0000%  | 4.0000% | $36500000.00       | $1590956.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-05-20      | 4.5000%  | 4.5000% | $2712045.00        | $3375.30           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-07-20      | 1.5110%  | 1.5110% | $50000000.00       | $2945565.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-07-20      | 1.5110%  | 1.5110% | $107500000.00      | $6319056.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-07-20      | 0.7610%  | 0.7610% | $100000000.00      | $4708230.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-05-20      | 6.5000%  | 6.5000% | $1923076.00        | $336942.88         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-08-20      | 5.0000%  | 5.0000% | $13614689.00       | $12165703.56       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-08-20      | 2.1610%  | 2.1610% | $61948195.00       | $4276836.46        | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2026-02-26      | 0.0000%  | 0.0000% | $179000.00         | $176236.23         | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2031-08-15      | 1.2500%  | 1.2500% | $4000.00           | $3466.01           | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2029-02-28      | 4.2500%  | 4.2500% | $800.00            | $817.72            | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2027-04-15      | 4.5000%  | 4.5000% | $100.00            | $103.27            | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2031-06-30      | 4.2500%  | 4.2500% | $200.00            | $206.50            | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2027-05-31      | 3.8750%  | 3.8750% | $900.00            | $914.44            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-08-20      | 0.8610%  | 0.8610% | $100000000.00      | $3464338.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-08-20      | 1.5610%  | 1.5610% | $150000000.00      | $10325570.36       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-09-20      | 1.5820%  | 1.5820% | $125000249.00      | $8179968.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-09-20      | 0.9960%  | 0.9960% | $50000000.00       | $2513787.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-05-20      | 4.0000%  | 4.0000% | $11265000.00       | $47099.62          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-05-20      | 3.0000%  | 3.0000% | $100000.00         | $94954.57          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-07-20      | 1.8500%  | 1.8500% | $41018105.00       | $1352583.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2047-09-20      | 4.5000%  | 4.5000% | $131083088.00      | $7482584.83        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-01-20      | 1.8000%  | 1.8000% | $49003338.00       | $3354964.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-02-20      | 3.5000%  | 3.5000% | $16810000.00       | $768982.94         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-01-20      | 3.5000%  | 3.5000% | $32026245.00       | $1944282.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-04-20      | 3.5000%  | 3.5000% | $400000.00         | $35298.89          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-05-20      | 4.5000%  | 4.5000% | $339309261.00      | $22721508.27       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-06-20      | 3.5000%  | 3.5000% | $5203377.00        | $292254.39         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-07-16      | 3.5000%  | 3.5000% | $66262584.00       | $8345614.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-08-20      | 2.0000%  | 2.0000% | $25278374.00       | $1998245.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-09-20      | 3.5000%  | 3.5000% | $26610713.00       | $1661253.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-11-20      | 2.5000%  | 2.5000% | $25863021.00       | $2331156.35        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-07-20      | 3.5000%  | 3.5000% | $7741991.00        | $67547.75          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-01-20      | 2.5000%  | 2.5000% | $70322580.00       | $6798178.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-01-20      | 2.5000%  | 2.5000% | $66034452.00       | $6180917.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2046-04-20      | 4.0000%  | 4.0000% | $32175548.00       | $595865.66         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2047-09-20      | 0.1130%  | 0.1130% | $63334376.00       | $135175.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-04-20      | 3.5000%  | 3.5000% | $2808570.00        | $185825.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-05-16      | 3.0000%  | 3.0000% | $16108440.00       | $1658465.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-05-20      | 1.5000%  | 1.5000% | $8000.00           | $3051.64           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-05-20      | 2.5000%  | 2.5000% | $9264954.00        | $673662.73         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-07-20      | 2.0500%  | 2.0500% | $33130163.00       | $3169150.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-08-20      | 2.5000%  | 2.5000% | $21198000.00       | $1648969.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-08-20      | 3.0000%  | 3.0000% | $3466478.00        | $347665.85         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-08-20      | 3.0000%  | 3.0000% | $11250000.00       | $1128303.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-09-20      | 3.0000%  | 3.0000% | $8500000.00        | $1199345.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-11-20      | 3.0000%  | 3.0000% | $31572039.00       | $2820014.66        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-10-20      | 2.5000%  | 2.5000% | $17138.00          | $10854.88          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-12-20      | 2.5000%  | 2.5000% | $23539497.00       | $2739242.35        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-12-20      | 3.0000%  | 3.0000% | $6912250.00        | $682008.62         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-11-20      | 2.0000%  | 2.0000% | $2719362.00        | $236325.99         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-03-20      | 2.5000%  | 2.5000% | $17135629.00       | $1738556.10        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-02-20      | 0.6110%  | 0.6110% | $14504323.00       | $992668.36         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-08-20      | 3.0000%  | 3.0000% | $75000000.00       | $9500042.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-01-20      | 1.8610%  | 1.8610% | $50000000.00       | $2009862.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-11-20      | 1.8610%  | 1.8610% | $23000000.00       | $1259327.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-11-20      | 1.7610%  | 1.7610% | $35272653.00       | $4062278.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-04-20      | 3.5000%  | 3.5000% | $100000000.00      | $79060273.41       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-07-20      | 1.9500%  | 1.9500% | $15520826.00       | $1061695.45        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-03-20      | 3.5000%  | 3.5000% | $25365000.00       | $13162575.34       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-06-20      | 2.5000%  | 2.5000% | $17798235.00       | $2003426.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-06-20      | 0.0000%  | 0.0000% | $59887706.00       | $1214570.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-08-20      | 1.6110%  | 1.6110% | $25000000.00       | $1873392.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-06-20      | 3.0000%  | 3.0000% | $22603857.00       | $2913005.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2047-06-20      | 4.5000%  | 4.5000% | $22132312.00       | $2857829.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-01-20      | 1.8610%  | 1.8610% | $26119996.00       | $1505714.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2063-04-20      | 1.1110%  | 1.1110% | $40000000.00       | $816903.22         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-06-20      | 1.0610%  | 1.0610% | $23635449.00       | $1388739.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-06-20      | 1.6110%  | 1.6110% | $50000000.00       | $1161239.95        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-07-20      | 1.6110%  | 1.6110% | $20835571.00       | $964078.52         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-06-20      | 1.6110%  | 1.6110% | $100000000.00      | $4390852.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-07-20      | 1.6110%  | 1.6110% | $50000000.00       | $2374704.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-08-20      | 0.5110%  | 0.5110% | $10000000.00       | $147044.64         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-08-20      | 0.5610%  | 0.5610% | $10000000.00       | $151677.77         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-08-20      | 1.5110%  | 1.5110% | $100000000.00      | $2371500.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-08-20      | 1.5610%  | 1.5610% | $34615384.00       | $1595557.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-11-20      | 7.0000%  | 7.0000% | $7142857.00        | $363340.25         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-09-20      | 5.5000%  | 5.5000% | $25581661.00       | $28810530.76       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-08-20      | 1.5110%  | 1.5110% | $134615381.00      | $3549617.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-03-20      | 2.5000%  | 2.5000% | $25193895.00       | $2288488.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-01-20      | 4.5000%  | 4.5000% | $21589550.00       | $4285634.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-07-20      | 1.6110%  | 1.6110% | $53693987.00       | $3188169.08        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-12-20      | 1.6610%  | 1.6610% | $76514873.00       | $5220740.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-12-20      | 0.8610%  | 0.8610% | $100000000.00      | $3863219.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-01-20      | 1.6110%  | 1.6110% | $50000000.00       | $3251251.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-02-20      | 0.8610%  | 0.8610% | $56612364.00       | $1803592.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-03-20      | 1.5610%  | 1.5610% | $100000000.00      | $6346874.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-03-20      | 0.9610%  | 0.9610% | $99808257.00       | $4142176.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-02-20      | 0.8110%  | 0.8110% | $125000000.00      | $5488879.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-05-20      | 0.6110%  | 0.6110% | $50000000.00       | $1012957.17        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-05-20      | 0.7810%  | 0.7810% | $59334036.00       | $1833366.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-04-20      | 1.0110%  | 1.0110% | $66809130.00       | $4284182.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-04-20      | 0.9610%  | 0.9610% | $50000000.00       | $2252422.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-05-20      | 6.0000%  | 6.0000% | $12294601.00       | $12248718.04       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-05-20      | 5.0000%  | 5.0000% | $4434690.00        | $4315683.45        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-04-20      | 6.0000%  | 6.0000% | $31902000.00       | $31597569.62       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-06-20      | 2.1110%  | 2.1110% | $67200000.00       | $4529712.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-06-20      | 0.7610%  | 0.7610% | $60025765.00       | $3010969.38        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-06-20      | 0.8610%  | 0.8610% | $75000000.00       | $3037327.84        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-05-20      | 6.0000%  | 6.0000% | $35432645.00       | $33493943.04       | Agency Collateralized Mortgage Obligation |

## N-MFP: Signatures

**Registrant:** Dreyfus Government Cash Management Funds

**Date:** 2025-10-04

**By:** /S/Robert Svagna

**Name of Signing Officer:** Robert Svagna

**Title of Signing Officer:** Treasury Manager