# EDGAR Filing Document

**Accession Number:** 0000740766
**File Stem:** 0000740766-25-000018
**Filing Date:** 2025-7
**Character Count:** 1644647
**Document Hash:** 735aa5d09631683a9633a6b8ae291bf6
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000740766-25-000018.hdr.sgml**: 20250703

**ACCESSION NUMBER**: 0000740766-25-000018

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250703

**DATE AS OF CHANGE**: 20250703

**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:** 251105424

**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):** 2025-06-30

**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:** 47 days

- **WAL:** 101 days

- **Total Value of Portfolio Securities:** $132589931814.77

- **Amortized Cost of Portfolio Securities:** $132581444704.71

- **Cash:** $3895024812.51

- **Total Other Assets:** $4267101161.36

- **Total Liabilities:** $2747195899.72

- **Net Assets of Series:** $134101349966.35

- **Number of Shares Outstanding (Series):** 134103187130.4000

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2025-06-09 | $101576966365.19          | $113958788921.50           | 75.1200%                  | 84.2700%                   |
| 2025-06-10 | $103084494616.16          | $115466635709.18           | 75.3900%                  | 84.4500%                   |
| 2025-06-11 | $99954779855.19           | $112119639484.92           | 74.9400%                  | 84.0600%                   |
| 2025-06-12 | $100673303168.59          | $112838481335.01           | 74.7900%                  | 83.8300%                   |
| 2025-06-13 | $100671809390.29          | $112387943166.81           | 74.3400%                  | 83.0000%                   |
| 2025-06-16 | $99666365112.31           | $112552126279.02           | 74.1600%                  | 83.7500%                   |
| 2025-06-17 | $102762626635.54          | $115648643311.74           | 74.7400%                  | 84.1100%                   |
| 2025-06-18 | $97088400904.90           | $109974928600.04           | 73.6500%                  | 83.4200%                   |
| 2025-06-20 | $98459836538.01           | $111113284607.74           | 74.0600%                  | 83.5800%                   |
| 2025-06-23 | $95755686194.64           | $108409389773.87           | 73.5200%                  | 83.2400%                   |
| 2025-06-24 | $99409598757.81           | $112063557846.51           | 74.2400%                  | 83.6900%                   |
| 2025-06-25 | $100732542420.97          | $113386757019.14           | 74.4900%                  | 83.8500%                   |
| 2025-06-26 | $100935666273.49          | $113550136381.14           | 74.5500%                  | 83.8600%                   |
| 2025-06-27 | $104210235570.99          | $116825472207.09           | 75.1300%                  | 84.2200%                   |
| 2025-06-30 | $102351812428.87          | $115021279469.02           | 74.7900%                  | 84.0500%                   |
| 2025-06-02 | $103027214409.53          | $113882807208.94           | 76.1200%                  | 84.1400%                   |
| 2025-06-03 | $102390285731.71          | $115246197067.83           | 74.8900%                  | 84.3000%                   |
| 2025-06-04 | $100619223269.99          | $113475453142.82           | 74.5600%                  | 84.0900%                   |
| 2025-06-05 | $102617309339.18          | $114997857748.70           | 75.3200%                  | 84.4100%                   |
| 2025-06-06 | $99996996326.39           | $112378500346.02           | 74.8200%                  | 84.0800%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-06-09 | 4.3400%             |
| 2025-06-10 | 4.3400%             |
| 2025-06-11 | 4.3400%             |
| 2025-06-12 | 4.3400%             |
| 2025-06-13 | 4.3400%             |
| 2025-06-16 | 4.3500%             |
| 2025-06-17 | 4.3500%             |
| 2025-06-18 | 4.3500%             |
| 2025-06-20 | 4.3500%             |
| 2025-06-23 | 4.3300%             |
| 2025-06-24 | 4.3400%             |
| 2025-06-25 | 4.3400%             |
| 2025-06-26 | 4.3500%             |
| 2025-06-27 | 4.3600%             |
| 2025-06-30 | 4.3800%             |
| 2025-06-02 | 4.3400%             |
| 2025-06-03 | 4.3400%             |
| 2025-06-04 | 4.3300%             |
| 2025-06-05 | 4.3300%             |
| 2025-06-06 | 4.2900%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-06-09 | 1.0000                      |
|  |  |
| 2025-06-10 | 1.0000                      |
|  |  |
| 2025-06-11 | 1.0000                      |
|  |  |
| 2025-06-12 | 1.0000                      |
|  |  |
| 2025-06-13 | 1.0000                      |
|  |  |
| 2025-06-16 | 1.0000                      |
|  |  |
| 2025-06-17 | 1.0000                      |
|  |  |
| 2025-06-18 | 1.0000                      |
|  |  |
| 2025-06-20 | 1.0000                      |
|  |  |
| 2025-06-23 | 1.0000                      |
|  |  |
| 2025-06-24 | 1.0000                      |
|  |  |
| 2025-06-25 | 1.0000                      |
|  |  |
| 2025-06-26 | 1.0000                      |
|  |  |
| 2025-06-27 | 1.0000                      |
|  |  |
| 2025-06-30 | 1.0000                      |
|  |  |
| 2025-06-02 | 1.0000                      |
|  |  |
| 2025-06-03 | 1.0000                      |
|  |  |
| 2025-06-04 | 1.0000                      |
|  |  |
| 2025-06-05 | 1.0000                      |
|  |  |
| 2025-06-06 | 1.0000                      |
|  |  |

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

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

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $89823275413.20

- **Number of Shares Outstanding:** 89824397952.2000

- **Expense Reimbursement/Waiver:** 2922116.36

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 1.0000          |
|  |  |
| 2025-06-03 | 1.0000          |
|  |  |
| 2025-06-04 | 1.0000          |
|  |  |
| 2025-06-05 | 1.0000          |
|  |  |
| 2025-06-06 | 1.0000          |
|  |  |
| 2025-06-09 | 1.0000          |
|  |  |
| 2025-06-10 | 1.0000          |
|  |  |
| 2025-06-11 | 1.0000          |
|  |  |
| 2025-06-12 | 1.0000          |
|  |  |
| 2025-06-13 | 1.0000          |
|  |  |
| 2025-06-16 | 1.0000          |
|  |  |
| 2025-06-17 | 1.0000          |
|  |  |
| 2025-06-18 | 1.0000          |
|  |  |
| 2025-06-20 | 1.0000          |
|  |  |
| 2025-06-23 | 1.0000          |
|  |  |
| 2025-06-24 | 1.0000          |
|  |  |
| 2025-06-25 | 1.0000          |
|  |  |
| 2025-06-26 | 1.0000          |
|  |  |
| 2025-06-27 | 1.0000          |
|  |  |
| 2025-06-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $6416663853.31            | $1668970220.35          |
| 2025-06-03 | $1647635909.91            | $2247033707.37          |
| 2025-06-04 | $2300382156.55            | $2200205855.92          |
| 2025-06-05 | $3757440777.77            | $708842714.33           |
| 2025-06-06 | $1479663967.13            | $4599242603.30          |
| 2025-06-09 | $2206320138.45            | $1269898269.48          |
| 2025-06-10 | $4288358839.25            | $2570185119.47          |
| 2025-06-11 | $481994113.22             | $3693492275.67          |
| 2025-06-12 | $4245473074.90            | $2778215587.53          |
| 2025-06-13 | $1491308464.04            | $2314898533.07          |
| 2025-06-16 | $2131070807.74            | $2427176265.63          |
| 2025-06-17 | $4188456530.12            | $800248356.73           |
| 2025-06-18 | $412199663.39             | $7667531332.49          |
| 2025-06-20 | $2519279119.24            | $992171015.31           |
| 2025-06-23 | $986145053.09             | $3085832449.84          |
| 2025-06-24 | $3408780381.43            | $796046398.66           |
| 2025-06-25 | $3926639858.59            | $2570054735.25          |
| 2025-06-26 | $1929580192.07            | $2473690138.70          |
| 2025-06-27 | $4441044303.77            | $838086050.15           |
| 2025-06-30 | $2202738426.06            | $3806336622.78          |

**Total Gross Subscriptions (Month):** $54461175630.03

**Total Gross Redemptions (Month):** $49508158252.03

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 4.2000%           |
| 2025-06-03 | 4.2000%           |
| 2025-06-04 | 4.2000%           |
| 2025-06-05 | 4.1900%           |
| 2025-06-06 | 4.1700%           |
| 2025-06-09 | 4.1700%           |
| 2025-06-10 | 4.1700%           |
| 2025-06-11 | 4.1700%           |
| 2025-06-12 | 4.1700%           |
| 2025-06-13 | 4.1700%           |
| 2025-06-16 | 4.1700%           |
| 2025-06-17 | 4.1700%           |
| 2025-06-18 | 4.1700%           |
| 2025-06-20 | 4.1700%           |
| 2025-06-23 | 4.1700%           |
| 2025-06-24 | 4.1700%           |
| 2025-06-25 | 4.1700%           |
| 2025-06-26 | 4.1800%           |
| 2025-06-27 | 4.2000%           |
| 2025-06-30 | 4.2100%           |

**Beneficial/Record Owner Categories**
| Category                                                                    | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                                               |  | 0.0000%          | 12.1900%             |
| Depository institution or other banking institution                         |  | 0.0000%          | 70.2300%             |
| Insurance company                                                           |  | 0.0000%          | 0.0600%              |
| Non-financial corporation                                                   |  | 0.0000%          | 8.8200%              |
| Non-profit                                                                  |  | 0.0000%          | 0.2200%              |
| Other                                                                       | Other            | 0.0000%          | 6.9400%              |
| Pension plan                                                                |  | 0.0000%          | 0.1700%              |
| Registered investment company                                               |  | 0.0000%          | 0.8000%              |
| Retail investor                                                             |  | 0.0000%          | 0.5200%              |
| State or municipal government entity (excluding governmental pension plans) |  | 0.0000%          | 0.1200%              |

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

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $13187211754.19

- **Number of Shares Outstanding:** 13187434867.5600

- **Expense Reimbursement/Waiver:** 433401.99

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 1.0000          |
|  |  |
| 2025-06-03 | 1.0000          |
|  |  |
| 2025-06-04 | 1.0000          |
|  |  |
| 2025-06-05 | 1.0000          |
|  |  |
| 2025-06-06 | 1.0000          |
|  |  |
| 2025-06-09 | 1.0000          |
|  |  |
| 2025-06-10 | 1.0000          |
|  |  |
| 2025-06-11 | 1.0000          |
|  |  |
| 2025-06-12 | 1.0000          |
|  |  |
| 2025-06-13 | 1.0000          |
|  |  |
| 2025-06-16 | 1.0000          |
|  |  |
| 2025-06-17 | 1.0000          |
|  |  |
| 2025-06-18 | 1.0000          |
|  |  |
| 2025-06-20 | 1.0000          |
|  |  |
| 2025-06-23 | 1.0000          |
|  |  |
| 2025-06-24 | 1.0000          |
|  |  |
| 2025-06-25 | 1.0000          |
|  |  |
| 2025-06-26 | 1.0000          |
|  |  |
| 2025-06-27 | 1.0000          |
|  |  |
| 2025-06-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $76050515.78              | $427494771.55           |
| 2025-06-03 | $110757652.71             | $47776076.67            |
| 2025-06-04 | $51241073.44              | $50184789.43            |
| 2025-06-05 | $75470342.03              | $12627239.51            |
| 2025-06-06 | $77687632.61              | $24671300.72            |
| 2025-06-09 | $180356132.95             | $93703958.18            |
| 2025-06-10 | $46440759.68              | $18796110.79            |
| 2025-06-11 | $5504359.05               | $62783879.62            |
| 2025-06-12 | $53284529.94              | $48250980.81            |
| 2025-06-13 | $142350841.99             | $137527822.86           |
| 2025-06-16 | $77783965.33              | $16705018.69            |
| 2025-06-17 | $109521326.28             | $10222147.96            |
| 2025-06-18 | $68235452.57              | $64242611.73            |
| 2025-06-20 | $44284735.82              | $34497195.66            |
| 2025-06-23 | $87242134.37              | $51701818.78            |
| 2025-06-24 | $2400103512.70            | $47485090.53            |
| 2025-06-25 | $9617460.38               | $1932116305.34          |
| 2025-06-26 | $25334659.08              | $53054991.51            |
| 2025-06-27 | $33378793.83              | $90082481.77            |
| 2025-06-30 | $81969755.83              | $438329736.22           |

**Total Gross Subscriptions (Month):** $3756615636.37

**Total Gross Redemptions (Month):** $3662254328.33

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 3.9500%           |
| 2025-06-03 | 3.9500%           |
| 2025-06-04 | 3.9500%           |
| 2025-06-05 | 3.9400%           |
| 2025-06-06 | 3.9200%           |
| 2025-06-09 | 3.9200%           |
| 2025-06-10 | 3.9200%           |
| 2025-06-11 | 3.9200%           |
| 2025-06-12 | 3.9200%           |
| 2025-06-13 | 3.9200%           |
| 2025-06-16 | 3.9200%           |
| 2025-06-17 | 3.9200%           |
| 2025-06-18 | 3.9200%           |
| 2025-06-20 | 3.9200%           |
| 2025-06-23 | 3.9200%           |
| 2025-06-24 | 3.9200%           |
| 2025-06-25 | 3.9200%           |
| 2025-06-26 | 3.9300%           |
| 2025-06-27 | 3.9500%           |
| 2025-06-30 | 3.9600%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 0.0000%          | 89.6100%             |
| Depository institution or other banking institution |  | 0.0000%          | 9.8400%              |
| Non-financial corporation                           |  | 0.0000%          | 0.1300%              |
| Non-profit                                          |  | 0.0000%          | 0.0100%              |
| Other                                               | Other            | 0.0000%          | 0.4200%              |
| Pension plan                                        |  | 0.0000%          | 0.2100%              |
| Retail investor                                     |  | 0.0100%          | 0.0600%              |

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

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $3614058513.27

- **Number of Shares Outstanding:** 3614163229.1600

- **Expense Reimbursement/Waiver:** 118037.92

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 1.0000          |
|  |  |
| 2025-06-03 | 1.0000          |
|  |  |
| 2025-06-04 | 1.0000          |
|  |  |
| 2025-06-05 | 1.0000          |
|  |  |
| 2025-06-06 | 1.0000          |
|  |  |
| 2025-06-09 | 1.0000          |
|  |  |
| 2025-06-10 | 1.0000          |
|  |  |
| 2025-06-11 | 1.0000          |
|  |  |
| 2025-06-12 | 1.0000          |
|  |  |
| 2025-06-13 | 1.0000          |
|  |  |
| 2025-06-16 | 1.0000          |
|  |  |
| 2025-06-17 | 1.0000          |
|  |  |
| 2025-06-18 | 1.0000          |
|  |  |
| 2025-06-20 | 1.0000          |
|  |  |
| 2025-06-23 | 1.0000          |
|  |  |
| 2025-06-24 | 1.0000          |
|  |  |
| 2025-06-25 | 1.0000          |
|  |  |
| 2025-06-26 | 1.0000          |
|  |  |
| 2025-06-27 | 1.0000          |
|  |  |
| 2025-06-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $25030360.94              | $35413787.33            |
| 2025-06-03 | $55214290.95              | $69086468.42            |
| 2025-06-04 | $20044531.46              | $23688386.50            |
| 2025-06-05 | $38878054.15              | $78292529.23            |
| 2025-06-06 | $58188041.24              | $15889740.59            |
| 2025-06-09 | $31845685.89              | $43332924.31            |
| 2025-06-10 | $35462117.41              | $32336136.67            |
| 2025-06-11 | $29038656.20              | $27618973.57            |
| 2025-06-12 | $111841814.02             | $44460454.46            |
| 2025-06-13 | $103244098.74             | $32852436.55            |
| 2025-06-16 | $24825967.34              | $23014698.51            |
| 2025-06-17 | $59153473.90              | $58021869.29            |
| 2025-06-18 | $42076232.44              | $36916861.08            |
| 2025-06-20 | $26411448.62              | $54530076.37            |
| 2025-06-23 | $48608578.66              | $66960218.21            |
| 2025-06-24 | $20262855.63              | $54452684.27            |
| 2025-06-25 | $19555320.96              | $34015234.63            |
| 2025-06-26 | $30731691.93              | $28150966.04            |
| 2025-06-27 | $83959036.59              | $45517423.11            |
| 2025-06-30 | $43614696.89              | $42405013.63            |

**Total Gross Subscriptions (Month):** $907986953.96

**Total Gross Redemptions (Month):** $846956882.77

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 4.1000%           |
| 2025-06-03 | 4.1000%           |
| 2025-06-04 | 4.0900%           |
| 2025-06-05 | 4.0900%           |
| 2025-06-06 | 4.0700%           |
| 2025-06-09 | 4.0700%           |
| 2025-06-10 | 4.0700%           |
| 2025-06-11 | 4.0700%           |
| 2025-06-12 | 4.0700%           |
| 2025-06-13 | 4.0700%           |
| 2025-06-16 | 4.0700%           |
| 2025-06-17 | 4.0700%           |
| 2025-06-18 | 4.0700%           |
| 2025-06-20 | 4.0700%           |
| 2025-06-23 | 4.0700%           |
| 2025-06-24 | 4.0700%           |
| 2025-06-25 | 4.0700%           |
| 2025-06-26 | 4.0800%           |
| 2025-06-27 | 4.1000%           |
| 2025-06-30 | 4.1100%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 0.0000%          | 72.9200%             |
| Depository institution or other banking institution |  | 0.0000%          | 27.2700%             |
| Non-financial corporation                           |  | 0.0000%          | 0.0000%              |
| Other                                               | Other            | 0.0000%          | 0.0200%              |
| Pension plan                                        |  | 0.0000%          | 0.0300%              |
| Retail investor                                     |  | 0.0000%          | 0.0100%              |

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

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $3139702557.97

- **Number of Shares Outstanding:** 3139731351.8400

- **Expense Reimbursement/Waiver:** 98517.81

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 1.0000          |
|  |  |
| 2025-06-03 | 1.0000          |
|  |  |
| 2025-06-04 | 1.0000          |
|  |  |
| 2025-06-05 | 1.0000          |
|  |  |
| 2025-06-06 | 1.0000          |
|  |  |
| 2025-06-09 | 1.0000          |
|  |  |
| 2025-06-10 | 1.0000          |
|  |  |
| 2025-06-11 | 1.0000          |
|  |  |
| 2025-06-12 | 1.0000          |
|  |  |
| 2025-06-13 | 1.0000          |
|  |  |
| 2025-06-16 | 1.0000          |
|  |  |
| 2025-06-17 | 1.0000          |
|  |  |
| 2025-06-18 | 1.0000          |
|  |  |
| 2025-06-20 | 1.0000          |
|  |  |
| 2025-06-23 | 1.0000          |
|  |  |
| 2025-06-24 | 1.0000          |
|  |  |
| 2025-06-25 | 1.0000          |
|  |  |
| 2025-06-26 | 1.0000          |
|  |  |
| 2025-06-27 | 1.0000          |
|  |  |
| 2025-06-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $28844231.04              | $368878879.77           |
| 2025-06-03 | $138440612.96             | $0.00                   |
| 2025-06-04 | $279052.25                | $41133633.71            |
| 2025-06-05 | $7174282.89               | $22744248.33            |
| 2025-06-06 | $151207257.68             | $129554971.49           |
| 2025-06-09 | $1165554.62               | $81549829.80            |
| 2025-06-10 | $15158448.17              | $73119484.56            |
| 2025-06-11 | $38507696.58              | $24582178.36            |
| 2025-06-12 | $3649559.31               | $64474333.66            |
| 2025-06-13 | $55295091.12              | $2537785.65             |
| 2025-06-16 | $1626.82                  | $58992976.73            |
| 2025-06-17 | $19280217.36              | $2019981.91             |
| 2025-06-18 | $126589633.39             | $3607859.44             |
| 2025-06-20 | $62892207.82              | $36024305.20            |
| 2025-06-23 | $108434005.37             | $33823102.06            |
| 2025-06-24 | $138535543.86             | $1103678.01             |
| 2025-06-25 | $138832834.48             | $45778666.51            |
| 2025-06-26 | $672776108.16             | $1945137.70             |
| 2025-06-27 | $230452353.75             | $572856000.09           |
| 2025-06-30 | $0.00                     | $404889576.40           |

**Total Gross Subscriptions (Month):** $1937516317.63

**Total Gross Redemptions (Month):** $1969616629.38

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 3.8000%           |
| 2025-06-03 | 3.8000%           |
| 2025-06-04 | 3.8000%           |
| 2025-06-05 | 3.7900%           |
| 2025-06-06 | 3.7700%           |
| 2025-06-09 | 3.7700%           |
| 2025-06-10 | 3.7700%           |
| 2025-06-11 | 3.7700%           |
| 2025-06-12 | 3.7700%           |
| 2025-06-13 | 3.7700%           |
| 2025-06-16 | 3.7700%           |
| 2025-06-17 | 3.7700%           |
| 2025-06-18 | 3.7800%           |
| 2025-06-20 | 3.7700%           |
| 2025-06-23 | 3.7700%           |
| 2025-06-24 | 3.7700%           |
| 2025-06-25 | 3.7700%           |
| 2025-06-26 | 3.7800%           |
| 2025-06-27 | 3.8000%           |
| 2025-06-30 | 3.8100%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 0.0000%          | 43.0500%             |
| Depository institution or other banking institution |  | 0.0000%          | 53.7600%             |
| Insurance company                                   |  | 0.0000%          | 0.0200%              |
| Non-financial corporation                           |  | 0.0000%          | 0.0500%              |
| Other                                               | Other            | 0.0000%          | 3.1900%              |
| Pension plan                                        |  | 0.0000%          | 0.0100%              |
| Retail investor                                     |  | 0.0000%          | 0.0500%              |

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

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $6573984032.50

- **Number of Shares Outstanding:** 6574086374.4900

- **Expense Reimbursement/Waiver:** 218296.88

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 1.0000          |
|  |  |
| 2025-06-03 | 1.0000          |
|  |  |
| 2025-06-04 | 1.0000          |
|  |  |
| 2025-06-05 | 1.0000          |
|  |  |
| 2025-06-06 | 1.0000          |
|  |  |
| 2025-06-09 | 1.0000          |
|  |  |
| 2025-06-10 | 1.0000          |
|  |  |
| 2025-06-11 | 1.0000          |
|  |  |
| 2025-06-12 | 1.0000          |
|  |  |
| 2025-06-13 | 1.0000          |
|  |  |
| 2025-06-16 | 1.0000          |
|  |  |
| 2025-06-17 | 1.0000          |
|  |  |
| 2025-06-18 | 1.0000          |
|  |  |
| 2025-06-20 | 1.0000          |
|  |  |
| 2025-06-23 | 1.0000          |
|  |  |
| 2025-06-24 | 1.0000          |
|  |  |
| 2025-06-25 | 1.0000          |
|  |  |
| 2025-06-26 | 1.0000          |
|  |  |
| 2025-06-27 | 1.0000          |
|  |  |
| 2025-06-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $23281957.04              | $73183688.12            |
| 2025-06-03 | $149349879.69             | $6006371.65             |
| 2025-06-04 | $6561665.89               | $38223053.73            |
| 2025-06-05 | $8668186.60               | $57600928.78            |
| 2025-06-06 | $111849895.76             | $9747571.95             |
| 2025-06-09 | $2088615.65               | $49769212.29            |
| 2025-06-10 | $21484065.42              | $15364006.10            |
| 2025-06-11 | $3467601.96               | $41016304.61            |
| 2025-06-12 | $10039133.33              | $44810847.83            |
| 2025-06-13 | $95864035.14              | $7991983.32             |
| 2025-06-16 | $7838564.88               | $86750507.57            |
| 2025-06-17 | $70606851.78              | $1408155.76             |
| 2025-06-18 | $23771361.03              | $8807236.32             |
| 2025-06-20 | $3011165.00               | $59364202.78            |
| 2025-06-23 | $50655062.69              | $6666569.85             |
| 2025-06-24 | $5060897.56               | $100785247.52           |
| 2025-06-25 | $16524069.82              | $44878976.94            |
| 2025-06-26 | $885438.11                | $70471930.80            |
| 2025-06-27 | $68371852.81              | $13538874.87            |
| 2025-06-30 | $16016614.31              | $23802506.70            |

**Total Gross Subscriptions (Month):** $695396914.47

**Total Gross Redemptions (Month):** $760188177.49

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 3.4000%           |
| 2025-06-03 | 3.4000%           |
| 2025-06-04 | 3.4000%           |
| 2025-06-05 | 3.3900%           |
| 2025-06-06 | 3.3700%           |
| 2025-06-09 | 3.3700%           |
| 2025-06-10 | 3.3700%           |
| 2025-06-11 | 3.3700%           |
| 2025-06-12 | 3.3700%           |
| 2025-06-13 | 3.3700%           |
| 2025-06-16 | 3.3700%           |
| 2025-06-17 | 3.3700%           |
| 2025-06-18 | 3.3800%           |
| 2025-06-20 | 3.3700%           |
| 2025-06-23 | 3.3700%           |
| 2025-06-24 | 3.3700%           |
| 2025-06-25 | 3.3700%           |
| 2025-06-26 | 3.3800%           |
| 2025-06-27 | 3.4000%           |
| 2025-06-30 | 3.4100%           |

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

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

- **Minimum Initial Investment:** $2500.00

- **Net Assets of Class:** $9451162145.56

- **Number of Shares Outstanding:** 9451289874.0500

- **Expense Reimbursement/Waiver:** 307094.67

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 1.0000          |
|  |  |
| 2025-06-03 | 1.0000          |
|  |  |
| 2025-06-04 | 1.0000          |
|  |  |
| 2025-06-05 | 1.0000          |
|  |  |
| 2025-06-06 | 1.0000          |
|  |  |
| 2025-06-09 | 1.0000          |
|  |  |
| 2025-06-10 | 1.0000          |
|  |  |
| 2025-06-11 | 1.0000          |
|  |  |
| 2025-06-12 | 1.0000          |
|  |  |
| 2025-06-13 | 1.0000          |
|  |  |
| 2025-06-16 | 1.0000          |
|  |  |
| 2025-06-17 | 1.0000          |
|  |  |
| 2025-06-18 | 1.0000          |
|  |  |
| 2025-06-20 | 1.0000          |
|  |  |
| 2025-06-23 | 1.0000          |
|  |  |
| 2025-06-24 | 1.0000          |
|  |  |
| 2025-06-25 | 1.0000          |
|  |  |
| 2025-06-26 | 1.0000          |
|  |  |
| 2025-06-27 | 1.0000          |
|  |  |
| 2025-06-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $77021249.68              | $55191932.39            |
| 2025-06-03 | $78408134.62              | $419650260.88           |
| 2025-06-04 | $1972875.89               | $26271247.62            |
| 2025-06-05 | $13475170.40              | $320466736.81           |
| 2025-06-06 | $89928814.65              | $9658742.26             |
| 2025-06-09 | $21823408.93              | $5413085.48             |
| 2025-06-10 | $44826731.48              | $992156.46              |
| 2025-06-11 | $1707485.86               | $24203551.41            |
| 2025-06-12 | $2380097.45               | $5399551.04             |
| 2025-06-13 | $75975655.89              | $26426736.69            |
| 2025-06-16 | $2848807.22               | $25608335.17            |
| 2025-06-17 | $20121259.20              | $22289108.33            |
| 2025-06-18 | $21553732.23              | $9798421.81             |
| 2025-06-20 | $32393555.58              | $47121189.39            |
| 2025-06-23 | $107834859.73             | $5577217.35             |
| 2025-06-24 | $20655519.35              | $15020588.10            |
| 2025-06-25 | $272302749.31             | $5996090.10             |
| 2025-06-26 | $16596950.54              | $3133737.09             |
| 2025-06-27 | $34906457.90              | $12438653.09            |
| 2025-06-30 | $19827025.01              | $192577026.50           |

**Total Gross Subscriptions (Month):** $956560540.92

**Total Gross Redemptions (Month):** $1233234367.97

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 3.9500%           |
| 2025-06-03 | 3.9500%           |
| 2025-06-04 | 3.9500%           |
| 2025-06-05 | 3.9400%           |
| 2025-06-06 | 3.9200%           |
| 2025-06-09 | 3.9200%           |
| 2025-06-10 | 3.9200%           |
| 2025-06-11 | 3.9200%           |
| 2025-06-12 | 3.9200%           |
| 2025-06-13 | 3.9200%           |
| 2025-06-16 | 3.9200%           |
| 2025-06-17 | 3.9200%           |
| 2025-06-18 | 3.9200%           |
| 2025-06-20 | 3.9200%           |
| 2025-06-23 | 3.9200%           |
| 2025-06-24 | 3.9200%           |
| 2025-06-25 | 3.9200%           |
| 2025-06-26 | 3.9300%           |
| 2025-06-27 | 3.9500%           |
| 2025-06-30 | 3.9600%           |

**Beneficial/Record Owner Categories**
| Category                                                                    | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                                               |  | 0.0000%          | 99.2200%             |
| 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            | 0.0100%          | 0.0000%              |
| Pension plan                                                                |  | 0.5400%          | 0.0300%              |
| Retail investor                                                             |  | 0.4000%          | 0.0300%              |
| 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:** $5175399836.41

- **Number of Shares Outstanding:** 5175502579.6200

- **Expense Reimbursement/Waiver:** 179989.48

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 1.0000          |
|  |  |
| 2025-06-03 | 1.0000          |
|  |  |
| 2025-06-04 | 1.0000          |
|  |  |
| 2025-06-05 | 1.0000          |
|  |  |
| 2025-06-06 | 1.0000          |
|  |  |
| 2025-06-09 | 1.0000          |
|  |  |
| 2025-06-10 | 1.0000          |
|  |  |
| 2025-06-11 | 1.0000          |
|  |  |
| 2025-06-12 | 1.0000          |
|  |  |
| 2025-06-13 | 1.0000          |
|  |  |
| 2025-06-16 | 1.0000          |
|  |  |
| 2025-06-17 | 1.0000          |
|  |  |
| 2025-06-18 | 1.0000          |
|  |  |
| 2025-06-20 | 1.0000          |
|  |  |
| 2025-06-23 | 1.0000          |
|  |  |
| 2025-06-24 | 1.0000          |
|  |  |
| 2025-06-25 | 1.0000          |
|  |  |
| 2025-06-26 | 1.0000          |
|  |  |
| 2025-06-27 | 1.0000          |
|  |  |
| 2025-06-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $326123527.75             | $544266.27              |
| 2025-06-03 | $15182333.94              | $28678701.58            |
| 2025-06-04 | $329901970.58             | $110694324.90           |
| 2025-06-05 | $18000.00                 | $307696589.77           |
| 2025-06-06 | $22932517.12              | $657616.10              |
| 2025-06-09 | $224636400.20             | $111253994.42           |
| 2025-06-10 | $10000000.00              | $250760527.28           |
| 2025-06-11 | $11887118.74              | $157990726.38           |
| 2025-06-12 | $200314377.58             | $2310070.00             |
| 2025-06-13 | $71095568.81              | $301325410.85           |
| 2025-06-16 | $148298828.04             | $4824762.00             |
| 2025-06-17 | $28913291.95              | $304999179.17           |
| 2025-06-18 | $187676590.13             | $111253684.46           |
| 2025-06-20 | $303305501.78             | $905101.02              |
| 2025-06-23 | $149397.19                | $385137431.72           |
| 2025-06-24 | $16647282.80              | $95419247.56            |
| 2025-06-25 | $151274415.26             | $90447646.26            |
| 2025-06-26 | $134746280.25             | $19202100.00            |
| 2025-06-27 | $147645490.43             | $203155225.98           |
| 2025-06-30 | $0.00                     | $89219835.76            |

**Total Gross Subscriptions (Month):** $2330748892.55

**Total Gross Redemptions (Month):** $2576476441.48

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 4.2000%           |
| 2025-06-03 | 4.2000%           |
| 2025-06-04 | 4.2000%           |
| 2025-06-05 | 4.1900%           |
| 2025-06-06 | 4.1700%           |
| 2025-06-09 | 4.1700%           |
| 2025-06-10 | 4.1700%           |
| 2025-06-11 | 4.1700%           |
| 2025-06-12 | 4.1700%           |
| 2025-06-13 | 4.1700%           |
| 2025-06-16 | 4.1700%           |
| 2025-06-17 | 4.1700%           |
| 2025-06-18 | 4.1800%           |
| 2025-06-20 | 4.1700%           |
| 2025-06-23 | 4.1700%           |
| 2025-06-24 | 4.1700%           |
| 2025-06-25 | 4.1700%           |
| 2025-06-26 | 4.1800%           |
| 2025-06-27 | 4.2000%           |
| 2025-06-30 | 4.2100%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 0.0000%          | 3.2400%              |
| Depository institution or other banking institution |  | 0.0000%          | 93.0700%             |
| Non-financial corporation                           |  | 0.0000%          | 3.7000%              |
| Other                                               | Other            | 0.0000%          | 0.0200%              |

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

- **Minimum Initial Investment:** $50000000.00

- **Net Assets of Class:** $3136515712.15

- **Number of Shares Outstanding:** 3136540901.4800

- **Expense Reimbursement/Waiver:** 104550.81

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 1.0000          |
|  |  |
| 2025-06-03 | 1.0000          |
|  |  |
| 2025-06-04 | 1.0000          |
|  |  |
| 2025-06-05 | 1.0000          |
|  |  |
| 2025-06-06 | 1.0000          |
|  |  |
| 2025-06-09 | 1.0000          |
|  |  |
| 2025-06-10 | 1.0000          |
|  |  |
| 2025-06-11 | 1.0000          |
|  |  |
| 2025-06-12 | 1.0000          |
|  |  |
| 2025-06-13 | 1.0000          |
|  |  |
| 2025-06-16 | 1.0000          |
|  |  |
| 2025-06-17 | 1.0000          |
|  |  |
| 2025-06-18 | 1.0000          |
|  |  |
| 2025-06-20 | 1.0000          |
|  |  |
| 2025-06-23 | 1.0000          |
|  |  |
| 2025-06-24 | 1.0000          |
|  |  |
| 2025-06-25 | 1.0000          |
|  |  |
| 2025-06-26 | 1.0000          |
|  |  |
| 2025-06-27 | 1.0000          |
|  |  |
| 2025-06-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $24769456.97              | $0.00                   |
| 2025-06-03 | $0.00                     | $23051629.08            |
| 2025-06-04 | $0.00                     | $2161502.31             |
| 2025-06-05 | $160377952.29             | $0.00                   |
| 2025-06-06 | $0.00                     | $243934032.33           |
| 2025-06-09 | $0.00                     | $4599693.44             |
| 2025-06-10 | $0.00                     | $3786379.53             |
| 2025-06-11 | $105000000.00             | $12698453.56            |
| 2025-06-12 | $14205270.82              | $0.00                   |
| 2025-06-13 | $48566806.38              | $0.00                   |
| 2025-06-16 | $10367734.28              | $0.00                   |
| 2025-06-17 | $0.00                     | $210705452.43           |
| 2025-06-18 | $88639730.97              | $0.00                   |
| 2025-06-20 | $9987065.99               | $0.00                   |
| 2025-06-23 | $19554114.82              | $0.00                   |
| 2025-06-24 | $0.00                     | $19029080.65            |
| 2025-06-25 | $36359115.10              | $0.00                   |
| 2025-06-26 | $0.00                     | $7247278.54             |
| 2025-06-27 | $3338587.24               | $7649941.18             |
| 2025-06-30 | $0.00                     | $45525695.98            |

**Total Gross Subscriptions (Month):** $521165834.86

**Total Gross Redemptions (Month):** $580389139.03

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 4.2000%           |
| 2025-06-03 | 4.2000%           |
| 2025-06-04 | 4.2000%           |
| 2025-06-05 | 4.1900%           |
| 2025-06-06 | 4.1700%           |
| 2025-06-09 | 4.1700%           |
| 2025-06-10 | 4.1700%           |
| 2025-06-11 | 4.1700%           |
| 2025-06-12 | 4.1700%           |
| 2025-06-13 | 4.1700%           |
| 2025-06-16 | 4.1700%           |
| 2025-06-17 | 4.1700%           |
| 2025-06-18 | 4.1800%           |
| 2025-06-20 | 4.1700%           |
| 2025-06-23 | 4.1700%           |
| 2025-06-24 | 4.1700%           |
| 2025-06-25 | 4.1700%           |
| 2025-06-26 | 4.1800%           |
| 2025-06-27 | 4.2000%           |
| 2025-06-30 | 4.2100%           |

**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%          | 96.8100%             |
| Non-financial corporation                           |  | 0.0000%          | 3.1900%              |

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

- **Minimum Initial Investment:** $25000.00

- **Net Assets of Class:** $40001.10

- **Number of Shares Outstanding:** 40000.0000

- **Expense Reimbursement/Waiver:** 4.51

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 1.0000          |
|  |  |
| 2025-06-03 | 1.0000          |
|  |  |
| 2025-06-04 | 1.0000          |
|  |  |
| 2025-06-05 | 1.0000          |
|  |  |
| 2025-06-06 | 1.0000          |
|  |  |
| 2025-06-09 | 1.0000          |
|  |  |
| 2025-06-10 | 1.0000          |
|  |  |
| 2025-06-11 | 1.0000          |
|  |  |
| 2025-06-12 | 1.0000          |
|  |  |
| 2025-06-13 | 1.0000          |
|  |  |
| 2025-06-16 | 1.0000          |
|  |  |
| 2025-06-17 | 1.0000          |
|  |  |
| 2025-06-18 | 1.0000          |
|  |  |
| 2025-06-20 | 1.0000          |
|  |  |
| 2025-06-23 | 1.0000          |
|  |  |
| 2025-06-24 | 1.0000          |
|  |  |
| 2025-06-25 | 1.0000          |
|  |  |
| 2025-06-26 | 1.0000          |
|  |  |
| 2025-06-27 | 1.0000          |
|  |  |
| 2025-06-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $0.00                     | $0.00                   |
| 2025-06-03 | $0.00                     | $0.00                   |
| 2025-06-04 | $0.00                     | $0.00                   |
| 2025-06-05 | $0.00                     | $0.00                   |
| 2025-06-06 | $0.00                     | $0.00                   |
| 2025-06-09 | $0.00                     | $0.00                   |
| 2025-06-10 | $0.00                     | $0.00                   |
| 2025-06-11 | $0.00                     | $0.00                   |
| 2025-06-12 | $0.00                     | $0.00                   |
| 2025-06-13 | $0.00                     | $0.00                   |
| 2025-06-16 | $0.00                     | $0.00                   |
| 2025-06-17 | $0.00                     | $0.00                   |
| 2025-06-18 | $0.00                     | $0.00                   |
| 2025-06-20 | $0.00                     | $0.00                   |
| 2025-06-23 | $0.00                     | $0.00                   |
| 2025-06-24 | $0.00                     | $0.00                   |
| 2025-06-25 | $0.00                     | $0.00                   |
| 2025-06-26 | $0.00                     | $0.00                   |
| 2025-06-27 | $0.00                     | $0.00                   |
| 2025-06-30 | $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   |
|:---|:---|
| 2025-06-02 | 3.8900%           |
| 2025-06-03 | 3.8900%           |
| 2025-06-04 | 3.8800%           |
| 2025-06-05 | 3.8800%           |
| 2025-06-06 | 3.8600%           |
| 2025-06-09 | 3.8600%           |
| 2025-06-10 | 3.8600%           |
| 2025-06-11 | 3.8600%           |
| 2025-06-12 | 3.8600%           |
| 2025-06-13 | 3.8600%           |
| 2025-06-16 | 3.8600%           |
| 2025-06-17 | 3.8600%           |
| 2025-06-18 | 3.8600%           |
| 2025-06-20 | 3.8600%           |
| 2025-06-23 | 3.8600%           |
| 2025-06-24 | 3.8600%           |
| 2025-06-25 | 3.8600%           |
| 2025-06-26 | 3.8700%           |
| 2025-06-27 | 3.8900%           |
| 2025-06-30 | 3.9000%           |

**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: BYM5XQDH5, C.3 - LEI: 894500815LOLO4M5QL67
- **C.18 - Value (incl. sponsor support):** $270000000.00
- **C.18.a - Value (excl. sponsor support):** $270000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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) | 2042-05-15      | 3.0000%  | 3.0000% | $13563720.00       | $10785164.83       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-11-15      | 2.7500%  | 2.7500% | $11424420.00       | $8662560.75        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2040-11-15      | 1.3750%  | 1.3750% | $1903806.00        | $1204962.12        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-07-15      | 0.3750%  | 0.3750% | $13124124.00       | $16990959.18       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-08-15      | 2.8750%  | 2.8750% | $43822656.00       | $43173102.78       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-01-15      | 0.3750%  | 0.3750% | $1380852.00        | $1809759.29        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-07-15      | 0.7500%  | 0.7500% | $18000000.00       | $22770924.48       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-04-30      | 0.5000%  | 0.5000% | $550800.00         | $519528.77         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-09-30      | 0.3750%  | 0.3750% | $34372584.00       | $31927640.68       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-04-30      | 1.2500%  | 1.2500% | $18.00             | $16.84             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-07-31      | 1.0000%  | 1.0000% | $46698732.00       | $43199999.76       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-10-31      | 4.0000%  | 4.0000% | $8203050.00        | $8323745.04        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-12-31      | 3.8750%  | 3.8750% | $7386444.00        | $7412141.43        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-10-15      | 4.6250%  | 4.6250% | $4478490.00        | $4560687.42        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-10-31      | 4.8750%  | 4.8750% | $1167696.00        | $1217907.91        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-10-31      | 4.8750%  | 4.8750% | $1923948.00        | $2031332.85        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-11-30      | 4.3750%  | 4.3750% | $490896.00         | $504315.16         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-11-30      | 4.3750%  | 4.3750% | $6209964.00        | $6355004.32        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-12-15      | 4.3750%  | 4.3750% | $6076134.00        | $6130473.06        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-12-31      | 3.7500%  | 3.7500% | $3276144.00        | $3252899.75        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-01-31      | 4.0000%  | 4.0000% | $2233098.00        | $2287863.80        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-01-31      | 4.0000%  | 4.0000% | $12420.00          | $12687.95          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-02-15      | 4.1250%  | 4.1250% | $2880000.00        | $2937116.98        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-02-28      | 4.2500%  | 4.2500% | $468.00            | $482.63            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-03-15      | 4.2500%  | 4.2500% | $4583412.00        | $4673275.92        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-03-31      | 4.1250%  | 4.1250% | $4140000.00        | $4233713.65        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-04-30      | 4.6250%  | 4.6250% | $2441088.00        | $2547901.32        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-04-30      | 4.6250%  | 4.6250% | $3476538.00        | $3607532.00        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-05-15      | 4.3750%  | 4.3750% | $145314.00         | $147811.76         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-05-15      | 4.5000%  | 4.5000% | $6512688.00        | $6632469.35        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-05-31      | 4.8750%  | 4.8750% | $1933308.00        | $1954746.26        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-05-31      | 4.6250%  | 4.6250% | $2700000.00        | $2806949.65        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-06-30      | 4.2500%  | 4.2500% | $2327094.00        | $2367189.82        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-06-30      | 4.6250%  | 4.6250% | $2340000.00        | $2353501.79        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-08-15      | 3.8750%  | 3.8750% | $36.00             | $35.53             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-10-31      | 4.1250%  | 4.1250% | $4761414.00        | $4806064.80        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-11-15      | 4.2500%  | 4.2500% | $1558008.00        | $1565315.83        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-02-15      | 4.6250%  | 4.6250% | $660132.00         | $689777.16         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-03-15      | 3.8750%  | 3.8750% | $9000000.00        | $9137942.85        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-05-15      | 4.2500%  | 4.2500% | $1799730.00        | $1804503.78        | 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: BYM5XQDF9, C.3 - LEI: 5493006QMFDDMYWIAM13
- **C.18 - Value (incl. sponsor support):** $916000000.00
- **C.18.a - Value (excl. sponsor support):** $916000000.00
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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) | 2054-05-15      | 4.6250%  | 4.6250% | $49674700.00       | $48357488.39       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-05-15      | 4.6250%  | 4.6250% | $21000000.00       | $20648444.25       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-11-15      | 4.6250%  | 4.6250% | $149314600.00      | $146559932.27      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2055-02-15      | 4.6250%  | 4.6250% | $5999900.00        | $5922470.85        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2055-05-15      | 4.7500%  | 4.7500% | $54500600.00       | $54296140.99       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-05-31      | 2.1250%  | 2.1250% | $3700000.00        | $3642090.57        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-05-15      | 1.6250%  | 1.6250% | $5000000.00        | $4905366.25        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-01-15      | 0.1250%  | 0.1250% | $13100000.00       | $15400268.43       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-02-15      | 1.1250%  | 1.1250% | $50000000.00       | $43389772.10       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-07-15      | 0.1250%  | 0.1250% | $2924500.00        | $3219311.57        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-02-15      | 1.8750%  | 1.8750% | $150000000.00      | $132571110.45      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-02-28      | 1.8750%  | 1.8750% | $21727800.00       | $20478734.67       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-03-31      | 2.3750%  | 2.3750% | $49999700.00       | $47896115.37       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-07-31      | 2.7500%  | 2.7500% | $147822600.00      | $146559903.48      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-09-30      | 3.8750%  | 3.8750% | $20000000.00       | $20264691.26       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-01-31      | 3.5000%  | 3.5000% | $100000000.00      | $100886376.20      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-02-28      | 4.0000%  | 4.0000% | $116760200.00      | $119321786.84      | U.S. Treasuries (including strips) |

### Security 3: BANCO SANTANDER SA

- **C.1 - Title:** BANCO SANTANDER SA
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BYM5XQDT9, C.3 - LEI: 5493006QMFDDMYWIAM13
- **C.18 - Value (incl. sponsor support):** $347000000.00
- **C.18.a - Value (excl. sponsor support):** $347000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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% | $13511300.00       | $13314098.32       | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2029-02-28      | 4.2500%  | 4.2500% | $40628800.00       | $41885598.05       | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-03-31      | 4.5000%  | 4.5000% | $599800.00         | $608105.14         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-05-15      | 4.5000%  | 4.5000% | $10858300.00       | $11059113.40       | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2029-05-31      | 4.5000%  | 4.5000% | $4900.00           | $5047.36           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-07-31      | 4.3750%  | 4.3750% | $8345500.00        | $8530314.87        | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2031-07-31      | 4.1250%  | 4.1250% | $155736900.00      | $159977388.56      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-07-15      | 4.0000%  | 4.0000% | $198000.00         | $27230.88          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-01-15      | 5.5000%  | 5.5000% | $1000.00           | $4.84              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-07-15      | 5.5000%  | 5.5000% | $489108.00         | $40360.95          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-20      | 7.0000%  | 7.0000% | $272438.00         | $295916.53         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-20      | 6.5000%  | 6.5000% | $800916.00         | $849118.89         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-20      | 7.0000%  | 7.0000% | $1881672.00        | $1950639.39        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-20      | 7.0000%  | 7.0000% | $2170782.00        | $2250214.37        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-20      | 7.0000%  | 7.0000% | $1465082.00        | $1521116.10        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-20      | 7.0000%  | 7.0000% | $1431421.00        | $1508875.93        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-20      | 6.0000%  | 6.0000% | $2062756.00        | $2128031.16        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-20      | 7.0000%  | 7.0000% | $1872277.00        | $1941763.81        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-20      | 5.5000%  | 5.5000% | $2846341.00        | $2892965.22        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-20      | 7.0000%  | 7.0000% | $3382614.00        | $3507851.85        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-20      | 7.0000%  | 7.0000% | $3073040.00        | $3182791.57        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-20      | 6.0000%  | 6.0000% | $1813296.00        | $1881804.34        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-20      | 7.0000%  | 7.0000% | $785980.00         | $835147.22         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-20      | 7.0000%  | 7.0000% | $3957156.00        | $4185401.37        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-20      | 7.0000%  | 7.0000% | $8623505.00        | $9120895.54        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-20      | 7.5000%  | 7.5000% | $13672848.00       | $14743512.87       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-20      | 6.0000%  | 6.0000% | $5118920.00        | $5265368.88        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-20      | 6.5000%  | 6.5000% | $2433196.00        | $2542612.22        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-20      | 5.5000%  | 5.5000% | $12972222.00       | $13112899.98       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-20      | 5.0000%  | 5.0000% | $7848635.00        | $7789540.88        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-20      | 5.5000%  | 5.5000% | $12869962.00       | $12993713.84       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-20      | 7.0000%  | 7.0000% | $1442020.00        | $1518757.28        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-20      | 6.0000%  | 6.0000% | $2652451.00        | $2721980.65        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-20      | 6.0000%  | 6.0000% | $5676212.00        | $5854871.05        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-20      | 6.0000%  | 6.0000% | $1395321.00        | $1440608.78        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-10-20      | 3.0000%  | 3.0000% | $15643292.00       | $11301051.43       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-08-20      | 5.5000%  | 5.5000% | $1397000.00        | $1154398.84        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-04-20      | 6.0000%  | 6.0000% | $1000.00           | $892.48            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-10-15      | 4.0000%  | 4.0000% | $1000.00           | $46.96             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-07-15      | 5.5000%  | 5.5000% | $1000.00           | $39.60             | Agency Mortgage-Backed Securities |

### 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: BYM5XQDA0, 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:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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)                  | 2043-05-15      | 2.8750%  | 2.8750% | $200.00            | $154.18            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2047-08-15      | 2.7500%  | 2.7500% | $100.00            | $71.99             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2049-08-15      | 2.2500%  | 2.2500% | $100.00            | $63.27             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2050-11-15      | 1.6250%  | 1.6250% | $500.00            | $263.04            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-08-15      | 2.2500%  | 2.2500% | $100.00            | $97.79             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2028-05-15      | 2.8750%  | 2.8750% | $200.00            | $196.11            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2025-10-31      | 3.0000%  | 3.0000% | $100.00            | $100.04            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-01-15      | 0.3750%  | 0.3750% | $200.00            | $262.16            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-08-31      | 0.5000%  | 0.5000% | $200.00            | $186.94            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-09-30      | 0.3750%  | 0.3750% | $200.00            | $185.81            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2031-08-15      | 1.2500%  | 1.2500% | $100.00            | $85.86             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2031-08-15      | 1.2500%  | 1.2500% | $100.00            | $85.86             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-08-31      | 0.7500%  | 0.7500% | $100.00            | $96.61             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2031-11-15      | 1.3750%  | 1.3750% | $100.00            | $85.58             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2032-05-15      | 2.8750%  | 2.8750% | $900.00            | $841.56            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-12-31      | 3.8750%  | 3.8750% | $400.00            | $401.47            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-01-15      | 3.8750%  | 3.8750% | $100.00            | $101.63            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2028-06-30      | 4.0000%  | 4.0000% | $200.00            | $201.57            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2028-10-15      | 2.3750%  | 2.3750% | $100.00            | $109.03            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-01-31      | 4.2500%  | 4.2500% | $200.00            | $203.46            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2029-01-31      | 4.0000%  | 4.0000% | $300.00            | $307.46            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2034-01-15      | 1.7500%  | 1.7500% | $1000.00           | $1041.94           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2029-03-31      | 4.1250%  | 4.1250% | $400.00            | $409.22            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2029-04-15      | 2.1250%  | 2.1250% | $200.00            | $213.68            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2029-07-31      | 4.0000%  | 4.0000% | $400.00            | $410.03            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-11-15      | 4.1250%  | 4.1250% | $200.00            | $202.79            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-11-30      | 4.2500%  | 4.2500% | $300.00            | $302.54            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2030-01-31      | 4.2500%  | 4.2500% | $100.00            | $103.63            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2032-05-31      | 4.1250%  | 4.1250% | $100.00            | $101.02            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-06-20      | 2.5000%  | 2.5000% | $2000.00           | $595.69            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-04-20      | 4.0000%  | 4.0000% | $143000.00         | $102794.04         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-03-20      | 3.0000%  | 3.0000% | $2251269.00        | $911582.05         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-10-20      | 5.0000%  | 5.0000% | $6922.00           | $2892.30           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-12-20      | 5.0000%  | 5.0000% | $1000.00           | $532.50            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-05-20      | 5.0000%  | 5.0000% | $1024.00           | $867.32            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-06-20      | 6.0000%  | 6.0000% | $1000.00           | $680.29            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-07-20      | 4.0000%  | 4.0000% | $1024.00           | $773.45            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-08-20      | 4.0000%  | 4.0000% | $1000.00           | $760.41            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-09-20      | 3.5000%  | 3.5000% | $1933.00           | $1422.97           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-09-20      | 4.5000%  | 4.5000% | $3276.00           | $2552.90           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-09-20      | 5.5000%  | 5.5000% | $5040.00           | $3599.95           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-11-20      | 4.5000%  | 4.5000% | $1912.00           | $1522.40           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-12-20      | 6.0000%  | 6.0000% | $2000.00           | $1217.06           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-01-20      | 6.0000%  | 6.0000% | $3329.00           | $2041.58           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-02-20      | 5.5000%  | 5.5000% | $1024.00           | $760.54            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-03-20      | 4.5000%  | 4.5000% | $1000.00           | $818.07            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-03-20      | 5.0000%  | 5.0000% | $5827997.00        | $4753493.63        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-01-20      | 6.5000%  | 6.5000% | $1000.00           | $501.94            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-20      | 3.5000%  | 3.5000% | $1000.00           | $742.09            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-20      | 6.0000%  | 6.0000% | $2000.00           | $1299.77           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-20      | 4.0000%  | 4.0000% | $1000.00           | $813.75            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-20      | 5.0000%  | 5.0000% | $1000.00           | $869.45            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-20      | 5.5000%  | 5.5000% | $6518348.00        | $5326052.66        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-08-20      | 6.5000%  | 6.5000% | $1000.00           | $562.36            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-10-20      | 6.0000%  | 6.0000% | $1000.00           | $712.39            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-10-20      | 5.5000%  | 5.5000% | $1000.00           | $1008.44           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-07-20      | 3.5000%  | 3.5000% | $1000.00           | $194.59            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-03-20      | 2.5000%  | 2.5000% | $1000.00           | $664.05            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-06-20      | 3.0000%  | 3.0000% | $1000.00           | $629.59            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-07-20      | 6.5000%  | 6.5000% | $1000.00           | $364.51            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2057-12-15      | 4.8200%  | 4.8200% | $1000.00           | $977.31            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2058-04-15      | 4.6690%  | 4.6690% | $1000.00           | $969.41            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2058-05-15      | 4.7590%  | 4.7590% | $1000.00           | $975.37            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2057-11-15      | 6.3790%  | 6.3790% | $1000.00           | $1079.24           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-02-20      | 7.5000%  | 7.5000% | $1000.00           | $915.77            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-01-20      | 8.0000%  | 8.0000% | $1000.00           | $1066.30           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-20      | 7.0000%  | 7.0000% | $1000.00           | $1031.00           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2060-05-15      | 5.5300%  | 5.5300% | $1006.00           | $1046.95           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2067-01-15      | 5.5000%  | 5.5000% | $1000.00           | $1013.06           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-15      | 5.7190%  | 5.7190% | $1000.00           | $1051.34           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-01-20      | 5.5000%  | 5.5000% | $1000.00           | $1003.66           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-20      | 7.0000%  | 7.0000% | $1000.00           | $1055.68           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-01-20      | 5.5000%  | 5.5000% | $4441.00           | $4476.11           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-20      | 6.5000%  | 6.5000% | $1000.00           | $1028.87           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-20      | 6.5000%  | 6.5000% | $1000.00           | $1021.03           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-20      | 6.5000%  | 6.5000% | $1000.00           | $1029.90           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-20      | 6.0000%  | 6.0000% | $1008.00           | $1038.99           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-20      | 6.0000%  | 6.0000% | $1149363.00        | $1186667.75        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-20      | 5.5000%  | 5.5000% | $2000.00           | $2031.66           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-20      | 5.5000%  | 5.5000% | $1000.00           | $1010.47           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-20      | 6.0000%  | 6.0000% | $1000.00           | $1033.82           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2060-04-15      | 5.6390%  | 5.6390% | $1066.00           | $1110.43           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2035-01-01      | 5.0000%  | 5.0000% | $29850.00          | $581.48            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2035-02-01      | 6.0000%  | 6.0000% | $17279.00          | $169.39            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2036-12-01      | 7.5000%  | 7.5000% | $97577.00          | $2320.24           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2037-12-01      | 5.5000%  | 5.5000% | $61353.00          | $2840.94           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2035-01-01      | 5.0000%  | 5.0000% | $53470.00          | $2061.41           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-03-01      | 8.0000%  | 8.0000% | $90519.00          | $1340.12           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2034-11-01      | 6.0000%  | 6.0000% | $311503.00         | $4275.01           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2036-10-01      | 6.0000%  | 6.0000% | $60264.00          | $1055.09           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2036-11-01      | 6.5000%  | 6.5000% | $10460.00          | $457.26            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2033-12-01      | 4.5000%  | 4.5000% | $5704.00           | $401.09            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2029-07-01      | 4.5000%  | 4.5000% | $81392.00          | $1558.80           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-04-01      | 3.5000%  | 3.5000% | $2679.00           | $74.93             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2036-07-01      | 6.0000%  | 6.0000% | $2002.00           | $21.21             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2036-11-01      | 7.0000%  | 7.0000% | $16314.00          | $119.47            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-05-01      | 5.5000%  | 5.5000% | $43255.00          | $1987.96           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2038-12-01      | 5.5000%  | 5.5000% | $96131.00          | $2355.33           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2044-08-01      | 4.0000%  | 4.0000% | $22848.00          | $3743.43           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2042-08-01      | 3.5000%  | 3.5000% | $4227.00           | $695.09            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2043-11-01      | 4.5000%  | 4.5000% | $9266.00           | $847.89            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2043-11-01      | 4.0000%  | 4.0000% | $6255.00           | $690.36            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-04-01      | 2.5000%  | 2.5000% | $1000.00           | $165.38            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2047-08-01      | 3.5000%  | 3.5000% | $2000.00           | $220.73            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-06-01      | 2.5000%  | 2.5000% | $5679.00           | $728.25            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2033-12-01      | 3.5000%  | 3.5000% | $14452.00          | $1164.98           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2026-11-01      | 3.0000%  | 3.0000% | $6823.00           | $84.47             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2027-01-01      | 3.0000%  | 3.0000% | $1000.00           | $19.37             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2036-11-01      | 9.0000%  | 9.0000% | $2000.00           | $62.72             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2039-03-01      | 5.0000%  | 5.0000% | $42632.00          | $3401.84           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2039-06-01      | 5.0000%  | 5.0000% | $4000.00           | $159.32            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-05-01      | 5.0000%  | 5.0000% | $7000.00           | $223.69            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2039-12-01      | 5.0000%  | 5.0000% | $1023.00           | $60.43             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-02-01      | 7.5000%  | 7.5000% | $1313.00           | $5.59              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2027-11-01      | 2.5000%  | 2.5000% | $24432.00          | $779.61            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2028-05-01      | 2.0000%  | 2.0000% | $25407.00          | $1516.41           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2030-01-01      | 3.0000%  | 3.0000% | $1000.00           | $84.98             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-11-01      | 3.0000%  | 3.0000% | $722350.00         | $144236.39         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-11-01      | 3.0000%  | 3.0000% | $3000.00           | $648.78            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2042-04-01      | 3.5000%  | 3.5000% | $1008.00           | $191.30            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2042-09-01      | 3.5000%  | 3.5000% | $7536.00           | $922.32            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2046-01-01      | 4.0000%  | 4.0000% | $1000.00           | $93.74             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2047-06-01      | 4.5000%  | 4.5000% | $1008.00           | $254.13            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2028-07-01      | 2.5000%  | 2.5000% | $3000.00           | $278.44            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2046-11-01      | 3.0000%  | 3.0000% | $1000.00           | $214.87            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2047-01-01      | 3.0000%  | 3.0000% | $1000.00           | $401.82            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2034-01-01      | 4.5000%  | 4.5000% | $1001.00           | $209.82            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2033-07-01      | 3.0000%  | 3.0000% | $4000.00           | $764.19            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2042-09-01      | 3.5000%  | 3.5000% | $4096.00           | $599.66            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2042-09-01      | 3.5000%  | 3.5000% | $4096.00           | $668.00            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2042-11-01      | 3.5000%  | 3.5000% | $1000.00           | $134.61            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2043-04-01      | 4.0000%  | 4.0000% | $1000.00           | $180.89            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2048-12-01      | 4.5000%  | 4.5000% | $1930.00           | $500.41            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2049-02-01      | 4.5000%  | 4.5000% | $7000.00           | $2149.46           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2049-02-01      | 4.5000%  | 4.5000% | $3528.00           | $844.46            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2048-06-01      | 4.5000%  | 4.5000% | $1000.00           | $185.84            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2026-05-01      | 4.5000%  | 4.5000% | $987111.00         | $3845.40           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2029-07-01      | 2.5000%  | 2.5000% | $1008.00           | $57.00             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2030-12-01      | 3.0000%  | 3.0000% | $2000.00           | $210.28            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2033-04-01      | 3.5000%  | 3.5000% | $1260000.00        | $136765.44         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2046-11-01      | 3.5000%  | 3.5000% | $1001.00           | $330.24            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2045-08-01      | 3.5000%  | 3.5000% | $1000.00           | $209.57            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2048-10-01      | 4.5000%  | 4.5000% | $2000.00           | $438.45            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2038-12-01      | 6.0000%  | 6.0000% | $3138.00           | $14.59             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2049-01-01      | 5.0000%  | 5.0000% | $2000.00           | $181.57            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2037-04-01      | 2.5000%  | 2.5000% | $1000.00           | $615.72            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2033-01-01      | 3.0000%  | 3.0000% | $1000.00           | $757.57            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2037-02-01      | 1.5000%  | 1.5000% | $1000.00           | $860.40            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2035-02-01      | 2.5000%  | 2.5000% | $1006.00           | $199.16            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2037-10-01      | 4.0000%  | 4.0000% | $50055.00          | $31483.99          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2037-09-01      | 4.5000%  | 4.5000% | $2000.00           | $1222.73           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2039-05-01      | 6.0000%  | 6.0000% | $1000.00           | $695.88            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-02-01      | 6.0000%  | 6.0000% | $2000.00           | $1798.62           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2049-12-01      | 3.5000%  | 3.5000% | $2006.00           | $927.26            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-06-01      | 3.5000%  | 3.5000% | $1000.00           | $717.11            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-07-01      | 4.0000%  | 4.0000% | $3310859.00        | $2524426.53        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-06-01      | 4.5000%  | 4.5000% | $595000.00         | $393664.52         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-07-01      | 3.5000%  | 3.5000% | $1000.00           | $713.00            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-08-01      | 4.0000%  | 4.0000% | $1000.00           | $737.72            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-08-01      | 5.0000%  | 5.0000% | $1000.00           | $797.14            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-12-01      | 2.5000%  | 2.5000% | $1532572.00        | $1116354.63        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-09-01      | 5.0000%  | 5.0000% | $1000.00           | $796.69            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-03-01      | 5.0000%  | 5.0000% | $97945.00          | $78401.40          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-01-01      | 5.5000%  | 5.5000% | $1148.00           | $1022.56           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-05-01      | 6.5000%  | 6.5000% | $4077.00           | $3691.50           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-04-01      | 3.5000%  | 3.5000% | $1000.00           | $752.51            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-03-01      | 5.5000%  | 5.5000% | $4016.00           | $3252.26           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-03-01      | 3.5000%  | 3.5000% | $165135.00         | $131710.35         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-02-01      | 2.5000%  | 2.5000% | $3071.00           | $2105.98           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-03-01      | 4.0000%  | 4.0000% | $2000.00           | $1576.02           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-04-01      | 6.0000%  | 6.0000% | $4240.00           | $3901.28           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-12-01      | 5.5000%  | 5.5000% | $1026.00           | $895.05            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-12-01      | 6.0000%  | 6.0000% | $2014.00           | $1739.64           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-01-01      | 6.0000%  | 6.0000% | $1000.00           | $887.71            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-02-01      | 7.0000%  | 7.0000% | $4001.00           | $3533.14           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-05-01      | 6.0000%  | 6.0000% | $2154.00           | $1966.52           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-02-01      | 6.0000%  | 6.0000% | $2000.00           | $1881.52           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-06-01      | 3.5000%  | 3.5000% | $1000.00           | $866.87            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-11-01      | 3.5000%  | 3.5000% | $1024.00           | $874.64            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-07-01      | 3.0000%  | 3.0000% | $4000.00           | $1110.62           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-09-01      | 2.0000%  | 2.0000% | $1607518.00        | $774220.03         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-04-01      | 3.5000%  | 3.5000% | $1000.00           | $268.99            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-08-01      | 3.0000%  | 3.0000% | $1000.00           | $463.22            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-01-01      | 5.5000%  | 5.5000% | $7799091.00        | $7663062.28        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-12-01      | 2.5000%  | 2.5000% | $3000.00           | $1420.05           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-05-01      | 3.0000%  | 3.0000% | $2000.00           | $930.77            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-01-01      | 3.5000%  | 3.5000% | $3000.00           | $1815.42           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-11-01      | 2.5000%  | 2.5000% | $1000.00           | $638.80            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-01-01      | 2.0000%  | 2.0000% | $2000.00           | $1295.78           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-05-01      | 3.0000%  | 3.0000% | $1000.00           | $720.33            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-06-01      | 2.0000%  | 2.0000% | $270235.00         | $183790.82         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-08-01      | 3.0000%  | 3.0000% | $75000.00          | $55618.46          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-12-01      | 5.0000%  | 5.0000% | $19153.00          | $15818.27          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-02-01      | 6.0000%  | 6.0000% | $7538617.00        | $5477648.29        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-11-01      | 4.5000%  | 4.5000% | $1000.00           | $930.42            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-12-01      | 4.5000%  | 4.5000% | $1008.00           | $943.47            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-01-01      | 4.5000%  | 4.5000% | $1369.00           | $1277.48           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-04-01      | 4.5000%  | 4.5000% | $1000.00           | $942.64            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-08-01      | 5.5000%  | 5.5000% | $33840.00          | $29451.16          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-09-01      | 5.0000%  | 5.0000% | $1000.00           | $881.69            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-08-01      | 5.5000%  | 5.5000% | $3000.00           | $2501.85           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2041-04-01      | 5.0000%  | 5.0000% | $1000.00           | $124.81            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2041-07-01      | 5.0000%  | 5.0000% | $4000.00           | $335.71            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2041-07-01      | 5.0000%  | 5.0000% | $2002.00           | $218.95            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2042-06-01      | 4.5000%  | 4.5000% | $1000.00           | $141.62            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2044-05-01      | 4.0000%  | 4.0000% | $1000.00           | $146.10            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2045-07-01      | 4.0000%  | 4.0000% | $5037.00           | $790.04            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2049-04-01      | 4.5000%  | 4.5000% | $4000.00           | $761.27            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2047-02-01      | 3.5000%  | 3.5000% | $1000.00           | $244.66            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2047-08-01      | 4.0000%  | 4.0000% | $1000.00           | $264.17            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2042-05-01      | 3.5000%  | 3.5000% | $3175.00           | $819.04            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-12-01      | 3.0000%  | 3.0000% | $3006.00           | $1596.29           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-01-01      | 2.0000%  | 2.0000% | $18272590.00       | $12822586.43       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-08-01      | 5.0000%  | 5.0000% | $1000.00           | $750.90            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-08-01      | 5.0000%  | 5.0000% | $5413.00           | $4139.75           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-09-01      | 5.0000%  | 5.0000% | $4001.00           | $2648.23           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-09-01      | 5.0000%  | 5.0000% | $3000.00           | $1951.28           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-10-01      | 5.5000%  | 5.5000% | $1000.00           | $887.05            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-10-01      | 5.0000%  | 5.0000% | $3498.00           | $2678.70           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-01-01      | 6.0000%  | 6.0000% | $5880.00           | $4713.97           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-04-01      | 5.5000%  | 5.5000% | $5000.00           | $3834.61           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-04-01      | 5.0000%  | 5.0000% | $7439596.00        | $6318960.92        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-04-01      | 6.0000%  | 6.0000% | $3000.00           | $1185.61           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-05-01      | 6.5000%  | 6.5000% | $2001.00           | $1469.95           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-05-01      | 3.0000%  | 3.0000% | $10988647.00       | $8445057.52        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-08-01      | 5.0000%  | 5.0000% | $1024.00           | $801.98            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-09-01      | 5.0000%  | 5.0000% | $6000.00           | $4391.67           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2042-04-01      | 4.0000%  | 4.0000% | $1000.00           | $247.36            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2042-03-01      | 5.0000%  | 5.0000% | $1000.00           | $106.80            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2042-04-01      | 4.0000%  | 4.0000% | $2000.00           | $329.71            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2044-07-01      | 4.0000%  | 4.0000% | $1007.00           | $177.10            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2047-06-01      | 4.5000%  | 4.5000% | $10298.00          | $2854.95           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2047-04-01      | 4.5000%  | 4.5000% | $16143.00          | $3432.88           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2043-06-01      | 4.0000%  | 4.0000% | $1000.00           | $152.68            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2044-02-01      | 4.5000%  | 4.5000% | $16170.00          | $3311.44           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2044-02-01      | 4.5000%  | 4.5000% | $1088.00           | $203.97            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2044-02-01      | 4.5000%  | 4.5000% | $2041.00           | $310.51            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2046-02-01      | 4.0000%  | 4.0000% | $11177.00          | $2458.44           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-08-01      | 3.5000%  | 3.5000% | $5248.00           | $1554.36           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2057-01-01      | 4.0000%  | 4.0000% | $1000.00           | $359.39            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2057-09-01      | 3.5000%  | 3.5000% | $1000.00           | $365.13            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-07-01      | 3.5000%  | 3.5000% | $5608.00           | $2084.59           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-05-01      | 4.0000%  | 4.0000% | $1000.00           | $680.41            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-09-01      | 4.0000%  | 4.0000% | $15135.00          | $4933.93           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-03-01      | 4.5000%  | 4.5000% | $1001.00           | $320.80            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-05-01      | 4.5000%  | 4.5000% | $4300.00           | $1399.93           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-12-01      | 3.5000%  | 3.5000% | $2000.00           | $391.62            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-08-01      | 5.0000%  | 5.0000% | $1000.00           | $751.59            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-07-01      | 5.0000%  | 5.0000% | $1000.00           | $927.48            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-06-01      | 4.0000%  | 4.0000% | $1002.00           | $626.85            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-12-01      | 4.5000%  | 4.5000% | $2003.00           | $1663.06           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-03-01      | 4.5000%  | 4.5000% | $1000.00           | $834.96            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-09-01      | 5.0000%  | 5.0000% | $5016.00           | $3906.50           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-08-01      | 5.0000%  | 5.0000% | $7032.00           | $4961.97           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-09-01      | 5.0000%  | 5.0000% | $3037.00           | $2249.31           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-10-01      | 5.0000%  | 5.0000% | $4030.00           | $2973.26           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-11-01      | 5.5000%  | 5.5000% | $1000.00           | $647.90            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-02-01      | 6.0000%  | 6.0000% | $1000.00           | $902.96            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-08-01      | 5.0000%  | 5.0000% | $6095.00           | $4408.63           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-04-01      | 5.0000%  | 5.0000% | $6075.00           | $5575.41           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-04-01      | 5.5000%  | 5.5000% | $2022.00           | $1592.11           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-06-01      | 6.0000%  | 6.0000% | $1000.00           | $904.83            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-05-01      | 6.0000%  | 6.0000% | $3000.00           | $2902.68           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-08-01      | 5.0000%  | 5.0000% | $25841.00          | $3898.44           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-09-01      | 5.0000%  | 5.0000% | $1035.00           | $159.02            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-05-01      | 4.0000%  | 4.0000% | $2842.00           | $856.62            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-12-01      | 5.0000%  | 5.0000% | $3146.00           | $402.74            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-03-01      | 5.0000%  | 5.0000% | $5000.00           | $1558.42           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-04-01      | 4.0000%  | 4.0000% | $8214.00           | $1634.56           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-06-01      | 2.0000%  | 2.0000% | $1072.00           | $533.05            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-06-01      | 2.0000%  | 2.0000% | $1008.00           | $505.24            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-07-01      | 2.5000%  | 2.5000% | $7112.00           | $4426.16           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-07-01      | 4.5000%  | 4.5000% | $9200.00           | $6587.54           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-07-01      | 5.0000%  | 5.0000% | $1028.00           | $780.84            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-05-01      | 5.5000%  | 5.5000% | $5030.00           | $4231.52           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-03-01      | 5.5000%  | 5.5000% | $3000.00           | $2779.88           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-04-01      | 5.5000%  | 5.5000% | $5309.00           | $4141.78           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-04-01      | 5.0000%  | 5.0000% | $2687.00           | $2169.26           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-04-01      | 5.5000%  | 5.5000% | $1048.00           | $789.75            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-04-01      | 6.0000%  | 6.0000% | $5030.00           | $4251.79           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-04-01      | 6.0000%  | 6.0000% | $2105.00           | $1784.34           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-06-01      | 5.5000%  | 5.5000% | $1037.00           | $955.36            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-06-01      | 5.5000%  | 5.5000% | $5458917.00        | $5136289.22        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-05-01      | 5.0000%  | 5.0000% | $1240722.00        | $909499.45         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-10-01      | 5.5000%  | 5.5000% | $5102.00           | $4668.24           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-11-01      | 6.0000%  | 6.0000% | $1073.00           | $945.54            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-01-01      | 6.5000%  | 6.5000% | $1783200.00        | $1547679.44        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-02-01      | 4.5000%  | 4.5000% | $2809728.00        | $2403484.09        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-05-01      | 6.5000%  | 6.5000% | $13953555.00       | $13409244.22       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-06-01      | 5.5000%  | 5.5000% | $1024.00           | $990.92            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-11-01      | 5.5000%  | 5.5000% | $1094.00           | $1053.29           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-11-01      | 6.5000%  | 6.5000% | $1000.00           | $840.01            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2045-08-01      | 4.0000%  | 4.0000% | $2000.00           | $1560.18           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-10-01      | 5.5000%  | 5.5000% | $1000.00           | $848.13            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-11-01      | 5.0000%  | 5.0000% | $903464.00         | $809283.28         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2035-02-01      | 5.5000%  | 5.5000% | $6825.00           | $112.44            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2042-08-01      | 4.0000%  | 4.0000% | $7345.00           | $436.57            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-01-01      | 5.5000%  | 5.5000% | $1100.00           | $51.55             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-10-01      | 4.5000%  | 4.5000% | $3520.00           | $2754.85           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-12-01      | 5.0000%  | 5.0000% | $18846208.00       | $15352461.38       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-01-01      | 5.0000%  | 5.0000% | $2309946.00        | $1906439.64        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-12-01      | 5.5000%  | 5.5000% | $1635947.00        | $1563816.59        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-02-01      | 5.5000%  | 5.5000% | $1024.00           | $1004.25           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-12-01      | 5.5000%  | 5.5000% | $1023.00           | $1004.47           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-02-01      | 6.0000%  | 6.0000% | $2000.00           | $1770.77           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-03-15      | 4.0000%  | 4.0000% | $31645.00          | $1327.33           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-07-20      | 4.0000%  | 4.0000% | $42641.00          | $2123.90           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-12-15      | 3.5000%  | 3.5000% | $11601.00          | $382.36            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2042-06-15      | 3.5000%  | 3.5000% | $15515.00          | $762.55            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-11-15      | 3.7500%  | 3.7500% | $1000.00           | $111.72            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2042-10-20      | 3.0000%  | 3.0000% | $15444.00          | $2278.04           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-01-20      | 3.0000%  | 3.0000% | $1000.00           | $87.82             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-03-20      | 3.5000%  | 3.5000% | $1000.00           | $111.04            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2042-10-15      | 3.0000%  | 3.0000% | $3247.00           | $361.41            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2042-12-20      | 3.0000%  | 3.0000% | $1000.00           | $110.78            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2044-04-20      | 4.5000%  | 4.5000% | $1056.00           | $73.78             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2044-12-20      | 4.5000%  | 4.5000% | $1024.00           | $65.90             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2030-04-20      | 3.0000%  | 3.0000% | $3990.00           | $223.59            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-05-20      | 4.0000%  | 4.0000% | $1024.00           | $91.10             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-06-20      | 3.5000%  | 3.5000% | $1000.00           | $88.59             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-08-20      | 3.0000%  | 3.0000% | $1000.00           | $124.95            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-10-20      | 3.5000%  | 3.5000% | $1024.00           | $97.20             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-03-20      | 4.0000%  | 4.0000% | $1000.00           | $89.67             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-07-20      | 4.0000%  | 4.0000% | $1000.00           | $99.32             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-10-20      | 3.5000%  | 3.5000% | $1023.00           | $126.15            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-06-20      | 2.5000%  | 2.5000% | $1000.00           | $418.34            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-02-20      | 3.0000%  | 3.0000% | $6940.00           | $2641.84           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-12-20      | 5.0000%  | 5.0000% | $1000.00           | $131.46            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-01-20      | 5.0000%  | 5.0000% | $1000.00           | $150.87            | Agency Mortgage-Backed Securities |

### Security 5: 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: BYM5XQE76, 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:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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 Collateralized Mortgage Obligation | 2053-03-20      | 1.4480%  | 1.4480% | $50000000.00       | $1525769.64        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-02-20      | 4.5000%  | 4.5000% | $7361000.00        | $975757.47         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-05-20      | 0.0500%  | 0.0500% | $3500000.00        | $3519.12           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-07-20      | 0.1000%  | 0.1000% | $25874624.00       | $44044.60          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-05-20      | 0.0500%  | 0.0500% | $16966816.00       | $18251.25          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-06-20      | 0.0500%  | 0.0500% | $21413632.00       | $20301.69          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-06-20      | 0.0300%  | 0.0300% | $67096319.00       | $50235.14          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-06-20      | 0.0300%  | 0.0300% | $24999936.00       | $13707.03          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-07-20      | 0.0500%  | 0.0500% | $5499904.00        | $4621.41           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-08-20      | 0.1000%  | 0.1000% | $53703040.00       | $106267.23         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-10-20      | 0.0000%  | 0.0000% | $2142856.00        | $1076471.68        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-01-20      | 2.7480%  | 2.7480% | $68000000.00       | $5194010.95        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-12-20      | 0.0500%  | 0.0500% | $36999936.00       | $21375.10          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-02-20      | 2.7480%  | 2.7480% | $26698400.00       | $2724015.56        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-02-20      | 6.0000%  | 6.0000% | $1269546.00        | $197316.34         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-02-20      | 1.6880%  | 1.6880% | $130000000.00      | $10462133.84       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-04-20      | 0.0500%  | 0.0500% | $75000000.00       | $91387.43          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-04-20      | 6.0000%  | 6.0000% | $51875000.00       | $9551644.54        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-04-20      | 0.0500%  | 0.0500% | $127999999.00      | $174814.25         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-06-20      | 0.0500%  | 0.0500% | $26275744.00       | $35943.33          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-03-20      | 6.0000%  | 6.0000% | $38583296.00       | $6710569.29        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-03-20      | 6.0000%  | 6.0000% | $16087761.00       | $2706032.06        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-06-20      | 6.0000%  | 6.0000% | $1295968.00        | $321626.64         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-05-20      | 0.0000%  | 0.0000% | $5833328.00        | $4228386.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-05-20      | 0.0500%  | 0.0500% | $20000000.00       | $24863.32          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-04-20      | 0.1000%  | 0.1000% | $49956608.00       | $129007.26         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-06-20      | 4.5000%  | 4.5000% | $5000000.00        | $4452924.27        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-07-20      | 0.1000%  | 0.1000% | $40000000.00       | $63299.45          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-07-20      | 0.0500%  | 0.0500% | $20000000.00       | $26493.77          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-09-20      | 6.0000%  | 6.0000% | $1792930.00        | $267074.52         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-11-20      | 0.0500%  | 0.0500% | $4995000.00        | $12795.38          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-10-20      | 6.0000%  | 6.0000% | $20782800.00       | $3870571.85        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-10-01      | 4.0000%  | 4.0000% | $15000.00          | $11126.09          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-08-01      | 4.0000%  | 4.0000% | $18000.00          | $13963.70          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-12-01      | 4.5000%  | 4.5000% | $13000.00          | $10659.15          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-07-01      | 3.5000%  | 3.5000% | $20000.00          | $15335.47          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-06-01      | 3.5000%  | 3.5000% | $7000.00           | $5314.79           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-01-01      | 4.0000%  | 4.0000% | $25000.00          | $21369.20          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-01-01      | 4.5000%  | 4.5000% | $2000.00           | $1841.18           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-01-01      | 3.0000%  | 3.0000% | $28137.00          | $5124.04           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-02-01      | 2.5000%  | 2.5000% | $13000.00          | $3216.98           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-07-01      | 3.5000%  | 3.5000% | $80000.00          | $19583.96          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-08-01      | 3.0000%  | 3.0000% | $22000.00          | $6470.75           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-08-01      | 4.0000%  | 4.0000% | $100000.00         | $21001.50          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2049-09-01      | 4.0000%  | 4.0000% | $4000.00           | $1121.46           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-12-01      | 2.0000%  | 2.0000% | $7000.00           | $3783.45           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-08-01      | 2.5000%  | 2.5000% | $3000.00           | $1812.02           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-05-01      | 3.0000%  | 3.0000% | $30000.00          | $13961.60          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-06-01      | 2.5000%  | 2.5000% | $27950.00          | $16317.27          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-07-01      | 2.5000%  | 2.5000% | $31000.00          | $18466.44          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-02-01      | 3.5000%  | 3.5000% | $33000.00          | $20550.44          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-07-01      | 3.0000%  | 3.0000% | $16000.00          | $11919.30          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-07-01      | 3.5000%  | 3.5000% | $22000.00          | $16589.70          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-04-01      | 3.0000%  | 3.0000% | $13000.00          | $9157.42           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-05-01      | 2.5000%  | 2.5000% | $26000.00          | $18189.01          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-07-01      | 4.5000%  | 4.5000% | $20000.00          | $15573.67          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-01-01      | 5.5000%  | 5.5000% | $5000.00           | $4034.43           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-11-01      | 5.5000%  | 5.5000% | $25000.00          | $19649.10          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-12-01      | 5.5000%  | 5.5000% | $28000.00          | $22644.29          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-04-01      | 4.5000%  | 4.5000% | $5000.00           | $4231.11           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-08-01      | 6.0000%  | 6.0000% | $3000.00           | $2421.33           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-06-01      | 4.5000%  | 4.5000% | $2000.00           | $1689.79           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-07-01      | 4.5000%  | 4.5000% | $16000.00          | $13841.39          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-12-01      | 5.0000%  | 5.0000% | $12000.00          | $10942.59          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-07-01      | 2.5000%  | 2.5000% | $15000.00          | $11219.32          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-05-01      | 4.5000%  | 4.5000% | $22000.00          | $18351.41          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-04-01      | 5.0000%  | 5.0000% | $20000.00          | $17793.84          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2039-12-01      | 3.0000%  | 3.0000% | $125000.00         | $22039.91          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-12-01      | 3.0000%  | 3.0000% | $38500.00          | $6592.83           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-01-01      | 3.5000%  | 3.5000% | $11000.00          | $1538.94           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-02-01      | 3.5000%  | 3.5000% | $14000.00          | $2391.63           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-02-01      | 2.5000%  | 2.5000% | $18000.00          | $4074.50           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-02-01      | 4.0000%  | 4.0000% | $31000.00          | $4309.79           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-03-01      | 2.5000%  | 2.5000% | $24000.00          | $4521.13           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2040-05-01      | 3.0000%  | 3.0000% | $9000.00           | $2529.89           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-06-01      | 3.5000%  | 3.5000% | $33000.00          | $7358.91           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-07-01      | 3.5000%  | 3.5000% | $14000.00          | $3360.05           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-10-01      | 2.5000%  | 2.5000% | $6000.00           | $2628.53           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-10-01      | 3.0000%  | 3.0000% | $41500.00          | $11973.06          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-05-01      | 1.5000%  | 1.5000% | $49831.00          | $20983.12          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-05-01      | 1.5000%  | 1.5000% | $2000.00           | $1177.51           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-03-01      | 5.5000%  | 5.5000% | $8000.00           | $6967.64           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-01-01      | 3.0000%  | 3.0000% | $4000.00           | $2532.18           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-01-01      | 2.0000%  | 2.0000% | $6000.00           | $3643.36           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-04-01      | 2.5000%  | 2.5000% | $3000.00           | $1919.13           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-05-01      | 2.5000%  | 2.5000% | $21000.00          | $14704.49          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-05-01      | 3.0000%  | 3.0000% | $25000.00          | $15858.76          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-04-01      | 4.0000%  | 4.0000% | $17000.00          | $11452.02          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-06-01      | 3.5000%  | 3.5000% | $8000.00           | $3981.62           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-08-01      | 3.5000%  | 3.5000% | $13000.00          | $10001.58          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-09-01      | 3.5000%  | 3.5000% | $5000.00           | $3873.35           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-08-01      | 4.0000%  | 4.0000% | $7740.00           | $4728.93           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-10-01      | 3.5000%  | 3.5000% | $15000.00          | $11662.61          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-10-01      | 4.5000%  | 4.5000% | $4000.00           | $2414.35           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-05-01      | 4.0000%  | 4.0000% | $5000.00           | $4161.83           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-08-01      | 4.5000%  | 4.5000% | $8000.00           | $6929.72           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-09-01      | 4.5000%  | 4.5000% | $5144.00           | $4527.95           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-11-01      | 4.5000%  | 4.5000% | $12000.00          | $10566.54          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-07-01      | 5.0000%  | 5.0000% | $14000.00          | $13214.70          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-08-01      | 6.0000%  | 6.0000% | $6000.00           | $5331.46           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-02-01      | 5.0000%  | 5.0000% | $2000.00           | $1926.76           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-12-01      | 5.0000%  | 5.0000% | $25000.00          | $21385.61          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2034-05-01      | 5.5000%  | 5.5000% | $609503.00         | $20335.44          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2027-03-01      | 3.0000%  | 3.0000% | $413000.00         | $8016.28           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2041-07-01      | 5.5000%  | 5.5000% | $85000.00          | $4697.79           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2042-05-01      | 3.5000%  | 3.5000% | $25000.00          | $3374.90           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2042-10-01      | 3.5000%  | 3.5000% | $1576.00           | $92.51             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2043-10-01      | 4.5000%  | 4.5000% | $433955.00         | $10354.92          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2033-09-01      | 3.5000%  | 3.5000% | $200000.00         | $19726.68          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2044-06-01      | 3.5000%  | 3.5000% | $67000.00          | $14126.80          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2045-12-01      | 4.0000%  | 4.0000% | $53055.00          | $11089.28          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2045-12-01      | 4.0000%  | 4.0000% | $68752.00          | $9885.37           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2046-03-01      | 4.5000%  | 4.5000% | $25000.00          | $5209.43           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2046-08-01      | 3.5000%  | 3.5000% | $65000.00          | $14398.55          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2047-01-01      | 4.0000%  | 4.0000% | $10000.00          | $2038.38           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2049-04-01      | 4.5000%  | 4.5000% | $100000.00         | $16620.93          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2049-07-01      | 3.5000%  | 3.5000% | $100000.00         | $8683.61           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2044-03-01      | 4.5000%  | 4.5000% | $25000.00          | $3142.15           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2046-04-01      | 3.5000%  | 3.5000% | $23000.00          | $4166.84           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2048-02-01      | 3.5000%  | 3.5000% | $87000.00          | $11218.27          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2048-11-01      | 3.5000%  | 3.5000% | $32000.00          | $8875.53           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2046-12-01      | 3.0000%  | 3.0000% | $19000.00          | $4521.40           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-06-01      | 4.0000%  | 4.0000% | $67000.00          | $16610.98          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-07-01      | 3.0000%  | 3.0000% | $10548.00          | $5693.13           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-07-01      | 3.0000%  | 3.0000% | $10438.00          | $5464.89           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-03-01      | 3.0000%  | 3.0000% | $15000.00          | $10571.46          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-09-01      | 5.0000%  | 5.0000% | $25000.00          | $17582.46          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2034-10-01      | 3.0000%  | 3.0000% | $54340.00          | $17700.81          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2049-07-01      | 4.5000%  | 4.5000% | $100000.00         | $18174.18          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-09-01      | 4.0000%  | 4.0000% | $35000.00          | $9001.52           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-03-01      | 3.0000%  | 3.0000% | $51000.00          | $23205.05          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-04-01      | 3.5000%  | 3.5000% | $25000.00          | $17463.24          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-10-01      | 5.5000%  | 5.5000% | $25000.00          | $20526.77          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-07-01      | 5.0000%  | 5.0000% | $10000.00          | $9123.49           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2040-05-01      | 2.5000%  | 2.5000% | $45000.00          | $12770.26          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2038-08-06      | 6.2100%  | 6.2100% | $7572000.00        | $8868258.25        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-06-01      | 4.0000%  | 4.0000% | $25000.00          | $23279.20          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-11-01      | 5.5000%  | 5.5000% | $823100.00         | $3528.86           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-08-01      | 6.0000%  | 6.0000% | $936189.00         | $22887.35          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2038-10-01      | 6.0000%  | 6.0000% | $739000.00         | $8147.25           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-04-01      | 5.5000%  | 5.5000% | $1500000.00        | $21116.31          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2039-12-01      | 5.5000%  | 5.5000% | $178000.00         | $2252.10           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2039-10-01      | 5.5000%  | 5.5000% | $329285.00         | $4336.56           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2040-06-01      | 5.0000%  | 5.0000% | $525000.00         | $16524.21          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2025-10-01      | 3.5000%  | 3.5000% | $6500000.00        | $6517.68           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2040-09-01      | 6.0000%  | 6.0000% | $550000.00         | $11413.49          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2041-02-01      | 3.5000%  | 3.5000% | $32000.00          | $1987.57           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2036-10-01      | 5.5000%  | 5.5000% | $871000.00         | $20787.34          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2041-03-01      | 3.5000%  | 3.5000% | $50000.00          | $2682.87           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2041-02-01      | 4.0000%  | 4.0000% | $12000.00          | $1032.38           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-11-01      | 4.5000%  | 4.5000% | $328000.00         | $13589.70          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2040-12-01      | 4.0000%  | 4.0000% | $45000.00          | $4289.84           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2041-05-15      | 4.5000%  | 4.5000% | $50000.00          | $2436.87           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2041-05-15      | 4.5000%  | 4.5000% | $49000.00          | $1562.94           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2041-07-15      | 4.0000%  | 4.0000% | $777520.00         | $19567.29          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2041-08-15      | 4.0000%  | 4.0000% | $354031.00         | $10482.20          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2043-04-15      | 3.0000%  | 3.0000% | $310000.00         | $50584.29          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2041-11-15      | 4.0000%  | 4.0000% | $315566.00         | $37871.90          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-01-15      | 3.5000%  | 3.5000% | $1111000.00        | $94546.40          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-03-15      | 3.5000%  | 3.5000% | $2000000.00        | $23101.06          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-03-15      | 3.5000%  | 3.5000% | $192376.00         | $10012.28          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-07-15      | 3.5000%  | 3.5000% | $1009523.00        | $142717.84         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-07-15      | 3.5000%  | 3.5000% | $1014828.00        | $179454.58         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-09-15      | 3.5000%  | 3.5000% | $1003342.00        | $490785.96         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-03-15      | 3.5000%  | 3.5000% | $3371820.00        | $321797.18         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-03-15      | 3.5000%  | 3.5000% | $1356880.00        | $134922.63         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-07-15      | 3.5000%  | 3.5000% | $200000.00         | $25104.51          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-09-15      | 3.5000%  | 3.5000% | $257463.00         | $20399.35          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-07-15      | 3.5000%  | 3.5000% | $1395280.00        | $45850.43          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-04-01      | 6.0000%  | 6.0000% | $904000.00         | $1629.78           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-08-01      | 5.0000%  | 5.0000% | $1810000.00        | $19127.03          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2043-01-25      | 3.0000%  | 3.0000% | $1362000.00        | $23599.11          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2028-01-25      | 3.0000%  | 3.0000% | $1281024.00        | $1081.49           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2043-10-25      | 0.0000%  | 0.0000% | $20000000.00       | $2845472.13        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2043-06-25      | 0.0000%  | 0.0000% | $4416072.00        | $152476.15         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2047-09-25      | 1.4800%  | 1.4800% | $50000000.00       | $837193.16         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2048-04-25      | 3.0000%  | 3.0000% | $640000.00         | $14105.88          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2048-09-25      | 1.7800%  | 1.7800% | $55745280.00       | $486396.61         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-08-25      | 1.6300%  | 1.6300% | $15504700.00       | $467719.26         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-09-25      | 2.5000%  | 2.5000% | $2700000.00        | $327485.78         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-03-25      | 4.0000%  | 4.0000% | $60426786.00       | $4640946.98        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-03-25      | 2.0000%  | 2.0000% | $1125000.00        | $106658.06         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2047-12-25      | 2.5000%  | 2.5000% | $2000000.00        | $211959.82         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-04-25      | 2.5000%  | 2.5000% | $1800000.00        | $221451.12         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-05-25      | 4.5000%  | 4.5000% | $66473280.00       | $4504382.84        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-12-25      | 3.0000%  | 3.0000% | $1260000.00        | $139594.74         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-02-25      | 2.5000%  | 2.5000% | $6000000.00        | $681726.62         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-04-25      | 0.0500%  | 0.0500% | $9960064.00        | $9173.01           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-12-25      | 0.0000%  | 0.0000% | $7692308.00        | $4519235.42        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-06-25      | 0.0500%  | 0.0500% | $20000000.00       | $27889.62          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-06-25      | 1.5940%  | 1.5940% | $14251040.00       | $774723.53         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-07-25      | 0.2500%  | 0.2500% | $13500000.00       | $68199.48          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-07-25      | 0.1300%  | 0.1300% | $10000000.00       | $26332.55          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-08-25      | 6.5000%  | 6.5000% | $2683012.00        | $495567.58         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-02-25      | 0.0700%  | 0.0700% | $30000000.00       | $58230.02          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-08-25      | 6.0000%  | 6.0000% | $1065916.00        | $97433.09          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-03-25      | 0.0500%  | 0.0500% | $73060736.00       | $140090.54         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-03-25      | 0.0500%  | 0.0500% | $73060736.00       | $140232.55         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-10-25      | 4.5000%  | 4.5000% | $3614360.00        | $3456502.82        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-06-25      | 7.2550%  | 7.2550% | $7572073.00        | $7627198.21        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-07-25      | 1.5500%  | 1.5500% | $75420958.00       | $5295401.83        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-07-25      | 1.5000%  | 1.5000% | $81175168.00       | $7525452.18        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2043-04-15      | 3.0000%  | 3.0000% | $1137500.00        | $142697.51         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-09-15      | 3.0000%  | 3.0000% | $1900000.00        | $247340.29         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-11-15      | 3.5000%  | 3.5000% | $1200000.00        | $90357.46          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-08-15      | 3.5000%  | 3.5000% | $3506784.00        | $293589.24         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-09-15      | 3.0000%  | 3.0000% | $5000000.00        | $402031.48         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2045-12-15      | 4.5000%  | 4.5000% | $195526.00         | $8848.89           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-10-15      | 3.0000%  | 3.0000% | $10500000.00       | $1125538.74        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-10-15      | 3.0000%  | 3.0000% | $2800000.00        | $311657.56         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-11-15      | 3.0000%  | 3.0000% | $10000.00          | $1043.95           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2043-05-15      | 3.5000%  | 3.5000% | $510558.00         | $17950.45          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-11-20      | 2.5000%  | 2.5000% | $30000.00          | $4015.04           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-01-20      | 2.0000%  | 2.0000% | $44000.00          | $1359.82           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-01-20      | 2.5000%  | 2.5000% | $100000.00         | $3348.68           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-01-20      | 3.0000%  | 3.0000% | $500000.00         | $13342.56          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2043-08-20      | 2.5000%  | 2.5000% | $123644.00         | $20572.97          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2045-03-20      | 3.0000%  | 3.0000% | $745000.00         | $61965.79          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2044-08-20      | 4.0000%  | 4.0000% | $225000.00         | $14855.59          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2044-12-20      | 3.5000%  | 3.5000% | $4850000.00        | $357975.04         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2031-04-20      | 3.0000%  | 3.0000% | $20000.00          | $1680.33           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2030-06-20      | 3.0000%  | 3.0000% | $45000.00          | $2921.92           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2045-08-20      | 4.0000%  | 4.0000% | $331354.00         | $23556.41          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2045-09-20      | 4.0000%  | 4.0000% | $125000.00         | $9104.19           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2045-10-20      | 4.0000%  | 4.0000% | $219150.00         | $16968.61          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2045-10-20      | 3.0000%  | 3.0000% | $1500000.00        | $167103.89         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2045-12-20      | 3.5000%  | 3.5000% | $250000.00         | $26396.26          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-04-20      | 3.0000%  | 3.0000% | $6426711.00        | $997309.19         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2046-05-20      | 3.5000%  | 3.5000% | $550000.00         | $59493.02          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2046-08-20      | 3.5000%  | 3.5000% | $5557480.00        | $661351.76         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2046-09-20      | 4.0000%  | 4.0000% | $31193.00          | $3139.94           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2046-11-20      | 4.0000%  | 4.0000% | $467139.00         | $45844.92          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-03-20      | 5.0000%  | 5.0000% | $22635.00          | $2067.75           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-08-20      | 4.0000%  | 4.0000% | $25000.00          | $2747.52           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-08-20      | 4.5000%  | 4.5000% | $200000.00         | $18019.77          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2039-07-15      | 5.0000%  | 5.0000% | $3750000.00        | $93091.15          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2039-05-15      | 4.5000%  | 4.5000% | $146848.00         | $2376.51           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2039-08-15      | 4.0000%  | 4.0000% | $1037353.00        | $68652.40          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2040-01-15      | 4.5000%  | 4.5000% | $101406.00         | $2058.59           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2039-09-15      | 4.0000%  | 4.0000% | $1816050.00        | $116677.70         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2040-10-15      | 4.0000%  | 4.0000% | $2500000.00        | $317312.92         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2040-02-15      | 4.5000%  | 4.5000% | $120857.00         | $2417.30           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2040-06-15      | 4.5000%  | 4.5000% | $76379.00          | $3235.92           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2040-06-15      | 4.0000%  | 4.0000% | $516326.00         | $23943.93          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2040-12-15      | 4.0000%  | 4.0000% | $294691.00         | $7787.78           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2031-11-15      | 6.5000%  | 6.5000% | $510000.00         | $19998.88          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-01-15      | 3.0000%  | 3.0000% | $1050000.00        | $354166.09         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2045-02-15      | 3.0000%  | 3.0000% | $1585000.00        | $348832.75         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-03-15      | 4.5000%  | 4.5000% | $140000.00         | $34399.68          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2046-01-20      | 3.5000%  | 3.5000% | $3100000.00        | $314084.67         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2046-02-20      | 3.5000%  | 3.5000% | $408550.00         | $41116.08          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-01-20      | 5.0000%  | 5.0000% | $18002639.00       | $3159723.05        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-01-20      | 2.5000%  | 2.5000% | $136000.00         | $65900.72          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2044-12-20      | 3.5000%  | 3.5000% | $405000.00         | $207713.95         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2040-07-15      | 5.0000%  | 5.0000% | $7000.00           | $5451.24           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-07-20      | 6.0000%  | 6.0000% | $403683.00         | $359678.39         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-09-20      | 6.0000%  | 6.0000% | $538244.00         | $506521.88         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2064-08-20      | 4.5000%  | 4.5000% | $1468545.00        | $1223125.20        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2026-01-15      | 3.5000%  | 3.5000% | $1000000.00        | $2819.16           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2041-09-15      | 3.5000%  | 3.5000% | $3500000.00        | $231662.06         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2041-08-15      | 4.0000%  | 4.0000% | $6245000.00        | $411517.08         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2039-04-15      | 4.5000%  | 4.5000% | $352861.00         | $5248.08           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2038-10-15      | 6.0000%  | 6.0000% | $1900000.00        | $19576.86          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2034-06-15      | 4.5000%  | 4.5000% | $76551.00          | $3501.67           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2039-09-15      | 5.0000%  | 5.0000% | $2377389.00        | $538411.66         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2064-10-20      | 1.4660%  | 1.4660% | $6215312.00        | $15919.13          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2037-06-16      | 0.0000%  | 0.0000% | $17482784.00       | $450728.44         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2042-11-20      | 3.5000%  | 3.5000% | $727878.00         | $21600.37          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2036-06-25      | 5.5000%  | 5.5000% | $1383.00           | $1443.96           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-07-25      | 0.1000%  | 0.1000% | $18000000.00       | $56355.99          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-01-01      | 6.0000%  | 6.0000% | $614000.00         | $2407.06           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2034-09-01      | 6.0000%  | 6.0000% | $625000.00         | $4038.48           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2026-12-01      | 6.0000%  | 6.0000% | $1400000.00        | $2609.73           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-09-01      | 5.0000%  | 5.0000% | $200000.00         | $1811.95           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-12-01      | 5.5000%  | 5.5000% | $1326724.00        | $12361.11          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2036-01-01      | 5.5000%  | 5.5000% | $1200000.00        | $5610.62           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2027-03-01      | 6.0000%  | 6.0000% | $357658.00         | $1397.93           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2027-04-01      | 6.0000%  | 6.0000% | $1548658.00        | $4552.47           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-07-01      | 7.0000%  | 7.0000% | $395000.00         | $1451.74           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-02-01      | 5.5000%  | 5.5000% | $725000.00         | $2940.82           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-08-01      | 5.5000%  | 5.5000% | $4135144.00        | $20433.00          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2038-02-01      | 6.5000%  | 6.5000% | $215000.00         | $2916.88           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2038-06-01      | 5.0000%  | 5.0000% | $1291589.00        | $22173.64          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2034-11-01      | 5.5000%  | 5.5000% | $50486.00          | $1573.60           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-05-01      | 6.0000%  | 6.0000% | $2200000.00        | $23772.32          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-03-01      | 6.0000%  | 6.0000% | $5390000.00        | $8159.58           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-11-15      | 3.0000%  | 3.0000% | $7028286.00        | $8972499.70        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2041-01-15      | 0.0000%  | 0.0000% | $500000.00         | $193483.79         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-12-25      | 7.6050%  | 7.6050% | $7071428.00        | $6391192.54        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-02-25      | 5.5000%  | 5.5000% | $3721147.00        | $3656006.66        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-04-25      | 5.0000%  | 5.0000% | $6546429.00        | $6147691.10        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-01-25      | 5.0000%  | 5.0000% | $6135000.00        | $6158826.97        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-07-25      | 5.0000%  | 5.0000% | $9995552.00        | $9689376.02        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-11-01      | 6.0000%  | 6.0000% | $2724720.00        | $6574.68           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-03-01      | 6.0000%  | 6.0000% | $7170000.00        | $19248.62          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-05-01      | 6.0000%  | 6.0000% | $620000.00         | $1657.88           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-04-01      | 6.0000%  | 6.0000% | $400000.00         | $1126.91           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-09-01      | 5.0000%  | 5.0000% | $375000.00         | $2553.32           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-10-01      | 5.5000%  | 5.5000% | $3400000.00        | $16716.12          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-10-01      | 5.5000%  | 5.5000% | $3540000.00        | $24803.93          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-12-01      | 5.5000%  | 5.5000% | $2235000.00        | $16217.48          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-02-01      | 7.5000%  | 7.5000% | $558973.00         | $1355.40           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-11-20      | 4.5000%  | 4.5000% | $140171.00         | $13911.70          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-12-20      | 4.0000%  | 4.0000% | $170000.00         | $18723.08          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-02-20      | 3.0000%  | 3.0000% | $80631.00          | $11523.30          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-10-20      | 3.0000%  | 3.0000% | $3680000.00        | $259130.12         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-11-20      | 3.0000%  | 3.0000% | $7750000.00        | $1306603.39        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-09-20      | 4.0000%  | 4.0000% | $140000.00         | $13397.99          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2033-11-20      | 3.5000%  | 3.5000% | $60000.00          | $6280.36           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2034-01-20      | 3.5000%  | 3.5000% | $123147.00         | $11520.95          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-04-20      | 4.5000%  | 4.5000% | $93987.00          | $8229.98           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-06-20      | 5.0000%  | 5.0000% | $213709.00         | $17850.95          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2029-06-20      | 2.5000%  | 2.5000% | $290000.00         | $31304.29          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-06-20      | 3.0000%  | 3.0000% | $88000.00          | $22686.70          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-06-20      | 4.0000%  | 4.0000% | $71700.00          | $17144.80          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-07-20      | 3.0000%  | 3.0000% | $65000.00          | $18009.17          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2036-01-20      | 2.0000%  | 2.0000% | $43600.00          | $9156.92           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-04-20      | 2.5000%  | 2.5000% | $23000.00          | $11918.40          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-05-20      | 3.0000%  | 3.0000% | $44000.00          | $21880.41          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-09-20      | 2.5000%  | 2.5000% | $4000.00           | $2410.63           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-10-20      | 2.5000%  | 2.5000% | $19000.00          | $11756.96          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-12-20      | 2.5000%  | 2.5000% | $7000.00           | $4432.82           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-12-20      | 3.0000%  | 3.0000% | $55000.00          | $34901.84          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-05-20      | 3.0000%  | 3.0000% | $29000.00          | $20496.66          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-09-20      | 3.5000%  | 3.5000% | $3000.00           | $2208.44           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-11-20      | 3.5000%  | 3.5000% | $250000.00         | $185607.85         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-12-20      | 7.5000%  | 7.5000% | $25442.00          | $7974.70           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-12-20      | 7.0000%  | 7.0000% | $27572.00          | $12464.99          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-10-20      | 4.0000%  | 4.0000% | $177900.00         | $152292.48         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-06-15      | 5.0000%  | 5.0000% | $217731.00         | $7717.95           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-06-15      | 4.0000%  | 4.0000% | $26000.00          | $4188.96           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-09-15      | 4.0000%  | 4.0000% | $37608.00          | $15389.18          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-10-15      | 4.0000%  | 4.0000% | $84000.00          | $27559.65          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-01-15      | 4.0000%  | 4.0000% | $100000.00         | $43917.28          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-01-15      | 4.0000%  | 4.0000% | $26000.00          | $9092.67           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2034-12-01      | 5.5000%  | 5.5000% | $442998.00         | $3319.77           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2035-01-01      | 5.5000%  | 5.5000% | $1602000.00        | $13244.40          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2032-12-01      | 6.5000%  | 6.5000% | $1740000.00        | $17521.78          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2033-06-01      | 5.5000%  | 5.5000% | $1070000.00        | $1795.30           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2033-09-01      | 5.0000%  | 5.0000% | $3105000.00        | $16599.34          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2034-03-01      | 5.5000%  | 5.5000% | $440159.00         | $2737.08           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2033-01-01      | 5.5000%  | 5.5000% | $2700000.00        | $4742.10           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2033-04-01      | 5.5000%  | 5.5000% | $390000.00         | $1025.17           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2033-05-01      | 5.5000%  | 5.5000% | $2624198.00        | $23449.26          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2032-10-01      | 4.0000%  | 4.0000% | $54000.00          | $3730.77           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2033-12-01      | 4.5000%  | 4.5000% | $20000.00          | $1522.03           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2035-06-01      | 6.0000%  | 6.0000% | $165000.00         | $3764.63           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2035-07-01      | 5.0000%  | 5.0000% | $93000.00          | $1225.89           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2035-12-01      | 5.5000%  | 5.5000% | $999900.00         | $15811.53          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2046-02-16      | 1.0050%  | 1.0050% | $78619904.00       | $71902.05          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-06-20      | 4.0000%  | 4.0000% | $21203872.00       | $415593.85         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-07-20      | 3.5000%  | 3.5000% | $60000000.00       | $438306.87         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-09-20      | 4.0000%  | 4.0000% | $12475000.00       | $218147.30         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2046-06-20      | 4.0000%  | 4.0000% | $430085.00         | $14974.68          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2046-09-20      | 1.6670%  | 1.6670% | $559956.00         | $18823.42          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2046-10-20      | 3.5000%  | 3.5000% | $1386598.00        | $47552.60          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2047-07-20      | 4.0000%  | 4.0000% | $10440500.00       | $334325.31         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2047-09-20      | 3.5000%  | 3.5000% | $15000000.00       | $303955.26         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2058-09-16      | 2.3990%  | 2.3990% | $510000.00         | $7063.87           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-12-20      | 5.6460%  | 5.6460% | $1000000.00        | $653286.28         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2063-09-16      | 3.0000%  | 3.0000% | $10682000.00       | $7538433.39        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2063-09-16      | 0.0000%  | 0.0000% | $265427596.00      | $5027097.55        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2063-09-16      | 0.1770%  | 0.1770% | $331784495.00      | $6335682.18        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2064-10-16      | 0.7450%  | 0.7450% | $70664168.00       | $4391360.91        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2064-12-16      | 0.5000%  | 0.5000% | $3276776.00        | $176902.57         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2065-02-16      | 0.5000%  | 0.5000% | $717590.00         | $44725.07          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2063-03-16      | 0.5000%  | 0.5000% | $5287440.00        | $227184.26         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2064-07-16      | 0.9270%  | 0.9270% | $50000000.00       | $3431212.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2066-12-16      | 0.7500%  | 0.7500% | $55369344.00       | $3975584.24        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2065-07-16      | 0.4490%  | 0.4490% | $13922768.00       | $746714.59         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2065-07-16      | 0.8570%  | 0.8570% | $121737856.00      | $8224532.81        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2065-07-16      | 0.5850%  | 0.5850% | $25000000.00       | $1456565.24        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2065-07-16      | 0.9020%  | 0.9020% | $44000000.00       | $3164020.68        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2066-01-16      | 0.8960%  | 0.8960% | $105932032.00      | $7270279.12        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2066-12-16      | 1.0390%  | 1.0390% | $100526759.00      | $8663951.56        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-06-20      | 0.8800%  | 0.8800% | $100000000.00      | $4946344.44        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-06-20      | 1.5600%  | 1.5600% | $117142656.00      | $11158228.45       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-04-20      | 1.6670%  | 1.6670% | $48975936.00       | $195464.74         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-06-20      | 4.5000%  | 4.5000% | $4555552.00        | $230923.63         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-01-20      | 4.0000%  | 4.0000% | $9198250.00        | $521675.67         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-04-20      | 4.0000%  | 4.0000% | $89627904.00       | $5271155.83        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-03-20      | 0.0500%  | 0.0500% | $42560960.00       | $75321.16          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-03-20      | 1.6480%  | 1.6480% | $137560968.00      | $12754523.38       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-03-20      | 6.7010%  | 6.7010% | $1492.00           | $1474.27           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-03-20      | 0.0000%  | 0.0000% | $4846008.00        | $3361908.50        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-03-20      | 0.0700%  | 0.0700% | $175000000.00      | $393104.31         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-03-20      | 1.6980%  | 1.6980% | $62518464.00       | $6064121.81        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-02-20      | 1.6480%  | 1.6480% | $16666656.00       | $1324769.32        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-01-20      | 5.0000%  | 5.0000% | $10422951.00       | $9630559.63        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-04-20      | 0.0500%  | 0.0500% | $50000000.00       | $79573.48          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-04-20      | 0.0500%  | 0.0500% | $4000000.00        | $7795.59           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-04-20      | 0.3080%  | 0.3080% | $50000000.00       | $1567726.47        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-04-20      | 0.0500%  | 0.0500% | $15000000.00       | $28475.74          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-04-20      | 0.9980%  | 0.9980% | $80000000.00       | $3092517.12        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-04-20      | 5.5510%  | 5.5510% | $9932166.00        | $9821442.06        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-04-20      | 0.9480%  | 0.9480% | $51732160.00       | $3253562.44        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-04-20      | 2.1980%  | 2.1980% | $95917952.00       | $8605821.14        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-05-20      | 0.0500%  | 0.0500% | $25000000.00       | $40256.65          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-05-20      | 1.4980%  | 1.4980% | $75917952.00       | $7110298.43        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2041-01-01      | 3.5000%  | 3.5000% | $125000.00         | $7394.51           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2025-12-01      | 3.5000%  | 3.5000% | $565000.00         | $1002.75           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2026-01-01      | 3.5000%  | 3.5000% | $2563000.00        | $6201.83           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2026-02-01      | 4.0000%  | 4.0000% | $1200000.00        | $3170.26           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2026-03-01      | 4.0000%  | 4.0000% | $3100000.00        | $11934.33          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2041-03-01      | 4.0000%  | 4.0000% | $34000.00          | $1901.41           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2041-05-01      | 5.0000%  | 5.0000% | $300000.00         | $18952.90          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2026-05-01      | 3.5000%  | 3.5000% | $760000.00         | $4284.74           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2041-05-01      | 5.0000%  | 5.0000% | $200000.00         | $17999.83          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2041-05-01      | 5.0000%  | 5.0000% | $400000.00         | $24858.94          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2041-06-01      | 5.0000%  | 5.0000% | $133500.00         | $8054.52           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-04-01      | 3.5000%  | 3.5000% | $53540.00          | $4937.56           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-06-01      | 3.5000%  | 3.5000% | $29848.00          | $2752.61           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-02-01      | 6.0000%  | 6.0000% | $700000.00         | $22934.42          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2040-06-01      | 5.5000%  | 5.5000% | $953459.00         | $17652.22          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2040-11-01      | 5.0000%  | 5.0000% | $300000.00         | $17789.39          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-01-01      | 5.5000%  | 5.5000% | $630000.00         | $21147.72          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-07-01      | 5.0000%  | 5.0000% | $249000.00         | $11864.67          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2027-11-01      | 3.5000%  | 3.5000% | $300000.00         | $5710.17           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2040-05-01      | 5.0000%  | 5.0000% | $242000.00         | $13950.75          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-08-01      | 2.5000%  | 2.5000% | $29000.00          | $1295.85           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-09-01      | 6.0000%  | 6.0000% | $300000.00         | $23330.88          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-05-01      | 4.5000%  | 4.5000% | $300000.00         | $18616.57          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2034-04-01      | 4.0000%  | 4.0000% | $25000.00          | $3464.67           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2029-05-01      | 3.5000%  | 3.5000% | $292000.00         | $15621.15          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2029-10-01      | 3.5000%  | 3.5000% | $210000.00         | $12855.51          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2041-12-01      | 5.0000%  | 5.0000% | $150000.00         | $17427.40          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-01-01      | 4.5000%  | 4.5000% | $188000.00         | $12325.26          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-07-01      | 4.0000%  | 4.0000% | $12000.00          | $2361.75           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2041-01-01      | 4.0000%  | 4.0000% | $287465.00         | $19727.38          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-04-01      | 3.5000%  | 3.5000% | $45000.00          | $3828.92           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2045-08-01      | 3.5000%  | 3.5000% | $30000.00          | $5261.93           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-11-01      | 3.5000%  | 3.5000% | $54000.00          | $5962.91           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-11-01      | 3.5000%  | 3.5000% | $237282.00         | $19430.85          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2036-10-01      | 6.0000%  | 6.0000% | $105000.00         | $1341.28           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2037-03-01      | 5.5000%  | 5.5000% | $148000.00         | $2363.05           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2037-05-01      | 6.0000%  | 6.0000% | $305000.00         | $1752.69           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2036-10-01      | 5.5000%  | 5.5000% | $6500000.00        | $17880.55          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2038-04-01      | 5.5000%  | 5.5000% | $950000.00         | $16855.63          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2035-05-01      | 5.5000%  | 5.5000% | $2055000.00        | $20586.23          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2035-07-01      | 5.0000%  | 5.0000% | $525000.00         | $4662.10           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2034-11-01      | 5.0000%  | 5.0000% | $1420000.00        | $21701.62          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2037-10-01      | 5.5000%  | 5.5000% | $1000000.00        | $12380.92          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2038-03-01      | 5.0000%  | 5.0000% | $282000.00         | $3745.66           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2038-07-01      | 5.5000%  | 5.5000% | $565000.00         | $3745.78           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2038-08-01      | 6.0000%  | 6.0000% | $357287.00         | $5574.52           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2038-08-01      | 6.0000%  | 6.0000% | $440539.00         | $5573.61           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2038-08-01      | 6.0000%  | 6.0000% | $125295.00         | $4549.88           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2038-08-01      | 5.5000%  | 5.5000% | $465000.00         | $5041.62           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2035-06-01      | 5.5000%  | 5.5000% | $1375000.00        | $19727.46          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2040-01-01      | 5.0000%  | 5.0000% | $340000.00         | $16157.07          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2038-01-01      | 5.5000%  | 5.5000% | $198000.00         | $3700.07           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2035-07-01      | 5.5000%  | 5.5000% | $94234.00          | $1731.25           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2041-04-01      | 4.0000%  | 4.0000% | $14000.00          | $1199.88           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2042-08-01      | 3.5000%  | 3.5000% | $178000.00         | $22484.13          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2039-03-01      | 7.0000%  | 7.0000% | $200000.00         | $8755.49           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2045-02-01      | 4.0000%  | 4.0000% | $85000.00          | $15095.25          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2026-01-01      | 3.5000%  | 3.5000% | $4365561.00        | $8207.42           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2028-10-01      | 3.5000%  | 3.5000% | $1050000.00        | $14174.28          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2027-05-01      | 3.5000%  | 3.5000% | $1000000.00        | $16764.11          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2027-08-01      | 3.5000%  | 3.5000% | $1500000.00        | $10342.63          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2026-12-01      | 4.5000%  | 4.5000% | $565000.00         | $3902.32           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2029-01-01      | 4.0000%  | 4.0000% | $1865000.00        | $15886.28          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2031-08-01      | 3.0000%  | 3.0000% | $80000.00          | $10696.75          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2032-09-01      | 3.5000%  | 3.5000% | $105000.00         | $8004.91           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2047-12-01      | 3.0000%  | 3.0000% | $88000.00          | $13241.86          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2048-07-01      | 5.0000%  | 5.0000% | $85000.00          | $9014.31           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2048-10-01      | 4.0000%  | 4.0000% | $201000.00         | $14693.55          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2046-04-01      | 3.0000%  | 3.0000% | $15000.00          | $1976.99           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-10-01      | 3.5000%  | 3.5000% | $13000.00          | $1507.74           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-08-01      | 3.5000%  | 3.5000% | $65000.00          | $6540.01           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-03-01      | 3.5000%  | 3.5000% | $49000.00          | $5919.89           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-04-01      | 3.5000%  | 3.5000% | $70000.00          | $5380.13           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2027-04-01      | 3.0000%  | 3.0000% | $221000.00         | $3758.56           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-05-01      | 3.5000%  | 3.5000% | $12210.00          | $1828.18           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2027-05-01      | 3.5000%  | 3.5000% | $434954.00         | $7878.25           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-06-01      | 3.5000%  | 3.5000% | $18207.00          | $1956.93           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2027-07-01      | 3.0000%  | 3.0000% | $100000.00         | $1588.89           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-07-01      | 3.5000%  | 3.5000% | $37640.00          | $6531.35           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-10-01      | 4.0000%  | 4.0000% | $20000.00          | $2449.62           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-10-01      | 3.0000%  | 3.0000% | $42000.00          | $2154.21           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2029-07-01      | 3.5000%  | 3.5000% | $31000.00          | $2626.42           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2044-08-01      | 4.0000%  | 4.0000% | $26135.00          | $1555.63           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-02-01      | 3.0000%  | 3.0000% | $123828.00         | $10093.27          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-12-01      | 3.0000%  | 3.0000% | $36818.00          | $6113.44           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-04-01      | 3.0000%  | 3.0000% | $34503.00          | $4338.26           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-07-01      | 2.5000%  | 2.5000% | $30000.00          | $3992.11           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-08-01      | 2.5000%  | 2.5000% | $16000.00          | $2142.93           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-07-01      | 2.5000%  | 2.5000% | $48000.00          | $5839.34           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-09-01      | 3.0000%  | 3.0000% | $50000.00          | $10887.40          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-02-01      | 3.5000%  | 3.5000% | $14000.00          | $2415.03           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2027-02-01      | 2.5000%  | 2.5000% | $32000.00          | $1223.36           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-04-01      | 3.0000%  | 3.0000% | $158400.00         | $19836.68          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-05-01      | 3.0000%  | 3.0000% | $157500.00         | $21581.13          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-04-01      | 3.0000%  | 3.0000% | $247000.00         | $14171.11          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-05-01      | 3.0000%  | 3.0000% | $309000.00         | $17060.23          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-08-01      | 4.5000%  | 4.5000% | $160000.00         | $7237.55           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-11-01      | 3.0000%  | 3.0000% | $41000.00          | $3256.07           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-12-01      | 4.0000%  | 4.0000% | $10000.00          | $1288.88           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2029-04-01      | 3.5000%  | 3.5000% | $301579.00         | $17911.54          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2044-07-01      | 5.0000%  | 5.0000% | $138307.00         | $1822.78           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-01-01      | 3.5000%  | 3.5000% | $97429.00          | $15266.62          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2029-11-01      | 3.0000%  | 3.0000% | $110000.00         | $8415.52           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2046-09-01      | 3.0000%  | 3.0000% | $131012.00         | $20645.64          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2047-05-01      | 3.5000%  | 3.5000% | $26000.00          | $2742.72           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2029-03-01      | 3.0000%  | 3.0000% | $349000.00         | $18843.33          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2029-10-01      | 3.0000%  | 3.0000% | $145000.00         | $9158.39           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2030-11-01      | 3.0000%  | 3.0000% | $144000.00         | $13906.58          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2030-12-01      | 3.0000%  | 3.0000% | $195000.00         | $20525.32          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2031-03-01      | 3.0000%  | 3.0000% | $11000.00          | $1168.43           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2032-04-01      | 3.5000%  | 3.5000% | $120822.00         | $12990.15          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2033-04-01      | 3.0000%  | 3.0000% | $37718.00          | $4594.49           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2033-07-01      | 3.0000%  | 3.0000% | $21000.00          | $2065.05           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2030-08-01      | 4.5000%  | 4.5000% | $102000.00         | $1921.94           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2031-06-01      | 4.0000%  | 4.0000% | $85000.00          | $3724.23           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2031-01-01      | 4.0000%  | 4.0000% | $46000.00          | $1685.63           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2026-01-01      | 3.5000%  | 3.5000% | $6160554.00        | $11324.91          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2026-03-01      | 5.0000%  | 5.0000% | $950000.00         | $1343.59           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2026-04-01      | 3.5000%  | 3.5000% | $556068.00         | $2366.28           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2028-02-01      | 7.0000%  | 7.0000% | $8910000.00        | $2484.41           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2028-09-01      | 7.0000%  | 7.0000% | $16000000.00       | $8457.08           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2033-10-01      | 6.0000%  | 6.0000% | $3600000.00        | $20042.06          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2034-03-01      | 5.5000%  | 5.5000% | $159000.00         | $1749.89           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2033-06-01      | 5.5000%  | 5.5000% | $1450000.00        | $11084.65          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2034-06-01      | 5.5000%  | 5.5000% | $425042.00         | $4370.31           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2039-07-01      | 5.5000%  | 5.5000% | $240000.00         | $24179.52          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2033-11-01      | 6.0000%  | 6.0000% | $1500000.00        | $2605.32           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2034-01-01      | 5.5000%  | 5.5000% | $143000.00         | $3387.97           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2035-04-01      | 5.5000%  | 5.5000% | $326000.00         | $4690.84           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2035-04-01      | 6.0000%  | 6.0000% | $110000.00         | $1054.52           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2030-01-01      | 6.5000%  | 6.5000% | $13328505.00       | $3717.52           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2029-03-01      | 3.5000%  | 3.5000% | $100000.00         | $6993.73           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2030-08-01      | 3.5000%  | 3.5000% | $30000.00          | $1393.64           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2030-09-01      | 3.5000%  | 3.5000% | $25000.00          | $3934.30           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2032-09-01      | 6.0000%  | 6.0000% | $630609.00         | $2825.55           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2034-01-01      | 6.0000%  | 6.0000% | $326500.00         | $1782.52           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2036-10-01      | 6.0000%  | 6.0000% | $934364.00         | $22910.24          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2039-04-01      | 6.0000%  | 6.0000% | $183000.00         | $7431.69           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-11-20      | 3.5000%  | 3.5000% | $4337376.00        | $1390278.40        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-01-20      | 3.5000%  | 3.5000% | $2353000.00        | $188235.04         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-04-20      | 3.5000%  | 3.5000% | $52601214.00       | $5178639.76        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-04-20      | 3.5000%  | 3.5000% | $18154784.00       | $2014065.90        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-08-20      | 2.5000%  | 2.5000% | $4300000.00        | $414441.96         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-08-20      | 2.5000%  | 2.5000% | $16242656.00       | $1247811.96        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-09-20      | 2.5000%  | 2.5000% | $1500000.00        | $110953.91         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-11-20      | 2.0000%  | 2.0000% | $11254848.00       | $840050.72         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-10-20      | 0.0500%  | 0.0500% | $17021952.00       | $10883.51          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-12-20      | 3.5000%  | 3.5000% | $34423000.00       | $3593030.04        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-12-20      | 1.3000%  | 1.3000% | $11075110.00       | $460487.36         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-03-20      | 3.0000%  | 3.0000% | $12400000.00       | $1287210.80        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-04-20      | 3.5000%  | 3.5000% | $14480560.00       | $931308.49         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-04-20      | 5.0000%  | 5.0000% | $11595000.00       | $1137222.65        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-06-20      | 3.5000%  | 3.5000% | $1259000.00        | $106350.86         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-01-20      | 1.8670%  | 1.8670% | $6318000.00        | $380170.72         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-09-20      | 2.5000%  | 2.5000% | $150962.00         | $8495.98           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-09-20      | 2.5000%  | 2.5000% | $1500000.00        | $128146.82         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2063-09-16      | 1.0290%  | 1.0290% | $147202121.00      | $7774300.12        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-11-20      | 3.0000%  | 3.0000% | $2000000.00        | $225275.08         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-11-20      | 3.0000%  | 3.0000% | $2000000.00        | $149810.72         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-11-20      | 4.5000%  | 4.5000% | $14788800.00       | $1821165.83        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-09-20      | 4.5000%  | 4.5000% | $2187000.00        | $315188.31         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-07-20      | 0.0000%  | 0.0000% | $15098536.00       | $8412533.80        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-06-20      | 5.0000%  | 5.0000% | $22361088.00       | $2957199.89        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-02-20      | 1.4980%  | 1.4980% | $45000000.00       | $1625718.25        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-05-01      | 2.5000%  | 2.5000% | $16000.00          | $1831.99           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-07-01      | 3.5000%  | 3.5000% | $50000.00          | $3936.87           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-09-01      | 3.5000%  | 3.5000% | $15000.00          | $1215.76           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2045-09-01      | 3.5000%  | 3.5000% | $139128.00         | $17536.12          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-04-01      | 6.5000%  | 6.5000% | $2547660.00        | $8553.75           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2032-12-25      | 0.0000%  | 0.0000% | $200000.00         | $1256.20           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-01-01      | 6.0000%  | 6.0000% | $595000.00         | $1459.04           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-03-01      | 6.0000%  | 6.0000% | $1168527.00        | $14457.46          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-03-01      | 6.0000%  | 6.0000% | $293103.00         | $1383.01           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-05-01      | 6.0000%  | 6.0000% | $500000.00         | $8882.19           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-12-01      | 5.5000%  | 5.5000% | $750000.00         | $18435.50          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2034-02-01      | 6.0000%  | 6.0000% | $845000.00         | $5035.90           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2034-02-01      | 5.5000%  | 5.5000% | $2700000.00        | $16461.67          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2034-03-01      | 5.5000%  | 5.5000% | $1000000.00        | $7911.83           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2034-03-01      | 6.0000%  | 6.0000% | $3100000.00        | $18339.67          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2034-03-01      | 5.0000%  | 5.0000% | $727000.00         | $6629.43           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2034-04-01      | 5.0000%  | 5.0000% | $550000.00         | $4776.65           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2034-08-01      | 6.0000%  | 6.0000% | $554591.00         | $4298.63           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2034-08-01      | 6.0000%  | 6.0000% | $3239172.00        | $22707.32          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2034-09-01      | 5.5000%  | 5.5000% | $177000.00         | $1504.99           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-09-01      | 5.0000%  | 5.0000% | $2238130.00        | $24542.86          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-08-01      | 5.5000%  | 5.5000% | $194552.00         | $1805.13           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-08-01      | 5.0000%  | 5.0000% | $190252.00         | $1004.28           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2034-10-01      | 6.0000%  | 6.0000% | $321160.00         | $2459.54           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2034-12-01      | 6.0000%  | 6.0000% | $573634.00         | $4444.81           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-02-01      | 5.5000%  | 5.5000% | $600000.00         | $5847.18           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-02-01      | 5.5000%  | 5.5000% | $334000.00         | $3070.55           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-04-01      | 6.0000%  | 6.0000% | $1086668.00        | $10435.69          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-05-01      | 6.0000%  | 6.0000% | $102363.00         | $1000.12           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-06-01      | 5.0000%  | 5.0000% | $1243707.00        | $12572.80          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-07-01      | 5.0000%  | 5.0000% | $2300000.00        | $24016.17          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-07-01      | 6.0000%  | 6.0000% | $105000.00         | $1387.68           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2036-03-01      | 5.0000%  | 5.0000% | $250000.00         | $2444.38           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2034-07-01      | 5.0000%  | 5.0000% | $1615000.00        | $18735.99          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2032-03-01      | 6.5000%  | 6.5000% | $5944540.00        | $4583.92           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2026-12-01      | 3.0000%  | 3.0000% | $260000.00         | $4037.29           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2033-01-01      | 3.0000%  | 3.0000% | $76192.00          | $17527.45          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2042-06-01      | 3.5000%  | 3.5000% | $151000.00         | $12020.14          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2042-09-01      | 3.5000%  | 3.5000% | $150000.00         | $18636.00          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2043-02-01      | 3.5000%  | 3.5000% | $131876.00         | $20927.68          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2043-06-01      | 3.5000%  | 3.5000% | $65262.00          | $13124.94          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2046-12-01      | 4.0000%  | 4.0000% | $83226.00          | $12868.51          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2047-01-01      | 3.5000%  | 3.5000% | $36752.00          | $5697.44           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2047-07-01      | 3.5000%  | 3.5000% | $44000.00          | $5237.78           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2048-12-01      | 3.5000%  | 3.5000% | $9000.00           | $1056.76           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2042-12-01      | 3.5000%  | 3.5000% | $130000.00         | $15782.34          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2043-01-01      | 3.5000%  | 3.5000% | $75000.00          | $8873.50           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2043-02-01      | 3.5000%  | 3.5000% | $91000.00          | $12272.76          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2027-12-01      | 5.0000%  | 5.0000% | $886876.00         | $4668.77           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2037-08-01      | 3.0000%  | 3.0000% | $16000.00          | $2388.33           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2038-09-01      | 3.5000%  | 3.5000% | $152248.00         | $13401.99          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2047-12-01      | 4.0000%  | 4.0000% | $70601.00          | $9048.72           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2032-12-01      | 6.0000%  | 6.0000% | $2201779.00        | $3741.85           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2029-10-01      | 6.0000%  | 6.0000% | $500000.00         | $6071.94           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2039-02-01      | 5.0000%  | 5.0000% | $2018415.00        | $12195.77          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2041-06-01      | 5.0000%  | 5.0000% | $200000.00         | $11296.32          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2034-07-01      | 6.0000%  | 6.0000% | $530000.00         | $4513.11           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2035-10-01      | 6.0000%  | 6.0000% | $141140.00         | $1914.64           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2044-08-01      | 3.5000%  | 3.5000% | $175000.00         | $13809.34          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2045-08-01      | 3.5000%  | 3.5000% | $16987.00          | $1692.31           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2046-11-01      | 2.5000%  | 2.5000% | $57500.00          | $14583.77          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2047-02-01      | 3.0000%  | 3.0000% | $6000.00           | $1254.64           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2047-10-01      | 3.5000%  | 3.5000% | $148000.00         | $18668.29          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2048-06-01      | 3.5000%  | 3.5000% | $58000.00          | $5219.72           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2048-07-01      | 3.5000%  | 3.5000% | $163000.00         | $11999.43          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2029-11-01      | 3.5000%  | 3.5000% | $300000.00         | $21828.08          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2030-04-01      | 3.5000%  | 3.5000% | $42000.00          | $3124.90           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2028-05-01      | 3.5000%  | 3.5000% | $52000.00          | $1460.39           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2029-12-01      | 3.5000%  | 3.5000% | $133000.00         | $8105.29           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2032-09-01      | 3.5000%  | 3.5000% | $101000.00         | $7691.73           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2030-12-01      | 3.5000%  | 3.5000% | $300000.00         | $18346.78          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2033-05-01      | 3.0000%  | 3.0000% | $23000.00          | $3693.89           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2031-05-01      | 3.5000%  | 3.5000% | $15000.00          | $1726.77           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2027-05-01      | 3.0000%  | 3.0000% | $955000.00         | $17026.43          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2029-04-01      | 3.5000%  | 3.5000% | $397198.00         | $19503.91          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2029-10-01      | 3.0000%  | 3.0000% | $26000.00          | $1640.42           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2030-06-01      | 3.0000%  | 3.0000% | $23000.00          | $2141.68           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2030-09-01      | 3.0000%  | 3.0000% | $19000.00          | $1735.06           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2030-11-01      | 3.0000%  | 3.0000% | $37000.00          | $3569.34           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2031-03-01      | 3.0000%  | 3.0000% | $14000.00          | $1485.48           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2032-02-01      | 2.5000%  | 2.5000% | $31000.00          | $5501.38           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2031-10-01      | 2.5000%  | 2.5000% | $73000.00          | $10466.09          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2032-09-01      | 3.0000%  | 3.0000% | $137000.00         | $17505.85          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2033-07-01      | 3.5000%  | 3.5000% | $15278.00          | $1382.78           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2032-12-01      | 2.5000%  | 2.5000% | $8000.00           | $1252.03           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2032-12-01      | 3.0000%  | 3.0000% | $238475.00         | $33585.75          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2033-01-01      | 3.5000%  | 3.5000% | $8000.00           | $1180.48           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2033-02-01      | 2.5000%  | 2.5000% | $25000.00          | $3517.29           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2033-04-01      | 3.0000%  | 3.0000% | $40000.00          | $4867.19           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2035-08-01      | 3.0000%  | 3.0000% | $135000.00         | $24825.53          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2031-09-01      | 5.0000%  | 5.0000% | $14000.00          | $1081.77           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2041-05-01      | 5.5000%  | 5.5000% | $10000.00          | $1857.78           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2044-12-01      | 3.5000%  | 3.5000% | $55000.00          | $12472.04          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2033-04-01      | 3.5000%  | 3.5000% | $42000.00          | $9624.13           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2033-12-01      | 2.5000%  | 2.5000% | $37000.00          | $7228.14           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2048-05-01      | 4.0000%  | 4.0000% | $8000.00           | $3529.89           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2037-12-01      | 5.0000%  | 5.0000% | $15000.00          | $10248.85          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2034-10-01      | 2.5000%  | 2.5000% | $21000.00          | $6997.49           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2034-10-01      | 2.5000%  | 2.5000% | $10000.00          | $2927.68           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2035-04-01      | 2.5000%  | 2.5000% | $50000.00          | $20053.36          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2035-06-01      | 3.5000%  | 3.5000% | $5000.00           | $1453.76           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2034-09-01      | 4.0000%  | 4.0000% | $15000.00          | $2491.44           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2035-05-01      | 2.5000%  | 2.5000% | $21000.00          | $5182.99           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2035-09-01      | 2.0000%  | 2.0000% | $6000.00           | $2258.60           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2034-04-01      | 6.0000%  | 6.0000% | $167694.00         | $3829.92           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-11-01      | 6.0000%  | 6.0000% | $1974561.00        | $14857.43          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2034-01-01      | 5.5000%  | 5.5000% | $1200000.00        | $10467.23          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2034-01-01      | 5.5000%  | 5.5000% | $127818.00         | $2395.81           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2034-01-01      | 5.5000%  | 5.5000% | $125214.00         | $4331.90           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2034-06-01      | 6.0000%  | 6.0000% | $800000.00         | $6874.61           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2034-07-01      | 6.0000%  | 6.0000% | $986000.00         | $2433.27           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2034-07-01      | 6.0000%  | 6.0000% | $129000.00         | $1242.20           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2034-08-01      | 6.0000%  | 6.0000% | $173548.00         | $1897.86           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2034-10-01      | 6.0000%  | 6.0000% | $1236246.00        | $10452.71          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-11-01      | 5.5000%  | 5.5000% | $968549.00         | $8127.23           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-10-01      | 6.4420%  | 6.4420% | $990000.00         | $8040.62           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-07-01      | 6.0000%  | 6.0000% | $1309000.00        | $9317.85           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-09-01      | 5.5000%  | 5.5000% | $1529486.00        | $6124.54           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-08-01      | 5.0000%  | 5.0000% | $275000.00         | $1712.50           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-11-01      | 6.4310%  | 6.4310% | $720000.00         | $6105.78           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-11-01      | 5.5000%  | 5.5000% | $5929720.00        | $21252.27          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2036-02-01      | 6.0000%  | 6.0000% | $6193920.00        | $23336.50          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2036-04-01      | 5.5000%  | 5.5000% | $233392.00         | $1878.49           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-11-01      | 3.0000%  | 3.0000% | $37115.00          | $2678.95           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-01-01      | 3.5000%  | 3.5000% | $247747.00         | $20755.70          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-08-01      | 4.0000%  | 4.0000% | $31000.00          | $6609.63           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-09-01      | 3.0000%  | 3.0000% | $100000.00         | $22722.76          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-10-01      | 4.0000%  | 4.0000% | $25000.00          | $6354.45           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-07-01      | 2.5000%  | 2.5000% | $9000.00           | $1106.83           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-05-01      | 3.5000%  | 3.5000% | $126000.00         | $9524.40           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-01-01      | 2.5000%  | 2.5000% | $8000.00           | $1445.26           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-08-01      | 3.0000%  | 3.0000% | $84327.00          | $18519.51          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-06-01      | 4.0000%  | 4.0000% | $111000.00         | $12556.81          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-07-01      | 3.5000%  | 3.5000% | $49000.00          | $6601.80           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-02-01      | 3.0000%  | 3.0000% | $14000.00          | $3223.60           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-08-01      | 3.5000%  | 3.5000% | $89017.00          | $16777.41          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-09-01      | 4.0000%  | 4.0000% | $73186.00          | $8227.63           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-10-01      | 4.0000%  | 4.0000% | $80000.00          | $10792.47          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-08-01      | 4.5000%  | 4.5000% | $90000.00          | $13158.71          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-04-01      | 3.5000%  | 3.5000% | $100000.00         | $13862.55          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-02-01      | 4.0000%  | 4.0000% | $42000.00          | $6626.72           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-06-01      | 3.5000%  | 3.5000% | $163406.00         | $13613.14          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-10-01      | 3.5000%  | 3.5000% | $750661.00         | $18287.29          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-12-01      | 3.0000%  | 3.0000% | $170000.00         | $18701.73          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-11-01      | 3.5000%  | 3.5000% | $27000.00          | $1519.90           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-02-01      | 3.5000%  | 3.5000% | $12000.00          | $1381.06           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2041-07-01      | 6.0000%  | 6.0000% | $65000.00          | $15296.38          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-01-01      | 2.5000%  | 2.5000% | $9000.00           | $1328.66           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-04-01      | 3.5000%  | 3.5000% | $28000.00          | $6432.26           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-10-01      | 4.0000%  | 4.0000% | $35000.00          | $8592.34           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-02-01      | 3.5000%  | 3.5000% | $60000.00          | $8132.79           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-02-01      | 3.0000%  | 3.0000% | $19000.00          | $3286.69           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-09-01      | 3.0000%  | 3.0000% | $77890.00          | $15251.39          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-07-01      | 4.0000%  | 4.0000% | $125000.00         | $21787.28          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2038-11-01      | 4.5000%  | 4.5000% | $10000.00          | $1793.82           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2045-06-01      | 4.0000%  | 4.0000% | $75000.00          | $20730.20          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-04-01      | 3.5000%  | 3.5000% | $39000.00          | $5611.76           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-11-01      | 4.5000%  | 4.5000% | $170000.00         | $15137.69          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-01-01      | 4.5000%  | 4.5000% | $8000.00           | $1749.01           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2034-01-01      | 4.0000%  | 4.0000% | $30000.00          | $1823.96           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-04-01      | 3.5000%  | 3.5000% | $50000.00          | $13608.37          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-11-01      | 3.0000%  | 3.0000% | $100000.00         | $18765.84          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2034-10-01      | 3.0000%  | 3.0000% | $69690.00          | $15307.30          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2034-12-01      | 3.0000%  | 3.0000% | $11000.00          | $3418.20           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-01-01      | 4.0000%  | 4.0000% | $108000.00         | $20935.57          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-01-01      | 3.0000%  | 3.0000% | $70000.00          | $17015.23          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-12-01      | 3.0000%  | 3.0000% | $29000.00          | $7954.11           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-03-01      | 3.0000%  | 3.0000% | $31000.00          | $5116.99           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-03-01      | 3.0000%  | 3.0000% | $19000.00          | $4822.15           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-07-01      | 2.0000%  | 2.0000% | $35105.00          | $21994.27          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-09-01      | 2.5000%  | 2.5000% | $34129.00          | $15062.43          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-10-01      | 2.0000%  | 2.0000% | $50000.00          | $22274.93          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-10-01      | 3.0000%  | 3.0000% | $36000.00          | $19445.60          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-11-01      | 2.5000%  | 2.5000% | $24000.00          | $12494.30          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-10-01      | 2.5000%  | 2.5000% | $50000.00          | $17200.92          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-11-01      | 2.5000%  | 2.5000% | $50000.00          | $21897.02          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-03-01      | 2.5000%  | 2.5000% | $32020.00          | $20135.11          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2036-05-01      | 2.0000%  | 2.0000% | $30000.00          | $13887.86          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-01-01      | 3.0000%  | 3.0000% | $6000.00           | $3973.57           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-07-01      | 4.5000%  | 4.5000% | $5000.00           | $3211.94           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-11-01      | 3.0000%  | 3.0000% | $17000.00          | $3395.71           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-12-01      | 3.5000%  | 3.5000% | $27000.00          | $3996.10           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-01-01      | 3.5000%  | 3.5000% | $43000.00          | $6280.87           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-02-01      | 4.0000%  | 4.0000% | $123000.00         | $24273.86          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-05-01      | 4.0000%  | 4.0000% | $42539.00          | $10315.80          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-05-01      | 4.5000%  | 4.5000% | $220000.00         | $22325.76          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-01-01      | 4.5000%  | 4.5000% | $321000.00         | $21600.94          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-04-01      | 4.0000%  | 4.0000% | $63585.00          | $14913.87          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-07-01      | 4.0000%  | 4.0000% | $56000.00          | $16266.52          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2034-09-01      | 3.5000%  | 3.5000% | $65000.00          | $15120.37          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-04-01      | 2.5000%  | 2.5000% | $18000.00          | $6510.55           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-09-01      | 2.0000%  | 2.0000% | $15000.00          | $8378.34           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-07-01      | 3.0000%  | 3.0000% | $54000.00          | $14964.08          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-08-01      | 3.0000%  | 3.0000% | $40316.00          | $13421.80          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-08-01      | 3.0000%  | 3.0000% | $15247.00          | $6540.25           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-09-01      | 2.0000%  | 2.0000% | $16000.00          | $6781.13           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-08-01      | 3.0000%  | 3.0000% | $15781.00          | $6450.54           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-12-01      | 1.5000%  | 1.5000% | $38601.00          | $21526.80          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-10-01      | 3.0000%  | 3.0000% | $28594.00          | $10557.70          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-02-01      | 3.0000%  | 3.0000% | $20000.00          | $10735.13          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-09-01      | 3.5000%  | 3.5000% | $30000.00          | $16129.87          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-07-01      | 3.0000%  | 3.0000% | $34834.00          | $19587.97          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-08-01      | 2.5000%  | 2.5000% | $27915.00          | $19738.08          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-10-01      | 2.5000%  | 2.5000% | $22000.00          | $14817.91          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-12-01      | 3.0000%  | 3.0000% | $30000.00          | $19576.68          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-08-01      | 5.0000%  | 5.0000% | $4000.00           | $2998.30           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-01-15      | 4.0000%  | 4.0000% | $63000.00          | $28959.04          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-11-15      | 4.0000%  | 4.0000% | $29000.00          | $14918.86          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-10-15      | 4.0000%  | 4.0000% | $74000.00          | $32879.44          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-12-15      | 4.0000%  | 4.0000% | $87000.00          | $32168.38          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-04-15      | 3.0000%  | 3.0000% | $32055.00          | $17517.00          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-11-15      | 3.0000%  | 3.0000% | $25360.00          | $6049.78           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2066-03-15      | 6.2990%  | 6.2990% | $884733.00         | $897215.69         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2062-05-20      | 4.5000%  | 4.5000% | $43565.00          | $40209.67          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2043-03-15      | 3.5000%  | 3.5000% | $33662.00          | $4599.46           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2043-05-15      | 3.5000%  | 3.5000% | $160932.00         | $21328.84          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2043-05-15      | 3.0000%  | 3.0000% | $90000.00          | $15247.10          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2043-05-15      | 3.0000%  | 3.0000% | $70000.00          | $7021.97           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2043-05-15      | 3.0000%  | 3.0000% | $590000.00         | $60253.86          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2043-03-15      | 3.5000%  | 3.5000% | $194902.00         | $36931.11          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2043-05-15      | 3.0000%  | 3.0000% | $45000.00          | $4807.12           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2043-06-15      | 3.0000%  | 3.0000% | $45000.00          | $6310.84           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2043-06-15      | 3.0000%  | 3.0000% | $290000.00         | $47966.43          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2043-06-15      | 3.0000%  | 3.0000% | $275000.00         | $34561.82          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2043-09-15      | 3.5000%  | 3.5000% | $574665.00         | $79408.38          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2044-10-15      | 3.0000%  | 3.0000% | $110503.00         | $10714.42          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2045-04-15      | 4.0000%  | 4.0000% | $378000.00         | $28587.38          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2045-07-15      | 4.0000%  | 4.0000% | $91000.00          | $8599.57           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2046-10-15      | 4.0000%  | 4.0000% | $58311.00          | $2508.44           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-05-20      | 5.5000%  | 5.5000% | $479288.00         | $403077.40         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2064-02-20      | 5.0000%  | 5.0000% | $23357.00          | $22598.07          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2064-05-20      | 4.5000%  | 4.5000% | $8583.00           | $8092.18           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-10-20      | 6.0000%  | 6.0000% | $1423693.00        | $1068889.37        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-11-20      | 5.0000%  | 5.0000% | $10135248.00       | $9978973.63        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-01-20      | 5.5000%  | 5.5000% | $112255.00         | $113240.28         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-11-20      | 5.5000%  | 5.5000% | $696712.00         | $682053.37         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-01-20      | 6.0000%  | 6.0000% | $2876190.00        | $2943480.72        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-11-20      | 5.5000%  | 5.5000% | $9896.00           | $9948.83           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-03-20      | 6.5000%  | 6.5000% | $2659571.00        | $2791143.72        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2036-09-01      | 2.0000%  | 2.0000% | $16000.00          | $9157.55           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2036-10-01      | 2.0000%  | 2.0000% | $4000.00           | $2329.50           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2037-09-01      | 3.5000%  | 3.5000% | $26000.00          | $16942.15          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2038-03-01      | 5.0000%  | 5.0000% | $10000.00          | $6599.04           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2040-10-01      | 2.5000%  | 2.5000% | $35000.00          | $16202.07          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-02-01      | 3.5000%  | 3.5000% | $17000.00          | $11265.97          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-06-01      | 3.5000%  | 3.5000% | $6000.00           | $4363.90           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-07-01      | 3.0000%  | 3.0000% | $7000.00           | $4953.51           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-05-01      | 2.5000%  | 2.5000% | $7000.00           | $4615.63           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-07-01      | 4.5000%  | 4.5000% | $11000.00          | $8527.44           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-07-01      | 3.5000%  | 3.5000% | $25000.00          | $19434.59          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-08-01      | 4.5000%  | 4.5000% | $4000.00           | $2817.37           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-09-01      | 4.5000%  | 4.5000% | $4000.00           | $3214.18           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-09-01      | 3.5000%  | 3.5000% | $36000.00          | $23964.16          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-11-01      | 5.5000%  | 5.5000% | $12000.00          | $10347.47          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-11-01      | 3.5000%  | 3.5000% | $94000.00          | $13865.81          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-11-01      | 3.5000%  | 3.5000% | $22000.00          | $2974.26           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-08-01      | 5.0000%  | 5.0000% | $70000.00          | $19082.49          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-06-01      | 5.0000%  | 5.0000% | $95000.00          | $21763.89          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2034-09-01      | 3.5000%  | 3.5000% | $9000.00           | $2005.78           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-06-01      | 3.5000%  | 3.5000% | $34000.00          | $4143.22           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-05-01      | 3.0000%  | 3.0000% | $75000.00          | $14408.49          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-07-01      | 3.0000%  | 3.0000% | $24000.00          | $3806.09           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-06-01      | 3.5000%  | 3.5000% | $70000.00          | $7992.50           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-12-01      | 3.0000%  | 3.0000% | $3000.00           | $1322.05           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-03-01      | 3.5000%  | 3.5000% | $105000.00         | $20229.05          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-01-01      | 3.5000%  | 3.5000% | $31585.00          | $6169.76           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-04-01      | 3.0000%  | 3.0000% | $9000.00           | $1951.32           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-11-01      | 4.0000%  | 4.0000% | $131000.00         | $19161.24          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-11-01      | 3.5000%  | 3.5000% | $114000.00         | $21694.08          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-05-01      | 3.5000%  | 3.5000% | $102000.00         | $13233.47          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2034-07-01      | 3.5000%  | 3.5000% | $16000.00          | $2116.17           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-07-01      | 5.0000%  | 5.0000% | $3000.00           | $1135.31           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-04-01      | 3.5000%  | 3.5000% | $4000.00           | $1294.96           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-08-01      | 2.5000%  | 2.5000% | $50000.00          | $11863.80          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-02-01      | 2.5000%  | 2.5000% | $27000.00          | $6563.85           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-07-01      | 3.5000%  | 3.5000% | $50000.00          | $12591.71          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-12-01      | 3.0000%  | 3.0000% | $41026.00          | $14589.34          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-06-01      | 3.5000%  | 3.5000% | $24000.00          | $6769.64           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2044-07-01      | 5.0000%  | 5.0000% | $9000.00           | $3583.48           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-03-01      | 3.5000%  | 3.5000% | $10000.00          | $3488.42           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2036-05-01      | 1.5000%  | 1.5000% | $30672.00          | $16929.52          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-02-20      | 5.5000%  | 5.5000% | $2198334.00        | $2209463.62        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-01-20      | 6.0000%  | 6.0000% | $228169.00         | $233107.64         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-03-20      | 6.5000%  | 6.5000% | $633605.00         | $660957.99         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-05-20      | 6.5000%  | 6.5000% | $2672895.00        | $2787434.85        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-01-20      | 5.0000%  | 5.0000% | $1958033.00        | $1928991.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-02-20      | 5.5000%  | 5.5000% | $132592.00         | $133432.67         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-02-20      | 6.0000%  | 6.0000% | $425106.00         | $435268.98         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-04-20      | 6.5000%  | 6.5000% | $400037.00         | $417255.26         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-04-20      | 5.5000%  | 5.5000% | $1183835.00        | $1202712.80        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2065-03-20      | 3.0000%  | 3.0000% | $362597.00         | $313006.20         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-04-20      | 6.5000%  | 6.5000% | $261495.00         | $272524.02         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2065-04-20      | 3.5000%  | 3.5000% | $38428.00          | $27715.95          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-05-20      | 6.0000%  | 6.0000% | $4419218.00        | $4540555.84        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-06-20      | 6.0000%  | 6.0000% | $9587110.00        | $9876097.44        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-06-20      | 6.0000%  | 6.0000% | $3357253.00        | $3453301.76        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-06-20      | 6.5000%  | 6.5000% | $2033719.00        | $2148988.38        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-06-20      | 6.5000%  | 6.5000% | $1550375.00        | $1620092.43        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-06-20      | 5.5000%  | 5.5000% | $7730188.00        | $7831109.90        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-06-20      | 5.5000%  | 5.5000% | $1624642.00        | $1653735.36        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-04-20      | 6.0000%  | 6.0000% | $6819496.00        | $7000670.52        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-03-20      | 6.5000%  | 6.5000% | $1093726.00        | $1147997.62        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-04-20      | 5.5000%  | 5.5000% | $12137100.00       | $12229112.81       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-02-20      | 6.5000%  | 6.5000% | $191538.00         | $201202.57         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-04-20      | 6.5000%  | 6.5000% | $2843211.00        | $2977595.41        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-04-20      | 6.5000%  | 6.5000% | $621366.00         | $648015.01         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-03-20      | 5.5000%  | 5.5000% | $259609.00         | $261852.17         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-06-20      | 6.0000%  | 6.0000% | $11968693.00       | $12311109.32       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-03-20      | 6.5000%  | 6.5000% | $1016551.00        | $1002093.47        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-04-20      | 5.0000%  | 5.0000% | $2829282.00        | $1779127.07        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-03-20      | 5.0000%  | 5.0000% | $5696814.00        | $5049446.44        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-04-15      | 4.5000%  | 4.5000% | $320000.00         | $105758.21         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2033-01-15      | 6.0000%  | 6.0000% | $18544128.00       | $91341.62          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2033-08-15      | 5.0000%  | 5.0000% | $4500000.00        | $48799.21          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2044-11-01      | 5.0000%  | 5.0000% | $6000.00           | $3154.00           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2034-03-01      | 4.0000%  | 4.0000% | $100000.00         | $8069.93           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-08-01      | 3.0000%  | 3.0000% | $4000.00           | $1877.14           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-01-01      | 2.5000%  | 2.5000% | $23000.00          | $15983.05          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-02-01      | 2.0000%  | 2.0000% | $40000.00          | $24656.22          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-05-01      | 3.5000%  | 3.5000% | $4000.00           | $1547.78           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-01-01      | 2.5000%  | 2.5000% | $30000.00          | $17539.86          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-03-01      | 3.0000%  | 3.0000% | $4000.00           | $2871.75           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-01-01      | 3.5000%  | 3.5000% | $8000.00           | $4080.63           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-09-01      | 2.5000%  | 2.5000% | $2000.00           | $1405.66           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-08-01      | 4.5000%  | 4.5000% | $2000.00           | $1583.76           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-06-01      | 3.0000%  | 3.0000% | $2000.00           | $1456.80           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-06-01      | 4.0000%  | 4.0000% | $25000.00          | $18733.24          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2038-06-01      | 3.5000%  | 3.5000% | $34000.00          | $24800.70          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-10-01      | 4.5000%  | 4.5000% | $18000.00          | $13926.31          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-04-01      | 3.0000%  | 3.0000% | $24000.00          | $17467.86          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-02-01      | 2.5000%  | 2.5000% | $19000.00          | $12619.87          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-04-01      | 4.5000%  | 4.5000% | $4000.00           | $3067.30           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-11-01      | 5.5000%  | 5.5000% | $28000.00          | $19067.11          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-03-01      | 2.5000%  | 2.5000% | $32151.00          | $22508.48          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-11-01      | 5.5000%  | 5.5000% | $7000.00           | $5328.90           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-01-01      | 6.0000%  | 6.0000% | $16000.00          | $12300.63          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-06-01      | 2.5000%  | 2.5000% | $4000.00           | $2796.85           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-06-01      | 2.0000%  | 2.0000% | $13000.00          | $9218.63           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-10-01      | 2.5000%  | 2.5000% | $6000.00           | $4361.45           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-08-01      | 5.5000%  | 5.5000% | $6000.00           | $5145.95           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-09-01      | 3.5000%  | 3.5000% | $22000.00          | $16822.47          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-07-01      | 5.0000%  | 5.0000% | $20000.00          | $16018.65          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2034-11-01      | 3.0000%  | 3.0000% | $25000.00          | $13637.04          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-02-01      | 5.0000%  | 5.0000% | $5000.00           | $4477.59           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-09-01      | 3.5000%  | 3.5000% | $21000.00          | $17181.71          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-09-01      | 4.0000%  | 4.0000% | $27000.00          | $21770.88          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-10-01      | 5.0000%  | 5.0000% | $15000.00          | $13791.43          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-04-01      | 3.5000%  | 3.5000% | $25000.00          | $20743.87          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-06-01      | 3.0000%  | 3.0000% | $22000.00          | $17311.99          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-03-01      | 3.0000%  | 3.0000% | $6000.00           | $4701.38           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-09-01      | 3.5000%  | 3.5000% | $5000.00           | $3993.29           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-03-01      | 4.0000%  | 4.0000% | $15000.00          | $12972.45          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-07-01      | 2.5000%  | 2.5000% | $5000.00           | $3878.61           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-07-01      | 5.0000%  | 5.0000% | $9000.00           | $7871.07           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2036-06-01      | 5.5000%  | 5.5000% | $200000.00         | $3214.93           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-03-01      | 7.0000%  | 7.0000% | $443000.00         | $3467.49           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-11-01      | 6.0000%  | 6.0000% | $1422681.00        | $24213.44          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-09-01      | 6.0000%  | 6.0000% | $195000.00         | $1279.57           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-04-01      | 6.0000%  | 6.0000% | $225000.00         | $3410.07           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-08-01      | 5.5000%  | 5.5000% | $1016000.00        | $13597.34          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2038-02-01      | 6.0000%  | 6.0000% | $245000.00         | $3368.59           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2038-05-01      | 6.0000%  | 6.0000% | $1065450.00        | $15546.47          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2038-03-01      | 6.0000%  | 6.0000% | $379750.00         | $5859.12           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2038-05-01      | 6.0000%  | 6.0000% | $199000.00         | $1279.93           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-01-01      | 5.5000%  | 5.5000% | $1850000.00        | $12593.49          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-09-01      | 5.0000%  | 5.0000% | $325000.00         | $5206.52           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2038-11-01      | 5.5000%  | 5.5000% | $2020728.00        | $15016.60          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2038-10-01      | 6.0000%  | 6.0000% | $1950000.00        | $14485.74          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2038-06-01      | 5.5000%  | 5.5000% | $400000.00         | $3562.44           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-09-01      | 3.0000%  | 3.0000% | $69000.00          | $6902.84           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2027-01-01      | 4.5000%  | 4.5000% | $5000000.00        | $1223.05           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2034-04-01      | 4.0000%  | 4.0000% | $12000.00          | $1019.68           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2036-06-01      | 5.5000%  | 5.5000% | $1071119.00        | $3428.43           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2036-12-01      | 6.0000%  | 6.0000% | $3396880.00        | $9104.72           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2036-07-01      | 5.5000%  | 5.5000% | $500000.00         | $5265.46           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-07-01      | 5.5000%  | 5.5000% | $947843.00         | $4940.16           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2036-10-01      | 5.5000%  | 5.5000% | $140000.00         | $1356.33           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2036-12-01      | 6.0000%  | 6.0000% | $7082901.00        | $21603.30          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-01-01      | 5.5000%  | 5.5000% | $200000.00         | $3781.39           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-01-01      | 5.5000%  | 5.5000% | $2293650.00        | $16393.12          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2039-05-01      | 5.0000%  | 5.0000% | $50000.00          | $2129.90           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2040-04-01      | 5.0000%  | 5.0000% | $260000.00         | $8860.90           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2038-11-01      | 7.0000%  | 7.0000% | $600000.00         | $2067.40           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-07-01      | 6.0000%  | 6.0000% | $250000.00         | $1644.26           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2036-09-01      | 6.0000%  | 6.0000% | $460000.00         | $7963.27           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-07-01      | 6.0000%  | 6.0000% | $1010000.00        | $18188.07          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-07-01      | 5.5000%  | 5.5000% | $331342.00         | $4129.41           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-09-01      | 5.5000%  | 5.5000% | $70000.00          | $1227.68           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-11-01      | 7.0000%  | 7.0000% | $100000.00         | $2992.21           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2038-01-01      | 5.5000%  | 5.5000% | $555616.00         | $2722.23           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-12-01      | 5.5000%  | 5.5000% | $1022650.00        | $2142.61           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2038-03-01      | 6.0000%  | 6.0000% | $45000.00          | $2416.12           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-12-01      | 5.5000%  | 5.5000% | $2250302.00        | $8575.38           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2038-11-01      | 7.0000%  | 7.0000% | $100000.00         | $2130.24           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2039-01-01      | 5.0000%  | 5.0000% | $100000.00         | $2516.25           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-09-01      | 6.0000%  | 6.0000% | $140000.00         | $1177.91           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2036-09-01      | 6.0000%  | 6.0000% | $500000.00         | $10314.28          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-12-01      | 5.0000%  | 5.0000% | $303000.00         | $9471.91           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2040-07-01      | 5.0000%  | 5.0000% | $1137822.00        | $18798.87          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2025-12-01      | 3.5000%  | 3.5000% | $609998.00         | $1282.66           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-06-01      | 3.0000%  | 3.0000% | $200000.00         | $22890.73          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-05-01      | 3.0000%  | 3.0000% | $185000.00         | $22244.24          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-06-01      | 3.0000%  | 3.0000% | $30792.00          | $5337.59           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-06-01      | 4.5000%  | 4.5000% | $200000.00         | $6765.44           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-10-01      | 4.0000%  | 4.0000% | $69000.00          | $3316.81           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-01-01      | 4.5000%  | 4.5000% | $90000.00          | $1559.83           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2025-09-01      | 4.0000%  | 4.0000% | $4999680.00        | $1017.46           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2025-10-01      | 3.5000%  | 3.5000% | $5455099.00        | $6120.08           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-01-01      | 4.0000%  | 4.0000% | $95000.00          | $3012.81           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-05-01      | 4.5000%  | 4.5000% | $600000.00         | $19696.96          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-04-01      | 4.5000%  | 4.5000% | $200000.00         | $5670.64           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-06-01      | 4.0000%  | 4.0000% | $155000.00         | $6104.88           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-11-01      | 4.5000%  | 4.5000% | $100000.00         | $5099.24           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-11-01      | 4.5000%  | 4.5000% | $100000.00         | $5183.79           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-04-01      | 3.0000%  | 3.0000% | $125000.00         | $11938.45          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-06-01      | 3.0000%  | 3.0000% | $31000.00          | $3589.47           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2033-11-20      | 6.0000%  | 6.0000% | $899999.00         | $8513.42           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2034-01-20      | 6.0000%  | 6.0000% | $419844.00         | $5280.77           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-01-20      | 6.0000%  | 6.0000% | $350867.00         | $1057.80           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2033-08-20      | 6.0000%  | 6.0000% | $400000.00         | $3941.70           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2035-12-20      | 6.5000%  | 6.5000% | $1041848.00        | $20589.53          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2036-09-20      | 6.0000%  | 6.0000% | $955230.00         | $8300.97           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2037-10-20      | 6.5000%  | 6.5000% | $700000.00         | $7997.93           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2038-07-20      | 6.0000%  | 6.0000% | $795986.00         | $9841.74           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2038-09-20      | 6.0000%  | 6.0000% | $2600000.00        | $23677.33          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2038-10-20      | 6.0000%  | 6.0000% | $205353.00         | $6008.02           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2041-12-20      | 6.0000%  | 6.0000% | $367502.00         | $10732.54          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-01-20      | 3.5000%  | 3.5000% | $7300000.00        | $529988.23         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-02-20      | 5.0000%  | 5.0000% | $151000.00         | $7167.67           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2040-03-20      | 6.0000%  | 6.0000% | $419210.00         | $9671.09           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2040-07-20      | 5.0000%  | 5.0000% | $700000.00         | $24025.04          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2040-10-20      | 6.0000%  | 6.0000% | $100000.00         | $2121.49           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2040-11-20      | 5.0000%  | 5.0000% | $300000.00         | $13598.72          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2039-01-20      | 6.0000%  | 6.0000% | $107845.00         | $4705.80           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2039-04-20      | 6.0000%  | 6.0000% | $693357.00         | $16901.64          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-05-15      | 7.0000%  | 7.0000% | $919300.00         | $6056.29           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-08-15      | 7.0000%  | 7.0000% | $635094.00         | $3011.99           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-06-01      | 3.0000%  | 3.0000% | $136000.00         | $6045.13           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-07-01      | 3.0000%  | 3.0000% | $500000.00         | $23463.45          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-09-01      | 3.0000%  | 3.0000% | $50000.00          | $2490.05           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2034-07-01      | 4.0000%  | 4.0000% | $218000.00         | $22848.03          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-03-01      | 3.0000%  | 3.0000% | $24000.00          | $2425.56           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-09-01      | 5.0000%  | 5.0000% | $70000.00          | $6536.24           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-11-01      | 3.5000%  | 3.5000% | $40000.00          | $3183.50           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-01-01      | 2.5000%  | 2.5000% | $11000.00          | $1766.38           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-01-01      | 4.0000%  | 4.0000% | $49000.00          | $6553.60           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2027-08-01      | 2.5000%  | 2.5000% | $30000.00          | $1691.40           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-10-01      | 3.0000%  | 3.0000% | $105000.00         | $13263.76          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-12-01      | 4.0000%  | 4.0000% | $2841.00           | $364.27            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-11-01      | 3.5000%  | 3.5000% | $179470.00         | $21826.97          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-01-01      | 3.5000%  | 3.5000% | $48000.00          | $2493.29           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-02-01      | 3.5000%  | 3.5000% | $100000.00         | $13047.63          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2038-02-01      | 3.0000%  | 3.0000% | $16000.00          | $2582.72           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-02-01      | 3.0000%  | 3.0000% | $37000.00          | $4939.31           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-02-01      | 3.0000%  | 3.0000% | $55000.00          | $3791.04           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-03-01      | 3.5000%  | 3.5000% | $17000.00          | $1962.64           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-07-01      | 4.0000%  | 4.0000% | $120000.00         | $10252.52          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-06-01      | 3.0000%  | 3.0000% | $131000.00         | $23349.10          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-08-01      | 3.5000%  | 3.5000% | $40345.00          | $3201.88           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-08-01      | 4.0000%  | 4.0000% | $122000.00         | $9277.91           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-07-01      | 2.0000%  | 2.0000% | $35000.00          | $21438.44          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2036-07-01      | 2.5000%  | 2.5000% | $24000.00          | $12874.27          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-09-01      | 2.5000%  | 2.5000% | $2000.00           | $1223.26           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-11-01      | 3.5000%  | 3.5000% | $19000.00          | $10033.46          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2036-11-01      | 2.0000%  | 2.0000% | $25000.00          | $14843.56          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2036-12-01      | 2.5000%  | 2.5000% | $12000.00          | $6745.82           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-04-01      | 4.0000%  | 4.0000% | $240957.00         | $21334.09          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2034-07-01      | 3.0000%  | 3.0000% | $46000.00          | $4975.41           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2029-12-01      | 3.0000%  | 3.0000% | $52376.00          | $6203.72           | Agency Mortgage-Backed Securities |

### Security 6: 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: BYM5XQEX9, 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:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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)                          | 2025-07-17      | 0.0000%  | 0.0000% | $58769500.00       | $58661422.88       | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2025-08-05      | 0.0000%  | 0.0000% | $208700.00         | $207835.56         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2052-11-15      | 5.5000%  | 5.5000% | $26062416.00       | $5101457.17        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2051-03-01      | 2.0000%  | 2.0000% | $100000000.00      | $11519057.17       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-04-25      | 3.5000%  | 3.5000% | $43010440.00       | $7747921.16        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-07-25      | 4.0000%  | 4.0000% | $74770755.00       | $15231390.26       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-05-20      | 3.0000%  | 3.0000% | $64301975.00       | $5349172.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-04-20      | 4.0000%  | 4.0000% | $45331651.00       | $5083297.87        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-06-20      | 2.5000%  | 2.5000% | $54750000.00       | $4786966.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-05-20      | 3.0000%  | 3.0000% | $67984834.00       | $5816947.76        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-07-20      | 3.0000%  | 3.0000% | $121122886.00      | $13644507.43       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2072-03-20      | 0.7470%  | 0.7470% | $134814450.00      | $7290354.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2073-01-20      | 0.7150%  | 0.7150% | $105727345.00      | $5830281.66        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-12-20      | 3.0000%  | 3.0000% | $53678754.00       | $4780056.81        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-01-20      | 3.0000%  | 3.0000% | $38017191.00       | $3598934.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-03-20      | 1.2980%  | 1.2980% | $160517333.00      | $5571356.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2063-09-20      | 2.1480%  | 2.1480% | $153709668.00      | $7766881.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-04-20      | 1.6980%  | 1.6980% | $100000000.00      | $6248034.40        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-04-20      | 1.1480%  | 1.1480% | $200000000.00      | $7612194.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-06-20      | 1.6980%  | 1.6980% | $133333334.00      | $8084605.25        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-09-20      | 1.6680%  | 1.6680% | $150000000.00      | $9455375.67        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-01-20      | 0.9480%  | 0.9480% | $180000000.00      | $5612676.83        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-04-20      | 0.8480%  | 0.8480% | $100000000.00      | $5207005.70        | Agency Collateralized Mortgage Obligation |

### 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: BYM5XQD44, 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:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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) | 2031-11-15      | 1.3750%  | 1.3750% | $50003000.00       | $42748252.24       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-12-31      | 1.3750%  | 1.3750% | $61761900.00       | $56985172.89       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-05-31      | 2.6250%  | 2.6250% | $49956200.00       | $49007263.94       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-09-30      | 3.8750%  | 3.8750% | $43397300.00       | $43951855.13       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-11-15      | 4.5000%  | 4.5000% | $26349000.00       | $27119839.99       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-02-28      | 4.6250%  | 4.6250% | $52502700.00       | $53452362.53       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-03-15      | 4.2500%  | 4.2500% | $40376900.00       | $41168543.10       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-03-31      | 4.1250%  | 4.1250% | $41237300.00       | $42170753.62       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-04-15      | 4.5000%  | 4.5000% | $53000400.00       | $54135364.45       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-04-30      | 4.8750%  | 4.8750% | $47255300.00       | $47930287.23       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-06-15      | 4.6250%  | 4.6250% | $9081500.00        | $9245925.02        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-11-30      | 4.1250%  | 4.1250% | $41693000.00       | $42146667.70       | U.S. Treasuries (including strips) |

### Security 8: 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: BYM5XQDP7, C.3 - LEI: L319ZG2KFGXZ61BMYR72
- **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:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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) | 2027-02-28      | 1.8750%  | 1.8750% | $10603.33          | $10339.11          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-04-30      | 2.7500%  | 2.7500% | $236186.66         | $232972.73         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-05-15      | 2.8750%  | 2.8750% | $649606.66         | $606668.80         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-05-31      | 2.7500%  | 2.7500% | $31233.33          | $30145.94          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-05-31      | 2.6250%  | 2.6250% | $3.33              | $3.27              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-06-30      | 3.2500%  | 3.2500% | $318999.99         | $312718.25         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-06-30      | 3.2500%  | 3.2500% | $1329.99           | $1317.42           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-07-15      | 3.0000%  | 3.0000% | $24849.99          | $25171.30          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-07-31      | 2.7500%  | 2.7500% | $515083.33         | $510610.36         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-07-31      | 2.6250%  | 2.6250% | $313.33            | $303.09            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-08-15      | 3.1250%  | 3.1250% | $4026.66           | $4065.81           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-08-15      | 2.7500%  | 2.7500% | $106079.99         | $98644.37          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-08-31      | 3.1250%  | 3.1250% | $34296.66          | $34208.56          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-08-31      | 3.1250%  | 3.1250% | $115923.33         | $114171.73         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-09-15      | 3.5000%  | 3.5000% | $266693.33         | $268966.52         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-10-15      | 4.2500%  | 4.2500% | $61799.99          | $62324.07          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-10-31      | 4.0000%  | 4.0000% | $173.33            | $175.88            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-10-31      | 4.1250%  | 4.1250% | $58709.99          | $59602.84          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-11-15      | 4.1250%  | 4.1250% | $836.66            | $844.17            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-11-15      | 4.5000%  | 4.5000% | $13.33             | $13.41             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-11-30      | 3.8750%  | 3.8750% | $10323.33          | $10385.89          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-12-15      | 4.0000%  | 4.0000% | $33683.33          | $33712.00          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-12-31      | 3.8750%  | 3.8750% | $35556.66          | $35680.36          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-01-15      | 3.8750%  | 3.8750% | $122903.33         | $124914.93         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-01-31      | 3.5000%  | 3.5000% | $3200946.66        | $3228630.89        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-01-31      | 3.5000%  | 3.5000% | $138829.99         | $138999.75         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-02-15      | 4.0000%  | 4.0000% | $65106.66          | $65990.95          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-02-15      | 3.5000%  | 3.5000% | $125049.99         | $121798.13         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-02-29      | 4.0000%  | 4.0000% | $44166.66          | $45049.28          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-03-15      | 4.6250%  | 4.6250% | $9.99              | $10.16             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-03-31      | 3.6250%  | 3.6250% | $2126.66           | $2126.97           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-04-15      | 3.7500%  | 3.7500% | $444019.99         | $446285.33         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-04-15      | 1.2500%  | 1.2500% | $2160986.66        | $2309705.24        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-04-30      | 3.5000%  | 3.5000% | $554749.99         | $549863.55         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-04-30      | 3.5000%  | 3.5000% | $380753.33         | $380548.72         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-05-15      | 3.6250%  | 3.6250% | $699156.66         | $699594.51         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-05-15      | 3.3750%  | 3.3750% | $17366.66          | $16571.61          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-06-15      | 4.1250%  | 4.1250% | $9.99              | $10.02             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-06-30      | 4.0000%  | 4.0000% | $779.99            | $785.97            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-07-15      | 4.5000%  | 4.5000% | $65769.99          | $67465.11          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-07-31      | 4.7500%  | 4.7500% | $16.66             | $16.99             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-07-15      | 1.3750%  | 1.3750% | $3034426.66        | $3122768.82        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-07-31      | 4.1250%  | 4.1250% | $9.99              | $10.28             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-07-31      | 4.0000%  | 4.0000% | $85656.66          | $87671.70          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-08-15      | 3.8750%  | 3.8750% | $6.66              | $6.63              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-08-15      | 4.3750%  | 4.3750% | $26716.66          | $27265.22          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-08-31      | 5.0000%  | 5.0000% | $520236.66         | $529240.44         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-08-31      | 4.1250%  | 4.1250% | $1213.33           | $1245.13           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-08-31      | 4.3750%  | 4.3750% | $589016.66         | $608603.28         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-09-15      | 4.6250%  | 4.6250% | $261899.99         | $267490.96         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-09-30      | 4.6250%  | 4.6250% | $161996.66         | $169635.18         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-09-30      | 4.6250%  | 4.6250% | $829.99            | $861.75            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-09-30      | 5.0000%  | 5.0000% | $75913.33          | $76976.17          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-10-31      | 5.0000%  | 5.0000% | $610963.33         | $617247.72         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-10-31      | 4.8750%  | 4.8750% | $309236.66         | $322534.10         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-10-31      | 4.8750%  | 4.8750% | $15693.33          | $16569.25          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-11-15      | 4.5000%  | 4.5000% | $522826.66         | $538121.96         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-11-30      | 4.8750%  | 4.8750% | $380396.66         | $382734.92         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-11-30      | 4.3750%  | 4.3750% | $7456.66           | $7660.50           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-12-15      | 4.3750%  | 4.3750% | $3.33              | $3.36              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-12-31      | 3.7500%  | 3.7500% | $7676.66           | $7622.20           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-12-31      | 4.2500%  | 4.2500% | $66839.99          | $66842.67          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-01-31      | 4.2500%  | 4.2500% | $209206.66         | $212874.79         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-01-31      | 4.0000%  | 4.0000% | $5006.66           | $5129.45           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-01-31      | 4.0000%  | 4.0000% | $239679.99         | $244850.99         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-01-15      | 1.7500%  | 1.7500% | $3.33              | $3.46              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-02-15      | 4.0000%  | 4.0000% | $4663.33           | $4667.33           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-02-15      | 4.1250%  | 4.1250% | $8403.33           | $8569.99           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-02-28      | 4.6250%  | 4.6250% | $233219.99         | $237438.45         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-02-28      | 4.2500%  | 4.2500% | $22333.33          | $23031.91          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-02-28      | 4.2500%  | 4.2500% | $26006.66          | $26802.72          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-03-31      | 4.5000%  | 4.5000% | $167846.66         | $170170.92         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-04-15      | 2.1250%  | 2.1250% | $6.66              | $7.11              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-04-30      | 4.6250%  | 4.6250% | $33.33             | $34.58             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-05-15      | 4.3750%  | 4.3750% | $161359.99         | $164133.57         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-05-15      | 4.5000%  | 4.5000% | $439993.33         | $448085.69         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-05-31      | 4.8750%  | 4.8750% | $33299.99          | $33669.26          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-05-31      | 4.5000%  | 4.5000% | $33.33             | $34.32             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-06-30      | 4.2500%  | 4.2500% | $367476.66         | $373389.36         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-06-30      | 4.2500%  | 4.2500% | $233.33            | $237.35            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-06-30      | 4.6250%  | 4.6250% | $291213.33         | $292893.63         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-08-15      | 3.8750%  | 3.8750% | $389999.99         | $384973.27         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-08-31      | 3.7500%  | 3.7500% | $33.33             | $33.66             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-09-15      | 3.3750%  | 3.3750% | $267779.99         | $268388.71         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-09-30      | 3.5000%  | 3.5000% | $31843.33          | $31753.60          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-09-30      | 3.5000%  | 3.5000% | $592903.33         | $594914.57         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-10-31      | 4.1250%  | 4.1250% | $611159.99         | $620160.94         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-11-15      | 4.1250%  | 4.1250% | $120633.33         | $122291.58         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-11-30      | 4.1250%  | 4.1250% | $66866.66          | $67978.06          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-12-31      | 4.5000%  | 4.5000% | $11639.99          | $11970.11          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-12-31      | 4.3750%  | 4.3750% | $33.33             | $34.10             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-01-15      | 4.2500%  | 4.2500% | $330396.66         | $340876.50         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-01-31      | 4.2500%  | 4.2500% | $22419.99          | $23222.87          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-01-31      | 4.1250%  | 4.1250% | $148173.33         | $151337.21         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-01-31      | 4.3750%  | 4.3750% | $3.33              | $3.46              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-02-15      | 4.2500%  | 4.2500% | $255833.33         | $263144.90         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-02-28      | 4.1250%  | 4.1250% | $341166.66         | $347483.46         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-02-29      | 4.1250%  | 4.1250% | $29239.99          | $29828.46          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-03-15      | 3.8750%  | 3.8750% | $36.66             | $37.22             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-03-31      | 4.1250%  | 4.1250% | $433.33            | $440.40            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-03-31      | 4.0000%  | 4.0000% | $226176.66         | $230167.63         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-03-31      | 3.8750%  | 3.8750% | $3.33              | $3.36              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-04-30      | 4.3990%  | 4.3990% | $2001133.33        | $2015601.08        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-05-15      | 4.2500%  | 4.2500% | $157833.33         | $158251.98         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-05-31      | 3.8750%  | 3.8750% | $3.33              | $3.35              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-06-30      | 4.0000%  | 4.0000% | $3.33              | $3.32              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-07-10      | 0.0000%  | 0.0000% | $317739.99         | $317374.59         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-07-03      | 0.0000%  | 0.0000% | $223183.33         | $223107.45         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-07-29      | 0.0000%  | 0.0000% | $244493.33         | $243691.15         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-04-16      | 0.0000%  | 0.0000% | $68223.33          | $66103.63          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-09-02      | 0.0000%  | 0.0000% | $23.33             | $23.15             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-11-13      | 0.0000%  | 0.0000% | $3.33              | $3.28              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-11-20      | 0.0000%  | 0.0000% | $19046.66          | $18734.39          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-09-09      | 0.0000%  | 0.0000% | $6.66              | $6.61              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-04-15      | 3.6250%  | 3.6250% | $78366.66          | $166199.10         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-04-15      | 3.3750%  | 3.3750% | $2333.33           | $4710.20           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-01-15      | 2.3750%  | 2.3750% | $5999.99           | $9796.21           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-01-15      | 2.5000%  | 2.5000% | $4999.99           | $7846.11           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2039-02-15      | 3.5000%  | 3.5000% | $43.33             | $39.38             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2040-02-15      | 2.1250%  | 2.1250% | $541999.99         | $795426.03         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2041-02-15      | 2.1250%  | 2.1250% | $23219.99          | $33321.21          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-02-15      | 0.7500%  | 0.7500% | $712543.33         | $781693.65         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-02-15      | 0.6250%  | 0.6250% | $13666.66          | $14090.93          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-02-15      | 1.3750%  | 1.3750% | $231999.99         | $267544.40         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-02-15      | 2.5000%  | 2.5000% | $3333.33           | $2356.21           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-02-15      | 0.7500%  | 0.7500% | $515779.99         | $510196.28         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2046-02-15      | 1.0000%  | 1.0000% | $3.33              | $3.40              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2046-05-15      | 2.5000%  | 2.5000% | $28899.99          | $19860.13          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2046-08-15      | 2.2500%  | 2.2500% | $1427786.66        | $938258.42         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2047-02-15      | 0.8750%  | 0.8750% | $985153.33         | $943956.66         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2047-08-15      | 2.7500%  | 2.7500% | $4276.66           | $3062.98           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2048-02-15      | 3.0000%  | 3.0000% | $3.33              | $2.49              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2048-02-15      | 1.0000%  | 1.0000% | $10999.99          | $10473.52          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2048-08-15      | 3.0000%  | 3.0000% | $2212599.99        | $1645001.37        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2049-02-15      | 1.0000%  | 1.0000% | $999.99            | $920.14            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2050-02-15      | 2.0000%  | 2.0000% | $718546.66         | $422709.91         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2050-02-15      | 0.2500%  | 0.2500% | $810333.33         | $581249.15         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2050-05-15      | 1.2500%  | 1.2500% | $2466463.33        | $1174318.95        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2051-02-15      | 0.1250%  | 0.1250% | $83326.66          | $55311.76          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2041-05-15      | 2.2500%  | 2.2500% | $14767746.66       | $10671845.67       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2041-08-15      | 1.7500%  | 1.7500% | $9992319.99        | $6638280.31        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2041-11-15      | 2.0000%  | 2.0000% | $4340099.99        | $2968606.69        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2052-02-15      | 0.1250%  | 0.1250% | $54333.33          | $33069.03          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-02-15      | 2.3750%  | 2.3750% | $1783273.33        | $1301418.69        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2052-05-15      | 2.8750%  | 2.8750% | $3327349.99        | $2329546.77        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-11-15      | 4.0000%  | 4.0000% | $694556.66         | $632150.75         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2053-02-15      | 1.5000%  | 1.5000% | $38666.66          | $32984.33          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-02-15      | 3.8750%  | 3.8750% | $9525276.66        | $8598219.27        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2053-08-15      | 4.1250%  | 4.1250% | $26.66             | $24.00             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-08-15      | 4.3750%  | 4.3750% | $2948673.33        | $2837846.29        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-02-15      | 4.5000%  | 4.5000% | $10935626.66       | $10671845.87       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2054-08-15      | 4.2500%  | 4.2500% | $95933.33          | $88306.58          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-08-15      | 4.1250%  | 4.1250% | $469.99            | $434.64            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2055-02-15      | 2.3750%  | 2.3750% | $1024503.33        | $1006959.53        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-07-15      | 0.3750%  | 0.3750% | $3.33              | $4.31              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-08-15      | 2.2500%  | 2.2500% | $378716.66         | $370278.05         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-11-15      | 2.2500%  | 2.2500% | $13.33             | $12.92             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-01-15      | 0.5000%  | 0.5000% | $1430223.33        | $1827199.46        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-02-15      | 2.7500%  | 2.7500% | $211699.99         | $208635.96         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-05-15      | 2.8750%  | 2.8750% | $4313.33           | $4228.24           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-08-15      | 2.8750%  | 2.8750% | $23.33             | $22.98             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-08-31      | 2.7500%  | 2.7500% | $300003.33         | $301789.50         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-09-30      | 3.0000%  | 3.0000% | $16.66             | $16.73             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-10-31      | 3.0000%  | 3.0000% | $24386.66          | $24398.51          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-01-31      | 2.6250%  | 2.6250% | $3.33              | $3.33              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-02-28      | 2.5000%  | 2.5000% | $3.33              | $3.32              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-03-31      | 2.2500%  | 2.2500% | $6.66              | $6.61              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-04-30      | 2.3750%  | 2.3750% | $133.33            | $131.98            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-05-15      | 2.3750%  | 2.3750% | $769186.66         | $732980.85         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-05-31      | 2.1250%  | 2.1250% | $14036.66          | $13816.02          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-06-30      | 1.8750%  | 1.8750% | $29.99             | $29.36             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-08-15      | 2.0000%  | 2.0000% | $15503.33          | $15566.93          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-11-15      | 2.2500%  | 2.2500% | $23053.33          | $22937.50          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-02-15      | 1.6250%  | 1.6250% | $6656.66           | $6591.12           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-05-15      | 1.6250%  | 1.6250% | $102226.66         | $100284.28         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-11-15      | 2.0000%  | 2.0000% | $160153.33         | $156487.90         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-02-15      | 2.2500%  | 2.2500% | $23869.99          | $23478.19          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-05-15      | 2.3750%  | 2.3750% | $17859.99          | $17461.34          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-07-31      | 1.8750%  | 1.8750% | $9.99              | $9.85              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-08-15      | 1.6250%  | 1.6250% | $49313.33          | $45638.01          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-08-31      | 1.3750%  | 1.3750% | $16266.66          | $15861.11          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-09-30      | 1.6250%  | 1.6250% | $1456.66           | $1421.85           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-10-31      | 1.6250%  | 1.6250% | $11059.99          | $10763.59          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-11-15      | 1.7500%  | 1.7500% | $93999.99          | $86616.06          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-11-30      | 1.6250%  | 1.6250% | $169.99            | $164.99            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-12-31      | 1.7500%  | 1.7500% | $1383.33           | $1340.87           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-01-31      | 1.5000%  | 1.5000% | $99.99             | $97.02             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-02-28      | 1.1250%  | 1.1250% | $12886.66          | $12376.63          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-04-30      | 0.5000%  | 0.5000% | $429319.99         | $404945.70         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-05-15      | 0.6250%  | 0.6250% | $333.33            | $286.40            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-05-31      | 0.5000%  | 0.5000% | $67299.99          | $63294.89          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-07-31      | 0.2500%  | 0.2500% | $9.99              | $9.97              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-07-31      | 0.3750%  | 0.3750% | $362109.99         | $338257.40         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-08-15      | 0.6250%  | 0.6250% | $6059.99           | $5170.78           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-08-31      | 0.5000%  | 0.5000% | $739796.66         | $691344.87         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-08-31      | 0.2500%  | 0.2500% | $6.66              | $6.62              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-09-30      | 0.3750%  | 0.3750% | $100003.33         | $92890.03          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-10-15      | 0.1250%  | 0.1250% | $6293133.33        | $7750820.77        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-10-31      | 0.5000%  | 0.5000% | $464609.99         | $431544.54         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-11-15      | 0.8750%  | 0.8750% | $95606.66          | $81878.57          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-11-30      | 0.6250%  | 0.6250% | $102179.99         | $94946.40          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-12-31      | 0.6250%  | 0.6250% | $2143.33           | $1985.41           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-01-31      | 0.3750%  | 0.3750% | $8313.33           | $8141.40           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-02-29      | 1.1250%  | 1.1250% | $240216.66         | $225328.18         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-02-28      | 0.5000%  | 0.5000% | $9673.33           | $9455.77           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-03-31      | 1.2500%  | 1.2500% | $6923.33           | $6498.09           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-05-15      | 1.6250%  | 1.6250% | $17779.99          | $15676.45          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-05-31      | 1.2500%  | 1.2500% | $671696.66         | $626675.92         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-05-31      | 0.7500%  | 0.7500% | $19.99             | $19.41             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-07-15      | 0.1250%  | 0.1250% | $1592676.66        | $1750526.54        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-07-31      | 1.0000%  | 1.0000% | $558699.99         | $516841.43         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-08-15      | 1.2500%  | 1.2500% | $463286.66         | $397417.31         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-08-31      | 1.1250%  | 1.1250% | $408683.33         | $378433.66         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-10-31      | 1.3750%  | 1.3750% | $636653.33         | $591002.24         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-10-31      | 1.1250%  | 1.1250% | $499989.99         | $482895.24         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-11-30      | 1.2500%  | 1.2500% | $45199.99          | $43618.43          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-11-30      | 1.5000%  | 1.5000% | $46416.66          | $43144.73          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-12-31      | 1.2500%  | 1.2500% | $402173.33         | $386967.15         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-01-31      | 1.7500%  | 1.7500% | $97153.33          | $91345.64          | 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: BYM5VQS99, 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:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-07
- **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    | 2041-02-01      | 4.0000%  | 4.0000% | $1271309.00        | $161284.18         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-04-01      | 6.5000%  | 6.5000% | $10820142.00       | $11015721.26       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-03-20      | 3.0000%  | 3.0000% | $806566.00         | $87545.80          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-10-20      | 3.0000%  | 3.0000% | $1498998.00        | $204086.64         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-04-20      | 5.5000%  | 5.5000% | $6103776.00        | $678265.16         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-08-20      | 4.5000%  | 4.5000% | $3848755.00        | $467162.96         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-01-20      | 2.0000%  | 2.0000% | $126307859.00      | $63513238.80       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-01-20      | 2.5000%  | 2.5000% | $1500000.00        | $674692.43         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-02-20      | 2.5000%  | 2.5000% | $1000000.00        | $209989.49         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-09-20      | 2.0000%  | 2.0000% | $740000000.00      | $341445855.31      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-06-20      | 5.5000%  | 5.5000% | $5100000.00        | $2481449.54        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-08-20      | 3.5000%  | 3.5000% | $623030.00         | $449318.61         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-12-20      | 4.0000%  | 4.0000% | $76779481.00       | $61864972.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-01-20      | 5.5000%  | 5.5000% | $1320971.00        | $967375.74         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-02-20      | 5.5000%  | 5.5000% | $23121472.00       | $17172679.96       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-08-20      | 6.5000%  | 6.5000% | $8333584.00        | $6120939.63        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-10-20      | 5.0000%  | 5.0000% | $57488583.00       | $52001493.75       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-10-20      | 5.0000%  | 5.0000% | $52167900.00       | $47244911.41       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-10-20      | 6.0000%  | 6.0000% | $100000.00         | $71239.22          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-01-20      | 5.5000%  | 5.5000% | $49998000.00       | $41520338.23       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-01-15      | 3.0000%  | 3.0000% | $409412.00         | $82070.68          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-03-20      | 3.0000%  | 3.0000% | $4996417.00        | $1022133.46        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2063-08-15      | 3.8300%  | 3.8300% | $1079.00           | $983.30            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-10-20      | 4.5000%  | 4.5000% | $1037.00           | $974.29            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-02-15      | 4.0000%  | 4.0000% | $1771550.00        | $370859.63         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2058-04-15      | 4.4500%  | 4.4500% | $115000.00         | $110000.68         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2066-02-15      | 5.6900%  | 5.6900% | $1936880.00        | $2004114.16        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-06-20      | 7.0000%  | 7.0000% | $88137.00          | $77235.90          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-06-20      | 7.0000%  | 7.0000% | $51563.00          | $40290.97          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2059-08-15      | 5.6500%  | 5.6500% | $514176.00         | $533599.65         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2067-01-15      | 5.2400%  | 5.2400% | $1422422.00        | $1422166.12        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-08-20      | 7.0000%  | 7.0000% | $1227114.00        | $973377.92         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2060-01-15      | 5.6390%  | 5.6390% | $787332.00         | $820401.44         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2042-04-01      | 3.5000%  | 3.5000% | $3250000.00        | $264498.53         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2044-08-01      | 3.5000%  | 3.5000% | $107646.00         | $8505.21           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2045-12-01      | 3.5000%  | 3.5000% | $5620848.00        | $614995.26         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2042-12-01      | 3.0000%  | 3.0000% | $4447308.00        | $681439.58         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-01-01      | 5.5000%  | 5.5000% | $7112245.00        | $468959.49         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2048-12-01      | 4.0000%  | 4.0000% | $50180730.00       | $5595084.31        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2049-06-01      | 3.0000%  | 3.0000% | $4910900.00        | $597995.94         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2047-03-01      | 3.5000%  | 3.5000% | $7287.00           | $975.01            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2048-10-01      | 4.0000%  | 4.0000% | $898288.00         | $65583.60          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2049-06-01      | 3.0000%  | 3.0000% | $628526.00         | $66119.22          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2037-05-01      | 3.0000%  | 3.0000% | $1055996.00        | $688529.90         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-05-01      | 3.0000%  | 3.0000% | $1679322.00        | $423874.05         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2041-04-01      | 5.5000%  | 5.5000% | $4476781.00        | $526919.83         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2042-03-01      | 3.5000%  | 3.5000% | $2314492.00        | $241186.67         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2043-02-01      | 3.0000%  | 3.0000% | $4096518.00        | $635444.42         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2047-04-01      | 4.0000%  | 4.0000% | $62013312.00       | $4724247.55        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-04-01      | 3.0000%  | 3.0000% | $14711.00          | $4623.26           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-07-01      | 3.0000%  | 3.0000% | $1099261.00        | $646793.06         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-07-01      | 6.0000%  | 6.0000% | $14331712.00       | $11842913.14       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2038-02-01      | 3.0000%  | 3.0000% | $224050.00         | $152141.29         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2037-12-01      | 3.0000%  | 3.0000% | $492168.00         | $392565.97         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2041-03-01      | 5.0000%  | 5.0000% | $2707941.00        | $166379.81         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2041-05-01      | 6.0000%  | 6.0000% | $2293733.00        | $187575.12         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2041-07-01      | 5.5000%  | 5.5000% | $1897684.00        | $102425.27         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2042-09-01      | 3.5000%  | 3.5000% | $473364.00         | $53164.91          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2042-12-01      | 3.5000%  | 3.5000% | $551000.00         | $98714.16          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2043-09-01      | 3.0000%  | 3.0000% | $63274663.00       | $11333203.67       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2044-07-01      | 4.0000%  | 4.0000% | $48950000.00       | $8609033.42        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2044-11-01      | 4.5000%  | 4.5000% | $33477900.00       | $3907177.77        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2045-08-01      | 3.5000%  | 3.5000% | $97115.00          | $8881.28           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2046-09-01      | 3.5000%  | 3.5000% | $1575400.00        | $380954.96         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2044-07-01      | 3.5000%  | 3.5000% | $54757248.00       | $5269640.75        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2045-07-01      | 4.0000%  | 4.0000% | $450000.00         | $41507.62          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-06-01      | 6.0000%  | 6.0000% | $8704528.00        | $8981326.18        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2047-07-01      | 4.0000%  | 4.0000% | $516500.00         | $202602.44         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-02-01      | 4.0000%  | 4.0000% | $1998068.00        | $309488.39         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-07-01      | 5.5000%  | 5.5000% | $34713075.00       | $32330162.16       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-02-01      | 3.5000%  | 3.5000% | $20713472.00       | $3353565.63        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-12-01      | 5.0000%  | 5.0000% | $22972352.00       | $2940895.90        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-08-01      | 3.0000%  | 3.0000% | $21968.00          | $17648.78          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-04-01      | 1.5000%  | 1.5000% | $13782863.00       | $9148169.07        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2038-09-01      | 6.0000%  | 6.0000% | $4722265.00        | $208125.16         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-07-01      | 3.0000%  | 3.0000% | $381518.00         | $251405.05         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2060-01-15      | 5.6390%  | 5.6390% | $619590.00         | $645613.96         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2059-11-15      | 4.9800%  | 4.9800% | $800000.00         | $792992.20         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2059-12-15      | 5.4800%  | 5.4800% | $138869.00         | $142971.45         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-20      | 5.5000%  | 5.5000% | $2912144.00        | $2937005.90        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-20      | 5.5000%  | 5.5000% | $1687977.00        | $1708940.95        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-20      | 5.5000%  | 5.5000% | $197752.00         | $199281.71         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-20      | 5.5000%  | 5.5000% | $1143978.00        | $1158240.71        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-20      | 5.5000%  | 5.5000% | $4838265.00        | $4879179.67        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-20      | 6.0000%  | 6.0000% | $4979416.00        | $5102314.62        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-20      | 6.0000%  | 6.0000% | $1333788.00        | $1364241.53        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-20      | 6.0000%  | 6.0000% | $4097189.00        | $4259648.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-20      | 6.0000%  | 6.0000% | $27081376.00       | $27882777.09       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-20      | 6.0000%  | 6.0000% | $2294943.00        | $2360599.78        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-20      | 6.0000%  | 6.0000% | $169027467.00      | $172329136.79      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-20      | 5.5000%  | 5.5000% | $4389409.00        | $4420740.01        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-20      | 5.5000%  | 5.5000% | $612492.00         | $618044.60         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-20      | 6.5000%  | 6.5000% | $5821280.00        | $6112934.93        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-20      | 5.5000%  | 5.5000% | $2241405.00        | $2261305.76        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-20      | 5.5000%  | 5.5000% | $332014.00         | $336260.05         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-20      | 5.5000%  | 5.5000% | $309210.00         | $312769.09         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-20      | 6.0000%  | 6.0000% | $5523983.00        | $5716486.65        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-20      | 6.0000%  | 6.0000% | $573579.00         | $596906.64         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-01-20      | 4.0000%  | 4.0000% | $2963648.00        | $154469.40         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-09-20      | 4.0000%  | 4.0000% | $1727392.00        | $1350926.99        | Agency Mortgage-Backed Securities |

### Security 10: 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: BYM5QJT25, 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:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-04
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2025-08-04
- **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? 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          | 2046-10-01      | 3.0000%  | 3.0000% | $88000.00          | $14051.98          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2041-08-01      | 5.0000%  | 5.0000% | $1656000.00        | $24930.59          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2027-03-01      | 3.0000%  | 3.0000% | $90126.00          | $1025.02           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2037-05-01      | 6.0000%  | 6.0000% | $3600000.00        | $31004.48          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2033-07-01      | 3.5000%  | 3.5000% | $5958.00           | $539.24            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-09-01      | 3.5000%  | 3.5000% | $3591000.00        | $125084.19         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-01-01      | 3.5000%  | 3.5000% | $39031424.00       | $36429717.75       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-10-01      | 4.5000%  | 4.5000% | $294764.00         | $231811.91         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-12-01      | 4.5000%  | 4.5000% | $90000.00          | $69603.88          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-09-01      | 4.0000%  | 4.0000% | $7316648.00        | $6128745.60        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-02-01      | 5.5000%  | 5.5000% | $159000.00         | $153581.62         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2046-10-01      | 3.5000%  | 3.5000% | $37488.00          | $8490.31           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-02-01      | 2.0000%  | 2.0000% | $100000.00         | $55724.96          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-10-01      | 2.5000%  | 2.5000% | $384996.00         | $243954.46         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-09-01      | 5.0000%  | 5.0000% | $11044720.00       | $10157070.78       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-11-01      | 5.0000%  | 5.0000% | $531759.00         | $518657.03         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-11-01      | 5.0000%  | 5.0000% | $1115128.00        | $1071734.63        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-10-01      | 3.0000%  | 3.0000% | $100315008.00      | $70321243.54       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-01-01      | 3.5000%  | 3.5000% | $300000.00         | $183347.70         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2041-11-01      | 2.0000%  | 2.0000% | $5855000.00        | $3737879.85        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-04-01      | 5.5000%  | 5.5000% | $114393.00         | $102370.29         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2027-10-01      | 2.5000%  | 2.5000% | $10333808.00       | $379771.54         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2043-01-01      | 3.0000%  | 3.0000% | $1300000.00        | $329257.27         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2036-11-01      | 3.0000%  | 3.0000% | $27221240.00       | $5373100.28        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-06-01      | 6.0000%  | 6.0000% | $1114956.00        | $1155131.09        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-02-01      | 3.5000%  | 3.5000% | $120000.00         | $16265.59          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-06-01      | 4.0000%  | 4.0000% | $450000.00         | $332488.42         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-02-01      | 1.5000%  | 1.5000% | $904908.00         | $616854.54         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-04-01      | 3.5000%  | 3.5000% | $10340000.00       | $7051799.86        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-05-01      | 3.0000%  | 3.0000% | $193997.00         | $127034.44         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-02-01      | 2.5000%  | 2.5000% | $70998.00          | $47157.15          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-05-01      | 2.5000%  | 2.5000% | $506000.00         | $370635.18         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2047-03-01      | 3.0000%  | 3.0000% | $8000.00           | $1789.91           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2032-12-01      | 3.5000%  | 3.5000% | $1000.00           | $132.81            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-04-01      | 4.0000%  | 4.0000% | $674998.00         | $454711.53         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-12-01      | 4.0000%  | 4.0000% | $9474608.00        | $8026323.63        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-01-01      | 6.0000%  | 6.0000% | $4729104.00        | $4858248.53        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-03-01      | 6.0000%  | 6.0000% | $1227662.00        | $1250944.90        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-04-01      | 6.5000%  | 6.5000% | $9194368.00        | $9225688.58        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-11-01      | 5.0000%  | 5.0000% | $16811800.00       | $16062575.06       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2042-11-20      | 3.0000%  | 3.0000% | $1100000.00        | $71642.49          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-02-20      | 3.5000%  | 3.5000% | $2000000.00        | $201300.95         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-06-20      | 3.0000%  | 3.0000% | $499985.00         | $58938.62          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-10-20      | 2.5000%  | 2.5000% | $2676000.00        | $421871.41         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-12-20      | 1.5000%  | 1.5000% | $37110.00          | $19465.96          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-09-20      | 5.0000%  | 5.0000% | $10000000.00       | $9588612.23        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-10-20      | 5.5000%  | 5.5000% | $228801920.00      | $223553689.21      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2059-10-15      | 5.2990%  | 5.2990% | $6706.00           | $6836.05           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-20      | 5.5000%  | 5.5000% | $966756.00         | $966386.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-20      | 7.0000%  | 7.0000% | $20731040.00       | $22062351.48       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-20      | 5.5000%  | 5.5000% | $17230560.00       | $17373893.85       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-20      | 6.0000%  | 6.0000% | $10211780.00       | $10503932.21       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-20      | 5.5000%  | 5.5000% | $1745836.00        | $1748684.42        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-20      | 5.5000%  | 5.5000% | $1514852.00        | $1529604.47        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-01-20      | 3.5000%  | 3.5000% | $208376832.00      | $186957100.31      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-20      | 6.5000%  | 6.5000% | $345616384.00      | $357189732.59      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-20      | 5.5000%  | 5.5000% | $2171132.00        | $2189885.98        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-09-15      | 8.0000%  | 8.0000% | $1184274.00        | $1390.56           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-01-20      | 6.5000%  | 6.5000% | $100000.00         | $71197.28          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-08-15      | 6.0000%  | 6.0000% | $9621936.00        | $193004.52         | Agency Mortgage-Backed Securities |

### Security 11: 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: BYM5XQDW2, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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          | 2048-08-01      | 3.5000%  | 3.5000% | $136027.00         | $10609.58          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2030-09-01      | 3.0000%  | 3.0000% | $5950000.00        | $543937.10         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-07-01      | 3.0000%  | 3.0000% | $386101.00         | $66842.51          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2045-10-01      | 4.0000%  | 4.0000% | $28857.00          | $1012.01           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2046-02-01      | 4.0000%  | 4.0000% | $137690880.00      | $13460917.73       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2036-11-01      | 1.5000%  | 1.5000% | $2867500.00        | $1726977.97        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-04-01      | 3.5000%  | 3.5000% | $107964.00         | $77365.03          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2049-12-01      | 2.5000%  | 2.5000% | $455000.00         | $109959.04         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-01-01      | 3.5000%  | 3.5000% | $70000.00          | $10417.95          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-02-01      | 2.5000%  | 2.5000% | $3000000.00        | $1432093.29        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-10-01      | 1.5000%  | 1.5000% | $12929456.00       | $7989849.68        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-05-01      | 3.0000%  | 3.0000% | $10636000.00       | $7661498.18        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-06-01      | 5.0000%  | 5.0000% | $17497888.00       | $14971737.23       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-10-01      | 4.0000%  | 4.0000% | $72000.00          | $61252.35          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-06-01      | 3.0000%  | 3.0000% | $67000.00          | $49496.84          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-10-01      | 4.5000%  | 4.5000% | $534439.00         | $383951.50         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-03-01      | 6.0000%  | 6.0000% | $2245316.00        | $1657848.24        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-09-01      | 6.5000%  | 6.5000% | $100000.00         | $61273.14          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-07-01      | 2.5000%  | 2.5000% | $23744320.00       | $8593360.99        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-07-01      | 3.0000%  | 3.0000% | $15783936.00       | $11015146.19       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-07-01      | 6.0000%  | 6.0000% | $19367968.00       | $15365828.66       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-08-01      | 2.0000%  | 2.0000% | $1528000.00        | $653403.72         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2036-06-01      | 1.5000%  | 1.5000% | $1100000.00        | $590492.99         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2037-04-01      | 2.5000%  | 2.5000% | $945170.00         | $546854.06         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-08-01      | 2.5000%  | 2.5000% | $1406818.00        | $390772.85         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-02-25      | 2.5000%  | 2.5000% | $90000.00          | $66155.16          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-05-01      | 6.0000%  | 6.0000% | $14266176.00       | $13648894.88       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-05-01      | 5.0000%  | 5.0000% | $7082792.00        | $6924857.93        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2033-09-01      | 3.7790%  | 3.7790% | $3624884.00        | $3377587.16        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-03-01      | 3.5400%  | 3.5400% | $449754.00         | $338283.50         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2042-12-01      | 3.0000%  | 3.0000% | $213764.00         | $42315.52          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2043-02-01      | 2.5000%  | 2.5000% | $4330070.00        | $837733.98         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2032-02-01      | 3.5000%  | 3.5000% | $331000.00         | $57098.33          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2028-11-01      | 3.5000%  | 3.5000% | $1489660.00        | $46844.74          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2035-04-01      | 5.5000%  | 5.5000% | $136866.00         | $1506.01           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-12-01      | 6.5000%  | 6.5000% | $683315.00         | $346630.48         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-02-01      | 5.5000%  | 5.5000% | $1324804.00        | $1153777.78        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-01-01      | 6.0000%  | 6.0000% | $1416024.00        | $1456008.10        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-02-01      | 5.0000%  | 5.0000% | $2000000.00        | $1958215.46        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-05-01      | 5.0000%  | 5.0000% | $1009500.00        | $998451.47         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2047-11-01      | 3.0000%  | 3.0000% | $26633344.00       | $2388384.57        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2036-12-01      | 4.2990%  | 4.2990% | $977000.00         | $396596.86         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2047-11-01      | 4.5000%  | 4.5000% | $96069280.00       | $24893633.73       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-12-01      | 2.5000%  | 2.5000% | $100000.00         | $40973.11          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-01-01      | 6.0000%  | 6.0000% | $3131036.00        | $3024518.28        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-05-01      | 3.5000%  | 3.5000% | $505850.00         | $369213.93         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-01-01      | 6.0000%  | 6.0000% | $10525488.00       | $9128673.35        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-04-01      | 6.5000%  | 6.5000% | $1712252.00        | $1742300.48        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-07-01      | 5.5000%  | 5.5000% | $1480224.00        | $1122311.57        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-06-01      | 4.0040%  | 4.0040% | $3030000.00        | $2999015.97        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-07-01      | 3.0000%  | 3.0000% | $1087000.00        | $455877.37         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-08-01      | 2.5000%  | 2.5000% | $422296.00         | $209811.49         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-05-01      | 2.0000%  | 2.0000% | $11368304.00       | $7509367.16        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-01-01      | 3.5000%  | 3.5000% | $217069.00         | $132580.61         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-04-01      | 4.0000%  | 4.0000% | $12100000.00       | $8776891.97        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-05-01      | 4.0000%  | 4.0000% | $3000000.00        | $2262333.65        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-05-01      | 5.0000%  | 5.0000% | $150000.00         | $131157.32         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-03-01      | 5.5000%  | 5.5000% | $95000.00          | $85433.84          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-08-01      | 3.5000%  | 3.5000% | $9298464.00        | $8256346.58        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-03-01      | 5.0000%  | 5.0000% | $2600770.00        | $2504135.93        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-11-01      | 4.0000%  | 4.0000% | $25802560.00       | $24274836.00       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-03-01      | 5.0000%  | 5.0000% | $2335000.00        | $2009688.23        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-08-01      | 4.5000%  | 4.5000% | $168873.00         | $146329.20         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-08-01      | 3.5000%  | 3.5000% | $460313.00         | $367139.41         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-09-01      | 6.0000%  | 6.0000% | $23220704.00       | $21107171.12       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-05-01      | 6.5000%  | 6.5000% | $13677488.00       | $14190437.22       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2026-12-01      | 2.5000%  | 2.5000% | $2277172.00        | $32961.24          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2028-02-01      | 2.5000%  | 2.5000% | $5900000.00        | $280676.14         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2047-07-01      | 4.0000%  | 4.0000% | $545986.00         | $55275.28          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-06-01      | 6.0000%  | 6.0000% | $2989000.00        | $2253778.79        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-02-01      | 3.5000%  | 3.5000% | $42722176.00       | $37719024.59       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-05-01      | 3.5000%  | 3.5000% | $21227712.00       | $19017049.48       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-06-01      | 4.5000%  | 4.5000% | $278947.00         | $24227.19          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-04-01      | 6.5000%  | 6.5000% | $12858752.00       | $13253828.72       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-06-01      | 6.0000%  | 6.0000% | $1080050.00        | $1104312.60        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-06-01      | 5.0000%  | 5.0000% | $10004944.00       | $9831486.06        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-06-01      | 5.5000%  | 5.5000% | $16266368.00       | $16318039.02       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-05-01      | 2.0000%  | 2.0000% | $14071840.00       | $11186002.68       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-05-01      | 4.5000%  | 4.5000% | $38533.00          | $34190.00          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-03-20      | 2.5000%  | 2.5000% | $198126.00         | $27894.79          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-02-20      | 2.0000%  | 2.0000% | $33894464.00       | $17342474.42       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-05-20      | 2.0000%  | 2.0000% | $158172160.00      | $102894005.54      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-04-20      | 2.5000%  | 2.5000% | $53925.00          | $39799.60          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-05-15      | 3.5000%  | 3.5000% | $47467.00          | $11590.35          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-08-15      | 3.5000%  | 3.5000% | $261633.00         | $53763.37          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2060-01-15      | 5.5190%  | 5.5190% | $2161044.00        | $2232626.33        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-01-20      | 6.5000%  | 6.5000% | $1432848.00        | $1496981.25        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-02-20      | 5.5000%  | 5.5000% | $3744288.00        | $3571527.61        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-20      | 4.5000%  | 4.5000% | $14872320.00       | $13824832.75       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-02-15      | 4.5000%  | 4.5000% | $5857752.00        | $178103.64         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2030-04-20      | 8.0000%  | 8.0000% | $2605056.00        | $1868.44           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2026-04-20      | 4.8750%  | 4.8750% | $8224717.00        | $1262.40           | Agency Mortgage-Backed Securities |

### Security 12: 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: BYM5XTMW6, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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) | 2040-08-15      | 0.0000%  | 0.0000% | $3539900.00        | $1731393.40        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-07-15      | 0.3750%  | 0.3750% | $49434600.00       | $63999796.92       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-05-15      | 2.3750%  | 2.3750% | $2606300.00        | $2483620.80        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-07-15      | 0.3750%  | 0.3750% | $22141900.00       | $29966391.42       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-01-15      | 0.1250%  | 0.1250% | $41293400.00       | $48515514.61       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-04-15      | 0.1250%  | 0.1250% | $52930400.00       | $63999683.72       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-06-30      | 3.2500%  | 3.2500% | $16261000.00       | $15940788.38       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-07-31      | 4.3750%  | 4.3750% | $46165200.00       | $47182609.59       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-02-28      | 4.1250%  | 4.1250% | $62836500.00       | $63999934.88       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-04-30      | 3.7500%  | 3.7500% | $1995300.00        | $2006605.43        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-05-15      | 3.7500%  | 3.7500% | $4153200.00        | $4175575.36        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-06-30      | 3.8750%  | 3.8750% | $63868800.00       | $63998134.32       | U.S. Treasuries (including strips) |

### Security 13: 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: BYM5XTXK0, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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) | 2029-02-15      | 0.0000%  | 0.0000% | $24386200.00       | $21374699.38       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2037-05-15      | 0.0000%  | 0.0000% | $3250600.00        | $1933232.58        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-02-15      | 5.3750%  | 5.3750% | $55421500.00       | $60585004.21       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-04-15      | 0.1250%  | 0.1250% | $66163200.00       | $79999846.48       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-03-31      | 3.6250%  | 3.6250% | $79988500.00       | $79999936.59       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-10-31      | 4.8750%  | 4.8750% | $24730000.00       | $26110301.04       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-04-15      | 1.6250%  | 1.6250% | $78710400.00       | $79997311.29       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-05-15      | 0.0000%  | 0.0000% | $82816040.95       | $79999881.48       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-11-15      | 0.0000%  | 0.0000% | $127643076.98      | $79999787.93       | U.S. Treasuries (including strips) |

### Security 14: 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: BYM5XQDX0, 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:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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 Debentures and Agency Strips                | 2049-04-15      | 3.0000%  | 3.0000% | $5749180.00        | $350519.93         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2049-06-15      | 4.0000%  | 4.0000% | $8000000.00        | $401274.94         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2048-11-15      | 3.5000%  | 3.5000% | $10996365.00       | $351652.22         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2049-04-15      | 3.0000%  | 3.0000% | $6147086.00        | $230105.61         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2049-05-15      | 3.5000%  | 3.5000% | $6500000.00        | $320000.36         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-08-01      | 5.5000%  | 5.5000% | $1767050.00        | $1705751.76        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-08-01      | 5.5000%  | 5.5000% | $4766972.00        | $4702355.89        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2043-09-25      | 1.6400%  | 1.6400% | $28900358.00       | $230015.97         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2048-01-25      | 1.7300%  | 1.7300% | $9800000.00        | $281495.01         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2048-10-25      | 1.7800%  | 1.7800% | $2803000.00        | $107700.01         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-07-25      | 1.5800%  | 1.5800% | $4844846.00        | $138809.60         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-09-25      | 1.6000%  | 1.6000% | $16600000.00       | $337436.95         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-10-25      | 1.5800%  | 1.5800% | $16400000.00       | $374607.52         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-01-25      | 1.5300%  | 1.5300% | $7915685.00        | $176251.21         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-02-25      | 2.0000%  | 2.0000% | $2855234.00        | $293075.89         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-10-25      | 1.7940%  | 1.7940% | $2992680.00        | $288934.87         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-09-25      | 0.9440%  | 0.9440% | $6200000.00        | $426038.59         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2038-10-15      | 4.8140%  | 4.8140% | $19951355.00       | $1965720.86        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2049-08-25      | 1.6300%  | 1.6300% | $8337000.00        | $359358.54         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2048-09-15      | 1.6310%  | 1.6310% | $11864570.00       | $196051.41         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2051-09-25      | 2.5000%  | 2.5000% | $2476595.00        | $205219.11         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-04-25      | 0.9440%  | 0.9440% | $5300000.00        | $193068.01         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-04-25      | 0.9940%  | 0.9940% | $3500000.00        | $130862.98         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-08-25      | 0.7940%  | 0.7940% | $4261031.00        | $142665.51         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-09-25      | 5.4050%  | 5.4050% | $9300000.00        | $7935001.63        | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2026-11-15      | 0.0000%  | 0.0000% | $500.00            | $476.48            | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2045-02-15      | 2.5000%  | 2.5000% | $100.00            | $70.68             | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2042-02-15      | 2.3750%  | 2.3750% | $100.00            | $72.97             | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2029-04-15      | 2.1250%  | 2.1250% | $100700.00         | $107546.30         | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2034-07-15      | 1.8750%  | 1.8750% | $100.00            | $102.86            | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2029-10-15      | 1.6250%  | 1.6250% | $6086200.00        | $6291850.73        | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2030-05-31      | 4.0000%  | 4.0000% | $46600.00          | $47120.46          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-09-25      | 5.3550%  | 5.3550% | $43746054.00       | $41784607.89       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-08-25      | 0.9440%  | 0.9440% | $6167600.00        | $418134.24         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-10-25      | 5.3550%  | 5.3550% | $11987071.00       | $8913544.24        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-10-25      | 5.4050%  | 5.4050% | $60512380.00       | $50254628.28       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-11-25      | 0.1440%  | 0.1440% | $7336904.00        | $165358.25         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-12-25      | 0.6940%  | 0.6940% | $5000000.00        | $125257.03         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-12-25      | 0.7440%  | 0.7440% | $6500000.00        | $168160.73         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-12-25      | 0.7940%  | 0.7940% | $7040000.00        | $187070.97         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-02-25      | 0.8440%  | 0.8440% | $6400000.00        | $180213.75         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-01-25      | 5.6050%  | 5.6050% | $39972610.00       | $36218015.90       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-04-01      | 5.5000%  | 5.5000% | $1120300.00        | $1133008.08        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-07-01      | 7.0000%  | 7.0000% | $1139821.00        | $1209491.29        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-04-01      | 4.3840%  | 4.3840% | $1343060.00        | $1332115.88        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-10-01      | 5.2000%  | 5.2000% | $2000000.00        | $2068497.90        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2034-01-01      | 5.2400%  | 5.2400% | $2407000.00        | $2490537.60        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2029-03-01      | 4.4190%  | 4.4190% | $9436000.00        | $9494228.00        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2029-11-01      | 4.4900%  | 4.4900% | $6294880.00        | $6381988.19        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-05-01      | 4.7690%  | 4.7690% | $2140000.00        | $2159965.12        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-05-01      | 5.0400%  | 5.0400% | $2450000.00        | $2509862.51        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-02-01      | 2.5000%  | 2.5000% | $1024.00           | $597.10            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-11-01      | 5.5000%  | 5.5000% | $2402176.00        | $2090413.19        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-10-01      | 5.0000%  | 5.0000% | $31437227.00       | $25663605.30       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-07-01      | 5.5000%  | 5.5000% | $49522153.00       | $45519569.19       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-01-01      | 7.0000%  | 7.0000% | $1000.00           | $656.37            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-12-01      | 2.0000%  | 2.0000% | $1911.00           | $1024.84           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-12-01      | 5.5000%  | 5.5000% | $9827.00           | $9393.71           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2039-04-01      | 6.0000%  | 6.0000% | $306144.00         | $4401.89           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2049-04-01      | 3.5000%  | 3.5000% | $6929668.00        | $302709.88         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2049-04-01      | 4.0000%  | 4.0000% | $7580088.00        | $408255.16         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-04-01      | 5.5000%  | 5.5000% | $1000.00           | $1005.80           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-02-20      | 2.5000%  | 2.5000% | $232849.00         | $150321.26         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2072-10-20      | 7.2830%  | 7.2830% | $972668.00         | $895387.15         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-09-20      | 3.0000%  | 3.0000% | $1000.00           | $262.88            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-01-15      | 2.5000%  | 2.5000% | $1000.00           | $676.18            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-02-20      | 3.5000%  | 3.5000% | $1000.00           | $518.85            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-06-20      | 6.5000%  | 6.5000% | $1000.00           | $999.81            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-05-20      | 7.0000%  | 7.0000% | $1000.00           | $833.03            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-05-20      | 6.5000%  | 6.5000% | $2500.00           | $2659.05           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-06-20      | 6.5000%  | 6.5000% | $1001.00           | $948.34            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-06-20      | 6.5000%  | 6.5000% | $1001.00           | $478.36            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-06-20      | 6.5000%  | 6.5000% | $1000.00           | $836.74            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-06-20      | 7.0000%  | 7.0000% | $1024.00           | $819.28            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-07-20      | 6.5000%  | 6.5000% | $1000.00           | $918.64            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-06-20      | 5.5000%  | 5.5000% | $156041.00         | $154807.67         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-02-20      | 7.3750%  | 7.3750% | $1001.00           | $1079.81           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-05-20      | 7.5000%  | 7.5000% | $1398.00           | $1513.18           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-01-20      | 6.0000%  | 6.0000% | $97874.00          | $101215.24         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-01-20      | 6.0000%  | 6.0000% | $2105.00           | $2175.75           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-06-20      | 6.0000%  | 6.0000% | $1791.00           | $1859.83           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2038-04-20      | 3.2670%  | 3.2670% | $68181818.00       | $7131.09           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2067-06-20      | 4.6770%  | 4.6770% | $1997003.00        | $642404.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2067-10-20      | 4.9260%  | 4.9260% | $1200000.00        | $283486.23         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2038-10-20      | 2.3670%  | 2.3670% | $100000000.00      | $6452.20           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2047-06-20      | 1.7170%  | 1.7170% | $5500000.00        | $161590.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2046-10-20      | 4.0000%  | 4.0000% | $6032000.00        | $173957.43         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2047-03-20      | 1.7170%  | 1.7170% | $22614285.00       | $565418.27         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2065-06-20      | 4.8860%  | 4.8860% | $1250000.00        | $246853.57         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2065-09-20      | 5.0960%  | 5.0960% | $2700000.00        | $624904.68         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-09-20      | 1.8170%  | 1.8170% | $30000000.00       | $391885.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-09-20      | 1.2870%  | 1.2870% | $22452262.00       | $191424.04         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2047-06-20      | 1.7670%  | 1.7670% | $10500000.00       | $264891.86         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2047-09-20      | 4.5000%  | 4.5000% | $4474160.00        | $405714.31         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-02-20      | 4.9130%  | 4.9130% | $1000000.00        | $395092.58         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-10-20      | 5.1460%  | 5.1460% | $4500000.00        | $2572201.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-10-20      | 4.9420%  | 4.9420% | $1000000.00        | $420407.60         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-10-20      | 5.1820%  | 5.1820% | $1000000.00        | $364738.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-11-20      | 4.5430%  | 4.5430% | $1000000.00        | $376840.92         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-11-20      | 5.0960%  | 5.0960% | $1467913.00        | $728520.40         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-12-20      | 4.8960%  | 4.8960% | $1100000.00        | $176068.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-05-20      | 5.0960%  | 5.0960% | $2000000.00        | $1046766.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-05-20      | 5.0460%  | 5.0460% | $1000000.00        | $349148.80         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-06-20      | 5.0960%  | 5.0960% | $2994970.00        | $1139155.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-08-20      | 4.9460%  | 4.9460% | $2000000.00        | $687119.59         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2071-05-20      | 5.8010%  | 5.8010% | $7034563.00        | $5773625.87        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2071-05-20      | 5.2010%  | 5.2010% | $1000000.00        | $551058.65         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2071-06-20      | 5.8010%  | 5.8010% | $7200000.00        | $5482385.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2071-07-20      | 5.8010%  | 5.8010% | $3377563.00        | $2606216.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2071-03-20      | 5.8010%  | 5.8010% | $1600000.00        | $941422.84         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-06-20      | 5.4960%  | 5.4960% | $5500000.00        | $3031353.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2071-03-20      | 5.7510%  | 5.7510% | $1500000.00        | $1216159.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2071-03-20      | 5.8010%  | 5.8010% | $1000000.00        | $785933.82         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-11-20      | 6.0260%  | 6.0260% | $4999000.00        | $1834172.17        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-12-20      | 5.6460%  | 5.6460% | $4877016.00        | $2979530.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-12-20      | 5.6460%  | 5.6460% | $1699319.00        | $1111350.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2071-02-20      | 5.7260%  | 5.7260% | $2857160.00        | $2154540.19        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-12-20      | 5.1460%  | 5.1460% | $10213557.00       | $3943254.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2043-06-20      | 2.2170%  | 2.2170% | $8448233.00        | $159176.30         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-07-20      | 1.6670%  | 1.6670% | $4908862.00        | $116020.51         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-05-20      | 1.6670%  | 1.6670% | $4477333.00        | $209082.52         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-05-20      | 1.6170%  | 1.6170% | $5389125.00        | $189366.31         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-10-20      | 1.6670%  | 1.6670% | $6400000.00        | $153145.06         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-12-20      | 1.6170%  | 1.6170% | $45521147.00       | $1492440.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-02-20      | 1.6170%  | 1.6170% | $10879336.00       | $279631.32         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-10-20      | 0.0000%  | 0.0000% | $29012333.00       | $279311.22         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-12-20      | 0.0000%  | 0.0000% | $37299999.00       | $638197.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-05-20      | 1.0000%  | 1.0000% | $20000000.00       | $7405305.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-05-20      | 1.0000%  | 1.0000% | $20000000.00       | $7432890.76        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2073-03-20      | 5.1810%  | 5.1810% | $1100000.00        | $1054012.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2073-06-20      | 5.3510%  | 5.3510% | $500000.00         | $497581.87         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2071-08-20      | 5.6510%  | 5.6510% | $6562.00           | $6135.98           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2071-09-20      | 5.6010%  | 5.6010% | $1000000.00        | $879619.11         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2073-01-20      | 5.2010%  | 5.2010% | $3700779.00        | $3564718.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2072-05-20      | 0.5620%  | 0.5620% | $120514039.00      | $6204334.86        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2072-07-20      | 0.6870%  | 0.6870% | $30350034.00       | $1451207.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2073-02-20      | 5.1810%  | 5.1810% | $1100000.00        | $1072723.48        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2074-10-20      | 5.1010%  | 5.1010% | $1000000.00        | $984829.22         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2074-10-20      | 0.3120%  | 0.3120% | $119021585.00      | $2301783.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2074-12-20      | 0.8260%  | 0.8260% | $39344744.00       | $2687298.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2074-08-20      | 5.0510%  | 5.0510% | $1000000.00        | $1008345.23        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2074-04-20      | 5.1510%  | 5.1510% | $1000000.00        | $938387.99         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2073-09-20      | 5.2510%  | 5.2510% | $400000.00         | $391791.31         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2073-09-20      | 5.2010%  | 5.2010% | $1928739.00        | $1940762.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2073-09-20      | 0.6020%  | 0.6020% | $57054461.00       | $3073479.88        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2073-09-20      | 0.7600%  | 0.7600% | $71306322.00       | $4589752.10        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2073-07-20      | 4.0420%  | 4.0420% | $750000.00         | $416594.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2073-12-20      | 5.4510%  | 5.4510% | $1000000.00        | $998357.56         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2074-09-20      | 0.8310%  | 0.8310% | $153245629.00      | $10317510.37       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2074-09-20      | 5.1010%  | 5.1010% | $1000000.00        | $1013424.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2074-01-20      | 5.2010%  | 5.2010% | $1000000.00        | $963312.11         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2074-03-20      | 5.0010%  | 5.0010% | $1113212.00        | $1064854.66        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2074-03-20      | 0.6820%  | 0.6820% | $71424073.00       | $4221434.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2074-08-20      | 4.9510%  | 4.9510% | $1000000.00        | $816664.91         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2074-10-20      | 5.1010%  | 5.1010% | $1000000.00        | $977532.06         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2074-07-20      | 0.8940%  | 0.8940% | $51900346.00       | $4396878.83        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-01-20      | 3.5000%  | 3.5000% | $1000000.00        | $476422.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-03-20      | 3.5000%  | 3.5000% | $1900000.00        | $1198897.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2073-03-20      | 0.4100%  | 0.4100% | $60209342.00       | $2441886.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2075-02-20      | 0.7320%  | 0.7320% | $93616540.00       | $7170959.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2075-02-20      | 5.0510%  | 5.0510% | $5999000.00        | $5983229.35        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2075-03-20      | 5.5010%  | 5.5010% | $6000000.00        | $6109572.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2075-04-20      | 0.5330%  | 0.5330% | $232132281.00      | $15792450.73       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2072-11-20      | 5.1010%  | 5.1010% | $45986979.00       | $45756180.19       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2072-02-20      | 5.1010%  | 5.1010% | $12696592.00       | $12651308.98       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2075-05-20      | 0.6140%  | 0.6140% | $161575776.00      | $12167463.48       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2075-05-20      | 5.1010%  | 5.1010% | $31161341.00       | $30667125.82       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2074-06-20      | 5.1010%  | 5.1010% | $1000000.00        | $980643.42         | Agency Collateralized Mortgage Obligation |

### Security 15: 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: BYM5QFWE3, 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:** 1.6500%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-04
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2025-08-04
- **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? 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) | 2025-07-10      | 0.0000%  | 0.0000% | $10700.00          | $10687.69          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-08-07      | 0.0000%  | 0.0000% | $123978400.00      | $123419257.41      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-09-04      | 0.0000%  | 0.0000% | $22246200.00       | $22071945.51       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-10-02      | 0.0000%  | 0.0000% | $16400100.00       | $16220354.90       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-10-30      | 0.0000%  | 0.0000% | $76861800.00       | $75774205.53       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-11-28      | 0.0000%  | 0.0000% | $3623700.00        | $3560966.50        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-12-26      | 0.0000%  | 0.0000% | $130264600.00      | $127607462.68      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-07-03      | 0.0000%  | 0.0000% | $100.00            | $99.96             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-01-22      | 0.0000%  | 0.0000% | $5761200.00        | $5629844.63        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-07-17      | 0.0000%  | 0.0000% | $27893200.00       | $27838808.26       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-07-24      | 0.0000%  | 0.0000% | $19435200.00       | $19381947.55       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-07-31      | 0.0000%  | 0.0000% | $278615900.00      | $277631550.02      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-02-19      | 0.0000%  | 0.0000% | $4760400.00        | $4638819.38        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-08-14      | 0.0000%  | 0.0000% | $21368200.00       | $21253239.08       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-08-21      | 0.0000%  | 0.0000% | $15361400.00       | $15265391.25       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-08-28      | 0.0000%  | 0.0000% | $3848300.00        | $3821131.00        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-03-19      | 0.0000%  | 0.0000% | $98988100.00       | $96175848.07       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-09-11      | 0.0000%  | 0.0000% | $22258400.00       | $22067200.34       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-09-18      | 0.0000%  | 0.0000% | $32477600.00       | $32174291.69       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-09-25      | 0.0000%  | 0.0000% | $16865900.00       | $16694542.45       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-07-08      | 0.0000%  | 0.0000% | $200.00            | $199.81            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-07-15      | 0.0000%  | 0.0000% | $546800.00         | $545864.97         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-07-22      | 0.0000%  | 0.0000% | $98693600.00       | $98444892.12       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-07-29      | 0.0000%  | 0.0000% | $24364000.00       | $24284061.71       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-10-09      | 0.0000%  | 0.0000% | $1601100.00        | $1582335.10        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-10-16      | 0.0000%  | 0.0000% | $2706800.00        | $2672667.25        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-08-05      | 0.0000%  | 0.0000% | $213669900.00      | $212758597.87      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-08-12      | 0.0000%  | 0.0000% | $22993000.00       | $22874769.99       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-08-19      | 0.0000%  | 0.0000% | $72120400.00       | $71688398.80       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-08-26      | 0.0000%  | 0.0000% | $270735500.00      | $268870132.40      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-09-02      | 0.0000%  | 0.0000% | $1477100.00        | $1465887.33        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-05-14      | 0.0000%  | 0.0000% | $366019000.00      | $353599975.32      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-09-09      | 0.0000%  | 0.0000% | $12708500.00       | $12603019.44       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-09-16      | 0.0000%  | 0.0000% | $3087400.00        | $3059005.18        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-09-23      | 0.0000%  | 0.0000% | $154309700.00      | $152775090.03      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-09-30      | 0.0000%  | 0.0000% | $101414500.00      | $100322265.83      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-12-11      | 0.0000%  | 0.0000% | $15691800.00       | $15398190.73       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-02-15      | 2.2500%  | 2.2500% | $17400.00          | $17114.39          | U.S. Treasuries (including strips) |

### Security 16: 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: BYM5XQDJ1, C.3 - LEI: 969500TJ5KRTCJQWXH05
- **C.18 - Value (incl. sponsor support):** $1037000000.00
- **C.18.a - Value (excl. sponsor support):** $1037000000.00
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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) | 2031-11-15      | 1.3750%  | 1.3750% | $70561069.61       | $60323628.62       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-12-31      | 1.2500%  | 1.2500% | $172439938.07      | $165919984.01      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-12-31      | 3.7500%  | 3.7500% | $165958488.65      | $165919986.28      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-02-15      | 4.0000%  | 4.0000% | $1894878.19        | $1896502.34        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-04-30      | 4.6250%  | 4.6250% | $159895229.42      | $165919992.12      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-11-30      | 4.1250%  | 4.1250% | $164134006.80      | $165919973.22      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-12-15      | 4.0000%  | 4.0000% | $164588571.76      | $165919985.34      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-03-31      | 4.1250%  | 4.1250% | $163256266.07      | $165919979.47      | U.S. Treasuries (including strips) |

### Security 17: 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: BYM5XQD36, 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:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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 | 2052-06-01      | 3.0000%  | 3.0000% | $38386210.00       | $29121096.42       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-07-01      | 5.5000%  | 5.5000% | $27949938.00       | $26503862.07       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2055-04-01      | 5.5000%  | 5.5000% | $73882455.00       | $74055897.01       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2053-11-01      | 6.0000%  | 6.0000% | $82370546.00       | $74319144.79       | Agency Mortgage-Backed Securities |

### Security 18: 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: BYM5XQE43, C.3 - LEI: M67H5PRC0NQKM73ZAS82
- **C.18 - Value (incl. sponsor support):** $1925000000.00
- **C.18.a - Value (excl. sponsor support):** $1925000000.00
- **C.19 - Percentage of Net Assets:** 1.4400%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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)                          | 2045-02-15      | 0.7500%  | 0.7500% | $12878250.00       | $12809506.01       | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2046-05-15      | 2.5000%  | 2.5000% | $53357823.75       | $36836267.27       | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2047-08-15      | 2.7500%  | 2.7500% | $69118087.50       | $49758285.71       | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2044-11-15      | 4.6250%  | 4.6250% | $15587976.25       | $15300397.57       | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2025-12-31      | 2.6250%  | 2.6250% | $312812.50         | $310341.59         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2026-06-30      | 1.8750%  | 1.8750% | $67698015.00       | $66281772.52       | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2026-11-15      | 2.0000%  | 2.0000% | $10831975.00       | $10585894.19       | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2026-09-30      | 1.6250%  | 1.6250% | $23127912.50       | $22578192.10       | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2027-05-31      | 0.5000%  | 0.5000% | $592900.00         | $557668.59         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2025-11-30      | 0.3750%  | 0.3750% | $1925000.00        | $1894425.95        | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2026-01-31      | 0.3750%  | 0.3750% | $4013625.00        | $3930927.73        | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2028-01-31      | 0.7500%  | 0.7500% | $4442322.50        | $4132127.26        | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2031-02-15      | 1.1250%  | 1.1250% | $5268628.75        | $4572092.01        | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2028-03-31      | 1.2500%  | 1.2500% | $8172106.25        | $7672119.81        | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2026-07-31      | 0.6250%  | 0.6250% | $40071088.75       | $38753662.70       | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2026-10-31      | 1.1250%  | 1.1250% | $19250000.00       | $18595034.34       | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2031-11-15      | 1.3750%  | 1.3750% | $3272500.00        | $2800866.48        | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2026-11-30      | 1.2500%  | 1.2500% | $2887500.00        | $2786716.40        | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2026-12-31      | 1.2500%  | 1.2500% | $911487.50         | $877138.09         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2029-06-30      | 3.2500%  | 3.2500% | $192500.00         | $188771.66         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2027-06-30      | 3.2500%  | 3.2500% | $242550.00         | $240253.77         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2027-07-31      | 2.7500%  | 2.7500% | $81812.50          | $81113.65          | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2029-12-31      | 3.8750%  | 3.8750% | $22573223.75       | $22645254.90       | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2033-08-15      | 3.8750%  | 3.8750% | $1925385.00        | $1920263.41        | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2028-11-30      | 4.3750%  | 4.3750% | $43312.50          | $44342.17          | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2028-12-31      | 3.7500%  | 3.7500% | $93747.50          | $93764.46          | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2029-01-31      | 4.0000%  | 4.0000% | $2353601.25        | $2412202.59        | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2031-01-31      | 4.0000%  | 4.0000% | $3914680.00        | $4001815.24        | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2026-02-28      | 4.6250%  | 4.6250% | $5967500.00        | $6074842.67        | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2029-02-28      | 4.2500%  | 4.2500% | $1575612.50        | $1624351.98        | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2034-08-15      | 3.8750%  | 3.8750% | $35189288.75       | $34803331.46       | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2031-09-30      | 3.6250%  | 3.6250% | $813312.50         | $805901.57         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2026-09-30      | 3.5000%  | 3.5000% | $4812500.00        | $4829335.02        | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2029-11-30      | 4.1250%  | 4.1250% | $98195212.50       | $99873285.01       | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2030-01-31      | 4.2500%  | 4.2500% | $16843.75          | $17455.40          | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2028-03-15      | 3.8750%  | 3.8750% | $1156925.00        | $1174903.59        | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2030-03-31      | 4.0000%  | 4.0000% | $5476625.00        | $5575901.72        | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2035-05-15      | 4.2500%  | 4.2500% | $2902900.00        | $2916385.42        | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2030-05-31      | 4.0000%  | 4.0000% | $473550.00         | $479122.11         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2047-09-01      | 3.5000%  | 3.5000% | $16596457.76       | $2004959.83        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2048-02-01      | 3.5000%  | 3.5000% | $962.50            | $116.27            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2036-09-01      | 3.0000%  | 3.0000% | $962.50            | $160.02            | Agency Mortgage-Backed Securities |
| Federal Home Loan Banks-Agency Debentures and Agency Strips                        | 2026-07-16      | 4.5400%  | 4.5400% | $82346687.50       | $83114055.69       | Agency Mortgage-Backed Securities |
| Federal Home Loan Banks-Agency Debentures and Agency Strips                        | 2026-07-22      | 4.5400%  | 4.5400% | $1299375.00        | $1310504.50        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2032-01-01      | 3.5000%  | 3.5000% | $10537190.12       | $790331.64         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2041-09-01      | 4.0000%  | 4.0000% | $11817432.55       | $863187.17         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2047-09-01      | 3.5000%  | 3.5000% | $962.50            | $245.04            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2048-01-01      | 3.5000%  | 3.5000% | $7896200.81        | $2432072.49        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2047-11-01      | 4.0000%  | 4.0000% | $5101773.60        | $1355637.21        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2045-11-01      | 3.5000%  | 3.5000% | $6737500.00        | $1193625.29        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2049-03-01      | 4.0000%  | 4.0000% | $48125175.17       | $11381977.48       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2032-03-01      | 3.0000%  | 3.0000% | $962.50            | $148.44            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2032-11-01      | 2.5000%  | 2.5000% | $962.50            | $140.53            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2037-02-01      | 3.0000%  | 3.0000% | $962.50            | $721.66            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-01-01      | 2.5000%  | 2.5000% | $962.50            | $611.29            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-03-01      | 2.5000%  | 2.5000% | $962.50            | $542.86            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-01-01      | 4.5000%  | 4.5000% | $962.50            | $336.20            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-07-01      | 3.0000%  | 3.0000% | $40708802.75       | $24946011.42       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-04-01      | 3.0000%  | 3.0000% | $977.89            | $687.66            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-08-01      | 4.5000%  | 4.5000% | $3385.11           | $2532.76           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-08-01      | 4.5000%  | 4.5000% | $4018904.31        | $3065858.03        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-12-01      | 3.0000%  | 3.0000% | $962.50            | $671.53            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-12-01      | 5.5000%  | 5.5000% | $963.46            | $840.49            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-09-01      | 5.5000%  | 5.5000% | $36297866.41       | $35178397.65       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-01-01      | 5.5000%  | 5.5000% | $38146916.50       | $36169194.23       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-11-01      | 2.5000%  | 2.5000% | $962.50            | $603.07            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-08-01      | 3.0000%  | 3.0000% | $962.50            | $657.76            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-06-01      | 5.0000%  | 5.0000% | $1203125.00        | $998332.69         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-10-01      | 2.5000%  | 2.5000% | $1219.48           | $757.67            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-10-01      | 3.5000%  | 3.5000% | $22137.50          | $17239.44          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-09-01      | 3.0000%  | 3.0000% | $962.50            | $712.59            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-12-01      | 5.0000%  | 5.0000% | $6148450.00        | $5077946.03        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-07-01      | 5.0000%  | 5.0000% | $985.60            | $852.37            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-05-01      | 5.5000%  | 5.5000% | $6165095.47        | $5465457.38        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-06-01      | 5.5000%  | 5.5000% | $117046264.91      | $104698397.44      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-09-01      | 5.5000%  | 5.5000% | $15675113.30       | $14574425.11       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-03-01      | 5.5000%  | 5.5000% | $4952009.56        | $4829602.30        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-01-01      | 5.5000%  | 5.5000% | $359366.70         | $345164.60         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-05-01      | 6.0000%  | 6.0000% | $27296022.60       | $27238259.71       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-11-01      | 6.0000%  | 6.0000% | $11336849.56       | $9566492.76        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-10-01      | 6.5000%  | 6.5000% | $962.50            | $800.99            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-12-01      | 6.5000%  | 6.5000% | $2536380.00        | $2055943.30        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2041-06-01      | 5.0000%  | 5.0000% | $6780794.21        | $620978.70         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-07-01      | 2.0000%  | 2.0000% | $966.35            | $507.81            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-11-01      | 2.5000%  | 2.5000% | $962.50            | $507.10            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-03-01      | 2.0000%  | 2.0000% | $962.50            | $541.89            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-04-01      | 2.0000%  | 2.0000% | $962.50            | $472.95            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-06-01      | 3.0000%  | 3.0000% | $728265.03         | $403884.08         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-08-01      | 2.5000%  | 2.5000% | $962.50            | $609.00            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-10-01      | 2.5000%  | 2.5000% | $965.38            | $611.72            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-09-01      | 5.5000%  | 5.5000% | $4812.50           | $3306.35           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-09-01      | 5.5000%  | 5.5000% | $962.50            | $654.25            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-07-01      | 4.5000%  | 4.5000% | $33687.50          | $28158.36          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-12-01      | 6.0000%  | 6.0000% | $962.50            | $971.40            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-10-01      | 5.5000%  | 5.5000% | $2467186.83        | $2274659.82        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank-Agency Debentures and Agency Strips                       | 2029-11-27      | 4.9190%  | 4.9190% | $48125000.00       | $48292667.50       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank-Agency Debentures and Agency Strips                       | 2030-06-10      | 4.0000%  | 4.0000% | $14437500.00       | $14501316.95       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank-Agency Debentures and Agency Strips                       | 2031-03-17      | 4.1250%  | 4.1250% | $13335437.50       | $13419431.86       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2049-09-01      | 3.0000%  | 3.0000% | $962.50            | $340.34            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-08-01      | 2.5000%  | 2.5000% | $962.50            | $447.29            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-08-01      | 2.0000%  | 2.0000% | $962.50            | $455.74            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-10-01      | 2.0000%  | 2.0000% | $962.50            | $473.59            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-04-01      | 4.0000%  | 4.0000% | $962.50            | $688.54            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-05-01      | 3.5000%  | 3.5000% | $4812.50           | $3311.69           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-02-01      | 5.5000%  | 5.5000% | $2529179.53        | $2126850.36        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-09-01      | 6.5000%  | 6.5000% | $962.50            | $828.32            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-08-01      | 5.0000%  | 5.0000% | $452375.00         | $407795.04         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2041-01-01      | 2.0000%  | 2.0000% | $30800.00          | $16734.60          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-03-01      | 6.0000%  | 6.0000% | $16213339.45       | $14329891.79       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2044-05-25      | 4.0000%  | 4.0000% | $511684.25         | $449879.55         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-06-25      | 4.0000%  | 4.0000% | $151006845.41      | $10497282.51       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2052-01-25      | 3.0000%  | 3.0000% | $82345529.61       | $12378766.66       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-02-25      | 5.2050%  | 5.2050% | $6211319.53        | $5816556.15        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-01-25      | 6.0000%  | 6.0000% | $3559889.02        | $3195576.53        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-12-25      | 5.5000%  | 5.5000% | $28875000.00       | $26397883.11       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-05-25      | 5.3050%  | 5.3050% | $1771527.45        | $1744110.30        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-08-25      | 5.2550%  | 5.2550% | $8466301.11        | $8180399.58        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-04-25      | 1.3440%  | 1.3440% | $74374561.79       | $3743465.51        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-07-25      | 5.2050%  | 5.2050% | $19955533.67       | $13023046.44       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-07-25      | 5.2050%  | 5.2050% | $3122568.48        | $2392932.98        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-09-25      | 5.1550%  | 5.1550% | $5101250.00        | $4624140.72        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-12-25      | 5.2050%  | 5.2050% | $66631755.57       | $59158523.26       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2041-09-01      | 4.5000%  | 4.5000% | $15475481.17       | $247470.45         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2041-10-01      | 4.0000%  | 4.0000% | $6753.86           | $471.43            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2041-06-01      | 4.5000%  | 4.5000% | $18569720.40       | $797376.18         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-05-01      | 4.0000%  | 4.0000% | $11550000.00       | $914086.25         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-08-01      | 3.5000%  | 3.5000% | $6353054.40        | $1125349.17        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-08-01      | 3.5000%  | 3.5000% | $2513382.98        | $615667.32         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-07-01      | 3.5000%  | 3.5000% | $1813288.40        | $442880.57         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-10-01      | 3.5000%  | 3.5000% | $962.50            | $146.18            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2027-12-01      | 3.0000%  | 3.0000% | $10698811.20       | $250725.46         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-01-01      | 3.5000%  | 3.5000% | $7494736.28        | $1717035.62        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-01-01      | 4.0000%  | 4.0000% | $2192997.53        | $519311.25         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-12-01      | 3.5000%  | 3.5000% | $21945000.00       | $5242581.09        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-06-01      | 3.5000%  | 3.5000% | $5677943.42        | $1136324.14        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-06-01      | 3.0000%  | 3.0000% | $9856000.00        | $524547.90         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-09-01      | 4.0000%  | 4.0000% | $3479715.66        | $609775.49         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2044-09-01      | 4.0000%  | 4.0000% | $5496182.03        | $976061.84         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-01-01      | 4.0000%  | 4.0000% | $4812500.00        | $854125.94         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2034-11-01      | 5.5000%  | 5.5000% | $5775000.00        | $137215.44         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-09-01      | 5.0000%  | 5.0000% | $92711.85          | $89689.17          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-09-01      | 5.5000%  | 5.5000% | $5512645.60        | $5323050.13        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-10-01      | 5.0000%  | 5.0000% | $120222.98         | $114274.20         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-11-01      | 5.0000%  | 5.0000% | $702750.12         | $669909.52         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-12-01      | 5.0000%  | 5.0000% | $569212.87         | $555271.76         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-12-01      | 5.0000%  | 5.0000% | $413946.22         | $388395.77         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-04-01      | 6.0000%  | 6.0000% | $989113.12         | $1007831.87        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-06-01      | 6.0000%  | 6.0000% | $1619660.35        | $1675955.42        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-06-01      | 6.0000%  | 6.0000% | $5340858.60        | $5497577.19        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-06-01      | 6.0000%  | 6.0000% | $985.60            | $1011.94           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-06-01      | 5.5000%  | 5.5000% | $986883.01         | $995203.97         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-06-01      | 6.5000%  | 6.5000% | $275016.08         | $288041.42         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-06-01      | 5.0000%  | 5.0000% | $2540307.00        | $2499163.62        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-07-01      | 5.5000%  | 5.5000% | $962.50            | $968.16            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-06-01      | 6.0000%  | 6.0000% | $962.50            | $989.84            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-07-01      | 4.0000%  | 4.0000% | $1021668.72        | $269337.22         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-02-01      | 4.0000%  | 4.0000% | $1079410.06        | $524105.87         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-10-01      | 4.0000%  | 4.0000% | $962.50            | $191.14            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-01-01      | 3.5000%  | 3.5000% | $3850.00           | $597.21            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-06-01      | 4.0000%  | 4.0000% | $962.50            | $126.83            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-02-01      | 4.0000%  | 4.0000% | $962.50            | $225.09            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-05-01      | 4.0000%  | 4.0000% | $1016873.55        | $238401.34         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-02-01      | 4.0000%  | 4.0000% | $992435.67         | $174550.32         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-08-01      | 4.0000%  | 4.0000% | $114279704.96      | $24430233.83       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-11-01      | 3.0000%  | 3.0000% | $1140562.50        | $249346.15         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-11-01      | 4.0000%  | 4.0000% | $7146729.01        | $1173308.82        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-04-01      | 3.0000%  | 3.0000% | $2887.50           | $1836.04           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-04-01      | 3.5000%  | 3.5000% | $962.50            | $760.44            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-05-01      | 3.5000%  | 3.5000% | $1790250.00        | $1184663.19        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-06-01      | 5.5270%  | 5.5270% | $9860.81           | $7977.34           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-05-01      | 5.0000%  | 5.0000% | $962.50            | $885.19            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-10-01      | 2.5000%  | 2.5000% | $962.50            | $516.44            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-02-01      | 2.0000%  | 2.0000% | $962.50            | $572.82            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-03-01      | 2.5000%  | 2.5000% | $4812.50           | $3184.56           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-07-01      | 4.5000%  | 4.5000% | $14671064.10       | $12355713.14       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-10-01      | 4.5000%  | 4.5000% | $24816630.30       | $20133968.81       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-11-01      | 5.0000%  | 5.0000% | $30341219.56       | $23913402.86       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-03-01      | 5.5000%  | 5.5000% | $1086.66           | $903.92            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-04-01      | 4.5000%  | 4.5000% | $274683.06         | $228949.06         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-05-01      | 4.5000%  | 4.5000% | $724875.11         | $595938.37         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-07-01      | 5.0000%  | 5.0000% | $3970312.50        | $3378853.07        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-04-01      | 5.0000%  | 5.0000% | $288750.00         | $250154.21         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-07-01      | 5.5000%  | 5.5000% | $962.50            | $908.70            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-12-01      | 6.0000%  | 6.0000% | $1896.12           | $1810.35           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-04-01      | 6.0000%  | 6.0000% | $7202666.62        | $7193752.41        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-04-01      | 4.5000%  | 4.5000% | $919187.50         | $872638.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-05-01      | 6.0000%  | 6.0000% | $24373639.67       | $25050572.03       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-06-01      | 6.0000%  | 6.0000% | $970.20            | $992.08            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-05-01      | 3.5000%  | 3.5000% | $23100.00          | $4315.20           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-06-01      | 3.5000%  | 3.5000% | $4812.50           | $1089.21           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2045-02-01      | 3.5000%  | 3.5000% | $962.50            | $383.92            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-11-01      | 2.5000%  | 2.5000% | $35295.83          | $13599.89          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-07-01      | 3.0000%  | 3.0000% | $3850.00           | $2301.34           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-01-01      | 2.5000%  | 2.5000% | $962.50            | $668.85            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-02-01      | 2.0000%  | 2.0000% | $962.50            | $574.80            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-03-01      | 3.0000%  | 3.0000% | $962.50            | $630.83            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-03-01      | 3.0000%  | 3.0000% | $962.50            | $683.26            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-03-01      | 3.5000%  | 3.5000% | $962.50            | $563.01            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-06-01      | 3.5000%  | 3.5000% | $962.50            | $675.95            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-01-01      | 6.0000%  | 6.0000% | $13634763.45       | $10925254.62       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-02-01      | 5.0000%  | 5.0000% | $962.50            | $810.39            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-05-01      | 2.5000%  | 2.5000% | $1057255.23        | $795560.70         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-02-01      | 6.5000%  | 6.5000% | $5903562.08        | $4606517.39        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-05-01      | 5.0000%  | 5.0000% | $265247.67         | $218322.21         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-06-01      | 3.5000%  | 3.5000% | $962.50            | $739.48            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-12-01      | 6.0000%  | 6.0000% | $2480362.50        | $2258650.07        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-08-01      | 3.5000%  | 3.5000% | $34650.00          | $28974.38          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-07-01      | 2.5000%  | 2.5000% | $962.50            | $737.05            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-05-01      | 6.0000%  | 6.0000% | $963.46            | $898.79            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-07-01      | 2.5000%  | 2.5000% | $23376953.60       | $18134022.34       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-06-01      | 3.0000%  | 3.0000% | $962.50            | $762.40            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-07-01      | 6.5000%  | 6.5000% | $3737126.66        | $3528080.33        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-07-01      | 2.5000%  | 2.5000% | $962.50            | $761.67            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-04-01      | 2.5000%  | 2.5000% | $962.50            | $761.29            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-03-01      | 2.5000%  | 2.5000% | $962.50            | $768.60            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-02-01      | 6.0000%  | 6.0000% | $1932.70           | $1678.78           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2038-07-01      | 5.5000%  | 5.5000% | $7700000.00        | $69012.84          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2041-12-01      | 3.5000%  | 3.5000% | $2887500.00        | $351728.83         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2027-09-01      | 2.5000%  | 2.5000% | $7277.46           | $248.74            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-11-01      | 3.5000%  | 3.5000% | $13116727.66       | $1950514.54        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-11-01      | 3.5000%  | 3.5000% | $26709375.00       | $5278404.15        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-03-01      | 3.0000%  | 3.0000% | $15419037.28       | $585362.85         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2040-02-01      | 4.0000%  | 4.0000% | $3146508.75        | $175244.10         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-01-01      | 4.0000%  | 4.0000% | $11230382.62       | $583110.44         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-02-01      | 3.5000%  | 3.5000% | $962.50            | $142.47            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-03-01      | 3.5000%  | 3.5000% | $4812500.00        | $736905.50         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-12-01      | 2.5000%  | 2.5000% | $664125.00         | $163681.58         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-07-01      | 3.5000%  | 3.5000% | $1275046.85        | $140546.95         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-12-01      | 3.5000%  | 3.5000% | $1146.33           | $150.36            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-01-01      | 3.5000%  | 3.5000% | $1177.13           | $165.28            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-03-01      | 3.5000%  | 3.5000% | $962.50            | $127.31            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-07-01      | 3.5000%  | 3.5000% | $962.50            | $106.13            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-08-01      | 2.0000%  | 2.0000% | $962.50            | $593.41            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2036-09-01      | 2.0000%  | 2.0000% | $962.50            | $550.49            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-08-01      | 2.5000%  | 2.5000% | $962.50            | $363.77            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-09-01      | 2.5000%  | 2.5000% | $962.50            | $393.78            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-03-01      | 5.0000%  | 5.0000% | $19250.00          | $17477.15          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-02-01      | 2.0000%  | 2.0000% | $962.50            | $635.14            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-03-01      | 3.0000%  | 3.0000% | $1665910.40        | $1122233.58        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-04-01      | 2.0000%  | 2.0000% | $962.50            | $650.54            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-06-01      | 3.0000%  | 3.0000% | $33681.72          | $24753.11          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-06-01      | 3.0000%  | 3.0000% | $962.50            | $707.35            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-06-01      | 4.0000%  | 4.0000% | $962.50            | $724.46            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-07-01      | 4.5000%  | 4.5000% | $17325.00          | $13387.74          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-06-01      | 2.5000%  | 2.5000% | $962.50            | $640.02            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-08-01      | 3.5000%  | 3.5000% | $64487.50          | $49613.60          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-11-01      | 5.5000%  | 5.5000% | $962.50            | $761.30            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-06-01      | 5.0000%  | 5.0000% | $962.50            | $819.42            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-07-01      | 5.0000%  | 5.0000% | $8662.50           | $7465.42           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-05-01      | 6.5000%  | 6.5000% | $6938.66           | $1308.46           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-07-01      | 5.0000%  | 5.0000% | $6737.50           | $6359.57           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-09-01      | 5.5000%  | 5.5000% | $6496439.95        | $6051067.66        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-10-01      | 5.5000%  | 5.5000% | $39846208.32       | $37349909.12       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-12-01      | 5.5000%  | 5.5000% | $37809792.21       | $36142723.83       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-11-01      | 5.0000%  | 5.0000% | $89512.50          | $84501.14          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-11-01      | 5.5000%  | 5.5000% | $47456208.80       | $44785748.94       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-12-01      | 4.5000%  | 4.5000% | $109047073.71      | $101799026.22      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-02-01      | 5.5000%  | 5.5000% | $469955.06         | $456949.75         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-03-01      | 5.5000%  | 5.5000% | $25795000.00       | $25118715.50       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-05-01      | 5.0000%  | 5.0000% | $55050.18          | $53728.56          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-06-01      | 4.5000%  | 4.5000% | $2187333.22        | $2088531.15        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-06-01      | 4.0000%  | 4.0000% | $107667.17         | $100256.25         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-06-01      | 5.0000%  | 5.0000% | $2991257.50        | $2939247.84        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-06-01      | 5.5000%  | 5.5000% | $14853328.87       | $14900511.30       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-06-01      | 6.0000%  | 6.0000% | $7025212.42        | $7171051.14        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-06-01      | 6.5000%  | 6.5000% | $14055548.23       | $14585064.46       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2040-06-01      | 4.5000%  | 4.5000% | $6785625.00        | $350468.86         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-04-01      | 6.0000%  | 6.0000% | $19679552.19       | $18620239.86       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-06-01      | 6.0000%  | 6.0000% | $14130387.42       | $14489162.66       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-05-01      | 6.5000%  | 6.5000% | $998449.37         | $1046450.39        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-05-01      | 6.5000%  | 6.5000% | $1062407.50        | $1110555.48        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-02-01      | 5.5000%  | 5.5000% | $53623709.56       | $52751056.05       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-04-01      | 6.0000%  | 6.0000% | $1652.61           | $1645.02           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-04-01      | 5.5000%  | 5.5000% | $11512498.11       | $11541917.50       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-07-01      | 5.5000%  | 5.5000% | $7217787.50        | $6937524.78        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-02-01      | 5.5000%  | 5.5000% | $3882377.53        | $3780713.84        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-03-01      | 6.0000%  | 6.0000% | $49112476.87       | $49461471.50       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-06-01      | 5.0000%  | 5.0000% | $49832221.86       | $48884243.08       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2040-06-01      | 6.0000%  | 6.0000% | $862679.12         | $865536.75         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-04-20      | 3.5000%  | 3.5000% | $3919101.72        | $2791654.83        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-05-20      | 5.0000%  | 5.0000% | $56882650.82       | $48179276.71       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-05-20      | 5.5000%  | 5.5000% | $52431225.00       | $42314367.40       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-01-20      | 5.5000%  | 5.5000% | $203527.36         | $172697.50         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-12-20      | 5.5000%  | 5.5000% | $7478086.96        | $7395823.99        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-01-20      | 4.5000%  | 4.5000% | $270345.07         | $256298.13         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-02-20      | 5.5000%  | 5.5000% | $1977437.96        | $1962295.67        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-05-20      | 5.5000%  | 5.5000% | $97015.18          | $97515.83          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-04-20      | 3.0000%  | 3.0000% | $1594276.33        | $1208408.68        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-06-20      | 3.5000%  | 3.5000% | $55419808.67       | $4320808.83        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-04-20      | 1.5000%  | 1.5000% | $19384416.97       | $11771780.04       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-02-20      | 5.3510%  | 5.3510% | $14548121.08       | $13199943.63       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-02-20      | 5.3010%  | 5.3010% | $962.50            | $821.33            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-04-20      | 1.0980%  | 1.0980% | $78507999.76       | $3529323.34        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-05-20      | 0.8980%  | 0.8980% | $33001907.40       | $1740922.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-05-20      | 1.5980%  | 1.5980% | $44033642.53       | $1980886.56        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-07-20      | 1.5980%  | 1.5980% | $51657430.82       | $2887006.28        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-03-20      | 5.0000%  | 5.0000% | $2982.78           | $2904.71           | Agency Mortgage-Backed Securities |

### Security 19: 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: BYM5XQE35, C.3 - LEI: M67H5PRC0NQKM73ZAS82
- **C.18 - Value (incl. sponsor support):** $645000000.00
- **C.18.a - Value (excl. sponsor support):** $645000000.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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) | 2026-02-15      | 6.0000%  | 6.0000% | $5341202.00        | $5515099.20        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-01-15      | 1.7500%  | 1.7500% | $11731174.00       | $18314003.05       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-02-15      | 3.1250%  | 3.1250% | $10216972.00       | $8422054.42        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-02-15      | 0.7500%  | 0.7500% | $12040.00          | $13276.02          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-02-15      | 0.6250%  | 0.6250% | $3697140.00        | $3831636.39        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-05-15      | 2.8750%  | 2.8750% | $11180000.00       | $8618849.26        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2047-05-15      | 3.0000%  | 3.0000% | $86.00             | $64.44             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2048-08-15      | 3.0000%  | 3.0000% | $4300000.00        | $3214133.23        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2049-05-15      | 2.8750%  | 2.8750% | $1729030.00        | $1241965.27        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2049-08-15      | 2.2500%  | 2.2500% | $7046410.00        | $4458382.57        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2051-11-15      | 1.8750%  | 1.8750% | $468270.00         | $260239.06         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2041-11-15      | 2.0000%  | 2.0000% | $430.00            | $295.49            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2052-02-15      | 2.2500%  | 2.2500% | $580156.00         | $357474.65         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2053-02-15      | 3.6250%  | 3.6250% | $3440.00           | $2842.19           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2053-05-15      | 3.6250%  | 3.6250% | $860000.00         | $702346.73         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-05-15      | 3.8750%  | 3.8750% | $8600000.00        | $7695879.84        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-08-15      | 4.1250%  | 4.1250% | $127366.00         | $118276.68         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2054-11-15      | 4.5000%  | 4.5000% | $585488.00         | $559237.64         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-01-15      | 0.5000%  | 0.5000% | $14362344.00       | $18354391.01       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-05-15      | 2.8750%  | 2.8750% | $12809958.00       | $12560839.54       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-11-15      | 3.1250%  | 3.1250% | $3966320.00        | $3904771.63        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-11-30      | 2.8750%  | 2.8750% | $10916840.00       | $10877872.96       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-02-28      | 2.5000%  | 2.5000% | $12172440.00       | $12137809.93       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-02-15      | 1.6250%  | 1.6250% | $344.00            | $340.64            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-05-15      | 2.3750%  | 2.3750% | $5160.00           | $5045.31           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-07-15      | 0.3750%  | 0.3750% | $7003324.00        | $9478277.56        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-07-31      | 0.2500%  | 0.2500% | $11180.00          | $11152.69          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-08-31      | 0.5000%  | 0.5000% | $15480.00          | $14469.76          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-11-30      | 0.3750%  | 0.3750% | $898442.00         | $884172.38         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-04-15      | 0.1250%  | 0.1250% | $44368862.00       | $53645455.20       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-07-15      | 0.1250%  | 0.1250% | $12939560.00       | $14243964.88       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-08-31      | 0.7500%  | 0.7500% | $58281684.00       | $56308581.65       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-11-30      | 1.2500%  | 1.2500% | $712080.00         | $687225.97         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-04-15      | 0.1250%  | 0.1250% | $10459664.00       | $11626950.09       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-10-31      | 4.1250%  | 4.1250% | $4042000.00        | $4103841.12        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-11-15      | 4.5000%  | 4.5000% | $1881164.00        | $1892725.63        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-01-15      | 1.1250%  | 1.1250% | $10423200.00       | $10769988.37       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-03-31      | 3.6250%  | 3.6250% | $91782468.00       | $91847631.53       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-03-31      | 3.6250%  | 3.6250% | $75766.00          | $76267.26          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-04-15      | 1.2500%  | 1.2500% | $9460000.00        | $10113411.50       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-06-15      | 4.1250%  | 4.1250% | $2580.00           | $2586.88           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-12-31      | 3.7500%  | 3.7500% | $21289042.00       | $21292895.31       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-12-31      | 4.2500%  | 4.2500% | $55642.00          | $55637.60          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-01-31      | 4.0000%  | 4.0000% | $51600000.00       | $52884767.03       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-02-28      | 4.6250%  | 4.6250% | $10261950.00       | $10446540.72       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-07-15      | 1.8750%  | 1.8750% | $8600000.00        | $8871528.86        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-08-31      | 3.7500%  | 3.7500% | $78832158.00       | $78967439.10       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-08-31      | 3.6250%  | 3.6250% | $59948880.00       | $60324079.83       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-10-15      | 3.8750%  | 3.8750% | $15950592.00       | $16127012.69       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-12-31      | 4.2500%  | 4.2500% | $14701442.00       | $14785328.42       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-01-15      | 4.2500%  | 4.2500% | $305128.00         | $314880.48         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-04-30      | 4.3990%  | 4.3990% | $6321258.00        | $6367054.11        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-04-30      | 3.7500%  | 3.7500% | $521160.00         | $524190.56         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-04-30      | 4.0000%  | 4.0000% | $42742.00          | $43004.15          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-04-15      | 1.6250%  | 1.6250% | $21500.00          | $21867.81          | U.S. Treasuries (including strips) |

### Security 20: DEUTSCHE BANK SECURITIES INC

- **C.1 - Title:** DEUTSCHE BANK 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: BYM5XQFM2, C.3 - LEI: 9J6MBOOO7BECTDTUZW19
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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

**C.8 - Repurchase 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) | 2027-02-15      | 2.2500%  | 2.2500% | $162670000.00      | $159999915.75      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-01-31      | 1.5000%  | 1.5000% | $164897700.00      | $159999986.01      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-05-31      | 0.7500%  | 0.7500% | $164784200.00      | $159999979.78      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-12-31      | 1.2500%  | 1.2500% | $120749600.00      | $116184057.62      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-02-15      | 3.5000%  | 3.5000% | $164271800.00      | $159999991.67      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-02-28      | 4.0000%  | 4.0000% | $156649100.00      | $159999960.53      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-07-31      | 4.1250%  | 4.1250% | $100959900.00      | $103816110.19      | U.S. Treasuries (including strips) |

### Security 21: 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):** $204265820.16
- **C.18.a - Value (excl. sponsor support):** $204265820.16
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 22: 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):** $264985487.10
- **C.18.a - Value (excl. sponsor support):** $264985487.10
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 23: 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):** $161183221.22
- **C.18.a - Value (excl. sponsor support):** $161183221.22
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 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):** $175186616.50
- **C.18.a - Value (excl. sponsor support):** $175186616.50
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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: 3135G07K3, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $165171233.70
- **C.18.a - Value (excl. sponsor support):** $165171233.70
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 26: 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):** $44047938.88
- **C.18.a - Value (excl. sponsor support):** $44047938.88
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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: 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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: FEDERAL FARM CREDIT BANK

- **C.1 - Title:** FEDERAL FARM CREDIT BANK
- **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):** $53557100.02
- **C.18.a - Value (excl. sponsor support):** $53557100.02
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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: 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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: FEDERAL FARM CREDIT BANK

- **C.1 - Title:** FEDERAL FARM CREDIT BANK
- **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):** $95047727.05
- **C.18.a - Value (excl. sponsor support):** $95047727.05
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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: 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? 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: 3133ERWF4, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $64070585.60
- **C.18.a - Value (excl. sponsor support):** $64070585.60
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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: 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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: FEDERAL FARM CREDIT BANK

- **C.1 - Title:** FEDERAL FARM CREDIT BANK
- **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):** $71538199.59
- **C.18.a - Value (excl. sponsor support):** $71538199.59
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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: 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? 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: 3133EPXS9, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100044908.00
- **C.18.a - Value (excl. sponsor support):** $100044908.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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: 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? 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: 3133EPZV0, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $30018663.60
- **C.18.a - Value (excl. sponsor support):** $30018663.60
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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: 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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385HZ2, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $315398583.46
- **C.18.a - Value (excl. sponsor support):** $315398583.46
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-07-11
- **C.12 - Maturity Date (WAL):** 2025-07-11
- **C.13 - Final Legal Maturity Date:** 2025-07-11
- **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? Yes, C.23 Categorized at Level 3? No

### Security 34: 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):** $710008410.96
- **C.18.a - Value (excl. sponsor support):** $710008410.96
- **C.19 - Percentage of Net Assets:** 0.5300%
- **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 35: 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: 313385JM9, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $517121941.07
- **C.18.a - Value (excl. sponsor support):** $517121941.07
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-07-23
- **C.12 - Maturity Date (WAL):** 2025-07-23
- **C.13 - Final Legal Maturity Date:** 2025-07-23
- **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 36: 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):** $698743690.03
- **C.18.a - Value (excl. sponsor support):** $698743690.03
- **C.19 - Percentage of Net Assets:** 0.5200%
- **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 37: 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: 3130B4MV0, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $796009846.52
- **C.18.a - Value (excl. sponsor support):** $796009846.52
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-07-09
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **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 38: 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: 3130B4DR9, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $272998372.92
- **C.18.a - Value (excl. sponsor support):** $272998372.92
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-28
- **C.13 - Final Legal Maturity Date:** 2025-07-28
- **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 39: 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):** $80065262.40
- **C.18.a - Value (excl. sponsor support):** $80065262.40
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 40: 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):** $700911506.88
- **C.18.a - Value (excl. sponsor support):** $700911506.88
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-13
- **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 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: 3130B6RX6, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $500021035.00
- **C.18.a - Value (excl. sponsor support):** $500021035.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 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: 3130B6RJ7, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $500023625.00
- **C.18.a - Value (excl. sponsor support):** $500023625.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 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: 3130B5U55, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $680027975.20
- **C.18.a - Value (excl. sponsor support):** $680027975.20
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 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: 3130AXPF9, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $387199672.65
- **C.18.a - Value (excl. sponsor support):** $387199672.65
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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? No, 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: 313385NW2, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $337642197.71
- **C.18.a - Value (excl. sponsor support):** $337642197.71
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **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? 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: 3130AYJ80, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $425353795.50
- **C.18.a - Value (excl. sponsor support):** $425353795.50
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 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: 3130B2RJ6, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $250284620.00
- **C.18.a - Value (excl. sponsor support):** $250284620.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 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: 3130AXZ92, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100073113.00
- **C.18.a - Value (excl. sponsor support):** $100073113.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 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: 3130AXZ50, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $274196523.76
- **C.18.a - Value (excl. sponsor support):** $274196523.76
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 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: 3130AXGB8, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $305146238.35
- **C.18.a - Value (excl. sponsor support):** $305146238.35
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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? 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 coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AXBV9, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $300126459.00
- **C.18.a - Value (excl. sponsor support):** $300126459.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-29
- **C.13 - Final Legal Maturity Date:** 2025-09-29
- **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 52: 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):** $378309869.28
- **C.18.a - Value (excl. sponsor support):** $378309869.28
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 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: 3130B4M99, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $767006059.30
- **C.18.a - Value (excl. sponsor support):** $767006059.30
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-09
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **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 54: 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: 313385HW9, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $343681992.64
- **C.18.a - Value (excl. sponsor support):** $343681992.64
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-07-08
- **C.12 - Maturity Date (WAL):** 2025-07-08
- **C.13 - Final Legal Maturity Date:** 2025-07-08
- **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? Yes, 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):** $190197444.20
- **C.18.a - Value (excl. sponsor support):** $190197444.20
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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: 3130B42X8, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $91103388.74
- **C.18.a - Value (excl. sponsor support):** $91103388.74
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 57: 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):** $126140549.22
- **C.18.a - Value (excl. sponsor support):** $126140549.22
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 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: 3130AXGS1, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $250075090.00
- **C.18.a - Value (excl. sponsor support):** $250075090.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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? 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: 3130AXS74, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $555342440.55
- **C.18.a - Value (excl. sponsor support):** $555342440.55
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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? 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: 3130B4EV9, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $250032922.50
- **C.18.a - Value (excl. sponsor support):** $250032922.50
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 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: 3130B0HG7, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $292553346.15
- **C.18.a - Value (excl. sponsor support):** $292553346.15
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-19
- **C.13 - Final Legal Maturity Date:** 2025-09-19
- **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 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: 3130AXKB3, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $757227372.52
- **C.18.a - Value (excl. sponsor support):** $757227372.52
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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? 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 no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385HX7, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $370998759.60
- **C.18.a - Value (excl. sponsor support):** $370998759.60
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-07-09
- **C.12 - Maturity Date (WAL):** 2025-07-09
- **C.13 - Final Legal Maturity Date:** 2025-07-09
- **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? 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: 3130B6DP8, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $682068522.98
- **C.18.a - Value (excl. sponsor support):** $682068522.98
- **C.19 - Percentage of Net Assets:** 0.5100%
- **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 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: 3130B6AE6, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $683492580.82
- **C.18.a - Value (excl. sponsor support):** $683492580.82
- **C.19 - Percentage of Net Assets:** 0.5100%
- **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 66: 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: 3130B6WX0, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $119006110.65
- **C.18.a - Value (excl. sponsor support):** $119006110.65
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 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: 313385JG2, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $361247040.00
- **C.18.a - Value (excl. sponsor support):** $361247040.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-07-18
- **C.12 - Maturity Date (WAL):** 2025-07-18
- **C.13 - Final Legal Maturity Date:** 2025-07-18
- **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? 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: 3130B5NN4, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $354900858.47
- **C.18.a - Value (excl. sponsor support):** $354900858.47
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-17
- **C.12 - Maturity Date (WAL):** 2026-04-17
- **C.13 - Final Legal Maturity Date:** 2026-04-17
- **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 69: 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):** $98372000.00
- **C.18.a - Value (excl. sponsor support):** $98372000.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **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? 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 no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385PE0, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $340187744.02
- **C.18.a - Value (excl. sponsor support):** $340187744.02
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **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? 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: 3130B5LW6, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $698832295.00
- **C.18.a - Value (excl. sponsor support):** $698832295.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-17
- **C.12 - Maturity Date (WAL):** 2026-04-15
- **C.13 - Final Legal Maturity Date:** 2026-04-15
- **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 no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385KL9, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $175053218.56
- **C.18.a - Value (excl. sponsor support):** $175053218.56
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-08-15
- **C.12 - Maturity Date (WAL):** 2025-08-15
- **C.13 - Final Legal Maturity Date:** 2025-08-15
- **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 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: 3130B2MH5, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $143160899.31
- **C.18.a - Value (excl. sponsor support):** $143160899.31
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 74: 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: 313385KY1, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $153948669.10
- **C.18.a - Value (excl. sponsor support):** $153948669.10
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-08-27
- **C.12 - Maturity Date (WAL):** 2025-08-27
- **C.13 - Final Legal Maturity Date:** 2025-08-27
- **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 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: 3130B2SE6, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $328373421.44
- **C.18.a - Value (excl. sponsor support):** $328373421.44
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 76: 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: 313385HP4, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99988444.00
- **C.18.a - Value (excl. sponsor support):** $99988444.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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

### Security 77: FEDERAL RESERVE BANK

- **C.1 - Title:** FEDERAL RESERVE BANK
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM5XSZP9, C.3 - LEI: 254900Y8NKGV541U8Q32
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** FITCH'S RATING: NR; 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

**C.8 - Repurchase 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      | 1.6250%  | 1.6250% | $1080659600.00     | $1000118129.70     | U.S. Treasuries (including strips) |

### Security 78: 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):** $149164050.49
- **C.18.a - Value (excl. sponsor support):** $149164050.49
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 79: 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):** $111777199.22
- **C.18.a - Value (excl. sponsor support):** $111777199.22
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 80: 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):** $183765128.00
- **C.18.a - Value (excl. sponsor support):** $183765128.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 81: 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):** $354381180.12
- **C.18.a - Value (excl. sponsor support):** $354381180.12
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 82: 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):** $95103819.80
- **C.18.a - Value (excl. sponsor support):** $95103819.80
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 83: 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: BYM5XQDY8, 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:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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 | 2042-01-15      | 3.1000%  | 3.1000% | $370243.00         | $64254.37          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-12-15      | 4.0000%  | 4.0000% | $2000000.00        | $222294.12         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2044-04-20      | 4.5000%  | 4.5000% | $35534208.00       | $2482855.86        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-04-20      | 3.5000%  | 3.5000% | $91809280.00       | $6925824.92        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-09-20      | 3.5000%  | 3.5000% | $3394996.00        | $320844.16         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-06-20      | 2.5000%  | 2.5000% | $199000.00         | $83250.28          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-05-20      | 4.0000%  | 4.0000% | $520490000.00      | $384382596.43      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-05-20      | 4.5000%  | 4.5000% | $74857000.00       | $56340930.55       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-09-20      | 2.5000%  | 2.5000% | $331989504.00      | $200076732.67      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-07-20      | 6.0000%  | 6.0000% | $22843104.00       | $19494504.11       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-03-20      | 6.0000%  | 6.0000% | $20134592.00       | $14682919.38       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2057-09-15      | 4.2000%  | 4.2000% | $3267184.00        | $3043729.84        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-07-15      | 2.5000%  | 2.5000% | $426693.00         | $173410.23         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-07-20      | 5.5000%  | 5.5000% | $6246352.00        | $3749284.99        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2057-06-15      | 2.7990%  | 2.7990% | $14341968.00       | $12126401.85       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-10-20      | 4.0000%  | 4.0000% | $2377132.00        | $1438287.04        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2059-09-15      | 5.3300%  | 5.3300% | $5740050.00        | $5830596.74        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2059-06-15      | 6.2000%  | 6.2000% | $4810664.00        | $5162661.87        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-10-20      | 6.5000%  | 6.5000% | $1042920.00        | $1083496.18        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2066-03-15      | 5.7990%  | 5.7990% | $217881.00         | $230457.35         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-10-20      | 5.0000%  | 5.0000% | $3089572.00        | $3020226.35        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-20      | 6.0000%  | 6.0000% | $885265.00         | $913105.37         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-02-20      | 6.5000%  | 6.5000% | $2170280.00        | $2263989.97        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-20      | 6.0000%  | 6.0000% | $2146988.00        | $2213297.45        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-02-20      | 6.5000%  | 6.5000% | $1721362.00        | $1793027.94        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-02-20      | 6.5000%  | 6.5000% | $3369236.00        | $3285428.27        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-20      | 6.0000%  | 6.0000% | $683132.00         | $701541.37         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-02-20      | 6.0000%  | 6.0000% | $1575724.00        | $1614207.56        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-20      | 6.0000%  | 6.0000% | $2062520.00        | $2130136.73        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-20      | 6.5000%  | 6.5000% | $1091898.00        | $1141410.59        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-20      | 6.0000%  | 6.0000% | $1288562.00        | $1321445.88        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-20      | 6.5000%  | 6.5000% | $913481.00         | $954160.97         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-20      | 6.0000%  | 6.0000% | $297219.00         | $306158.60         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-20      | 6.5000%  | 6.5000% | $2962504.00        | $3094169.51        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-20      | 6.5000%  | 6.5000% | $780438.00         | $820802.55         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-20      | 6.5000%  | 6.5000% | $679669.00         | $709564.36         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-20      | 6.0000%  | 6.0000% | $3706720.00        | $3822976.60        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-20      | 6.0000%  | 6.0000% | $5666930.00        | $5831501.91        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-20      | 6.0000%  | 6.0000% | $437513.00         | $452286.97         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-20      | 6.5000%  | 6.5000% | $3371672.00        | $3521655.46        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2034-03-20      | 5.0000%  | 5.0000% | $7349417.00        | $49033.41          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-01-20      | 5.0000%  | 5.0000% | $300000.00         | $52654.33          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-02-20      | 4.0000%  | 4.0000% | $25850080.00       | $5986681.66        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-10-20      | 5.0000%  | 5.0000% | $1105340.00        | $1077553.70        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-06-15      | 3.0000%  | 3.0000% | $24327.00          | $7650.35           | Agency Mortgage-Backed Securities |

### Security 84: 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: BYM5XQD93, C.3 - LEI: CYYGQCGNHMHPSMRL3R97
- **C.18 - Value (incl. sponsor support):** $120000000.00
- **C.18.a - Value (excl. sponsor support):** $120000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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 | 2027-06-15      | 2.5000%  | 2.5000% | $865851.00         | $18733.96          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-07-15      | 2.5000%  | 2.5000% | $281250.00         | $3930.96           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2042-06-20      | 3.5000%  | 3.5000% | $744998.25         | $57405.53          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-01-20      | 3.0000%  | 3.0000% | $2343390.00        | $256919.54         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-05-20      | 3.5000%  | 3.5000% | $29623.12          | $3038.56           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-08-20      | 2.0000%  | 2.0000% | $721875.00         | $37536.58          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-02-20      | 4.5000%  | 4.5000% | $5278702.50        | $339284.37         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-01-20      | 4.5000%  | 4.5000% | $91334688.00       | $5595447.70        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-12-20      | 3.0000%  | 3.0000% | $1872750.00        | $217043.31         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-05-20      | 3.0000%  | 3.0000% | $386358.75         | $56247.30          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-06-20      | 3.0000%  | 3.0000% | $47325.37          | $5578.75           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-01-20      | 3.5000%  | 3.5000% | $17965.87          | $2376.07           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-11-20      | 4.0000%  | 4.0000% | $618375.00         | $68648.12          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-03-20      | 4.0000%  | 4.0000% | $205125.00         | $18906.23          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-10-20      | 5.0000%  | 5.0000% | $145308.37         | $10285.09          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-09-20      | 6.0000%  | 6.0000% | $47250.00          | $8152.34           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-07-20      | 3.0000%  | 3.0000% | $2185827.00        | $303184.27         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2034-12-20      | 3.0000%  | 3.0000% | $78750.00          | $11539.62          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-02-20      | 3.5000%  | 3.5000% | $25500.00          | $3558.99           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-04-20      | 3.5000%  | 3.5000% | $600000.00         | $427392.04         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-05-20      | 5.0000%  | 5.0000% | $17625.00          | $12182.08          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-09-20      | 3.0000%  | 3.0000% | $37875.37          | $22010.46          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-10-20      | 3.5000%  | 3.5000% | $238125.00         | $159104.26         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-09-20      | 5.5000%  | 5.5000% | $228976.50         | $156885.45         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-20      | 5.5000%  | 5.5000% | $375813.75         | $307072.25         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-08-20      | 6.0000%  | 6.0000% | $20250.00          | $13926.06          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-09-20      | 3.5000%  | 3.5000% | $446309.25         | $151257.77         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-06-20      | 3.5000%  | 3.5000% | $750664.50         | $100066.11         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2058-01-15      | 4.4500%  | 4.4500% | $5458800.00        | $5196217.18        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2057-12-15      | 4.2100%  | 4.2100% | $3045.00           | $2848.71           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-12-15      | 7.0000%  | 7.0000% | $1686597.00        | $1435808.19        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2067-02-15      | 5.4500%  | 5.4500% | $1364145.00        | $1396502.89        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2065-02-15      | 4.4690%  | 4.4690% | $6143.62           | $5873.89           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2057-11-15      | 4.5000%  | 4.5000% | $324285.00         | $308612.18         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-05-20      | 5.0000%  | 5.0000% | $121875.00         | $39348.07          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-11-20      | 3.5000%  | 3.5000% | $346138.87         | $7203.01           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-06-20      | 4.5000%  | 4.5000% | $704401.50         | $55169.56          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-02-20      | 3.0000%  | 3.0000% | $271534.50         | $85786.72          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-03-20      | 2.5000%  | 2.5000% | $37139.62          | $26414.13          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2058-01-15      | 5.3790%  | 5.3790% | $41250.00          | $41625.25          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2058-01-15      | 5.7000%  | 5.7000% | $6375.00           | $6581.22           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-15      | 6.5000%  | 6.5000% | $3163806.00        | $3190116.42        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2058-04-15      | 4.7300%  | 4.7300% | $2250.75           | $2190.05           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2066-03-15      | 5.4000%  | 5.4000% | $2089182.00        | $2106772.91        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2058-09-15      | 5.4500%  | 5.4500% | $2250.00           | $2299.73           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2058-05-15      | 4.7590%  | 4.7590% | $3000.00           | $2926.11           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-09-20      | 7.0000%  | 7.0000% | $1292010.00        | $1224362.44        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-09-20      | 7.0000%  | 7.0000% | $1317210.00        | $1158278.65        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2058-11-15      | 5.8390%  | 5.8390% | $39937.50          | $41728.06          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2061-11-15      | 5.7190%  | 5.7190% | $54456.00          | $56704.98          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-02-20      | 8.0000%  | 8.0000% | $462848.25         | $488445.99         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-10-20      | 7.0000%  | 7.0000% | $15383904.00       | $13216587.83       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-10-20      | 7.5000%  | 7.5000% | $840774.00         | $521173.57         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2059-07-15      | 5.8600%  | 5.8600% | $1180041.00        | $1240908.09        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2059-09-15      | 6.0400%  | 6.0400% | $659420.25         | $702801.32         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2059-06-15      | 5.9800%  | 5.9800% | $167625.00         | $177917.52         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-02-20      | 8.0000%  | 8.0000% | $358063.12         | $381950.75         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2059-07-15      | 5.4500%  | 5.4500% | $187500.00         | $191790.30         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2066-03-15      | 5.7990%  | 5.7990% | $624364.50         | $660403.58         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2060-02-15      | 5.7900%  | 5.7900% | $1083220.50        | $1139034.06        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-10-20      | 5.5000%  | 5.5000% | $17856.75          | $17948.17          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-20      | 5.5000%  | 5.5000% | $38810.62          | $39044.71          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-20      | 5.5000%  | 5.5000% | $224206.50         | $218563.28         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2059-10-15      | 5.1790%  | 5.1790% | $3000.37           | $3011.60           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2060-04-15      | 5.7000%  | 5.7000% | $46309.50          | $48507.59          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-20      | 7.0000%  | 7.0000% | $4118196.00        | $4371793.12        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-01-20      | 5.5000%  | 5.5000% | $1244322.00        | $1259945.10        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-01-20      | 5.0000%  | 5.0000% | $2862.37           | $2807.35           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-02-20      | 6.5000%  | 6.5000% | $255286.12         | $267600.88         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-20      | 6.5000%  | 6.5000% | $290474.62         | $302707.90         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-20      | 6.5000%  | 6.5000% | $2250.00           | $2341.05           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-20      | 6.0000%  | 6.0000% | $1031703.00        | $1058360.01        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2065-05-20      | 7.0000%  | 7.0000% | $521460.00         | $538606.06         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-20      | 6.5000%  | 6.5000% | $1121665.50        | $1172103.55        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-20      | 6.0000%  | 6.0000% | $4412340.00        | $4538574.10        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-20      | 7.0000%  | 7.0000% | $941823.00         | $989822.14         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-20      | 7.0000%  | 7.0000% | $2119.87           | $2259.50           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-20      | 5.5000%  | 5.5000% | $785659.50         | $791467.78         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-20      | 6.5000%  | 6.5000% | $5426250.00        | $5696873.96        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-20      | 5.5000%  | 5.5000% | $658902.00         | $666289.97         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-20      | 5.5000%  | 5.5000% | $673244.25         | $679717.86         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-20      | 6.5000%  | 6.5000% | $1525014.00        | $1593586.42        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-20      | 6.5000%  | 6.5000% | $2952714.00        | $3086194.71        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-20      | 6.0000%  | 6.0000% | $376016.25         | $382780.15         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-20      | 6.0000%  | 6.0000% | $471211.50         | $487151.32         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2065-05-20      | 7.0000%  | 7.0000% | $142410.00         | $147035.80         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2065-05-20      | 6.5000%  | 6.5000% | $334494.37         | $343385.27         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-20      | 5.0000%  | 5.0000% | $74588.62          | $73338.96          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-20      | 3.0000%  | 3.0000% | $37500.00          | $33154.93          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-20      | 6.0000%  | 6.0000% | $3804066.00        | $3903335.18        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-20      | 6.0000%  | 6.0000% | $584587.50         | $600168.93         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-02-20      | 6.0000%  | 6.0000% | $1934.25           | $1955.23           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-20      | 5.5000%  | 5.5000% | $255354.75         | $259006.69         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-02-20      | 6.5000%  | 6.5000% | $440997.75         | $461481.93         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-20      | 5.0000%  | 5.0000% | $761028.00         | $748054.28         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-20      | 6.5000%  | 6.5000% | $15238.50          | $15898.29          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-20      | 5.5000%  | 5.5000% | $1334591.25        | $1345982.14        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-20      | 5.5000%  | 5.5000% | $1290690.00        | $1299199.68        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-20      | 6.5000%  | 6.5000% | $228426.75         | $238042.90         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-20      | 6.5000%  | 6.5000% | $3381.00           | $3526.20           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-20      | 5.5000%  | 5.5000% | $2260.87           | $2279.87           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-20      | 6.5000%  | 6.5000% | $1865757.00        | $1957939.75        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2060-04-15      | 5.6390%  | 5.6390% | $2370441.00        | $2469240.27        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-05-20      | 3.0000%  | 3.0000% | $31500.00          | $9557.36           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-08-20      | 3.0000%  | 3.0000% | $101625.00         | $27321.34          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-11-20      | 3.0000%  | 3.0000% | $2312250.00        | $580045.32         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-02-15      | 4.0000%  | 4.0000% | $175061.62         | $21831.77          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-10-15      | 5.5000%  | 5.5000% | $3131250.00        | $67185.16          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-10-20      | 6.5000%  | 6.5000% | $1678125.00        | $19173.61          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-08-15      | 7.0000%  | 7.0000% | $1125000.00        | $82140.58          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-02-20      | 3.5000%  | 3.5000% | $61500.00          | $10582.14          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-03-20      | 3.0000%  | 3.0000% | $14293488.00       | $7560387.41        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-04-20      | 3.0000%  | 3.0000% | $5862.75           | $3419.76           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-05-20      | 2.5000%  | 2.5000% | $2330940.00        | $1397169.31        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-10-20      | 5.5000%  | 5.5000% | $5435.62           | $3705.11           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-12-20      | 2.0000%  | 2.0000% | $3088836.00        | $1557820.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-07-20      | 3.0000%  | 3.0000% | $11184.00          | $6849.59           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-07-20      | 3.0000%  | 3.0000% | $13440744.00       | $8919296.29        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-09-20      | 2.0000%  | 2.0000% | $3929.62           | $2091.36           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-10-20      | 3.0000%  | 3.0000% | $23673264.00       | $16184624.93       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-07-20      | 2.0000%  | 2.0000% | $168375.00         | $110968.99         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-03-20      | 3.0000%  | 3.0000% | $37500.00          | $26939.48          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-20      | 5.5000%  | 5.5000% | $37500.00          | $32333.84          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-08-20      | 6.5000%  | 6.5000% | $187124.62         | $173373.71         | Agency Mortgage-Backed Securities |

### Security 85: 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: BYM5XQDB8, C.3 - LEI: CYYGQCGNHMHPSMRL3R97
- **C.18 - Value (incl. sponsor support):** $2050000000.00
- **C.18.a - Value (excl. sponsor support):** $2050000000.00
- **C.19 - Percentage of Net Assets:** 1.5300%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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       | 2053-12-01      | 6.5000%  | 6.5000% | $6036640.00        | $5122246.77        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2053-09-01      | 5.0000%  | 5.0000% | $23458816.00       | $20683456.42       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2037-05-01      | 3.7500%  | 3.7500% | $9697296.00        | $8563377.01        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2048-08-01      | 4.5000%  | 4.5000% | $217000000.00      | $33033246.01       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2051-04-01      | 2.0000%  | 2.0000% | $20000.00          | $9827.66           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2047-04-01      | 3.0000%  | 3.0000% | $7313560.00        | $5657863.46        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2052-04-01      | 3.0000%  | 3.0000% | $50000000.00       | $34004424.55       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2052-04-01      | 3.0000%  | 3.0000% | $50000000.00       | $31116956.46       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2052-05-01      | 4.0000%  | 4.0000% | $780000.00         | $485943.48         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2052-07-01      | 5.0000%  | 5.0000% | $13449136.00       | $10053809.89       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2052-07-01      | 5.0000%  | 5.0000% | $2455552.00        | $1935749.89        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2052-08-01      | 5.0000%  | 5.0000% | $4933048.00        | $4538449.74        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2052-08-01      | 5.0000%  | 5.0000% | $4343600.00        | $3392784.32        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2052-09-01      | 4.5000%  | 4.5000% | $7422920.00        | $5302711.36        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2052-10-01      | 5.5000%  | 5.5000% | $3172396.00        | $2639726.71        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2052-12-01      | 5.5000%  | 5.5000% | $31450336.00       | $22744732.77       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2052-12-01      | 6.0000%  | 6.0000% | $10772688.00       | $8644911.21        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2052-12-01      | 6.0000%  | 6.0000% | $16321440.00       | $12426700.75       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2053-02-01      | 5.5000%  | 5.5000% | $26000.00          | $21197.95          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2053-01-01      | 6.0000%  | 6.0000% | $8081104.00        | $4980404.58        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2053-01-01      | 5.5000%  | 5.5000% | $10105000.00       | $7912389.93        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2053-02-01      | 5.5000%  | 5.5000% | $4173250.00        | $3992344.64        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2053-02-01      | 5.5000%  | 5.5000% | $2882312.00        | $2518398.88        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2053-06-01      | 4.5000%  | 4.5000% | $398874.00         | $363851.58         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2053-07-01      | 6.0000%  | 6.0000% | $170000.00         | $132961.14         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2053-08-01      | 6.0000%  | 6.0000% | $1778720.00        | $1389519.00        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2053-09-01      | 6.5000%  | 6.5000% | $19627008.00       | $17862638.98       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2053-11-01      | 5.5000%  | 5.5000% | $7676968.00        | $7251827.63        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2053-11-01      | 6.5000%  | 6.5000% | $3310540.00        | $2837446.46        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2053-12-01      | 6.5000%  | 6.5000% | $11040672.00       | $8623893.54        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2054-02-01      | 6.0000%  | 6.0000% | $9628800.00        | $9338114.24        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2054-08-01      | 6.5000%  | 6.5000% | $4254248.00        | $3364640.38        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2054-09-01      | 6.5000%  | 6.5000% | $1268388.00        | $1156725.80        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2050-07-01      | 2.5000%  | 2.5000% | $150000000.00      | $55831184.86       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2053-01-01      | 6.0000%  | 6.0000% | $5606384.00        | $4815570.41        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2053-02-01      | 5.5000%  | 5.5000% | $100000000.00      | $86821354.55       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2053-09-01      | 6.5000%  | 6.5000% | $3703812.00        | $2706786.40        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2053-05-01      | 6.5000%  | 6.5000% | $300000.00         | $234147.53         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2053-07-01      | 5.0000%  | 5.0000% | $39540480.00       | $36458449.03       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2053-08-01      | 6.5000%  | 6.5000% | $31398368.00       | $29019944.67       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2054-04-01      | 6.5000%  | 6.5000% | $5173060.00        | $4963576.05        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2054-04-01      | 6.0000%  | 6.0000% | $17010.00          | $15358.30          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2054-05-01      | 6.0000%  | 6.0000% | $698000.00         | $632516.92         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2042-03-01      | 3.5000%  | 3.5000% | $146955008.00      | $11173383.36       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-01      | 3.5000%  | 3.5000% | $15938432.00       | $2416914.39        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2043-06-01      | 3.5000%  | 3.5000% | $219530496.00      | $17818079.23       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2045-02-01      | 3.5000%  | 3.5000% | $100168320.00      | $9443484.24        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2046-06-01      | 3.5000%  | 3.5000% | $299996672.00      | $23072416.77       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2046-06-01      | 3.0000%  | 3.0000% | $104416000.00      | $16117759.80       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2043-06-01      | 3.5000%  | 3.5000% | $200000.00         | $37808.98          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2044-09-01      | 3.5000%  | 3.5000% | $123898624.00      | $16715644.51       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2045-08-01      | 3.5000%  | 3.5000% | $82480896.00       | $15676087.33       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-11-01      | 6.5000%  | 6.5000% | $7858680.00        | $7133551.45        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-11-01      | 6.5000%  | 6.5000% | $2325068.00        | $2098858.69        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-02-01      | 6.0000%  | 6.0000% | $3031868.00        | $2829557.04        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-10-01      | 4.5000%  | 4.5000% | $3848776.00        | $3665210.91        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-01      | 6.0000%  | 6.0000% | $2129548.00        | $2167307.92        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-01      | 5.5000%  | 5.5000% | $24063.00          | $16235.42          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2046-10-01      | 3.0000%  | 3.0000% | $300875.00         | $103245.32         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-05-01      | 4.0000%  | 4.0000% | $729973.00         | $124516.60         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2039-04-01      | 4.5000%  | 4.5000% | $575000.00         | $174923.91         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-01-01      | 5.0000%  | 5.0000% | $3109460.00        | $2249360.86        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-03-01      | 3.0000%  | 3.0000% | $600000.00         | $289753.26         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-09-01      | 4.0000%  | 4.0000% | $1523000.00        | $247689.51         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-11-01      | 3.5000%  | 3.5000% | $3440760.00        | $1509382.18        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-08-01      | 3.0000%  | 3.0000% | $100000.00         | $62567.28          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-03-01      | 2.5000%  | 2.5000% | $18000.00          | $10890.83          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2030-04-01      | 1.2740%  | 1.2740% | $3763000.00        | $3041185.81        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-08-01      | 5.0000%  | 5.0000% | $1728320.00        | $1295983.99        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-01-01      | 6.0000%  | 6.0000% | $9367504.00        | $8149019.00        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-03-01      | 5.0000%  | 5.0000% | $4488264.00        | $4022795.13        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-01      | 6.5000%  | 6.5000% | $2390296.00        | $1648727.46        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-05-01      | 5.0000%  | 5.0000% | $2243152.00        | $2154041.66        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-01      | 5.5000%  | 5.5000% | $2607652.00        | $2495699.78        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2028-06-01      | 4.5590%  | 4.5590% | $20475000.00       | $20792369.31       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2038-06-01      | 4.5000%  | 4.5000% | $13154016.00       | $4422774.66        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-10-01      | 2.5000%  | 2.5000% | $86074368.00       | $36888096.48       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2045-11-01      | 2.0000%  | 2.0000% | $73611264.00       | $42723353.02       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-02-01      | 2.0000%  | 2.0000% | $68478848.00       | $39698375.89       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-12-01      | 3.0000%  | 3.0000% | $13994880.00       | $7811640.01        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-01-01      | 3.0000%  | 3.0000% | $760000.00         | $432747.37         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-02-01      | 2.0000%  | 2.0000% | $164007168.00      | $87566235.25       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-10-01      | 3.0000%  | 3.0000% | $1000000.00        | $604320.60         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-08-01      | 4.5000%  | 4.5000% | $101950000.00      | $77401479.31       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-09-01      | 5.0000%  | 5.0000% | $1556000.00        | $894525.26         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-10-01      | 5.5000%  | 5.5000% | $23000000.00       | $18846187.45       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-11-01      | 4.5000%  | 4.5000% | $298000.00         | $239651.50         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-11-01      | 6.0000%  | 6.0000% | $156424.00         | $131648.37         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-11-01      | 4.5000%  | 4.5000% | $2072300.00        | $1210209.69        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-09-01      | 5.5000%  | 5.5000% | $19993000.00       | $15738786.95       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-05-01      | 5.5000%  | 5.5000% | $8228000.00        | $6921872.02        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-06-01      | 6.0000%  | 6.0000% | $30102240.00       | $25981147.03       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-10-01      | 6.0000%  | 6.0000% | $50000000.00       | $45632790.24       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-12-01      | 6.5000%  | 6.5000% | $18600000.00       | $15836564.45       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-06-01      | 6.0000%  | 6.0000% | $38000000.00       | $35657703.66       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-10-01      | 6.0000%  | 6.0000% | $55138304.00       | $54221611.12       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-08-01      | 3.5000%  | 3.5000% | $651647.00         | $57921.65          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-07-01      | 4.0000%  | 4.0000% | $9343840.00        | $2693559.82        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-01-01      | 3.0000%  | 3.0000% | $3056000.00        | $1949404.38        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-12-01      | 3.0000%  | 3.0000% | $450000.00         | $296834.70         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-12-01      | 5.5000%  | 5.5000% | $25405855.00       | $19954864.47       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2042-03-01      | 4.0000%  | 4.0000% | $24845000.00       | $4099786.91        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2048-11-01      | 3.5000%  | 3.5000% | $309000.00         | $85594.69          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2052-08-01      | 4.0000%  | 4.0000% | $100000000.00      | $76104931.39       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2052-08-01      | 4.5000%  | 4.5000% | $50000000.00       | $39675987.15       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2052-12-01      | 3.5000%  | 3.5000% | $334001.00         | $258926.07         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2052-10-01      | 5.0000%  | 5.0000% | $160000.00         | $134590.07         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2053-05-01      | 5.5000%  | 5.5000% | $38782784.00       | $32050485.92       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2053-06-01      | 5.0000%  | 5.0000% | $850007.00         | $667967.36         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2054-04-01      | 5.0000%  | 5.0000% | $19256480.00       | $17481566.54       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2053-11-01      | 5.0000%  | 5.0000% | $114700800.00      | $103164758.19      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2053-12-01      | 6.5000%  | 6.5000% | $100000.00         | $77476.18          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2053-08-01      | 6.0000%  | 6.0000% | $3119370.00        | $2908228.72        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2054-10-01      | 6.0000%  | 6.0000% | $4058168.00        | $4045598.19        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2050-07-01      | 3.0000%  | 3.0000% | $45000.00          | $12494.48          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2053-02-01      | 4.0000%  | 4.0000% | $60890176.00       | $46699396.89       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2054-01-01      | 6.5000%  | 6.5000% | $248330000.00      | $215877918.28      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2051-11-01      | 2.5000%  | 2.5000% | $27001.00          | $17248.32          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2051-12-01      | 2.0000%  | 2.0000% | $500000000.00      | $321466125.09      | Agency Mortgage-Backed Securities |

### Security 86: 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: BYM5XQEW1, C.3 - LEI: 3TK20IVIUJ8J3ZU0QE75
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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% | $27566809.00       | $25963330.83       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2055-04-01      | 4.5000%  | 4.5000% | $28342720.00       | $26717084.41       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2045-05-01      | 3.0000%  | 3.0000% | $207896575.00      | $26856630.38       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-04-01      | 2.0000%  | 2.0000% | $81814425.00       | $47002328.33       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-04-01      | 2.0000%  | 2.0000% | $56933760.00       | $32590436.02       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-07-01      | 6.5000%  | 6.5000% | $47252394.00       | $44680115.53       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-04-01      | 6.0000%  | 6.0000% | $2630231.00        | $2357244.85        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-09-01      | 6.5000%  | 6.5000% | $42756271.00       | $41737531.23       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-10-01      | 6.0000%  | 6.0000% | $42572825.00       | $41262328.28       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-01-01      | 5.0000%  | 5.0000% | $26721577.00       | $26183858.00       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-08-01      | 3.5000%  | 3.5000% | $46747068.00       | $39225184.71       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-02-01      | 6.0000%  | 6.0000% | $32831993.00       | $26028698.71       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-09-01      | 5.5000%  | 5.5000% | $47835356.00       | $40674083.43       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-08-01      | 6.0000%  | 6.0000% | $57455595.00       | $45814276.56       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2054-02-01      | 6.5000%  | 6.5000% | $43552540.00       | $37294969.13       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2054-09-01      | 6.0000%  | 6.0000% | $54074378.00       | $49763696.07       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2055-02-01      | 6.0000%  | 6.0000% | $32736584.00       | $32170117.78       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2054-12-01      | 5.5000%  | 5.5000% | $26735503.00       | $25678086.32       | Agency Mortgage-Backed Securities |

### Security 87: 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):** $6250000.00
- **C.18.a - Value (excl. sponsor support):** $6250000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **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 88: 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):** $10153846.15
- **C.18.a - Value (excl. sponsor support):** $10153846.15
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **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 89: 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: 6903534J3, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $421052.64
- **C.18.a - Value (excl. sponsor support):** $421052.64
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-09-15
- **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 90: 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):** $11875000.00
- **C.18.a - Value (excl. sponsor support):** $11875000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **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 91: 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):** $7944444.46
- **C.18.a - Value (excl. sponsor support):** $7944444.46
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **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 92: 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):** $3125000.00
- **C.18.a - Value (excl. sponsor support):** $3125000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **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 93: 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: BYM5XQ0A4, C.3 - LEI: 984500653R409CC5AB28
- **C.18 - Value (incl. sponsor support):** $5000000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000000.00
- **C.19 - Percentage of Net Assets:** 3.7300%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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) | 2040-11-15      | 4.2500%  | 4.2500% | $523128000.00      | $502072359.56      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-11-15      | 3.0000%  | 3.0000% | $8902900.00        | $6785505.48        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2046-05-15      | 2.5000%  | 2.5000% | $271189600.00      | $187219265.82      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2047-11-15      | 2.7500%  | 2.7500% | $108620800.00      | $77257684.51       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-05-15      | 3.8750%  | 3.8750% | $413158400.00      | $369722954.11      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-11-15      | 4.7500%  | 4.7500% | $799012800.00      | $799999181.30      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2054-05-15      | 4.6250%  | 4.6250% | $802960000.00      | $781668110.41      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-01-15      | 0.8750%  | 0.8750% | $88056800.00       | $110470664.67      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-01-15      | 0.3750%  | 0.3750% | $610291200.00      | $799976458.15      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-04-15      | 0.1250%  | 0.1250% | $719683200.00      | $799998991.47      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-08-15      | 3.8750%  | 3.8750% | $672201600.00      | $664828870.66      | U.S. Treasuries (including strips) |

### Security 94: 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: BYM5XQED3, C.3 - LEI: 984500653R409CC5AB28
- **C.18 - Value (incl. sponsor support):** $4000000000.00
- **C.18.a - Value (excl. sponsor support):** $4000000000.00
- **C.19 - Percentage of Net Assets:** 2.9800%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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 | 2053-02-01      | 6.0000%  | 6.0000% | $201043456.00      | $142994296.07      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2038-05-01      | 5.5000%  | 5.5000% | $2200000.00        | $1201398.76        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-01      | 6.0000%  | 6.0000% | $18000000.00       | $14389723.98       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2043-07-01      | 6.5000%  | 6.5000% | $1250884.00        | $934556.04         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-10-01      | 6.5000%  | 6.5000% | $66711040.00       | $46468711.56       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-01      | 4.5000%  | 4.5000% | $33304128.00       | $30998807.66       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-01      | 6.0000%  | 6.0000% | $121028224.00      | $123540689.20      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2045-06-01      | 6.0000%  | 6.0000% | $46660.00          | $47874.20          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-06-01      | 5.5000%  | 5.5000% | $324367360.00      | $331687862.92      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2039-03-01      | 5.5000%  | 5.5000% | $527832064.00      | $5068862.72        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-12-01      | 5.5000%  | 5.5000% | $92254080.00       | $2170006.41        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2039-10-01      | 5.5000%  | 5.5000% | $201000000.00      | $2448933.50        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-01      | 6.5000%  | 6.5000% | $1215758336.00     | $1147637902.13     | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2043-12-25      | 3.5000%  | 3.5000% | $60280000.00       | $40315031.20       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2041-01-01      | 3.5000%  | 3.5000% | $3000000.00        | $94901.28          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-09-01      | 5.5000%  | 5.5000% | $162016000.00      | $2774593.05        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-01-01      | 4.0000%  | 4.0000% | $595000.00         | $90924.20          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2033-01-01      | 2.5000%  | 2.5000% | $1000000.00        | $137011.32         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2043-06-01      | 3.0000%  | 3.0000% | $75000.00          | $10432.18          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2034-01-01      | 3.5000%  | 3.5000% | $67493.00          | $6325.05           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2045-09-01      | 3.0000%  | 3.0000% | $35000000.00       | $7614084.19        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2046-10-01      | 4.5000%  | 4.5000% | $3157000.00        | $442957.33         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2033-04-01      | 3.5000%  | 3.5000% | $1597910.00        | $216703.42         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2043-08-01      | 4.5000%  | 4.5000% | $251858.00         | $25009.30          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2032-10-01      | 7.5000%  | 7.5000% | $1090138.00        | $12138.97          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2033-10-01      | 5.5000%  | 5.5000% | $1000000.00        | $21349.18          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2033-11-01      | 5.0000%  | 5.0000% | $633119.00         | $11063.04          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-04-01      | 5.5000%  | 5.5000% | $1005082.00        | $19276.73          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-05-01      | 6.5000%  | 6.5000% | $2936884.00        | $449599.49         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-09-01      | 6.5000%  | 6.5000% | $621509.00         | $478196.30         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-10-01      | 6.5000%  | 6.5000% | $271559.00         | $201520.93         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-11-01      | 6.5000%  | 6.5000% | $15100352.00       | $10220645.67       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-01-01      | 5.5000%  | 5.5000% | $1957834.00        | $1897040.40        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-11-01      | 5.5000%  | 5.5000% | $49819.00          | $48930.11          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-01-01      | 7.0000%  | 7.0000% | $1585484.00        | $1228027.11        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-04-01      | 5.5000%  | 5.5000% | $423961.00         | $419297.55         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-03-01      | 5.5000%  | 5.5000% | $400285.00         | $395668.54         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-04-01      | 6.5000%  | 6.5000% | $100000.00         | $103370.34         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-09-01      | 6.0000%  | 6.0000% | $1075030.00        | $1095045.04        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-09-01      | 5.5000%  | 5.5000% | $1169526.00        | $1168520.96        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-05-01      | 5.5000%  | 5.5000% | $269782.00         | $227261.26         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-08-01      | 5.5000%  | 5.5000% | $2823008.00        | $2503823.82        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-05-01      | 6.5000%  | 6.5000% | $211001.00         | $216520.90         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-07-01      | 6.0000%  | 6.0000% | $16819904.00       | $16418478.77       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-07-01      | 5.5000%  | 5.5000% | $2148764.00        | $2125806.54        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-09-01      | 6.0000%  | 6.0000% | $2800000.00        | $2620459.79        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2039-07-01      | 6.0000%  | 6.0000% | $1050466.00        | $948224.19         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-09-01      | 6.0000%  | 6.0000% | $3177188.00        | $2685655.80        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-09-01      | 5.5000%  | 5.5000% | $1462578.00        | $1368398.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-09-01      | 6.0000%  | 6.0000% | $3578152.00        | $3559522.09        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-09-01      | 5.5000%  | 5.5000% | $501840.00         | $499637.21         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-10-01      | 5.5000%  | 5.5000% | $3650570.00        | $3314589.87        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-09-01      | 5.5000%  | 5.5000% | $1160990.00        | $1137162.45        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-10-01      | 5.0000%  | 5.0000% | $210477.00         | $122385.68         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-02-01      | 5.0000%  | 5.0000% | $1964080.00        | $1957353.29        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-01      | 4.5000%  | 4.5000% | $2376250.00        | $2248498.07        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-01      | 7.0000%  | 7.0000% | $3681308.00        | $3904570.25        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-01      | 5.5000%  | 5.5000% | $46990.00          | $46418.73          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-01      | 4.5000%  | 4.5000% | $7085952.00        | $6689181.58        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-01      | 5.0000%  | 5.0000% | $1007846.00        | $982611.97         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-01      | 5.0000%  | 5.0000% | $4932264.00        | $4840328.97        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-01      | 5.5000%  | 5.5000% | $231651.00         | $230808.46         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-01      | 5.0000%  | 5.0000% | $5585600.00        | $5376183.20        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-01-01      | 6.5000%  | 6.5000% | $15016528.00       | $15556697.25       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-01      | 7.0000%  | 7.0000% | $2418250.00        | $2563187.54        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-02-01      | 6.5000%  | 6.5000% | $1676724.00        | $1694727.93        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-01      | 7.0000%  | 7.0000% | $1012552.00        | $1079550.32        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-01-01      | 6.0000%  | 6.0000% | $1617440.00        | $1647283.24        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-02-01      | 7.0000%  | 7.0000% | $1774272.00        | $1713800.07        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-01      | 6.5000%  | 6.5000% | $1104500.00        | $1144286.20        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-01      | 5.0000%  | 5.0000% | $1055380.00        | $1038662.54        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-01      | 6.0000%  | 6.0000% | $4965280.00        | $5051538.70        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-01      | 7.0000%  | 7.0000% | $1046766.00        | $1113713.43        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-01      | 5.5000%  | 5.5000% | $2660196.00        | $2672026.76        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-01      | 6.0000%  | 6.0000% | $59784576.00       | $61340258.75       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-01      | 5.0000%  | 5.0000% | $1080902.00        | $1062242.14        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-01      | 7.0000%  | 7.0000% | $1288178.00        | $1364009.56        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-01      | 6.0000%  | 6.0000% | $1205750.00        | $1242606.56        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-01      | 5.5000%  | 5.5000% | $781713.00         | $773242.02         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-01      | 5.5000%  | 5.5000% | $6271600.00        | $6336129.84        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-01      | 6.5000%  | 6.5000% | $24383104.00       | $25776357.26       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-01      | 5.0000%  | 5.0000% | $19827552.00       | $19536728.17       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-01      | 6.0000%  | 6.0000% | $3645272.00        | $3745018.79        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-01      | 6.5000%  | 6.5000% | $2941260.00        | $3074049.39        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-01      | 6.5000%  | 6.5000% | $10166240.00       | $10592836.19       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-01      | 6.5000%  | 6.5000% | $11382000.00       | $11835665.01       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-01      | 6.0000%  | 6.0000% | $10712736.00       | $10991110.01       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-01      | 7.0000%  | 7.0000% | $1797976.00        | $1904942.78        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2045-11-01      | 3.5000%  | 3.5000% | $1387022.00        | $218728.82         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-05-01      | 3.5000%  | 3.5000% | $565000.00         | $147505.81         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2031-10-01      | 2.0000%  | 2.0000% | $30022.00          | $6367.87           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-05-01      | 4.0000%  | 4.0000% | $598654.00         | $61004.56          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2060-03-01      | 2.5000%  | 2.5000% | $13000000.00       | $5917220.17        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-01      | 3.0000%  | 3.0000% | $3700000.00        | $2091067.71        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-08-01      | 3.5000%  | 3.5000% | $2205228.00        | $1536773.37        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-11-01      | 4.0000%  | 4.0000% | $1062984.00        | $159594.60         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-01-01      | 4.0000%  | 4.0000% | $91482.00          | $8528.76           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-04-01      | 4.5000%  | 4.5000% | $100229.00         | $6706.18           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-08-01      | 4.0000%  | 4.0000% | $1181716.00        | $103797.10         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2031-11-01      | 2.0000%  | 2.0000% | $331000.00         | $56924.40          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-01-01      | 4.0000%  | 4.0000% | $45109888.00       | $10739415.72       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2045-09-01      | 4.5000%  | 4.5000% | $144439040.00      | $40419944.61       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-01-01      | 4.0000%  | 4.0000% | $277000.00         | $41071.02          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-03-01      | 6.3970%  | 6.3970% | $42341696.00       | $29576032.21       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-09-01      | 4.0000%  | 4.0000% | $646127.00         | $56894.74          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-03-01      | 3.5000%  | 3.5000% | $4767550.00        | $57787.13          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-11-01      | 2.5000%  | 2.5000% | $7073000.00        | $1934710.63        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-12-01      | 2.0000%  | 2.0000% | $1500258.00        | $902063.02         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-06-01      | 2.5000%  | 2.5000% | $1158576.00        | $696911.89         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-01      | 7.0000%  | 7.0000% | $7099952.00        | $6942914.66        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-01-01      | 5.5000%  | 5.5000% | $14735920.00       | $14533083.47       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-02-01      | 5.0000%  | 5.0000% | $10873904.00       | $10670005.76       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-12-01      | 2.0000%  | 2.0000% | $25000.00          | $15524.06          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-01      | 5.5000%  | 5.5000% | $6344200.00        | $6384995.48        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2045-05-01      | 5.5000%  | 5.5000% | $3395080.00        | $3428074.24        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-05-01      | 6.0000%  | 6.0000% | $1213726.00        | $1257933.57        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-03-01      | 2.0000%  | 2.0000% | $17484064.00       | $11707941.11       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-03-01      | 3.0000%  | 3.0000% | $439683.00         | $331135.62         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-08-01      | 4.5000%  | 4.5000% | $3198384.00        | $2403566.77        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-06-01      | 5.5000%  | 5.5000% | $1000000.00        | $851574.20         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-10-01      | 4.0000%  | 4.0000% | $207983.00         | $92379.22          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-01      | 5.0000%  | 5.0000% | $6283272.00        | $5436784.76        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-05-01      | 5.5000%  | 5.5000% | $5071968.00        | $4109637.01        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-06-01      | 6.0000%  | 6.0000% | $200000.00         | $158874.56         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-08-01      | 5.5000%  | 5.5000% | $1621862.00        | $1358210.71        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-08-01      | 5.0000%  | 5.0000% | $11381296.00       | $9753111.26        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-09-01      | 6.5000%  | 6.5000% | $238012.00         | $170125.36         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-07-01      | 4.5000%  | 4.5000% | $50000000.00       | $11960616.98       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-10-01      | 4.5000%  | 4.5000% | $6979312.00        | $1694166.88        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-01-01      | 2.5000%  | 2.5000% | $1844228.00        | $1053554.17        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-03-01      | 2.5000%  | 2.5000% | $1503890.00        | $878224.66         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-07-01      | 2.5000%  | 2.5000% | $28778000.00       | $17910036.99       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-06-01      | 3.0000%  | 3.0000% | $5265840.00        | $3495351.37        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-03-01      | 2.5000%  | 2.5000% | $2552332.00        | $1817112.31        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-03-01      | 2.0000%  | 2.0000% | $1315000.00        | $887712.53         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-04-01      | 3.0000%  | 3.0000% | $40250.00          | $29018.60          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-07-01      | 4.0000%  | 4.0000% | $141265.00         | $103339.62         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-07-01      | 4.5000%  | 4.5000% | $2732136.00        | $2028179.22        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-08-01      | 4.5000%  | 4.5000% | $84000.00          | $59164.85          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-10-01      | 4.5000%  | 4.5000% | $142039000.00      | $114532127.62      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-01      | 6.0000%  | 6.0000% | $312074.00         | $235786.52         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-01      | 4.5000%  | 4.5000% | $7052432.00        | $6131643.60        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-02-01      | 6.5000%  | 6.5000% | $15000000.00       | $11664137.70       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-10-01      | 6.5000%  | 6.5000% | $88708.00          | $70718.75          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-11-01      | 6.0000%  | 6.0000% | $26000000.00       | $22471006.16       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-01-01      | 6.5000%  | 6.5000% | $5335040.00        | $3471280.15        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-06-01      | 5.5000%  | 5.5000% | $5540000.00        | $5361063.46        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2039-09-01      | 6.5000%  | 6.5000% | $2041864.00        | $1505445.93        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-01      | 6.5000%  | 6.5000% | $22049792.00       | $22817537.78       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-01      | 5.0000%  | 5.0000% | $29359040.00       | $27735660.98       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-01      | 5.0000%  | 5.0000% | $25719520.00       | $24773677.44       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-02-01      | 5.5000%  | 5.5000% | $120217344.00      | $109610588.55      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-09-01      | 6.5000%  | 6.5000% | $24197472.00       | $22061728.87       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-01      | 7.0000%  | 7.0000% | $33852864.00       | $32808932.23       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-08-01      | 6.5000%  | 6.5000% | $9361152.00        | $8804938.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-09-01      | 3.5000%  | 3.5000% | $116360064.00      | $103081231.41      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-10-01      | 3.0000%  | 3.0000% | $53831520.00       | $45630496.36       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-01      | 6.0000%  | 6.0000% | $236933376.00      | $241936776.99      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-04-01      | 3.0000%  | 3.0000% | $268165000.00      | $61644163.45       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-08-01      | 4.0000%  | 4.0000% | $626000.00         | $149664.43         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-12-01      | 3.0000%  | 3.0000% | $14900000.00       | $5298521.96        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-03-01      | 4.0000%  | 4.0000% | $702476.00         | $119857.27         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-09-01      | 2.5000%  | 2.5000% | $24180240.00       | $10488894.56       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-01-01      | 1.5000%  | 1.5000% | $1208300.00        | $656172.14         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-01-01      | 2.0000%  | 2.0000% | $1678000.00        | $783645.11         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-07-01      | 5.0000%  | 5.0000% | $30000.00          | $17362.34          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2042-04-01      | 2.5000%  | 2.5000% | $2485000.00        | $1756687.20        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2044-12-01      | 4.0000%  | 4.0000% | $100000.00         | $75444.97          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-01-01      | 4.5000%  | 4.5000% | $740000.00         | $558626.51         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-10-01      | 4.0000%  | 4.0000% | $350000.00         | $268605.35         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-01      | 6.5000%  | 6.5000% | $10000000.00       | $8142885.67        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-06-01      | 2.5000%  | 2.5000% | $60000.00          | $43235.88          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2038-06-01      | 4.5000%  | 4.5000% | $25000.00          | $17502.59          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-12-01      | 3.5000%  | 3.5000% | $2000000.00        | $1523807.42        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-01      | 4.5000%  | 4.5000% | $694710.00         | $596864.77         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-12-01      | 4.5000%  | 4.5000% | $697831.00         | $601412.63         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2038-10-01      | 6.0000%  | 6.0000% | $184253.00         | $143752.76         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-12-01      | 6.5000%  | 6.5000% | $14966112.00       | $9454617.17        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-11-01      | 5.0000%  | 5.0000% | $577393664.00      | $517203832.97      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-03-01      | 4.0000%  | 4.0000% | $298000.00         | $257719.37         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2042-08-01      | 2.0000%  | 2.0000% | $2200000.00        | $1761676.29        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-10-01      | 6.0000%  | 6.0000% | $10136992.00       | $9376139.35        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-10-01      | 6.5000%  | 6.5000% | $2466608.00        | $2337717.50        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-10-01      | 4.5000%  | 4.5000% | $38468544.00       | $35637859.16       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-08-01      | 1.5000%  | 1.5000% | $37692800.00       | $31063850.89       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-06-01      | 6.0000%  | 6.0000% | $25510560.00       | $23638454.24       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-01      | 5.5000%  | 5.5000% | $1332000.00        | $1313976.33        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-03-01      | 6.0000%  | 6.0000% | $5854664.00        | $5951442.21        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-03-01      | 6.0000%  | 6.0000% | $1417896.00        | $1122837.38        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2038-06-01      | 5.5000%  | 5.5000% | $476268544.00      | $3005122.77        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-12-01      | 3.5000%  | 3.5000% | $100000.00         | $28633.80          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-01-01      | 5.5000%  | 5.5000% | $1830890.00        | $121972.18         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-02-01      | 6.5000%  | 6.5000% | $2226712.00        | $58599.36          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2042-07-01      | 3.5000%  | 3.5000% | $64801152.00       | $10457695.67       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2033-01-01      | 2.5000%  | 2.5000% | $1479930.00        | $215557.25         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2031-04-01      | 4.5000%  | 4.5000% | $1400000.00        | $39694.53          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2043-04-01      | 3.5000%  | 3.5000% | $100000.00         | $14349.25          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2044-03-01      | 5.0000%  | 5.0000% | $750000.00         | $113862.20         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2034-10-01      | 3.5000%  | 3.5000% | $1000000.00        | $93484.93          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2032-02-01      | 2.5000%  | 2.5000% | $1000000.00        | $166308.79         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-12-01      | 4.0000%  | 4.0000% | $1512000.00        | $193867.94         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-09-01      | 4.0000%  | 4.0000% | $10946304.00       | $802023.63         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-07-01      | 1.5000%  | 1.5000% | $89729408.00       | $50935718.92       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2034-03-01      | 4.0000%  | 4.0000% | $1440000.00        | $117627.53         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-03-01      | 2.5000%  | 2.5000% | $75000.00          | $15488.50          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-12-01      | 1.5000%  | 1.5000% | $13750544.00       | $7546490.77        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2044-05-01      | 6.0000%  | 6.0000% | $10462816.00       | $7377688.33        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-10-01      | 6.5000%  | 6.5000% | $82333.00          | $56441.22          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-01-01      | 5.0000%  | 5.0000% | $82034000.00       | $67704123.67       | Agency Mortgage-Backed Securities |

### Security 95: 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: BYM5XR0X2, C.3 - LEI: 984500653R409CC5AB28
- **C.18 - Value (incl. sponsor support):** $8875000000.00
- **C.18.a - Value (excl. sponsor support):** $8875000000.00
- **C.19 - Percentage of Net Assets:** 6.6200%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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 | 2052-08-01      | 5.5000%  | 5.5000% | $200000.00         | $140007.26         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-08-01      | 5.5000%  | 5.5000% | $2136000.00        | $1632236.84        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-05-01      | 4.0000%  | 4.0000% | $382567.00         | $286865.20         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-05-01      | 4.0000%  | 4.0000% | $23000.00          | $16415.23          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-05-01      | 2.5000%  | 2.5000% | $775145.00         | $417320.35         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-05-01      | 3.5000%  | 3.5000% | $238600.00         | $172395.89         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-06-01      | 4.0000%  | 4.0000% | $770000.00         | $569786.88         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-06-01      | 5.0000%  | 5.0000% | $200000.00         | $144207.73         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-06-01      | 3.5000%  | 3.5000% | $186000.00         | $140555.73         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-06-01      | 4.0000%  | 4.0000% | $253157.00         | $155688.78         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-07-01      | 4.5000%  | 4.5000% | $3765000.00        | $2918711.94        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-07-01      | 4.5000%  | 4.5000% | $606907.00         | $486305.36         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-07-01      | 3.5000%  | 3.5000% | $6872656.00        | $4781737.06        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-07-01      | 4.5000%  | 4.5000% | $147651328.00      | $110662444.52      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-07-01      | 5.0000%  | 5.0000% | $300000.00         | $230253.87         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-07-01      | 4.5000%  | 4.5000% | $9717152.00        | $7897250.92        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-08-01      | 4.0000%  | 4.0000% | $145803.00         | $94456.68          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-08-01      | 4.5000%  | 4.5000% | $75038464.00       | $58494818.59       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-08-01      | 4.0000%  | 4.0000% | $31805024.00       | $24227475.74       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-08-01      | 3.5000%  | 3.5000% | $500000.00         | $383624.47         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-08-01      | 4.5000%  | 4.5000% | $2350000.00        | $1816678.60        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-12-01      | 5.5000%  | 5.5000% | $97244288.00       | $75296614.93       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-12-01      | 5.5000%  | 5.5000% | $203182848.00      | $173524615.81      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-12-01      | 6.0000%  | 6.0000% | $2400000.00        | $1843833.63        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-01-01      | 6.0000%  | 6.0000% | $1600000.00        | $1236651.49        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-08-01      | 4.5000%  | 4.5000% | $465882.00         | $304002.55         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-09-01      | 5.0000%  | 5.0000% | $68840000.00       | $50894224.29       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-09-01      | 5.5000%  | 5.5000% | $64152960.00       | $50984744.88       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-09-01      | 3.5000%  | 3.5000% | $490000.00         | $370376.93         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-10-01      | 4.0000%  | 4.0000% | $9338800.00        | $7700915.61        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-10-01      | 4.0000%  | 4.0000% | $6000000.00        | $4626872.00        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-10-01      | 5.5000%  | 5.5000% | $137000.00         | $113628.57         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-10-01      | 4.5000%  | 4.5000% | $54390000.00       | $43181583.58       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-10-01      | 5.5000%  | 5.5000% | $74213632.00       | $54110577.90       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-05-01      | 6.0000%  | 6.0000% | $3581350.00        | $2165995.66        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-06-01      | 5.5000%  | 5.5000% | $5000000.00        | $4295692.39        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-01      | 5.5000%  | 5.5000% | $1903240.00        | $1581873.77        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-01      | 6.5000%  | 6.5000% | $2140556.00        | $1561464.39        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2038-06-01      | 4.5000%  | 4.5000% | $128265.00         | $85063.11          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-01      | 6.5000%  | 6.5000% | $100000.00         | $62552.31          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-01      | 6.5000%  | 6.5000% | $100000.00         | $63016.68          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-01      | 5.5000%  | 5.5000% | $977484.00         | $883660.33         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-09-01      | 5.5000%  | 5.5000% | $1232918.00        | $1180399.93        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2039-01-01      | 6.0000%  | 6.0000% | $1507992.00        | $1045097.73        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-01-01      | 3.5000%  | 3.5000% | $1275266.00        | $1118781.70        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-08-01      | 5.5000%  | 5.5000% | $10666208.00       | $9964940.02        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-09-01      | 5.5000%  | 5.5000% | $12642368.00       | $12026269.28       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-09-01      | 5.5000%  | 5.5000% | $3362040.00        | $2962379.51        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-08-01      | 5.5000%  | 5.5000% | $8655712.00        | $8580798.07        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-08-01      | 5.5000%  | 5.5000% | $1176068.00        | $909997.90         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-08-01      | 5.0000%  | 5.0000% | $4882112.00        | $4672205.46        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-08-01      | 5.0000%  | 5.0000% | $3031264.00        | $2554015.76        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-08-01      | 5.0000%  | 5.0000% | $101414.00         | $90882.70          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-08-01      | 5.5000%  | 5.5000% | $1345882.00        | $1139302.96        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-09-01      | 5.5000%  | 5.5000% | $1697732.00        | $1679671.27        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-09-01      | 5.0000%  | 5.0000% | $1049402.00        | $913189.66         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-08-01      | 5.0000%  | 5.0000% | $5663872.00        | $5444606.29        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-09-01      | 5.5000%  | 5.5000% | $2265636.00        | $1666749.40        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2030-12-01      | 5.4290%  | 5.4290% | $941500.00         | $989313.29         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2033-12-01      | 5.4800%  | 5.4800% | $25911100.00       | $27392889.58       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2034-10-01      | 4.2900%  | 4.2900% | $79620000.00       | $77709425.18       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2030-04-01      | 4.1690%  | 4.1690% | $76021000.00       | $76024661.70       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2030-06-01      | 4.4590%  | 4.4590% | $109268000.00      | $110599843.39      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-11-01      | 3.5000%  | 3.5000% | $39674.00          | $11490.00          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-05-01      | 4.5000%  | 4.5000% | $850000.00         | $103996.14         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-05-01      | 4.5000%  | 4.5000% | $629000.00         | $75811.18          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2038-03-01      | 4.5000%  | 4.5000% | $330403.00         | $50070.43          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2032-12-01      | 4.0000%  | 4.0000% | $1396216.00        | $78931.71          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-11-01      | 4.5000%  | 4.5000% | $153986.00         | $99459.69          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-10-01      | 4.5000%  | 4.5000% | $167889.00         | $97048.61          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-08-01      | 5.0000%  | 5.0000% | $205939.00         | $171206.88         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2042-11-01      | 6.0000%  | 6.0000% | $1661526.00        | $896230.11         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-11-01      | 4.5000%  | 4.5000% | $190000.00         | $151318.66         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-11-01      | 5.5000%  | 5.5000% | $960000.00         | $776684.66         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-11-01      | 5.5000%  | 5.5000% | $900000.00         | $738689.78         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-11-01      | 4.5000%  | 4.5000% | $592800.00         | $476729.57         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-11-01      | 4.0000%  | 4.0000% | $964768.00         | $666404.47         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-05-01      | 6.0000%  | 6.0000% | $400000.00         | $328475.58         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-01-01      | 6.5000%  | 6.5000% | $10000000.00       | $7492038.77        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-01-01      | 6.0000%  | 6.0000% | $590000.00         | $517392.64         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-01-01      | 5.5000%  | 5.5000% | $1525626.00        | $1213007.60        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-01-01      | 5.5000%  | 5.5000% | $203000.00         | $170516.58         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2038-01-01      | 4.0000%  | 4.0000% | $31363.00          | $20297.95          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2043-02-01      | 6.0000%  | 6.0000% | $1683598.00        | $1313523.77        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2043-01-01      | 6.0000%  | 6.0000% | $1419118.00        | $1141564.61        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-02-01      | 5.5000%  | 5.5000% | $450000.00         | $371033.74         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-01-01      | 7.0000%  | 7.0000% | $2929316.00        | $2322396.66        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-02-01      | 6.0000%  | 6.0000% | $1017000.00        | $816148.17         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-02-01      | 5.5000%  | 5.5000% | $1477634.00        | $1313476.75        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-02-01      | 5.5000%  | 5.5000% | $11542080.00       | $9974869.32        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-03-01      | 5.0000%  | 5.0000% | $71760384.00       | $59671363.58       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-03-01      | 7.0000%  | 7.0000% | $1063372.00        | $773600.86         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-03-01      | 4.5000%  | 4.5000% | $179000.00         | $141540.84         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-03-01      | 5.5000%  | 5.5000% | $1000000.00        | $860079.87         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-01      | 4.0000%  | 4.0000% | $3943728.00        | $3329445.14        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2043-04-01      | 6.5000%  | 6.5000% | $1032440.00        | $556192.07         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-01      | 4.5000%  | 4.5000% | $1951676.00        | $1493346.41        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-01      | 5.0000%  | 5.0000% | $320000.00         | $262074.92         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-01      | 6.0000%  | 6.0000% | $3614432.00        | $2939284.69        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-01      | 7.0000%  | 7.0000% | $1538028.00        | $1356893.28        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-03-01      | 7.0000%  | 7.0000% | $1046000.00        | $856935.31         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-09-01      | 5.5000%  | 5.5000% | $16082880.00       | $14318687.36       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-01-01      | 4.5000%  | 4.5000% | $20540000.00       | $5986762.08        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2033-01-01      | 4.0000%  | 4.0000% | $1753812.00        | $257970.55         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-01-01      | 4.0000%  | 4.0000% | $657323.00         | $101612.55         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-04-01      | 4.0000%  | 4.0000% | $74215.00          | $6728.88           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-07-01      | 4.5000%  | 4.5000% | $463969.00         | $58562.86          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-07-01      | 4.5000%  | 4.5000% | $3388148.00        | $294090.62         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-07-01      | 5.0000%  | 5.0000% | $875000.00         | $114256.03         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-08-01      | 5.0000%  | 5.0000% | $950000.00         | $190410.05         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-10-01      | 4.5000%  | 4.5000% | $28500000.00       | $7832828.65        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-10-01      | 4.5000%  | 4.5000% | $3047024.00        | $250435.30         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-11-01      | 4.5000%  | 4.5000% | $50179264.00       | $16168284.07       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-02-01      | 5.0000%  | 5.0000% | $6409336.00        | $549544.67         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-03-01      | 4.5000%  | 4.5000% | $184000.00         | $18050.48          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2034-04-01      | 3.5000%  | 3.5000% | $2124100.00        | $125226.92         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-05-01      | 6.0000%  | 6.0000% | $332008.00         | $43514.17          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-08-01      | 4.0000%  | 4.0000% | $104205952.00      | $18926525.78       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-09-01      | 4.5000%  | 4.5000% | $382000.00         | $88000.39          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-11-01      | 3.5000%  | 3.5000% | $180000.00         | $10351.48          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-03-01      | 3.5000%  | 3.5000% | $432694.00         | $99876.35          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-04-01      | 3.5000%  | 3.5000% | $79673472.00       | $15470082.24       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-04-01      | 3.0000%  | 3.0000% | $50000000.00       | $15094362.61       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-06-01      | 2.0000%  | 2.0000% | $350000.00         | $134949.61         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-06-01      | 2.5000%  | 2.5000% | $100000000.00      | $45968775.20       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-06-01      | 2.5000%  | 2.5000% | $175000000.00      | $80144231.35       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-09-01      | 2.0000%  | 2.0000% | $358078.00         | $169118.60         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-08-01      | 3.0000%  | 3.0000% | $221250.00         | $101405.69         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-08-01      | 2.5000%  | 2.5000% | $273000.00         | $110569.43         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-09-01      | 3.0000%  | 3.0000% | $102491776.00      | $55262668.42       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-12-01      | 2.0000%  | 2.0000% | $550000.00         | $351700.95         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-10-01      | 2.0000%  | 2.0000% | $1855000.00        | $1001171.21        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-11-01      | 1.5000%  | 1.5000% | $1010000.00        | $549902.94         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-11-01      | 4.0000%  | 4.0000% | $370000.00         | $111148.00         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-11-01      | 2.5000%  | 2.5000% | $190000.00         | $89624.01          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-11-01      | 3.0000%  | 3.0000% | $147547904.00      | $79823167.02       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-09-01      | 5.5000%  | 5.5000% | $4600000.00        | $4102110.73        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-09-01      | 5.5000%  | 5.5000% | $242337.00         | $224232.29         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-09-01      | 6.0000%  | 6.0000% | $38562752.00       | $34356472.15       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-09-01      | 6.5000%  | 6.5000% | $100000.00         | $82466.02          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-05-01      | 5.5000%  | 5.5000% | $55000.00          | $44588.43          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-05-01      | 6.0000%  | 6.0000% | $50000000.00       | $42986828.74       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-05-01      | 7.0000%  | 7.0000% | $1037588.00        | $756145.74         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-01      | 5.0000%  | 5.0000% | $50056256.00       | $45704007.16       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2038-05-01      | 4.5000%  | 4.5000% | $52000.00          | $35178.67          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-05-01      | 4.5000%  | 4.5000% | $625000.00         | $528866.40         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-01      | 6.0000%  | 6.0000% | $3614064.00        | $2901541.23        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-01      | 4.5000%  | 4.5000% | $590000.00         | $508216.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-01      | 4.5000%  | 4.5000% | $710000.00         | $628299.75         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-08-01      | 5.0000%  | 5.0000% | $52000000.00       | $47018066.84       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-02-01      | 4.0000%  | 4.0000% | $807691.00         | $727667.88         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-08-01      | 5.5000%  | 5.5000% | $2774644.00        | $2415884.23        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-08-01      | 5.5000%  | 5.5000% | $6000.00           | $5254.70           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-08-01      | 5.0000%  | 5.0000% | $2359276.00        | $2074181.87        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-08-01      | 6.5000%  | 6.5000% | $16720960.00       | $14313647.21       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-06-01      | 5.5000%  | 5.5000% | $1763838.00        | $1480226.06        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-10-01      | 6.0000%  | 6.0000% | $160000.00         | $144038.29         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-10-01      | 5.0000%  | 5.0000% | $3505548.00        | $2834047.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-11-01      | 5.5000%  | 5.5000% | $75707648.00       | $69725990.06       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-12-01      | 6.0000%  | 6.0000% | $3584000.00        | $3040652.84        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-01-01      | 6.0000%  | 6.0000% | $93991.00          | $73797.70          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-01-01      | 6.5000%  | 6.5000% | $240222208.00      | $153304286.79      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-12-01      | 6.5000%  | 6.5000% | $50000.00          | $51543.44          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-01-01      | 6.5000%  | 6.5000% | $21130000.00       | $18337243.99       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2043-12-01      | 7.0000%  | 7.0000% | $1245122.00        | $536451.29         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2039-07-01      | 6.5000%  | 6.5000% | $6582560.00        | $5817634.35        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-08-01      | 5.0000%  | 5.0000% | $58067776.00       | $54549165.79       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-03-01      | 5.5000%  | 5.5000% | $1600000.00        | $1454638.89        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-03-01      | 6.5000%  | 6.5000% | $29967232.00       | $21943229.03       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-03-01      | 6.5000%  | 6.5000% | $869000.00         | $692427.13         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-10-01      | 4.5000%  | 4.5000% | $1615000.00        | $505567.07         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-02-01      | 3.0000%  | 3.0000% | $82235008.00       | $46667520.67       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-01-01      | 3.0000%  | 3.0000% | $92490880.00       | $49112718.01       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-02-01      | 4.5000%  | 4.5000% | $1047516.00        | $564278.44         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-02-01      | 2.5000%  | 2.5000% | $29021664.00       | $14632570.49       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-03-01      | 2.0000%  | 2.0000% | $302859.00         | $158220.66         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-04-01      | 3.0000%  | 3.0000% | $7975000.00        | $5048379.95        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2041-04-01      | 2.5000%  | 2.5000% | $500000.00         | $305706.02         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-04-01      | 3.0000%  | 3.0000% | $75686144.00       | $49775026.83       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-04-01      | 1.5000%  | 1.5000% | $145000.00         | $78344.16          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2041-05-01      | 2.0000%  | 2.0000% | $2000000.00        | $1245358.35        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2041-05-01      | 2.5000%  | 2.5000% | $4426008.00        | $2705623.13        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-05-01      | 3.5000%  | 3.5000% | $4949520.00        | $2391622.58        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-03-01      | 4.5000%  | 4.5000% | $1266350.00        | $618851.54         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-06-01      | 3.0000%  | 3.0000% | $1300000.00        | $779085.24         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-06-01      | 3.0000%  | 3.0000% | $489659.00         | $314505.15         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-09-01      | 2.5000%  | 2.5000% | $170000.00         | $93629.20          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-07-01      | 2.5000%  | 2.5000% | $5967848.00        | $3661413.59        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-07-01      | 3.0000%  | 3.0000% | $235000.00         | $149008.30         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-07-01      | 4.5000%  | 4.5000% | $1415456.00        | $715324.30         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-08-01      | 2.5000%  | 2.5000% | $1368508.00        | $787149.93         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-09-01      | 2.5000%  | 2.5000% | $600000.00         | $401728.68         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-09-01      | 3.5000%  | 3.5000% | $317173.00         | $186159.51         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-01-01      | 3.0000%  | 3.0000% | $1400000.00        | $924135.75         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2041-11-01      | 2.5000%  | 2.5000% | $5100000.00        | $3408070.81        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2041-11-01      | 2.5000%  | 2.5000% | $6100000.00        | $3970699.17        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-11-01      | 3.5000%  | 3.5000% | $6396072.00        | $3929152.22        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-11-01      | 2.5000%  | 2.5000% | $417352.00         | $249276.48         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-11-01      | 2.5000%  | 2.5000% | $6954576.00        | $4548530.99        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-11-01      | 1.5000%  | 1.5000% | $654069.00         | $381469.36         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-11-01      | 2.0000%  | 2.0000% | $200000.00         | $120213.48         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-11-01      | 3.0000%  | 3.0000% | $3567180.00        | $2366093.60        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-12-01      | 2.5000%  | 2.5000% | $200814.00         | $128055.76         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2042-01-01      | 2.0000%  | 2.0000% | $7000000.00        | $4590180.63        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-05-01      | 6.0000%  | 6.0000% | $2890836.00        | $2910908.06        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-06-01      | 5.0000%  | 5.0000% | $1320094.00        | $1285456.07        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-06-01      | 5.5000%  | 5.5000% | $6193112.00        | $6123305.24        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-06-01      | 6.5000%  | 6.5000% | $2936850.00        | $2544563.61        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-06-01      | 5.5000%  | 5.5000% | $1782810.00        | $1669085.98        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-07-01      | 7.0000%  | 7.0000% | $1063354.00        | $1123005.94        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-07-01      | 6.0000%  | 6.0000% | $9987040.00        | $9564246.07        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-06-01      | 6.5000%  | 6.5000% | $1473656.00        | $1415039.03        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-06-01      | 6.5000%  | 6.5000% | $1424324.00        | $1229219.48        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-07-01      | 7.0000%  | 7.0000% | $1125250.00        | $784272.33         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2044-07-01      | 5.5000%  | 5.5000% | $1002782.00        | $994403.36         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-07-01      | 6.5000%  | 6.5000% | $1849400.00        | $1902346.46        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-07-01      | 6.0000%  | 6.0000% | $2112030.00        | $1441138.49        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-08-01      | 7.5000%  | 7.5000% | $1111836.00        | $594039.28         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-09-01      | 6.0000%  | 6.0000% | $2364080.00        | $2184666.96        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-08-01      | 5.5000%  | 5.5000% | $1923010.00        | $1866544.65        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-08-01      | 6.5000%  | 6.5000% | $6321792.00        | $6248239.71        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-08-01      | 6.0000%  | 6.0000% | $3572750.00        | $3235808.43        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-08-01      | 5.5000%  | 5.5000% | $1769156.00        | $1546866.78        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-08-01      | 7.0000%  | 7.0000% | $1471146.00        | $1395735.27        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-09-01      | 6.5000%  | 6.5000% | $1189524.00        | $994990.93         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-09-01      | 5.0000%  | 5.0000% | $1238252.00        | $1152492.30        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-08-01      | 6.5000%  | 6.5000% | $22153560.00       | $20333447.71       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-09-01      | 6.0000%  | 6.0000% | $147621.00         | $145945.69         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-10-01      | 6.0000%  | 6.0000% | $98636.00          | $98468.05          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-08-01      | 5.5000%  | 5.5000% | $81654.00          | $81215.96          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-09-01      | 6.5000%  | 6.5000% | $1170034.00        | $1208055.33        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-09-01      | 5.5000%  | 5.5000% | $1422494.00        | $1416681.85        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-08-01      | 5.0000%  | 5.0000% | $3934264.00        | $3814098.25        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-08-01      | 7.0000%  | 7.0000% | $1583366.00        | $1448800.42        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-09-01      | 5.0000%  | 5.0000% | $2318848.00        | $2263480.15        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-08-01      | 6.0000%  | 6.0000% | $841249.00         | $787751.99         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-09-01      | 6.5000%  | 6.5000% | $2820700.00        | $2904525.69        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-09-01      | 6.3520%  | 6.3520% | $13896224.00       | $11651600.63       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2044-02-01      | 7.0000%  | 7.0000% | $1243914.00        | $1036441.70        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-04-01      | 6.0000%  | 6.0000% | $25956.00          | $19990.18          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-04-01      | 6.5000%  | 6.5000% | $600000.00         | $546104.37         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-04-01      | 5.5000%  | 5.5000% | $55000.00          | $49423.07          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-04-01      | 7.5000%  | 7.5000% | $7673080.00        | $5214168.89        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-05-01      | 5.0000%  | 5.0000% | $355000.00         | $319251.44         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-07-01      | 6.0000%  | 6.0000% | $9705000.00        | $8998934.03        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-01-01      | 6.0000%  | 6.0000% | $3767704.00        | $2940815.81        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2044-09-01      | 6.5000%  | 6.5000% | $1002048.00        | $1041592.03        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-09-01      | 4.5000%  | 4.5000% | $3141196.00        | $2816346.17        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-09-01      | 5.5000%  | 5.5000% | $13380000.00       | $12298519.63       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-10-01      | 5.5000%  | 5.5000% | $145000.00         | $140903.96         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-01      | 5.0000%  | 5.0000% | $100226944.00      | $95971667.96       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-01      | 5.0000%  | 5.0000% | $126310144.00      | $121482556.14      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-01      | 4.5000%  | 4.5000% | $286338.00         | $271901.18         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-01      | 4.5000%  | 4.5000% | $52960128.00       | $49922525.18       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-01      | 6.5000%  | 6.5000% | $38342000.00       | $38060410.26       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-01-01      | 5.5000%  | 5.5000% | $64983.00          | $62702.50          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2042-05-01      | 2.5000%  | 2.5000% | $10175904.00       | $8871718.73        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-01      | 5.5000%  | 5.5000% | $7825050.00        | $7392794.77        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-08-01      | 1.5000%  | 1.5000% | $26727328.00       | $22320613.10       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-11-01      | 2.5000%  | 2.5000% | $5200000.00        | $4448788.37        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-03-01      | 5.5000%  | 5.5000% | $44791552.00       | $42955820.19       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-01-01      | 4.5000%  | 4.5000% | $56319040.00       | $52206690.01       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-01-01      | 4.5000%  | 4.5000% | $32069824.00       | $30289363.43       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-01-01      | 5.0000%  | 5.0000% | $4993544.00        | $4840189.15        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-01-01      | 6.0000%  | 6.0000% | $90000.00          | $86720.81          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-07-01      | 6.5000%  | 6.5000% | $9718144.00        | $9244336.55        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-06-01      | 5.0000%  | 5.0000% | $25071968.00       | $23249425.73       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-02-01      | 5.0000%  | 5.0000% | $81950.00          | $76431.81          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-01      | 2.5000%  | 2.5000% | $12356448.00       | $10080403.38       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-01-01      | 3.5000%  | 3.5000% | $40002720.00       | $34793937.07       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-04-01      | 2.5000%  | 2.5000% | $4958568.00        | $4063575.72        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-02-01      | 4.0000%  | 4.0000% | $25524384.00       | $23730961.67       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-10-01      | 5.7400%  | 5.7400% | $10197392.00       | $9708513.94        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-01      | 6.5000%  | 6.5000% | $3891700.00        | $4057439.78        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-09-01      | 6.0000%  | 6.0000% | $300000.00         | $294093.77         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-09-01      | 5.0000%  | 5.0000% | $2649020.00        | $2579413.62        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-08-01      | 6.5000%  | 6.5000% | $1005000.00        | $1038725.61        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-09-01      | 5.0000%  | 5.0000% | $2191100.00        | $1918333.21        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-09-01      | 5.0000%  | 5.0000% | $1874524.00        | $1830198.18        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-09-01      | 6.0000%  | 6.0000% | $6209390.00        | $6049628.47        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-09-01      | 5.0000%  | 5.0000% | $1248000.00        | $1216005.02        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-10-01      | 4.5000%  | 4.5000% | $1382400.00        | $1308909.91        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-01      | 6.0000%  | 6.0000% | $1175230.00        | $1197795.70        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-10-01      | 5.0000%  | 5.0000% | $601746.00         | $571970.86         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-10-01      | 4.5000%  | 4.5000% | $1273240.00        | $1209275.91        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-10-01      | 5.5000%  | 5.5000% | $1309248.00        | $1302317.22        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-01      | 5.0000%  | 5.0000% | $3344268.00        | $3268884.80        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-01      | 4.5000%  | 4.5000% | $2338500.00        | $2217940.80        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-01      | 5.0000%  | 5.0000% | $9889344.00        | $9541127.69        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-01      | 5.0000%  | 5.0000% | $4099120.00        | $3973966.99        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-10-01      | 7.0000%  | 7.0000% | $3861400.00        | $2711972.09        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-10-01      | 4.5000%  | 4.5000% | $2107470.00        | $2003994.44        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-10-01      | 4.5000%  | 4.5000% | $1871904.00        | $1774969.68        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-08-01      | 6.0000%  | 6.0000% | $516753.00         | $526906.95         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-09-01      | 7.0000%  | 7.0000% | $1199778.00        | $1266089.66        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-01      | 7.0000%  | 7.0000% | $1076134.00        | $1154995.38        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-01-01      | 5.0000%  | 5.0000% | $1294954.00        | $1267934.48        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-01-01      | 5.0000%  | 5.0000% | $1496684.00        | $1472393.88        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-01      | 6.0000%  | 6.0000% | $1125004.00        | $1152085.46        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-01      | 5.0000%  | 5.0000% | $1126040.00        | $1056140.20        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-01      | 4.5000%  | 4.5000% | $5251688.00        | $4114017.28        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-01      | 5.5000%  | 5.5000% | $1875898.00        | $1669586.27        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-01      | 4.5000%  | 4.5000% | $1440904.00        | $1372614.49        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-01-01      | 6.5000%  | 6.5000% | $1275370.00        | $1327320.14        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2039-12-01      | 5.0000%  | 5.0000% | $1149558.00        | $1137302.41        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-01      | 5.5000%  | 5.5000% | $1532710.00        | $1465522.32        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-05-01      | 2.5000%  | 2.5000% | $64940544.00       | $53755435.71       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-03-01      | 3.0000%  | 3.0000% | $43995360.00       | $38382486.86       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-03-01      | 4.0000%  | 4.0000% | $550000.00         | $55693.36          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-02-01      | 3.5000%  | 3.5000% | $700000.00         | $220178.14         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2044-10-01      | 3.0000%  | 3.0000% | $3000000.00        | $395048.59         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-11-01      | 3.5000%  | 3.5000% | $113000.00         | $16668.47          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-07-01      | 4.5000%  | 4.5000% | $22047744.00       | $3511855.82        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-04-01      | 4.5000%  | 4.5000% | $1000000.00        | $174291.97         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-08-01      | 3.5000%  | 3.5000% | $18000000.00       | $4743960.69        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-09-01      | 3.0000%  | 3.0000% | $502432.00         | $212646.09         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-02-01      | 4.0000%  | 4.0000% | $153000.00         | $13656.50          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-03-01      | 2.5000%  | 2.5000% | $613000.00         | $228788.14         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-03-01      | 4.0000%  | 4.0000% | $215000.00         | $49344.48          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-01-01      | 2.5000%  | 2.5000% | $333879.00         | $76548.95          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2046-12-01      | 3.5000%  | 3.5000% | $100000.00         | $21122.55          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2039-12-01      | 3.5000%  | 3.5000% | $100000.00         | $26867.51          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-06-01      | 6.5000%  | 6.5000% | $3104612.00        | $1020537.74        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-01-01      | 4.5000%  | 4.5000% | $13104544.00       | $2043341.14        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-02-01      | 3.0000%  | 3.0000% | $1509368.00        | $748756.22         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-03-01      | 3.0000%  | 3.0000% | $225000.00         | $85657.15          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2030-08-01      | 3.5000%  | 3.5000% | $218000.00         | $5662.10           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2038-03-01      | 2.5000%  | 2.5000% | $4500000.00        | $1174392.66        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-02-01      | 3.5000%  | 3.5000% | $962150.00         | $216867.27         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-03-01      | 4.0000%  | 4.0000% | $3968000.00        | $618563.41         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-09-01      | 4.0000%  | 4.0000% | $62710720.00       | $9348148.48        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-08-01      | 2.5000%  | 2.5000% | $1975000.00        | $873251.74         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-09-01      | 1.5000%  | 1.5000% | $364000.00         | $141671.93         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-03-01      | 5.0000%  | 5.0000% | $600000.00         | $107796.56         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-07-01      | 3.0000%  | 3.0000% | $4079630.00        | $1894944.91        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-09-01      | 2.5000%  | 2.5000% | $1000000.00        | $458287.95         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-09-01      | 2.0000%  | 2.0000% | $300000.00         | $132663.52         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-08-01      | 3.0000%  | 3.0000% | $4700000.00        | $2388655.80        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-09-01      | 2.5000%  | 2.5000% | $100000.00         | $32096.73          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-12-01      | 2.0000%  | 2.0000% | $150000.00         | $84894.92          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-01      | 5.0000%  | 5.0000% | $25711904.00       | $25020839.24       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-01      | 4.5000%  | 4.5000% | $1808294.00        | $1721094.42        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-01-01      | 6.5000%  | 6.5000% | $1206160.00        | $1248275.37        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-01      | 4.5000%  | 4.5000% | $2615668.00        | $2278379.70        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-01      | 5.5000%  | 5.5000% | $1283704.00        | $1285271.00        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-01      | 5.0000%  | 5.0000% | $2059472.00        | $2015661.35        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-01      | 5.0000%  | 5.0000% | $1923450.00        | $1882907.99        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-01      | 5.0000%  | 5.0000% | $1233386.00        | $1209792.45        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-01-01      | 5.0000%  | 5.0000% | $1546844.00        | $1517466.17        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-01      | 4.5000%  | 4.5000% | $1028448.00        | $885908.02         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-01      | 4.5000%  | 4.5000% | $1306812.00        | $1250882.00        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-01-01      | 5.5000%  | 5.5000% | $15195488.00       | $15033461.92       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-01-01      | 5.0000%  | 5.0000% | $1386348.00        | $1355397.15        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-01-01      | 6.5000%  | 6.5000% | $4232480.00        | $4393690.60        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-02-01      | 5.5000%  | 5.5000% | $2888360.00        | $2887043.18        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-02-01      | 5.5000%  | 5.5000% | $300000.00         | $275323.61         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-01-01      | 6.5000%  | 6.5000% | $7070730.00        | $6562705.86        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-01-01      | 4.5000%  | 4.5000% | $1904038.00        | $1820684.32        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-01-01      | 6.5000%  | 6.5000% | $2758168.00        | $2429256.02        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-02-01      | 5.5000%  | 5.5000% | $11914224.00       | $12033713.09       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-01      | 5.5000%  | 5.5000% | $10277808.00       | $9873096.42        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-04-01      | 5.5000%  | 5.5000% | $1568998.00        | $1592203.88        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-02-01      | 5.5000%  | 5.5000% | $1644930.00        | $1652550.15        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-02-01      | 6.0000%  | 6.0000% | $430921.00         | $425468.48         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-01      | 7.0000%  | 7.0000% | $13329280.00       | $13251219.88       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-02-01      | 4.5000%  | 4.5000% | $1039528.00        | $971416.29         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-03-01      | 5.5000%  | 5.5000% | $1055880.00        | $1047049.98        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-01      | 5.5000%  | 5.5000% | $9366976.00        | $9465256.27        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-01      | 5.0000%  | 5.0000% | $1734576.00        | $1699376.75        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-01      | 6.5000%  | 6.5000% | $2121264.00        | $2212630.60        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-03-01      | 5.0000%  | 5.0000% | $36966.00          | $36156.40          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-01      | 6.5000%  | 6.5000% | $1042066.00        | $1081275.93        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-01      | 6.5000%  | 6.5000% | $2062108.00        | $2149898.29        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-01      | 5.5000%  | 5.5000% | $4711520.00        | $4713327.01        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-12-01      | 1.5000%  | 1.5000% | $1750000.00        | $810694.67         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-09-01      | 3.0000%  | 3.0000% | $2513000.00        | $889358.09         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-03-01      | 4.0000%  | 4.0000% | $1419000.00        | $407078.94         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-11-01      | 2.0000%  | 2.0000% | $1000000.00        | $445992.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-11-01      | 3.0000%  | 3.0000% | $5324000.00        | $2684455.56        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-11-01      | 2.0000%  | 2.0000% | $1500000.00        | $844252.94         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-12-01      | 2.0000%  | 2.0000% | $2550000.00        | $1284135.11        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2045-05-01      | 2.5000%  | 2.5000% | $4036112.00        | $2091256.69        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-12-01      | 2.0000%  | 2.0000% | $1165000.00        | $490087.64         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-01-01      | 3.5000%  | 3.5000% | $2841000.00        | $1344704.88        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2038-06-01      | 5.5000%  | 5.5000% | $1000000.00        | $559518.74         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-01-01      | 2.0000%  | 2.0000% | $75000.00          | $37697.72          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-04-01      | 4.5000%  | 4.5000% | $104044.00         | $43404.68          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-08-01      | 4.0000%  | 4.0000% | $7628136.00        | $4012031.26        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-01-01      | 3.0000%  | 3.0000% | $575000.00         | $327424.13         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-04-01      | 4.0000%  | 4.0000% | $70356736.00       | $17530199.78       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-03-01      | 1.5000%  | 1.5000% | $3000000.00        | $1449245.86        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-02-01      | 2.0000%  | 2.0000% | $36331.00          | $16993.81          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2041-03-01      | 2.0000%  | 2.0000% | $200000.00         | $122008.99         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-12-01      | 5.0000%  | 5.0000% | $3712152.00        | $1613235.80        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-04-01      | 2.0000%  | 2.0000% | $300000.00         | $154289.87         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-04-01      | 2.5000%  | 2.5000% | $300000.00         | $185061.61         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-05-01      | 2.0000%  | 2.0000% | $200000.00         | $106882.36         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2041-05-01      | 2.0000%  | 2.0000% | $5100000.00        | $3044297.19        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-05-01      | 3.0000%  | 3.0000% | $1074166.00        | $640198.79         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-05-01      | 2.0000%  | 2.0000% | $1175000.00        | $566918.40         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-05-01      | 3.0000%  | 3.0000% | $900000.00         | $444435.05         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-06-01      | 2.5000%  | 2.5000% | $2600000.00        | $1530697.47        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-06-01      | 2.0000%  | 2.0000% | $150000.00         | $82933.00          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-09-01      | 2.0000%  | 2.0000% | $525000.00         | $311559.68         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-09-01      | 2.0000%  | 2.0000% | $942000.00         | $519851.98         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-07-01      | 2.0000%  | 2.0000% | $407742.00         | $204376.36         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2041-07-01      | 2.5000%  | 2.5000% | $5104840.00        | $3298614.16        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-07-01      | 2.0000%  | 2.0000% | $1025000.00        | $475465.85         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-01      | 6.5000%  | 6.5000% | $1151180.00        | $1198500.87        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-01      | 6.5000%  | 6.5000% | $1051650.00        | $1097662.12        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-03-01      | 6.0000%  | 6.0000% | $1150000.00        | $358102.99         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-01      | 5.5490%  | 5.5490% | $10104512.00       | $10179467.73       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-01      | 7.0000%  | 7.0000% | $1074878.00        | $1114477.16        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-01      | 7.5000%  | 7.5000% | $1713270.00        | $1844389.25        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-01      | 6.0000%  | 6.0000% | $2943540.00        | $3005508.67        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-01      | 6.5000%  | 6.5000% | $1298390.00        | $1352327.86        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-01      | 5.5000%  | 5.5000% | $7841832.00        | $7850056.77        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-01      | 6.5000%  | 6.5000% | $39080000.00       | $40563470.00       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-01      | 6.5000%  | 6.5000% | $11075952.00       | $11411141.62       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-01      | 7.0000%  | 7.0000% | $1291400.00        | $1368894.84        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-01      | 6.0000%  | 6.0000% | $10250688.00       | $10588031.30       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-01      | 7.0000%  | 7.0000% | $5342460.00        | $5649767.37        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-01      | 6.0000%  | 6.0000% | $18022112.00       | $18433244.36       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-01      | 7.0000%  | 7.0000% | $15100480.00       | $15329216.81       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-01      | 5.5000%  | 5.5000% | $11739808.00       | $11781788.60       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-01      | 7.0000%  | 7.0000% | $3155250.00        | $3298807.53        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-01      | 6.5000%  | 6.5000% | $1886486.00        | $1960443.87        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-01      | 5.9130%  | 5.9130% | $21466432.00       | $21492255.42       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-01      | 7.0000%  | 7.0000% | $1211632.00        | $1280589.64        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-01      | 7.0000%  | 7.0000% | $11632400.00       | $12304792.63       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-01      | 7.0000%  | 7.0000% | $1910800.00        | $2018723.32        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-01      | 7.0000%  | 7.0000% | $1857246.00        | $1960420.90        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-01      | 7.0000%  | 7.0000% | $1277742.00        | $1350742.27        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-01      | 7.0000%  | 7.0000% | $1233802.00        | $1312057.36        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-01      | 6.0000%  | 6.0000% | $130999552.00      | $133529800.28      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-01      | 6.0000%  | 6.0000% | $12540304.00       | $12819976.42       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-01      | 6.5000%  | 6.5000% | $12367120.00       | $12863458.37       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-01      | 6.0000%  | 6.0000% | $12180880.00       | $12428417.36       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-01      | 7.0000%  | 7.0000% | $2139452.00        | $2269726.52        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-01      | 5.5000%  | 5.5000% | $1495114.00        | $1507727.77        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-01      | 5.0000%  | 5.0000% | $1275932.00        | $1249532.72        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-01      | 6.0000%  | 6.0000% | $6577288.00        | $6758882.53        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-01-01      | 3.0000%  | 3.0000% | $11000.00          | $7832.56           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-05-01      | 3.5000%  | 3.5000% | $25000.00          | $20267.44          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-05-01      | 4.0000%  | 4.0000% | $264000.00         | $193464.02         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-02-01      | 3.0000%  | 3.0000% | $945794.00         | $613284.22         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-11-01      | 3.5000%  | 3.5000% | $1078018.00        | $569277.50         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-02-01      | 2.5000%  | 2.5000% | $45000.00          | $27628.56          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-03-01      | 3.5000%  | 3.5000% | $200000.00         | $136222.59         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-03-01      | 2.5000%  | 2.5000% | $1100762.00        | $766627.22         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-04-01      | 2.5000%  | 2.5000% | $13223024.00       | $9373075.55        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-04-01      | 3.5000%  | 3.5000% | $2788000.00        | $2043543.96        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-04-01      | 2.5000%  | 2.5000% | $2000000.00        | $1370031.64        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2042-04-01      | 4.5000%  | 4.5000% | $1612930.00        | $1074161.29        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-05-01      | 3.0000%  | 3.0000% | $110000.00         | $69255.67          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-04-01      | 3.5000%  | 3.5000% | $215000.00         | $151366.65         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-08-01      | 4.0000%  | 4.0000% | $291135.00         | $221910.58         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-08-01      | 4.5000%  | 4.5000% | $1093724.00        | $858211.41         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-08-01      | 5.5000%  | 5.5000% | $1538000.00        | $1168306.02        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-08-01      | 2.0000%  | 2.0000% | $25000.00          | $12332.62          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-08-01      | 3.0000%  | 3.0000% | $1300000.00        | $813282.06         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-09-01      | 2.5000%  | 2.5000% | $1015020.00        | $654481.17         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-09-01      | 2.5000%  | 2.5000% | $275000.00         | $163276.97         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2041-12-01      | 2.0000%  | 2.0000% | $300000.00         | $192532.94         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2031-09-01      | 5.0000%  | 5.0000% | $1195908.00        | $29263.22          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-09-01      | 2.5000%  | 2.5000% | $653246.00         | $390532.82         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2041-10-01      | 2.0000%  | 2.0000% | $1100000.00        | $700254.16         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-08-01      | 2.0000%  | 2.0000% | $570000.00         | $303933.88         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-11-01      | 2.0000%  | 2.0000% | $404913.00         | $233729.90         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-11-01      | 2.0000%  | 2.0000% | $1078380.00        | $649759.70         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-11-01      | 3.0000%  | 3.0000% | $100000.00         | $60560.28          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-11-01      | 3.0000%  | 3.0000% | $300000.00         | $187058.96         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-12-01      | 2.5000%  | 2.5000% | $795000.00         | $496952.68         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-07-01      | 3.5000%  | 3.5000% | $690400.00         | $358317.18         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-12-01      | 2.5000%  | 2.5000% | $2021340.00        | $1222803.55        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-02-01      | 2.5000%  | 2.5000% | $77025.00          | $48072.15          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-01-01      | 3.0000%  | 3.0000% | $30000.00          | $21079.70          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-12-01      | 2.0000%  | 2.0000% | $2500000.00        | $1504369.64        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-01-01      | 3.5000%  | 3.5000% | $120000.00         | $74982.54          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-01-01      | 3.0000%  | 3.0000% | $900000.00         | $524415.52         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2042-02-01      | 2.5000%  | 2.5000% | $2700000.00        | $1715698.11        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-01-01      | 4.0000%  | 4.0000% | $2800000.00        | $1659252.17        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-02-01      | 3.0000%  | 3.0000% | $166000.00         | $105656.27         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-03-01      | 3.0000%  | 3.0000% | $2410000.00        | $1578437.62        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-03-01      | 4.0000%  | 4.0000% | $600000.00         | $385460.76         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-03-01      | 3.0000%  | 3.0000% | $231000.00         | $157938.06         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-04-01      | 2.5000%  | 2.5000% | $13160560.00       | $8553393.61        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-01-01      | 3.0000%  | 3.0000% | $139691.00         | $89108.06          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-03-01      | 2.0000%  | 2.0000% | $2816004.00        | $1675230.68        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-08-01      | 4.0000%  | 4.0000% | $686678.00         | $435520.46         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2042-03-01      | 2.5000%  | 2.5000% | $225000.00         | $151605.41         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2045-01-01      | 3.0000%  | 3.0000% | $75000.00          | $47752.95          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-01-01      | 3.5000%  | 3.5000% | $300000.00         | $200697.66         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-01      | 5.5000%  | 5.5000% | $3673832.00        | $3708786.87        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-05-01      | 6.5000%  | 6.5000% | $1142520.00        | $1190217.25        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-01      | 6.5000%  | 6.5000% | $1616092.00        | $1684334.89        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-01      | 6.5000%  | 6.5000% | $3411732.00        | $3557161.82        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-01      | 7.0000%  | 7.0000% | $11034840.00       | $11699698.85       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-01      | 6.5000%  | 6.5000% | $1324500.00        | $1383714.75        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-01      | 6.0000%  | 6.0000% | $11193376.00       | $11642446.77       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-06-01      | 5.0000%  | 5.0000% | $1570710.00        | $1587635.62        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-06-01      | 5.0000%  | 5.0000% | $1934488.00        | $1955333.61        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-06-01      | 5.5000%  | 5.5000% | $1459096.00        | $1499601.31        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-06-01      | 6.0000%  | 6.0000% | $1180716.00        | $1222209.11        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-01      | 5.0000%  | 5.0000% | $10025968.00       | $9876769.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-01      | 5.5000%  | 5.5000% | $4538768.00        | $4569670.45        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-01      | 6.5000%  | 6.5000% | $5238080.00        | $5457985.65        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-01      | 6.0000%  | 6.0000% | $23769824.00       | $24357255.57       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-01      | 6.0000%  | 6.0000% | $18687168.00       | $19074895.58       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2045-11-01      | 3.5000%  | 3.5000% | $19000000.00       | $2152847.76        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2046-01-01      | 3.0000%  | 3.0000% | $185000.00         | $45081.58          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2046-06-01      | 3.5000%  | 3.5000% | $49933952.00       | $12290539.68       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2039-07-01      | 5.5000%  | 5.5000% | $6277100.00        | $1204885.79        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2046-01-01      | 3.5000%  | 3.5000% | $176000.00         | $31755.75          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2046-07-01      | 4.0000%  | 4.0000% | $1115000.00        | $212771.14         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2046-10-01      | 4.5000%  | 4.5000% | $99384.00          | $28861.40          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-12-01      | 3.0000%  | 3.0000% | $2000000.00        | $241517.61         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-06-01      | 4.0000%  | 4.0000% | $3724172.00        | $421294.77         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-03-01      | 4.0000%  | 4.0000% | $1500000.00        | $175436.15         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-05-01      | 4.5000%  | 4.5000% | $54169.00          | $6387.24           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-06-01      | 4.0000%  | 4.0000% | $7000000.00        | $1184003.55        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2063-12-01      | 4.5000%  | 4.5000% | $13196640.00       | $11825431.02       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-04-01      | 2.5000%  | 2.5000% | $20694432.00       | $16655246.28       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-06-01      | 4.5000%  | 4.5000% | $1240000.00        | $303237.51         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-06-01      | 4.5000%  | 4.5000% | $944000.00         | $207678.24         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2057-06-01      | 3.0000%  | 3.0000% | $7690000.00        | $2719618.55        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2057-09-01      | 4.5000%  | 4.5000% | $18410848.00       | $5486476.18        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2035-05-01      | 5.0000%  | 5.0000% | $2600000.00        | $30426.64          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2043-10-01      | 6.9920%  | 6.9920% | $74000.00          | $24808.80          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2037-12-01      | 5.5000%  | 5.5000% | $51871424.00       | $519277.21         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2041-09-01      | 4.5000%  | 4.5000% | $24681408.00       | $3451813.78        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2047-12-01      | 3.0000%  | 3.0000% | $41000.00          | $6169.50           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2048-02-01      | 3.5000%  | 3.5000% | $549000.00         | $66322.33          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2037-05-01      | 6.6340%  | 6.6340% | $1900000.00        | $8349.50           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2035-09-01      | 7.3680%  | 7.3680% | $110055424.00      | $749243.91         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2037-05-01      | 6.3040%  | 6.3040% | $100007936.00      | $40993.93          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2042-05-01      | 6.7910%  | 6.7910% | $3000000.00        | $64315.44          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2030-03-01      | 4.4000%  | 4.4000% | $14314000.00       | $14398287.18       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-05-01      | 5.5000%  | 5.5000% | $6500000.00        | $39155.85          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2032-09-01      | 6.5000%  | 6.5000% | $5250000.00        | $16625.75          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-12-01      | 6.0000%  | 6.0000% | $80173312.00       | $179199.99         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2041-05-01      | 4.5000%  | 4.5000% | $2000000.00        | $354937.57         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2042-07-25      | 4.0000%  | 4.0000% | $2004204.00        | $1551497.70        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2032-01-01      | 6.5010%  | 6.5010% | $24997888.00       | $15536.33          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2032-08-01      | 7.0000%  | 7.0000% | $1451000.00        | $5478.31           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2032-10-01      | 6.0000%  | 6.0000% | $2558000.00        | $18772.75          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2032-09-01      | 7.0000%  | 7.0000% | $2885000.00        | $13336.08          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2031-02-01      | 7.5000%  | 7.5000% | $2500000.00        | $7241.45           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2041-04-01      | 4.5000%  | 4.5000% | $725942.00         | $12744.93          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2041-05-01      | 4.5000%  | 4.5000% | $2018424.00        | $189906.16         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-11-01      | 4.0000%  | 4.0000% | $1980000.00        | $395421.57         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-08-01      | 4.0000%  | 4.0000% | $21370000.00       | $5579141.29        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2041-02-01      | 4.5000%  | 4.5000% | $625000.00         | $149229.23         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2042-04-01      | 3.0000%  | 3.0000% | $350000.00         | $91731.76          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-05-01      | 3.5000%  | 3.5000% | $250000.00         | $94623.81          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-06-01      | 4.0000%  | 4.0000% | $4300000.00        | $1338841.39        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-06-01      | 4.5000%  | 4.5000% | $850000.00         | $251841.50         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-10-01      | 3.0000%  | 3.0000% | $6973000.00        | $2631955.06        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2042-05-01      | 3.5000%  | 3.5000% | $3136444.00        | $824252.71         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-08-01      | 4.5000%  | 4.5000% | $32131600.00       | $9522611.81        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2059-01-01      | 3.0000%  | 3.0000% | $4200000.00        | $1739119.05        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-09-01      | 3.0000%  | 3.0000% | $1200000.00        | $483476.61         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-07-01      | 2.5000%  | 2.5000% | $9036272.00        | $4375835.04        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2041-06-01      | 3.5000%  | 3.5000% | $5803416.00        | $2004889.95        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-08-01      | 3.0000%  | 3.0000% | $1000000.00        | $406881.14         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2044-12-01      | 2.5000%  | 2.5000% | $7960016.00        | $4018069.50        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2061-09-01      | 2.5000%  | 2.5000% | $2000000.00        | $1208032.48        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-06-01      | 6.0000%  | 6.0000% | $9549392.00        | $7608758.02        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-07-01      | 3.0000%  | 3.0000% | $471000.00         | $309521.42         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-06-01      | 4.0000%  | 4.0000% | $19459616.00       | $16462158.88       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-04-01      | 4.0000%  | 4.0000% | $1850000.00        | $368925.54         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-01-01      | 3.5000%  | 3.5000% | $70000.00          | $26720.75          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-08-01      | 3.5000%  | 3.5000% | $1099640.00        | $200605.12         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-12-01      | 4.5000%  | 4.5000% | $2301000.00        | $340970.86         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-01-01      | 4.0000%  | 4.0000% | $28030048.00       | $3976113.65        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-01-01      | 4.5000%  | 4.5000% | $400000.00         | $56588.21          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-09-01      | 4.0000%  | 4.0000% | $1471394.00        | $276355.44         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-11-01      | 3.5000%  | 3.5000% | $727145.00         | $148402.90         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-12-01      | 4.5000%  | 4.5000% | $34000.00          | $17136.88          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-01-01      | 4.0000%  | 4.0000% | $106485.00         | $16840.25          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2033-04-01      | 2.5000%  | 2.5000% | $1021308.00        | $188026.23         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-04-01      | 5.0000%  | 5.0000% | $1653890.00        | $164121.73         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-02-01      | 6.0000%  | 6.0000% | $1339318.00        | $410268.00         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-03-01      | 4.0000%  | 4.0000% | $5447120.00        | $587736.13         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-11-01      | 3.0000%  | 3.0000% | $75000.00          | $48925.02          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-04-01      | 3.0000%  | 3.0000% | $251785.00         | $167436.61         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-02-01      | 2.5000%  | 2.5000% | $761904.00         | $530125.91         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-08-01      | 5.0000%  | 5.0000% | $3735372.00        | $2648294.76        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-08-01      | 4.5000%  | 4.5000% | $6500000.00        | $4101748.54        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-06-01      | 3.0000%  | 3.0000% | $1039748.00        | $635202.00         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-06-01      | 4.0000%  | 4.0000% | $54109760.00       | $39806229.43       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-06-01      | 4.5000%  | 4.5000% | $2400000.00        | $1612755.23        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-07-01      | 4.5000%  | 4.5000% | $75000.00          | $56396.51          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-07-01      | 4.5000%  | 4.5000% | $95000.00          | $74295.48          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-07-01      | 5.0000%  | 5.0000% | $1000000.00        | $773685.44         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-07-01      | 5.5000%  | 5.5000% | $2100000.00        | $1377907.42        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-07-01      | 3.5000%  | 3.5000% | $47721.00          | $35391.64          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-03-01      | 4.0000%  | 4.0000% | $650000.00         | $329250.71         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-07-01      | 4.0000%  | 4.0000% | $1320000.00        | $952181.91         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-07-01      | 5.0000%  | 5.0000% | $128816.00         | $98470.75          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-07-01      | 4.0000%  | 4.0000% | $14000.00          | $9033.07           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-07-01      | 4.0000%  | 4.0000% | $8495000.00        | $6292418.86        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2041-06-01      | 5.0000%  | 5.0000% | $105000.00         | $6335.01           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2041-10-01      | 6.8550%  | 6.8550% | $8400000.00        | $34403.36          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2042-03-01      | 4.0000%  | 4.0000% | $2440000.00        | $233404.11         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2039-12-01      | 5.5000%  | 5.5000% | $166625000.00      | $2796270.55        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2042-12-01      | 3.5000%  | 3.5000% | $1744032.00        | $453122.54         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2026-06-01      | 4.5000%  | 4.5000% | $1730000.00        | $21452.17          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-09-01      | 7.0060%  | 7.0060% | $8000000.00        | $714637.72         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2045-05-01      | 4.0000%  | 4.0000% | $3300000.00        | $583459.26         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-12-01      | 6.5000%  | 6.5000% | $1900000.00        | $120250.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2045-04-01      | 4.5000%  | 4.5000% | $2164448.00        | $375277.69         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2045-10-01      | 3.5000%  | 3.5000% | $193000.00         | $15866.88          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2038-05-01      | 7.5000%  | 7.5000% | $4000000.00        | $760022.88         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-02-01      | 3.5000%  | 3.5000% | $3890000.00        | $1222419.24        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2045-02-01      | 3.5000%  | 3.5000% | $7159640.00        | $1157521.54        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2044-02-01      | 5.0000%  | 5.0000% | $870000.00         | $114149.72         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2046-03-01      | 3.9900%  | 3.9900% | $1985180.00        | $1519020.14        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2028-03-01      | 3.1090%  | 3.1090% | $4559352.00        | $4453507.91        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2032-05-01      | 3.5000%  | 3.5000% | $119000.00         | $10367.82          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2042-06-01      | 3.5000%  | 3.5000% | $460308.00         | $50679.40          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2042-08-01      | 3.5000%  | 3.5000% | $4921280.00        | $855304.29         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2043-01-01      | 2.5000%  | 2.5000% | $167200.00         | $31773.32          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2032-11-01      | 3.5000%  | 3.5000% | $300000.00         | $20980.99          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2032-12-01      | 3.5000%  | 3.5000% | $600000.00         | $70166.19          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2043-02-01      | 2.5000%  | 2.5000% | $1235000.00        | $238934.12         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2034-01-01      | 3.5000%  | 3.5000% | $91485.00          | $9797.68           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2044-04-01      | 5.5000%  | 5.5000% | $2106904.00        | $268386.35         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2044-04-01      | 4.5000%  | 4.5000% | $6500000.00        | $1343356.30        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-02-01      | 3.0000%  | 3.0000% | $2267536.00        | $478391.47         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2045-07-01      | 4.0000%  | 4.0000% | $3700912.00        | $346793.83         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2046-02-01      | 3.5000%  | 3.5000% | $1500000.00        | $551655.82         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2046-07-01      | 4.5000%  | 4.5000% | $1069000.00        | $93634.37          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2031-07-01      | 2.5000%  | 2.5000% | $92000.00          | $11192.08          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2046-08-01      | 3.0000%  | 3.0000% | $291000.00         | $70162.84          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-03-01      | 4.0000%  | 4.0000% | $50000000.00       | $12124940.90       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-05-01      | 4.0000%  | 4.0000% | $357820.00         | $36660.07          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-07-01      | 4.0000%  | 4.0000% | $81863.00          | $7728.44           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-07-01      | 5.0000%  | 5.0000% | $85000.00          | $7801.17           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-03-01      | 5.0000%  | 5.0000% | $2142808.00        | $601269.16         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-03-01      | 4.5000%  | 4.5000% | $269759.00         | $111705.37         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-03-01      | 4.0000%  | 4.0000% | $403743.00         | $49957.73          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-04-01      | 4.5000%  | 4.5000% | $202392.00         | $11999.21          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-03-01      | 2.5000%  | 2.5000% | $960000.00         | $517916.73         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-07-01      | 4.0000%  | 4.0000% | $152426.00         | $9177.83           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-05-01      | 4.0000%  | 4.0000% | $271835.00         | $49926.59          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-05-01      | 4.0000%  | 4.0000% | $12000000.00       | $2073913.40        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-06-01      | 5.5000%  | 5.5000% | $1645218.00        | $451196.23         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-09-01      | 5.0000%  | 5.0000% | $1500000.00        | $300358.67         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-08-01      | 4.0000%  | 4.0000% | $801503.00         | $115546.65         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-12-01      | 5.0000%  | 5.0000% | $7542416.00        | $1589343.64        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2028-11-01      | 3.9500%  | 3.9500% | $10000000.00       | $9984169.43        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2034-09-01      | 3.4300%  | 3.4300% | $11604000.00       | $10591006.26       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2029-10-01      | 2.1400%  | 2.1400% | $22022000.00       | $20097653.26       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2030-05-01      | 1.8950%  | 1.8950% | $15000000.00       | $13519336.82       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-09-01      | 6.5000%  | 6.5000% | $2177576.00        | $484205.12         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-01-01      | 7.0000%  | 7.0000% | $2500000.00        | $451521.45         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-01-01      | 4.0000%  | 4.0000% | $1790596.00        | $205387.03         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-09-01      | 4.0000%  | 4.0000% | $8195000.00        | $734353.98         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2032-03-01      | 2.0000%  | 2.0000% | $370000.00         | $77673.83          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-01-01      | 3.5000%  | 3.5000% | $15000000.00       | $2570620.49        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2043-03-01      | 3.0000%  | 3.0000% | $2200000.00        | $432406.55         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-11-01      | 4.5000%  | 4.5000% | $22250000.00       | $5986869.05        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-06-01      | 3.5000%  | 3.5000% | $51000000.00       | $14121915.59       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-11-01      | 3.5000%  | 3.5000% | $1760000.00        | $186611.11         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-12-01      | 5.0000%  | 5.0000% | $200000.00         | $39740.57          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-11-01      | 4.5000%  | 4.5000% | $175000.00         | $21908.51          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-03-01      | 5.0000%  | 5.0000% | $275000.00         | $46746.28          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2046-06-01      | 3.5000%  | 3.5000% | $310000.00         | $51967.49          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-06-01      | 3.5000%  | 3.5000% | $27228352.00       | $8715778.68        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2046-11-01      | 3.5000%  | 3.5000% | $50000000.00       | $14942011.98       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2046-12-01      | 4.5000%  | 4.5000% | $118274.00         | $23589.67          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2044-02-01      | 3.0000%  | 3.0000% | $78000.00          | $8357.61           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-05-01      | 4.0000%  | 4.0000% | $173367.00         | $13809.68          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2032-03-01      | 3.5000%  | 3.5000% | $41000.00          | $5418.93           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-05-01      | 4.5000%  | 4.5000% | $35026800.00       | $8876255.40        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-05-01      | 3.5000%  | 3.5000% | $1069706.00        | $276079.26         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-06-01      | 4.0000%  | 4.0000% | $14000000.00       | $1453517.44        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-06-01      | 3.5000%  | 3.5000% | $50940672.00       | $14754907.70       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-07-01      | 3.5000%  | 3.5000% | $5262448.00        | $1205157.13        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-07-01      | 4.5000%  | 4.5000% | $723015.00         | $92595.94          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2028-06-01      | 3.0000%  | 3.0000% | $1500000.00        | $74503.32          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2043-06-01      | 2.5240%  | 2.5240% | $361305.00         | $89871.05          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2043-06-01      | 2.7740%  | 2.7740% | $403725.00         | $62463.50          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2043-06-01      | 2.7740%  | 2.7740% | $380679.00         | $29975.78          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2043-06-01      | 2.5240%  | 2.5240% | $194557.00         | $22737.70          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2043-07-01      | 2.7740%  | 2.7740% | $496600.00         | $98899.98          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2043-08-01      | 2.5240%  | 2.5240% | $94843.00          | $58508.98          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2043-08-01      | 2.7740%  | 2.7740% | $854781.00         | $135376.47         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2034-01-01      | 3.5000%  | 3.5000% | $1222094.00        | $207545.42         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2044-10-01      | 3.5000%  | 3.5000% | $19755552.00       | $2707051.64        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2044-11-01      | 4.0000%  | 4.0000% | $73706.00          | $9463.76           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-04-01      | 3.0000%  | 3.0000% | $2438952.00        | $662026.29         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2032-06-01      | 7.5000%  | 7.5000% | $2600000.00        | $20660.17          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2032-08-01      | 7.5000%  | 7.5000% | $10400000.00       | $95765.81          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2033-10-01      | 5.0000%  | 5.0000% | $553978.00         | $8796.50           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-03-01      | 5.0000%  | 5.0000% | $528750.00         | $5513.35           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-06-01      | 5.0000%  | 5.0000% | $1600000.00        | $16231.03          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-07-01      | 5.5000%  | 5.5000% | $1900000.00        | $17178.25          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-09-01      | 6.0000%  | 6.0000% | $334000000.00      | $1625845.55        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2032-10-01      | 7.0000%  | 7.0000% | $3000000.00        | $21878.38          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2034-08-01      | 6.0000%  | 6.0000% | $37707776.00       | $1198777.94        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2033-08-01      | 4.5890%  | 4.5890% | $7000000.00        | $140925.14         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2044-10-01      | 5.6970%  | 5.6970% | $7600000.00        | $80949.02          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2041-07-01      | 4.5000%  | 4.5000% | $1197206.00        | $293051.64         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-05-01      | 3.0000%  | 3.0000% | $4458000.00        | $755993.69         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-06-01      | 4.0000%  | 4.0000% | $480000.00         | $58845.16          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-10-01      | 2.5000%  | 2.5000% | $9064880.00        | $6219070.39        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2030-02-01      | 3.0000%  | 3.0000% | $229000.00         | $55796.88          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-01-01      | 2.5000%  | 2.5000% | $8623330.00        | $5797703.15        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-04-01      | 3.0000%  | 3.0000% | $800000.00         | $540587.13         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-10-01      | 4.5000%  | 4.5000% | $18500192.00       | $3868982.03        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-12-01      | 4.5000%  | 4.5000% | $7165352.00        | $771661.19         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-12-01      | 4.5000%  | 4.5000% | $4918584.00        | $624389.09         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-10-01      | 4.5000%  | 4.5000% | $8099984.00        | $2387686.33        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-10-01      | 3.5000%  | 3.5000% | $300000.00         | $13581.51          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-12-01      | 4.0000%  | 4.0000% | $115945.00         | $7934.79           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-01-01      | 4.5000%  | 4.5000% | $2328144.00        | $227404.03         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2034-03-01      | 4.0000%  | 4.0000% | $1507952.00        | $228536.13         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-04-01      | 4.5000%  | 4.5000% | $13672900.00       | $3324580.87        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-03-01      | 3.0000%  | 3.0000% | $2180016.00        | $328282.78         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-11-01      | 2.5000%  | 2.5000% | $900000.00         | $270873.65         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-12-01      | 3.5000%  | 3.5000% | $1741930.00        | $539233.08         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-02-01      | 2.5000%  | 2.5000% | $2015000.00        | $467381.54         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-04-01      | 4.5000%  | 4.5000% | $1052486.00        | $450196.08         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-05-01      | 4.0000%  | 4.0000% | $287109.00         | $67556.58          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-08-01      | 3.5000%  | 3.5000% | $1567000.00        | $800155.23         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-07-01      | 4.5000%  | 4.5000% | $35246.00          | $7770.82           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-11-01      | 2.5000%  | 2.5000% | $1780000.00        | $900149.31         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-10-01      | 2.0000%  | 2.0000% | $1493066.00        | $721781.12         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-08-01      | 1.5000%  | 1.5000% | $515000.00         | $296280.79         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-09-01      | 2.0000%  | 2.0000% | $7000000.00        | $4337732.30        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-04-01      | 3.0000%  | 3.0000% | $556405.00         | $437591.18         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-11-01      | 3.5000%  | 3.5000% | $1399820.00        | $516094.42         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-01-01      | 2.5000%  | 2.5000% | $7000000.00        | $4080662.46        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-02-01      | 2.0000%  | 2.0000% | $100000.00         | $57865.19          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-11-01      | 2.5000%  | 2.5000% | $320000.00         | $123685.33         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-01-01      | 2.0000%  | 2.0000% | $645921.00         | $257776.01         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-01-01      | 6.0000%  | 6.0000% | $3601200.00        | $274016.85         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-11-01      | 6.0000%  | 6.0000% | $2685616.00        | $279057.50         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-11-01      | 5.5000%  | 5.5000% | $11258020.00       | $979586.81         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2033-04-01      | 6.5000%  | 6.5000% | $9762160.00        | $62752.79          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2031-10-01      | 7.0000%  | 7.0000% | $6456216.00        | $127497.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-07-01      | 4.5000%  | 4.5000% | $4562944.00        | $214145.06         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-07-01      | 5.0000%  | 5.0000% | $6258072.00        | $409222.24         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-04-01      | 6.7560%  | 6.7560% | $5750000.00        | $81735.89          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-07-01      | 6.5000%  | 6.5000% | $2139000.00        | $1357152.87        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-09-01      | 6.0000%  | 6.0000% | $425000.00         | $324882.34         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-09-01      | 5.5000%  | 5.5000% | $1998210.00        | $1939519.15        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-09-01      | 5.0000%  | 5.0000% | $3382196.00        | $3260727.59        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-09-01      | 5.0000%  | 5.0000% | $2333650.00        | $1798692.44        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-10-01      | 5.0000%  | 5.0000% | $1735038.00        | $1482885.98        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-10-01      | 5.0000%  | 5.0000% | $1851958.00        | $1788952.24        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-10-01      | 5.5000%  | 5.5000% | $2854280.00        | $2809897.62        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-01-01      | 5.5000%  | 5.5000% | $801285.00         | $790753.22         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-11-01      | 6.5000%  | 6.5000% | $7564550.00        | $5735156.52        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2038-11-01      | 6.0000%  | 6.0000% | $624849.00         | $442094.21         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-01-01      | 6.5000%  | 6.5000% | $2787736.00        | $2819086.86        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-05-01      | 5.5000%  | 5.5000% | $43861.00          | $43301.32          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-01-01      | 6.5000%  | 6.5000% | $3030856.00        | $2207114.30        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-01-01      | 6.0000%  | 6.0000% | $9349936.00        | $9402700.85        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-01-01      | 6.0000%  | 6.0000% | $1333132.00        | $832711.79         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-04-01      | 5.5000%  | 5.5000% | $768524.00         | $514017.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-12-01      | 6.5000%  | 6.5000% | $2603344.00        | $1793919.16        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-01-01      | 6.5000%  | 6.5000% | $5267528.00        | $4570239.19        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-01-01      | 5.5000%  | 5.5000% | $375829.00         | $367710.89         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-03-01      | 6.0000%  | 6.0000% | $1265108.00        | $1191873.16        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-03-01      | 7.0000%  | 7.0000% | $3761220.00        | $3975458.57        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-03-01      | 6.5000%  | 6.5000% | $1498674.00        | $1227396.01        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-03-01      | 6.5000%  | 6.5000% | $1574496.00        | $1364462.83        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-03-01      | 5.5000%  | 5.5000% | $1196690.00        | $997279.59         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-04-01      | 6.0000%  | 6.0000% | $12243936.00       | $11547547.74       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-02-01      | 2.0000%  | 2.0000% | $100000.00         | $55280.33          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-03-01      | 2.6090%  | 2.6090% | $3539116.00        | $2829461.30        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2029-06-01      | 3.1000%  | 3.1000% | $4000000.00        | $3847548.88        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-07-01      | 2.5000%  | 2.5000% | $1357056.00        | $576896.51         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-03-01      | 3.5000%  | 3.5000% | $1842920.00        | $1321916.13        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-08-01      | 2.0000%  | 2.0000% | $3435000.00        | $1664458.17        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-10-01      | 3.0000%  | 3.0000% | $560000.00         | $201237.20         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-09-01      | 3.5000%  | 3.5000% | $118714.00         | $55557.30          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-08-01      | 3.5000%  | 3.5000% | $18972544.00       | $9708991.72        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-11-01      | 2.0000%  | 2.0000% | $12043872.00       | $8187257.10        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-10-01      | 2.5000%  | 2.5000% | $1166230.00        | $755490.57         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-12-01      | 3.0000%  | 3.0000% | $1089550.00        | $868956.18         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-03-01      | 5.0000%  | 5.0000% | $5497952.00        | $4868676.62        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-05-01      | 6.0000%  | 6.0000% | $23463008.00       | $19461909.00       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-01-01      | 8.0000%  | 8.0000% | $8817344.00        | $3783536.03        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-08-01      | 7.0000%  | 7.0000% | $1644556.00        | $1719295.04        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-01-01      | 4.5000%  | 4.5000% | $929444.00         | $760083.72         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2039-06-01      | 6.0000%  | 6.0000% | $1256092.00        | $1169747.12        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2039-07-01      | 6.0000%  | 6.0000% | $1301156.00        | $1180232.39        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2039-08-01      | 5.5000%  | 5.5000% | $2829172.00        | $2206062.64        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-08-01      | 8.0000%  | 8.0000% | $1098870.00        | $1120445.82        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-09-01      | 5.5000%  | 5.5000% | $19034624.00       | $17797873.84       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-10-01      | 6.5000%  | 6.5000% | $1675000.00        | $1622638.57        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-01      | 7.0000%  | 7.0000% | $17268288.00       | $18416302.96       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-10-01      | 5.5000%  | 5.5000% | $3046556.00        | $3039323.90        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-01-01      | 5.0000%  | 5.0000% | $50142336.00       | $48419519.68       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-01-01      | 5.5000%  | 5.5000% | $2503856.00        | $2499079.50        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-02-01      | 5.0000%  | 5.0000% | $14525744.00       | $14196512.85       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-02-01      | 7.0000%  | 7.0000% | $1140000.00        | $1191515.37        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-11-01      | 2.0000%  | 2.0000% | $1000000.00        | $614480.57         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-11-01      | 4.0000%  | 4.0000% | $290000.00         | $240520.62         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-11-01      | 3.5000%  | 3.5000% | $1223594.00        | $727495.82         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-02-01      | 6.5000%  | 6.5000% | $1925588.00        | $1355413.83        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2042-06-01      | 3.5000%  | 3.5000% | $2410936.00        | $2004122.89        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-01-01      | 5.0000%  | 5.0000% | $1520000.00        | $1387430.21        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-01-01      | 6.0000%  | 6.0000% | $720357.00         | $579295.83         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-01-01      | 6.5000%  | 6.5000% | $1758916608.00     | $1140753497.54     | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2039-01-01      | 6.0000%  | 6.0000% | $122541.00         | $63551.32          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-01-01      | 4.5000%  | 4.5000% | $7820616.00        | $6945168.75        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2039-07-01      | 5.5000%  | 5.5000% | $90944896.00       | $65443114.83       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2044-07-01      | 6.5000%  | 6.5000% | $143920.00         | $95757.92          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-07-01      | 5.5000%  | 5.5000% | $99891712.00       | $90228150.99       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2034-07-01      | 6.0000%  | 6.0000% | $222988.00         | $143477.77         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2039-09-01      | 4.5000%  | 4.5000% | $1213940.00        | $1071275.10        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2039-08-01      | 4.5000%  | 4.5000% | $3002204.00        | $2677739.70        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2039-09-01      | 6.0000%  | 6.0000% | $26713.00          | $20935.63          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-01      | 6.5000%  | 6.5000% | $4672512.00        | $4267374.44        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-04-01      | 5.5000%  | 5.5000% | $1386500.00        | $1410205.03        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-04-01      | 6.0000%  | 6.0000% | $1276382.00        | $1317519.96        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-04-01      | 5.0000%  | 5.0000% | $4274952.00        | $4261038.67        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-03-01      | 3.0000%  | 3.0000% | $3003568.00        | $2142533.82        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-04-01      | 3.5000%  | 3.5000% | $100000.00         | $59337.19          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-04-01      | 3.5000%  | 3.5000% | $42000.00          | $23632.89          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-01-01      | 6.0000%  | 6.0000% | $1055212.00        | $1075900.83        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2038-06-01      | 3.0000%  | 3.0000% | $169757.00         | $135981.59         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2042-04-01      | 2.0000%  | 2.0000% | $1000000.00        | $665684.66         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-04-01      | 2.5000%  | 2.5000% | $1785334.00        | $1232647.27        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-04-01      | 3.5000%  | 3.5000% | $1027136.00        | $788461.89         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-07-01      | 2.5000%  | 2.5000% | $1667184.00        | $1157640.46        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-07-01      | 4.0000%  | 4.0000% | $253756.00         | $196925.48         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-07-01      | 4.0000%  | 4.0000% | $1768074.00        | $1241316.07        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-09-01      | 5.0000%  | 5.0000% | $119160160.00      | $92408965.04       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-10-01      | 4.5000%  | 4.5000% | $41549.00          | $31044.81          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-08-01      | 4.0000%  | 4.0000% | $1010832.00        | $902339.35         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2043-05-01      | 6.5000%  | 6.5000% | $2287628.00        | $2010695.75        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-01-01      | 3.5000%  | 3.5000% | $513163.00         | $423019.59         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-08-01      | 6.0000%  | 6.0000% | $648130.00         | $401805.17         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-09-01      | 4.0000%  | 4.0000% | $37388.00          | $28929.60          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-07-01      | 5.0000%  | 5.0000% | $2105224.00        | $1989299.72        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-08-01      | 5.0000%  | 5.0000% | $2669208.00        | $1720749.36        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-08-01      | 5.0000%  | 5.0000% | $151316.00         | $110562.83         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-08-01      | 5.0000%  | 5.0000% | $2323444.00        | $1989920.61        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-10-01      | 5.0000%  | 5.0000% | $2776464.00        | $2103880.50        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-09-01      | 5.0000%  | 5.0000% | $10132368.00       | $8142073.73        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-10-01      | 4.5000%  | 4.5000% | $22221344.00       | $17899372.30       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-09-01      | 5.5000%  | 5.5000% | $450101.00         | $439925.91         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-10-01      | 4.5000%  | 4.5000% | $6300000.00        | $4817878.91        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-10-01      | 4.5000%  | 4.5000% | $1022186.00        | $847602.88         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-02-01      | 6.5000%  | 6.5000% | $458851.00         | $383156.18         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-10-01      | 5.5000%  | 5.5000% | $1503754.00        | $1165763.50        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-09-01      | 5.0000%  | 5.0000% | $1255388.00        | $1090479.70        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-04-01      | 6.5000%  | 6.5000% | $1153660.00        | $1183585.82        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-04-01      | 6.5000%  | 6.5000% | $1913304.00        | $1840583.03        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-05-01      | 5.0000%  | 5.0000% | $149576.00         | $137586.32         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-09-01      | 6.5000%  | 6.5000% | $2137104.00        | $2119409.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-08-01      | 5.5000%  | 5.5000% | $866570.00         | $843642.85         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2039-05-01      | 5.5000%  | 5.5000% | $1037500.00        | $1003371.37        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-05-01      | 5.5000%  | 5.5000% | $8871392.00        | $8462024.02        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-06-01      | 6.5000%  | 6.5000% | $1075700.00        | $1112071.40        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-11-01      | 5.0000%  | 5.0000% | $116833.00         | $81029.38          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-11-01      | 5.5000%  | 5.5000% | $211000.00         | $156998.66         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-11-01      | 6.0000%  | 6.0000% | $205000.00         | $146139.41         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-10-01      | 5.5000%  | 5.5000% | $100000.00         | $77128.01          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-06-01      | 5.0000%  | 5.0000% | $750000.00         | $572641.15         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-10-01      | 5.0000%  | 5.0000% | $1811572.00        | $1705713.30        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-10-01      | 3.5000%  | 3.5000% | $40116.00          | $23046.07          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-10-01      | 5.5000%  | 5.5000% | $1050000.00        | $734592.36         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-11-01      | 4.0000%  | 4.0000% | $458572.00         | $347903.49         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-11-01      | 5.5000%  | 5.5000% | $3181696.00        | $2852850.38        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-09-01      | 5.0000%  | 5.0000% | $1546750.00        | $1494557.23        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-11-01      | 6.5000%  | 6.5000% | $1002000.00        | $228436.33         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-01-01      | 4.5000%  | 4.5000% | $1162174.00        | $960229.92         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-12-01      | 6.5000%  | 6.5000% | $657295.00         | $535596.93         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-08-01      | 5.5000%  | 5.5000% | $2690556.00        | $2457265.09        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-02-01      | 5.5000%  | 5.5000% | $4298100.00        | $2378521.28        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-01-01      | 5.0000%  | 5.0000% | $3684220.00        | $2739801.06        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-01-01      | 6.0000%  | 6.0000% | $2569672.00        | $1389203.15        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-01-01      | 6.0000%  | 6.0000% | $5361656.00        | $4276055.72        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-01-01      | 6.5000%  | 6.5000% | $1155510.00        | $874813.61         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-02-01      | 6.0000%  | 6.0000% | $3687040.00        | $2631174.82        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-01-01      | 6.0000%  | 6.0000% | $49210496.00       | $31302914.44       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-02-01      | 4.5000%  | 4.5000% | $2361528.00        | $1654130.65        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-01      | 4.5000%  | 4.5000% | $1412032.00        | $1050273.99        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-02-01      | 6.5000%  | 6.5000% | $412410.00         | $340147.45         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-02-01      | 5.5000%  | 5.5000% | $400000.00         | $316906.96         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-01      | 5.0000%  | 5.0000% | $9232000.00        | $7920595.49        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-01      | 4.5000%  | 4.5000% | $59174.00          | $55307.25          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-02-01      | 5.0000%  | 5.0000% | $202463.00         | $193289.26         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-02-01      | 5.5000%  | 5.5000% | $1054528.00        | $975970.19         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-02-01      | 6.5000%  | 6.5000% | $1311376.00        | $1045943.14        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-03-01      | 5.5000%  | 5.5000% | $4081976.00        | $3305865.82        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-01      | 4.5000%  | 4.5000% | $4345992.00        | $3381872.84        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-01      | 5.0000%  | 5.0000% | $2002636.00        | $1734981.43        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-03-01      | 5.5000%  | 5.5000% | $523030.00         | $384791.57         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-01      | 5.5000%  | 5.5000% | $1775434.00        | $1258959.60        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-01      | 5.5000%  | 5.5000% | $4015072.00        | $3541970.99        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2038-03-01      | 5.0000%  | 5.0000% | $1054266.00        | $694302.17         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-01      | 6.5000%  | 6.5000% | $1082026.00        | $1096680.55        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-01      | 6.0000%  | 6.0000% | $4133520.00        | $2234470.18        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-05-01      | 4.5000%  | 4.5000% | $897959.00         | $760218.17         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-01      | 5.0000%  | 5.0000% | $4419384.00        | $3475768.24        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-05-01      | 4.5000%  | 4.5000% | $2385624.00        | $2070501.43        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-05-01      | 4.5000%  | 4.5000% | $4217000.00        | $3718355.89        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-05-01      | 5.5000%  | 5.5000% | $2178724.00        | $1378441.06        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-01      | 5.5000%  | 5.5000% | $2129208.00        | $2094745.97        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2038-05-01      | 4.0000%  | 4.0000% | $1051082.00        | $535298.91         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-08-01      | 5.0000%  | 5.0000% | $1901762.00        | $1813500.62        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-06-01      | 4.5000%  | 4.5000% | $47928.00          | $32562.36          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-06-01      | 6.5000%  | 6.5000% | $2015404.00        | $1824412.74        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-05-01      | 5.5000%  | 5.5000% | $3176000.00        | $3079233.01        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-06-01      | 5.5000%  | 5.5000% | $7636510.00        | $6390245.92        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-05-01      | 5.5000%  | 5.5000% | $1509532.00        | $1463161.00        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2039-11-01      | 4.0000%  | 4.0000% | $20593280.00       | $18857269.47       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2039-11-01      | 5.5000%  | 5.5000% | $1800222.00        | $1557274.60        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2044-11-01      | 5.0000%  | 5.0000% | $346500.00         | $314799.29         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-01-01      | 5.5000%  | 5.5000% | $137000.00         | $121380.86         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-01      | 3.5000%  | 3.5000% | $21000.00          | $18340.42          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-02-01      | 4.5000%  | 4.5000% | $32121792.00       | $29940637.90       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2045-02-01      | 4.5000%  | 4.5000% | $20166432.00       | $19077663.27       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2034-12-01      | 4.5000%  | 4.5000% | $100000.00         | $91984.38          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-01      | 4.0000%  | 4.0000% | $372002.00         | $339029.83         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-04-01      | 4.0000%  | 4.0000% | $3263816.00        | $3160023.43        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-01      | 4.0000%  | 4.0000% | $31380192.00       | $29151213.29       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-01      | 6.5000%  | 6.5000% | $712269824.00      | $730858756.06      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-01      | 4.5000%  | 4.5000% | $2626116.00        | $2516273.44        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-06-01      | 4.0000%  | 4.0000% | $13962192.00       | $13674741.49       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-06-01      | 5.0000%  | 5.0000% | $97731800.00       | $98738709.03       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-06-01      | 6.5000%  | 6.5000% | $308000.00         | $321530.47         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2054-10-01      | 5.6500%  | 5.6500% | $4423760.00        | $3847592.08        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-08-01      | 3.5000%  | 3.5000% | $3920832.00        | $3049578.87        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-06-01      | 4.0000%  | 4.0000% | $922812.00         | $702194.50         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-07-01      | 2.5000%  | 2.5000% | $1422216.00        | $812942.69         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-01-01      | 2.0000%  | 2.0000% | $1000000.00        | $658474.68         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2042-08-01      | 3.5000%  | 3.5000% | $4000000.00        | $2714653.36        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-09-01      | 4.5000%  | 4.5000% | $135000.00         | $106148.55         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-04-01      | 4.5000%  | 4.5000% | $205000.00         | $116084.78         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-02-01      | 2.0000%  | 2.0000% | $2550000.00        | $1699916.57        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-10-01      | 5.0000%  | 5.0000% | $15251000.00       | $12345076.62       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-10-01      | 4.5000%  | 4.5000% | $146600.00         | $114456.91         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-10-01      | 5.5000%  | 5.5000% | $250000.00         | $197788.69         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-05-01      | 2.0000%  | 2.0000% | $523535.00         | $363819.82         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-07-01      | 4.0000%  | 4.0000% | $10141180.00       | $7486692.10        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-04-01      | 3.0000%  | 3.0000% | $261000.00         | $189963.00         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-11-01      | 6.5000%  | 6.5000% | $72188.00          | $55250.73          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-06-01      | 3.5000%  | 3.5000% | $321000.00         | $236905.86         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-11-01      | 4.5000%  | 4.5000% | $236000.00         | $145355.11         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-04-01      | 2.0000%  | 2.0000% | $2406276.00        | $1563552.62        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-11-01      | 5.0000%  | 5.0000% | $2040000.00        | $1662367.18        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-12-01      | 6.0000%  | 6.0000% | $600000.00         | $463445.18         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-06-01      | 2.5000%  | 2.5000% | $816000.00         | $588011.58         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-10-01      | 4.5000%  | 4.5000% | $548485.00         | $448053.11         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-05-01      | 5.0000%  | 5.0000% | $32942144.00       | $28639979.64       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-01-01      | 6.5000%  | 6.5000% | $475000.00         | $234980.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-11-01      | 5.5000%  | 5.5000% | $1934000.00        | $1419449.36        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-05-01      | 3.0000%  | 3.0000% | $87750.00          | $64359.41          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-05-01      | 3.5000%  | 3.5000% | $360000.00         | $236504.70         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-04-01      | 4.5000%  | 4.5000% | $16739264.00       | $12661910.02       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-02-01      | 4.5000%  | 4.5000% | $633000.00         | $481899.66         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-03-01      | 5.5000%  | 5.5000% | $46458432.00       | $41583970.29       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-02-01      | 5.0000%  | 5.0000% | $400000.00         | $336787.34         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-03-01      | 2.0000%  | 2.0000% | $125000.00         | $82944.39          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-01      | 5.0000%  | 5.0000% | $490000.00         | $392863.94         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-01      | 5.5000%  | 5.5000% | $100000.00         | $82473.18          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-03-01      | 5.5000%  | 5.5000% | $132000.00         | $112855.64         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-09-01      | 4.0000%  | 4.0000% | $1500000.00        | $1142519.62        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-09-01      | 3.5000%  | 3.5000% | $1650000.00        | $1231184.52        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-01      | 5.5000%  | 5.5000% | $10367020.00       | $8773187.24        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-01      | 6.5000%  | 6.5000% | $20777000.00       | $16912976.72       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-01      | 5.0000%  | 5.0000% | $500000.00         | $431550.73         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-01      | 6.0000%  | 6.0000% | $600000.00         | $481333.35         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-10-01      | 4.0000%  | 4.0000% | $23035200.00       | $15765176.33       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-05-01      | 5.5000%  | 5.5000% | $89144832.00       | $76987944.94       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-05-01      | 5.5000%  | 5.5000% | $100000.00         | $81800.53          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-05-01      | 6.5000%  | 6.5000% | $1036846.00        | $796625.02         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-01      | 6.5000%  | 6.5000% | $9738688.00        | $7020591.32        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-05-01      | 5.0000%  | 5.0000% | $160000.00         | $143381.65         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-06-01      | 5.5000%  | 5.5000% | $500000.00         | $413953.80         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-06-01      | 6.0000%  | 6.0000% | $100000.00         | $81113.11          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-05-01      | 5.5000%  | 5.5000% | $100000.00         | $77401.79          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-06-01      | 5.5000%  | 5.5000% | $3982508.00        | $3329808.20        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2038-02-01      | 4.0000%  | 4.0000% | $2361208.00        | $1792780.13        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-09-01      | 6.0000%  | 6.0000% | $46298.00          | $39078.98          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2043-01-01      | 4.5000%  | 4.5000% | $3586192.00        | $2791731.13        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-01      | 4.0000%  | 4.0000% | $3351560.00        | $2745745.98        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-06-01      | 4.5000%  | 4.5000% | $253949.00         | $200792.75         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-09-01      | 6.5000%  | 6.5000% | $44100352.00       | $32727080.80       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-08-01      | 6.5000%  | 6.5000% | $5000000.00        | $3887094.97        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-08-01      | 6.0000%  | 6.0000% | $1868628.00        | $1680493.19        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-04-01      | 3.5000%  | 3.5000% | $8880080.00        | $6932690.45        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-09-01      | 5.0000%  | 5.0000% | $1545000.00        | $1352176.43        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-10-01      | 5.5000%  | 5.5000% | $35015936.00       | $30941721.98       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2042-08-01      | 2.0000%  | 2.0000% | $600000.00         | $461579.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-11-01      | 6.5000%  | 6.5000% | $8382400.00        | $6846978.58        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-12-01      | 4.0000%  | 4.0000% | $1500000.00        | $1215358.74        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-10-01      | 5.0000%  | 5.0000% | $397331.00         | $319907.39         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-12-01      | 6.5000%  | 6.5000% | $1000000.00        | $811565.78         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-10-01      | 5.5000%  | 5.5000% | $500000.00         | $445143.31         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-09-01      | 3.5000%  | 3.5000% | $18477216.00       | $15117629.14       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-12-01      | 3.5000%  | 3.5000% | $157000.00         | $131397.09         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-11-01      | 5.5000%  | 5.5000% | $38730000.00       | $36790923.28       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-01-01      | 6.5000%  | 6.5000% | $1800000.00        | $1529826.72        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-12-01      | 6.5000%  | 6.5000% | $21165344.00       | $19031855.71       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-02-01      | 5.5000%  | 5.5000% | $260000.00         | $228376.67         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-11-01      | 5.5000%  | 5.5000% | $17972736.00       | $16040105.38       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-11-01      | 3.5000%  | 3.5000% | $70041216.00       | $57767854.48       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-05-01      | 4.5000%  | 4.5000% | $12534640.00       | $10698111.18       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2042-04-01      | 2.5000%  | 2.5000% | $187000.00         | $147154.90         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-05-01      | 3.0000%  | 3.0000% | $750000.00         | $606809.00         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-09-01      | 4.5000%  | 4.5000% | $26558464.00       | $24107231.41       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2042-08-01      | 2.0000%  | 2.0000% | $300000.00         | $232494.89         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-03-01      | 5.5000%  | 5.5000% | $620000.00         | $567607.58         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-09-01      | 3.5000%  | 3.5000% | $35579520.00       | $28917773.60       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2039-04-01      | 5.5000%  | 5.5000% | $2600000.00        | $2122049.12        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-03-01      | 6.5000%  | 6.5000% | $170770.00         | $146879.28         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-04-01      | 5.0000%  | 5.0000% | $820000.00         | $753955.64         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2039-04-01      | 6.0000%  | 6.0000% | $460000.00         | $367191.84         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-06-01      | 6.5000%  | 6.5000% | $109781.00         | $91752.02          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-09-01      | 3.5000%  | 3.5000% | $72489088.00       | $61124934.81       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-05-01      | 4.5000%  | 4.5000% | $10793520.00       | $9738183.89        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-06-01      | 4.0000%  | 4.0000% | $12692848.00       | $11305789.97       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-07-01      | 5.5000%  | 5.5000% | $1200000.00        | $1115262.20        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2038-07-01      | 6.0000%  | 6.0000% | $250000.00         | $198456.65         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-08-01      | 2.5000%  | 2.5000% | $93777280.00       | $78003532.67       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2042-08-01      | 2.0000%  | 2.0000% | $1800000.00        | $1419270.39        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-12-01      | 5.0000%  | 5.0000% | $2569112.00        | $2280082.21        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-01      | 4.5000%  | 4.5000% | $14586272.00       | $13146114.53       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-08-01      | 6.0000%  | 6.0000% | $28788160.00       | $25099531.68       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-06-01      | 4.5000%  | 4.5000% | $52048640.00       | $47614850.90       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2032-07-01      | 1.5000%  | 1.5000% | $22552544.00       | $18497865.29       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-09-01      | 5.0000%  | 5.0000% | $38584040.00       | $35174853.17       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-02-01      | 5.0000%  | 5.0000% | $43453.00          | $39988.80          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-08-01      | 5.5000%  | 5.5000% | $30208608.00       | $28528720.56       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-10-01      | 5.5000%  | 5.5000% | $300000.00         | $287372.73         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-10-01      | 5.5000%  | 5.5000% | $7225330.00        | $6983164.42        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-08-01      | 6.0000%  | 6.0000% | $9960368.00        | $9609573.62        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-09-01      | 4.0000%  | 4.0000% | $98335872.00       | $86351125.86       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-01-01      | 6.0000%  | 6.0000% | $19044736.00       | $16578658.63       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-09-01      | 6.0000%  | 6.0000% | $650000.00         | $598456.96         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-25      | 6.5000%  | 6.5000% | $101712640.00      | $101564516.99      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2039-09-25      | 6.0000%  | 6.0000% | $10773020.00       | $8455995.74        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-02-01      | 6.5000%  | 6.5000% | $1009998.00        | $1042871.13        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-02-01      | 5.0000%  | 5.0000% | $14433424.00       | $14035956.16       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-03-01      | 6.0000%  | 6.0000% | $2958544.00        | $3030743.13        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-01      | 7.0000%  | 7.0000% | $18471296.00       | $17427041.91       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-05-01      | 5.5000%  | 5.5000% | $5900400.00        | $5877710.83        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-01      | 7.0000%  | 7.0000% | $52271296.00       | $55661582.79       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-04-01      | 5.5000%  | 5.5000% | $14051376.00       | $14381352.27       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2039-01-01      | 6.5000%  | 6.5000% | $1110914.00        | $563071.19         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-10-01      | 7.5000%  | 7.5000% | $1500000.00        | $12376.88          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2033-11-01      | 5.5000%  | 5.5000% | $574000.00         | $7819.65           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2033-12-01      | 5.5000%  | 5.5000% | $1909000.00        | $41178.48          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2028-06-01      | 2.5000%  | 2.5000% | $7500000.00        | $372200.18         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2032-12-01      | 4.0000%  | 4.0000% | $210000.00         | $19630.50          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-05-01      | 6.0000%  | 6.0000% | $757568.00         | $8829.28           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-07-01      | 5.5000%  | 5.5000% | $5398472.00        | $254934.08         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2039-05-01      | 5.0000%  | 5.0000% | $7500000.00        | $319486.32         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-01-01      | 4.9930%  | 4.9930% | $11219040.00       | $404465.10         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2038-07-01      | 5.5000%  | 5.5000% | $30000000.00       | $183788.49         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2038-06-01      | 5.5000%  | 5.5000% | $10776608.00       | $74638.90          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-08-01      | 5.5000%  | 5.5000% | $820000.00         | $22576.32          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2031-04-01      | 4.5000%  | 4.5000% | $1336000.00        | $53532.77          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-07-01      | 4.5000%  | 4.5000% | $275000.00         | $20880.44          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2042-06-01      | 3.5000%  | 3.5000% | $44930000.00       | $7881020.12        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2042-12-01      | 3.5000%  | 3.5000% | $200000.00         | $20059.68          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2042-10-01      | 3.5000%  | 3.5000% | $238323.00         | $22890.81          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2033-04-01      | 3.5000%  | 3.5000% | $200000.00         | $27326.99          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2039-07-01      | 5.0000%  | 5.0000% | $1938000.00        | $44363.25          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2041-06-01      | 5.5000%  | 5.5000% | $1113878.00        | $34090.10          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2031-05-01      | 4.5000%  | 4.5000% | $4500000.00        | $147727.21         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2043-11-01      | 4.5000%  | 4.5000% | $2600000.00        | $418017.09         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2031-11-01      | 4.5000%  | 4.5000% | $2100000.00        | $108859.79         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2032-01-01      | 3.5000%  | 3.5000% | $915000.00         | $45752.50          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2043-09-01      | 3.5000%  | 3.5000% | $97513.00          | $10522.34          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2043-08-01      | 4.5000%  | 4.5000% | $3700000.00        | $615680.70         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2046-05-01      | 2.5000%  | 2.5000% | $1337884.00        | $492965.40         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2044-02-01      | 3.5000%  | 3.5000% | $7000000.00        | $297947.40         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-01-01      | 3.5000%  | 3.5000% | $1357000.00        | $136586.72         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-08-01      | 3.5000%  | 3.5000% | $80000.00          | $11864.77          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-10-01      | 4.5000%  | 4.5000% | $500000000.00      | $42798019.46       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2033-11-01      | 3.5000%  | 3.5000% | $311000.00         | $24751.77          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2038-11-01      | 4.5000%  | 4.5000% | $1211768.00        | $150634.20         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-11-01      | 4.5000%  | 4.5000% | $6400000.00        | $407343.15         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2046-08-01      | 2.5000%  | 2.5000% | $3590000.00        | $659154.62         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-12-01      | 2.5000%  | 2.5000% | $400000.00         | $62594.52          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2046-12-01      | 3.0000%  | 3.0000% | $6117000.00        | $635401.86         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2031-12-01      | 2.0000%  | 2.0000% | $51000.00          | $8943.34           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2046-11-01      | 3.0000%  | 3.0000% | $493400.00         | $203809.17         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-01-01      | 3.0000%  | 3.0000% | $225000.00         | $27020.70          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-03-01      | 3.5000%  | 3.5000% | $43000.00          | $6914.63           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-06-01      | 4.0000%  | 4.0000% | $24620640.00       | $2615281.78        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-07-01      | 3.0000%  | 3.0000% | $31000.00          | $5383.85           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-07-01      | 4.0000%  | 4.0000% | $3513456.00        | $355700.09         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-10-01      | 3.5000%  | 3.5000% | $1048328.00        | $270372.14         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-10-01      | 4.5000%  | 4.5000% | $50000.00          | $9743.72           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-01-01      | 4.0000%  | 4.0000% | $16205000.00       | $1995801.33        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-01-01      | 4.5000%  | 4.5000% | $78482.00          | $9801.28           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-04-01      | 4.0000%  | 4.0000% | $2411364.00        | $248758.15         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-04-01      | 3.0000%  | 3.0000% | $675441.00         | $49418.44          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-04-01      | 3.0000%  | 3.0000% | $569141.00         | $132133.31         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-06-01      | 4.0000%  | 4.0000% | $265924096.00      | $23021479.09       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-06-01      | 4.5000%  | 4.5000% | $307877.00         | $29558.22          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2038-07-01      | 3.5000%  | 3.5000% | $3585524.00        | $406110.50         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2033-09-01      | 3.5000%  | 3.5000% | $2431380.00        | $201649.27         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-06-01      | 2.0000%  | 2.0000% | $205000000.00      | $125160986.69      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-07-01      | 2.5000%  | 2.5000% | $931712.00         | $499796.42         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2041-07-01      | 2.0000%  | 2.0000% | $34117000.00       | $20590611.63       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-09-01      | 1.5000%  | 1.5000% | $300000.00         | $184547.90         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2041-10-01      | 2.0000%  | 2.0000% | $1260000.00        | $781227.90         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-11-01      | 3.5000%  | 3.5000% | $13000.00          | $6865.00           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-11-01      | 1.5000%  | 1.5000% | $8883312.00        | $5424127.89        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2041-11-01      | 1.5000%  | 1.5000% | $1540000.00        | $959567.60         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2041-11-01      | 2.0000%  | 2.0000% | $700000.00         | $439461.09         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-05-01      | 3.0000%  | 3.0000% | $8000000.00        | $332660.96         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-05-01      | 3.0000%  | 3.0000% | $16158000.00       | $739287.07         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-08-01      | 4.5000%  | 4.5000% | $6000000.00        | $327969.68         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-10-01      | 4.5000%  | 4.5000% | $1668108.00        | $210902.56         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-11-01      | 2.5000%  | 2.5000% | $2692000.00        | $549875.23         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2039-10-01      | 5.0000%  | 5.0000% | $1120888.00        | $230468.58         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-01-01      | 3.0000%  | 3.0000% | $48647.00          | $8091.85           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-03-01      | 2.5000%  | 2.5000% | $12959376.00       | $1533285.38        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-04-01      | 3.0000%  | 3.0000% | $560155.00         | $63201.63          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-05-01      | 3.0000%  | 3.0000% | $44000.00          | $12368.37          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-05-01      | 2.5000%  | 2.5000% | $2490000.00        | $438086.21         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-09-01      | 1.5000%  | 1.5000% | $1556458.00        | $644808.24         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-09-01      | 5.0000%  | 5.0000% | $394268.00         | $77451.54          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-10-01      | 2.5000%  | 2.5000% | $1495000.00        | $542497.72         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-12-01      | 1.5000%  | 1.5000% | $103777000.00      | $57419018.13       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-12-01      | 3.0000%  | 3.0000% | $653415.00         | $184010.13         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2041-02-01      | 2.0000%  | 2.0000% | $178000.00         | $99175.98          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-04-01      | 1.5000%  | 1.5000% | $150000.00         | $80790.60          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-03-01      | 1.5000%  | 1.5000% | $17480000.00       | $9069631.93        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-03-01      | 1.5000%  | 1.5000% | $80000.00          | $45941.94          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-03-01      | 2.0000%  | 2.0000% | $28612896.00       | $16221074.50       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-05-01      | 1.5000%  | 1.5000% | $1100000.00        | $602291.80         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2041-05-01      | 2.0000%  | 2.0000% | $15937024.00       | $9527913.09        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-05-01      | 3.0000%  | 3.0000% | $2764084.00        | $1283012.90        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-04-01      | 4.0000%  | 4.0000% | $437125.00         | $98786.18          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-06-01      | 1.5000%  | 1.5000% | $101932.00         | $60806.16          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-02-01      | 6.0000%  | 6.0000% | $2352236.00        | $1864816.49        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2044-01-01      | 7.5000%  | 7.5000% | $1115634.00        | $629829.00         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-02-01      | 4.5000%  | 4.5000% | $3107000.00        | $2789890.84        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-03-01      | 6.0000%  | 6.0000% | $4500000.00        | $3650755.68        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2039-05-01      | 6.0000%  | 6.0000% | $58000.00          | $41828.00          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-05-01      | 6.5000%  | 6.5000% | $1000000.00        | $709888.56         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2041-12-01      | 2.0000%  | 2.0000% | $14713000.00       | $9496494.39        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-01-01      | 2.5000%  | 2.5000% | $10992304.00       | $6369331.18        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-02-01      | 2.5000%  | 2.5000% | $1487674.00        | $874693.90         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-03-01      | 2.0000%  | 2.0000% | $4461888.00        | $2790327.42        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-01-01      | 3.5000%  | 3.5000% | $967000.00         | $693201.83         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-04-01      | 2.5000%  | 2.5000% | $537000.00         | $368000.57         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2042-04-01      | 2.0000%  | 2.0000% | $2685000.00        | $1819934.78        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-05-01      | 3.0000%  | 3.0000% | $354000.00         | $255572.86         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-06-01      | 3.5000%  | 3.5000% | $11000.00          | $6721.45           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-07-01      | 4.0000%  | 4.0000% | $37142.00          | $22495.20          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2042-08-01      | 2.5000%  | 2.5000% | $1000000.00        | $757162.74         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-10-01      | 4.5000%  | 4.5000% | $2603144.00        | $2037295.17        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2042-09-01      | 4.5000%  | 4.5000% | $447692.00         | $302107.18         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-09-01      | 4.0000%  | 4.0000% | $727590.00         | $635435.24         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-12-01      | 4.5000%  | 4.5000% | $50000.00          | $33079.31          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-12-01      | 5.0000%  | 5.0000% | $146149000.00      | $119055614.70      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-12-01      | 6.5000%  | 6.5000% | $2019000.00        | $1402042.97        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2038-03-01      | 4.5000%  | 4.5000% | $80000.00          | $51779.40          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-01      | 5.0000%  | 5.0000% | $164485888.00      | $137052097.68      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-03-01      | 3.5000%  | 3.5000% | $84000.00          | $66870.89          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2038-02-01      | 6.5000%  | 6.5000% | $1394536.00        | $959399.51         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2038-06-01      | 4.5000%  | 4.5000% | $157000.00         | $111352.58         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-06-01      | 6.5000%  | 6.5000% | $6157088.00        | $4501356.33        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2043-05-01      | 6.5000%  | 6.5000% | $2301772.00        | $434060.18         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2033-06-01      | 5.0000%  | 5.0000% | $340000.00         | $190957.21         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-01      | 6.5000%  | 6.5000% | $1507006.00        | $1083454.29        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-09-01      | 4.5000%  | 4.5000% | $4178288.00        | $3677896.12        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-09-01      | 5.0000%  | 5.0000% | $498271.00         | $432736.26         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-09-01      | 6.0000%  | 6.0000% | $6860000.00        | $5440200.81        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2038-08-01      | 5.0000%  | 5.0000% | $20000.00          | $14148.57          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2043-08-01      | 4.5000%  | 4.5000% | $342004.00         | $273903.20         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-10-01      | 5.5000%  | 5.5000% | $803000.00         | $685032.57         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-10-01      | 6.0000%  | 6.0000% | $2200000.00        | $1738431.13        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-09-01      | 6.5000%  | 6.5000% | $24560224.00       | $18202003.70       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2038-09-01      | 5.0000%  | 5.0000% | $1324000.00        | $924298.22         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2038-08-01      | 3.5000%  | 3.5000% | $18000.00          | $13438.66          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2038-10-01      | 6.0000%  | 6.0000% | $3460960.00        | $2087587.11        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-11-01      | 4.5000%  | 4.5000% | $53267072.00       | $46904057.12       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2043-11-01      | 6.5000%  | 6.5000% | $750000.00         | $397264.71         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-12-01      | 3.5000%  | 3.5000% | $46000.00          | $38956.01          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-01-01      | 4.0000%  | 4.0000% | $15000.00          | $13060.27          | Agency Mortgage-Backed Securities |

### Security 96: 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:** 1.1100%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-09-29
- **C.12 - Maturity Date (WAL):** 2025-09-29
- **C.13 - Final Legal Maturity Date:** 2025-09-29
- **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? 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 National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2041-10-25      | 3.5000%  | 3.5000% | $1000000.00        | $877267.44         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2041-10-25      | 4.0000%  | 4.0000% | $14791000.00       | $2949453.52        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-04-25      | 3.5000%  | 3.5000% | $6900000.00        | $1600405.69        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-12-25      | 1.7500%  | 1.7500% | $29743296.00       | $3348791.20        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2043-07-25      | 2.5000%  | 2.5000% | $7522264.00        | $7035896.14        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2045-04-25      | 2.0000%  | 2.0000% | $28680000.00       | $1207418.13        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2046-02-25      | 2.2500%  | 2.2500% | $100000000.00      | $16663567.19       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2027-11-25      | 3.2060%  | 3.2060% | $550000.00         | $440886.55         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2046-10-25      | 3.0000%  | 3.0000% | $6700000.00        | $5807450.56        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2048-01-25      | 3.0000%  | 3.0000% | $8832000.00        | $7724349.44        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-10-25      | 2.5000%  | 2.5000% | $31544440.00       | $7215404.95        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2035-03-25      | 1.7400%  | 1.7400% | $7525000.00        | $6001877.29        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2057-07-25      | 1.2500%  | 1.2500% | $3000000.00        | $1037805.32        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2060-10-25      | 1.5000%  | 1.5000% | $7000000.00        | $2484607.28        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-07-25      | 2.5000%  | 2.5000% | $6772000.00        | $4402131.07        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2046-05-25      | 1.0000%  | 1.0000% | $18110238.00       | $6144541.15        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-04-25      | 2.0000%  | 2.0000% | $5000000.00        | $3305568.90        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-07-25      | 2.0000%  | 2.0000% | $5000000.00        | $3133389.07        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-08-25      | 1.7500%  | 1.7500% | $40450000.00       | $24454107.16       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2038-08-25      | 2.0000%  | 2.0000% | $2000000.00        | $957092.69         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-06-25      | 5.5000%  | 5.5000% | $22704200.00       | $14752198.62       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-09-25      | 5.6050%  | 5.6050% | $30000000.00       | $25860687.31       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-04-25      | 5.0000%  | 5.0000% | $20888384.00       | $19568315.03       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2030-04-25      | 4.4500%  | 4.4500% | $5751000.00        | $5669385.96        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2048-10-25      | 3.5000%  | 3.5000% | $9290736.00        | $8598459.69        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2036-08-25      | 4.5000%  | 4.5000% | $4534832.00        | $4506543.71        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2036-09-25      | 4.0000%  | 4.0000% | $8205000.00        | $8072171.07        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-07-25      | 4.0000%  | 4.0000% | $14689640.00       | $11501932.62       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-03-15      | 3.5000%  | 3.5000% | $4170000.00        | $2408496.70        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-05-15      | 4.0000%  | 4.0000% | $2472020.00        | $2289899.41        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-06-15      | 3.0000%  | 3.0000% | $3281516.00        | $1637820.07        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2032-10-15      | 1.7500%  | 1.7500% | $12588080.00       | $966196.30         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-12-15      | 1.7500%  | 1.7500% | $50000000.00       | $3862543.06        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2041-08-15      | 4.7180%  | 4.7180% | $1500000.00        | $134055.52         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-12-15      | 3.0000%  | 3.0000% | $57660000.00       | $5765816.78        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2043-04-15      | 2.2500%  | 2.2500% | $27896704.00       | $2049543.04        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2033-06-15      | 3.0000%  | 3.0000% | $6489130.00        | $6164333.90        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2043-09-15      | 4.7680%  | 4.7680% | $1760000.00        | $153967.00         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2039-06-15      | 3.0000%  | 3.0000% | $2611260.00        | $2277294.64        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2045-01-15      | 2.0000%  | 2.0000% | $50000000.00       | $3366231.75        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2045-04-15      | 2.5000%  | 2.5000% | $20000000.00       | $1615482.34        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2045-09-15      | 2.5000%  | 2.5000% | $25000000.00       | $2744403.21        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2046-08-15      | 3.0000%  | 3.0000% | $8407000.00        | $5592108.51        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2048-08-15      | 3.0000%  | 3.0000% | $10852192.00       | $598142.47         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2033-07-25      | 2.4590%  | 2.4590% | $3000000.00        | $2533952.58        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-07-25      | 2.0000%  | 2.0000% | $10056192.00       | $5760756.32        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2047-12-15      | 1.0000%  | 1.0000% | $46480576.00       | $12837062.84       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2040-10-15      | 4.0000%  | 4.0000% | $3000000.00        | $1576054.02        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2041-06-25      | 1.5000%  | 1.5000% | $56945840.00       | $29220527.36       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2033-09-25      | 4.7640%  | 4.7640% | $4800000.00        | $4835457.00        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2029-09-25      | 4.7910%  | 4.7910% | $100000.00         | $102582.22         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-02-25      | 5.4550%  | 5.4550% | $7588432.00        | $7207329.47        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2052-08-25      | 5.2500%  | 5.2500% | $2600000.00        | $2558097.58        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-06-25      | 5.0000%  | 5.0000% | $15038624.00       | $13746532.14       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-07-25      | 5.4030%  | 5.4030% | $3900000.00        | $3960190.78        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-06-25      | 8.0170%  | 8.0170% | $20327700.00       | $20105732.27       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2034-06-15      | 6.0000%  | 6.0000% | $10730000.00       | $2137916.84        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2036-07-15      | 6.0000%  | 6.0000% | $12085000.00       | $2690299.97        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2036-09-15      | 6.0000%  | 6.0000% | $14400000.00       | $1915491.10        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2040-01-15      | 5.0000%  | 5.0000% | $7663720.00        | $1393895.81        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2050-09-01      | 2.5000%  | 2.5000% | $146862.00         | $12866.94          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2052-04-01      | 3.0000%  | 3.0000% | $100299.00         | $10023.77          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2058-03-25      | 3.5000%  | 3.5000% | $8000000.00        | $6481795.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2033-11-16      | 5.5000%  | 5.5000% | $25374000.00       | $3548096.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-07-20      | 3.0000%  | 3.0000% | $15000000.00       | $1830980.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2047-05-20      | 3.5000%  | 3.5000% | $3434000.00        | $1266383.49        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-04-16      | 2.1300%  | 2.1300% | $34025000.00       | $10558090.56       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2046-07-20      | 4.8820%  | 4.8820% | $24415160.00       | $6229960.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-09-16      | 3.0000%  | 3.0000% | $9895300.00        | $3779733.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-02-20      | 5.0000%  | 5.0000% | $1015530.00        | $965529.13         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-01-20      | 4.5000%  | 4.5000% | $100000000.00      | $14733057.27       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2063-01-16      | 1.6000%  | 1.6000% | $5000000.00        | $3233823.71        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2065-03-16      | 4.5000%  | 4.5000% | $3668000.00        | $3601498.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2067-04-16      | 3.5000%  | 3.5000% | $10000000.00       | $8146514.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-06-20      | 6.0000%  | 6.0000% | $100000000.00      | $103768566.66      | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-06-20      | 5.0000%  | 5.0000% | $15164880.00       | $14413942.10       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-01-20      | 5.0000%  | 5.0000% | $39015104.00       | $39033510.45       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-02-20      | 4.5000%  | 4.5000% | $100000000.00      | $19914728.61       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-03-20      | 4.5000%  | 4.5000% | $100000000.00      | $22821242.88       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-07-20      | 1.2500%  | 1.2500% | $24377440.00       | $10280449.13       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-04-20      | 2.0000%  | 2.0000% | $4000000.00        | $2214435.23        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-12-20      | 5.3010%  | 5.3010% | $100000000.00      | $42843489.02       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-04-20      | 5.1510%  | 5.1510% | $18161500.00       | $11362132.65       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-09-20      | 5.2510%  | 5.2510% | $30000000.00       | $23847737.07       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-05-20      | 5.1510%  | 5.1510% | $30000000.00       | $19379449.75       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-05-20      | 5.3010%  | 5.3010% | $100000000.00      | $47015754.25       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-06-20      | 5.3010%  | 5.3010% | $100000000.00      | $47430527.63       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-07-20      | 5.3510%  | 5.3510% | $30000000.00       | $25808728.53       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-05-20      | 5.0000%  | 5.0000% | $2000000.00        | $1443544.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-08-20      | 5.3010%  | 5.3010% | $2800000.00        | $2386066.35        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-06-20      | 6.0000%  | 6.0000% | $7495592.00        | $7710860.40        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-11-20      | 6.2010%  | 6.2010% | $25022000.00       | $11046142.23       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-09-20      | 5.7010%  | 5.7010% | $50000000.00       | $20202637.19       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-01-20      | 5.4510%  | 5.4510% | $100000000.00      | $52922648.58       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-12-20      | 5.5000%  | 5.5000% | $7424472.00        | $4542286.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-04-20      | 5.3010%  | 5.3010% | $30000000.00       | $26562143.01       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-04-20      | 5.6510%  | 5.6510% | $4500000.00        | $2538081.94        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-02-20      | 5.5000%  | 5.5000% | $30946528.00       | $20679440.41       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-06-20      | 5.5000%  | 5.5000% | $4481272.00        | $4523416.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-08-20      | 5.4010%  | 5.4010% | $30000000.00       | $27824463.52       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-09-20      | 5.0000%  | 5.0000% | $20000000.00       | $18892205.00       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-11-20      | 5.5010%  | 5.5010% | $23356544.00       | $19798042.38       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-10-20      | 5.5010%  | 5.5010% | $30000000.00       | $29086981.64       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-06-20      | 5.0000%  | 5.0000% | $4012664.00        | $3655995.87        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-02-20      | 4.5000%  | 4.5000% | $2911000.00        | $2707701.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-01-20      | 5.5000%  | 5.5000% | $14457152.00       | $14308959.75       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-10-20      | 3.5000%  | 3.5000% | $26230912.00       | $23939459.50       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2040-12-20      | 2.0000%  | 2.0000% | $31388864.00       | $27370107.85       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-02-20      | 5.3010%  | 5.3010% | $2000000.00        | $1964790.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-07-20      | 5.0000%  | 5.0000% | $7884168.00        | $7477871.42        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-02-20      | 5.2500%  | 5.2500% | $14661328.00       | $14381636.27       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-02-20      | 5.0000%  | 5.0000% | $1500000.00        | $1486765.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-09-20      | 3.5000%  | 3.5000% | $30966880.00       | $28637227.55       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-01-20      | 3.0000%  | 3.0000% | $25382048.00       | $22902043.66       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-07-20      | 5.0000%  | 5.0000% | $9024000.00        | $8930164.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-03-20      | 4.5000%  | 4.5000% | $26047168.00       | $23182422.32       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-02-20      | 5.0000%  | 5.0000% | $2251032.00        | $2076472.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-05-20      | 5.7010%  | 5.7010% | $35000000.00       | $35050788.68       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-01-20      | 4.0000%  | 4.0000% | $17134048.00       | $16553349.35       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-04-20      | 5.0000%  | 5.0000% | $21200032.00       | $20923133.67       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-03-20      | 5.0000%  | 5.0000% | $16545280.00       | $15735103.60       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-04-20      | 3.5000%  | 3.5000% | $11627440.00       | $9491065.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-04-20      | 5.3510%  | 5.3510% | $100000000.00      | $99388997.54       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-04-20      | 5.3510%  | 5.3510% | $33559000.00       | $33414778.68       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-05-20      | 5.8010%  | 5.8010% | $36000000.00       | $35627844.63       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-05-20      | 5.0000%  | 5.0000% | $11164016.00       | $11168005.23       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-05-20      | 5.6510%  | 5.6510% | $50000000.00       | $50002041.17       | Agency Collateralized Mortgage Obligation |

### Security 97: 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:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-07
- **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          | 2038-04-01      | 6.5780%  | 6.5780%  | $25062304.00       | $459878.54         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2037-04-01      | 6.5250%  | 6.5250%  | $23179616.00       | $190622.44         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-05-01      | 5.6390%  | 5.6390%  | $1012000.00        | $813086.29         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2045-06-01      | 4.5000%  | 4.5000%  | $253225.00         | $45568.63          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2032-12-01      | 3.5000%  | 3.5000%  | $1200000.00        | $72635.99          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2047-05-01      | 4.0000%  | 4.0000%  | $125000.00         | $29108.34          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2043-06-01      | 3.5000%  | 3.5000%  | $180000.00         | $28021.88          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2043-09-01      | 7.0000%  | 7.0000%  | $23117600.00       | $214297.62         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2032-11-01      | 6.0000%  | 6.0000%  | $7044671.00        | $193601.41         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-08-01      | 7.0000%  | 7.0000%  | $1022812.00        | $978046.67         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-11-01      | 7.0000%  | 7.0000%  | $1092800.00        | $1050194.92        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-01-01      | 6.5000%  | 6.5000%  | $9131950.00        | $7863517.22        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-12-01      | 5.0000%  | 5.0000%  | $1288156.00        | $1249814.63        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-01-01      | 5.5000%  | 5.5000%  | $2210252.00        | $2117813.15        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-06-01      | 6.0000%  | 6.0000%  | $9228816.00        | $9533674.55        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2046-08-01      | 3.0000%  | 3.0000%  | $580000.00         | $142076.73         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2046-07-01      | 3.0000%  | 3.0000%  | $500000.00         | $70007.06          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2039-07-01      | 6.0000%  | 6.0000%  | $1214148.00        | $211862.84         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2046-08-01      | 4.0000%  | 4.0000%  | $1660000.00        | $324306.74         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-11-01      | 4.0000%  | 4.0000%  | $2000000.00        | $790242.33         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2062-03-01      | 4.0000%  | 4.0000%  | $54055424.00       | $41487532.47       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-07-01      | 3.0000%  | 3.0000%  | $2800000.00        | $428050.31         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-04-01      | 2.5000%  | 2.5000%  | $4737000.00        | $2756155.98        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2032-10-01      | 3.5690%  | 3.5690%  | $80112000.00       | $75359262.10       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-05-01      | 1.5000%  | 1.5000%  | $14804.00          | $9048.60           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-11-01      | 5.5640%  | 5.5640%  | $3432772.00        | $3186070.49        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-01-01      | 4.0000%  | 4.0000%  | $3115484.00        | $2884118.09        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-02-01      | 5.5000%  | 5.5000%  | $4898384.00        | $4932080.56        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-06-01      | 3.5000%  | 3.5000%  | $479346.00         | $348141.59         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-08-01      | 4.5000%  | 4.5000%  | $5000000.00        | $4252098.69        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-09-01      | 5.0000%  | 5.0000%  | $4000000.00        | $3003875.96        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-02-01      | 6.5000%  | 6.5000%  | $3630868.00        | $2279787.46        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-11-01      | 4.5000%  | 4.5000%  | $47000.00          | $13534.71          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-05-01      | 4.0000%  | 4.0000%  | $35714000.00       | $3531541.32        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-06-01      | 4.0000%  | 4.0000%  | $41000.00          | $12288.36          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-09-01      | 3.0000%  | 3.0000%  | $82000.00          | $38129.20          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-12-01      | 4.0000%  | 4.0000%  | $2100000.00        | $602630.13         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-02-01      | 1.0000%  | 1.0000%  | $33104768.00       | $19951399.22       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-10-01      | 2.5000%  | 2.5000%  | $12009000.00       | $8088561.69        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-10-01      | 2.5000%  | 2.5000%  | $75000.00          | $46965.70          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-05-01      | 3.5000%  | 3.5000%  | $13000.00          | $9004.59           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-08-01      | 5.0000%  | 5.0000%  | $106000.00         | $79455.12          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2047-08-01      | 4.0000%  | 4.0000%  | $3375744.00        | $2984122.59        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-11-01      | 5.0000%  | 5.0000%  | $32794816.00       | $31358148.86       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-02-01      | 5.5000%  | 5.5000%  | $373707776.00      | $363995662.86      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-04-01      | 3.0000%  | 3.0000%  | $7393584.00        | $4928687.33        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-02-01      | 3.0000%  | 3.0000%  | $35000.00          | $22053.47          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-08-01      | 4.5000%  | 4.5000%  | $65000.00          | $49419.82          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-05-01      | 3.0000%  | 3.0000%  | $26000.00          | $17025.49          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-06-01      | 4.0000%  | 4.0000%  | $260606.00         | $204012.80         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-08-01      | 4.5000%  | 4.5000%  | $7000.00           | $5586.37           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-06-01      | 3.5000%  | 3.5000%  | $2500000.00        | $1882076.64        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-05-01      | 6.5000%  | 6.5000%  | $2963200.00        | $2228410.45        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-04-01      | 4.5000%  | 4.5000%  | $25787200.00       | $20895739.17       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-10-01      | 4.0000%  | 4.0000%  | $4153000.00        | $3492892.07        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-02-01      | 6.5000%  | 6.5000%  | $88000.00          | $75171.64          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-10-01      | 6.0000%  | 6.0000%  | $5000000.00        | $4117315.43        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-06-01      | 2.0000%  | 2.0000%  | $654000.00         | $506033.40         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-02-01      | 7.0000%  | 7.0000%  | $1208454.00        | $1085887.75        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-02-01      | 5.5000%  | 5.5000%  | $4000000.00        | $94973.66          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2036-09-01      | 2.5000%  | 2.5000%  | $1000000.00        | $148272.60         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2035-06-01      | 2.5000%  | 2.5000%  | $38000.00          | $11317.70          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2044-04-01      | 6.5000%  | 6.5000%  | $14654224.00       | $8560289.06        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-10-01      | 4.0000%  | 4.0000%  | $4671270.00        | $3677267.77        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-11-01      | 5.0000%  | 5.0000%  | $2560376.00        | $2310242.62        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-05-01      | 6.0000%  | 6.0000%  | $472000.00         | $471280.81         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-08-01      | 4.0000%  | 4.0000%  | $2669228.00        | $88387.02          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2048-09-01      | 4.0000%  | 4.0000%  | $199987.00         | $26101.72          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2042-06-01      | 3.5000%  | 3.5000%  | $553000.00         | $68826.72          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2043-04-01      | 3.0000%  | 3.0000%  | $69000.00          | $9928.85           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2046-04-01      | 3.0000%  | 3.0000%  | $560000.00         | $73713.21          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-10-01      | 2.5000%  | 2.5000%  | $73000.00          | $10466.09          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2034-05-01      | 3.5000%  | 3.5000%  | $172288.00         | $24284.33          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2036-02-01      | 2.0000%  | 2.0000%  | $355000.00         | $197680.06         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-10-01      | 2.5000%  | 2.5000%  | $245000.00         | $121757.42         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2049-07-01      | 4.0000%  | 4.0000%  | $58000.00          | $7366.99           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-11-01      | 2.0000%  | 2.0000%  | $100000.00         | $50650.64          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-12-01      | 2.0000%  | 2.0000%  | $100000.00         | $52907.97          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-11-01      | 5.0000%  | 5.0000%  | $740467.00         | $463244.69         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2036-08-01      | 2.0000%  | 2.0000%  | $35000.00          | $17715.46          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2049-12-01      | 3.0000%  | 3.0000%  | $55000.00          | $10534.51          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-05-01      | 2.5000%  | 2.5000%  | $157289.00         | $87112.67          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-01-01      | 4.0000%  | 4.0000%  | $119500.00         | $64646.74          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-12-01      | 2.0000%  | 2.0000%  | $150000.00         | $80196.66          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2036-04-01      | 2.0000%  | 2.0000%  | $501414.00         | $261568.51         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2049-08-01      | 3.5000%  | 3.5000%  | $4765832.00        | $317215.72         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2038-03-01      | 4.5000%  | 4.5000%  | $26321.00          | $19526.79          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2027-12-01      | 3.1490%  | 3.1490%  | $11200175.00       | $12951.37          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2042-02-01      | 3.5000%  | 3.5000%  | $692000.00         | $40742.49          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2033-11-01      | 5.0000%  | 5.0000%  | $3050000.00        | $339324.17         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2027-07-01      | 2.5000%  | 2.5000%  | $3000000.00        | $92553.60          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2028-01-01      | 2.0000%  | 2.0000%  | $3000000.00        | $138435.33         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2028-07-01      | 2.0000%  | 2.0000%  | $1077766.00        | $39898.20          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2025-11-01      | 2.5000%  | 2.5000%  | $27530365.00       | $108608.96         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2044-02-01      | 4.5000%  | 4.5000%  | $100000.00         | $13424.97          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2031-11-01      | 6.0000%  | 6.0000%  | $4952672.00        | $90904.15          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2028-04-01      | 7.0000%  | 7.0000%  | $5013344.00        | $35381.82          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2032-02-01      | 7.0000%  | 7.0000%  | $6764624.00        | $50022.23          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2033-12-01      | 6.5000%  | 6.5000%  | $1909000.00        | $27280.77          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-05-01      | 7.0000%  | 7.0000%  | $1234068.00        | $1328704.76        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-02-01      | 7.0000%  | 7.0000%  | $1953384.00        | $2038101.79        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-05-01      | 5.5000%  | 5.5000%  | $1030848.00        | $1043449.19        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2047-10-01      | 3.5000%  | 3.5000%  | $501561.00         | $145529.76         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-10-01      | 3.0000%  | 3.0000%  | $954220.00         | $723326.80         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-06-01      | 5.0000%  | 5.0000%  | $6934512.00        | $6724290.67        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-10-01      | 2.5000%  | 2.5000%  | $943493.00         | $690320.78         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-12-01      | 5.0000%  | 5.0000%  | $35046.00          | $24912.55          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-04-01      | 6.0000%  | 6.0000%  | $1094208.00        | $685878.72         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-03-01      | 3.5000%  | 3.5000%  | $105000.00         | $11679.96          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-02-01      | 4.0000%  | 4.0000%  | $85509.00          | $5752.91           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-09-01      | 3.0000%  | 3.0000%  | $25604.00          | $17909.59          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-03-01      | 2.5000%  | 2.5000%  | $378888.00         | $275408.63         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-10-01      | 4.0000%  | 4.0000%  | $32785600.00       | $25981001.93       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-10-01      | 2.5000%  | 2.5000%  | $888573.00         | $639335.54         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-01-01      | 4.5000%  | 4.5000%  | $135226624.00      | $127514406.25      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2035-10-01      | 2.5000%  | 2.5000%  | $1000000.00        | $309857.73         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2036-11-01      | 1.5000%  | 1.5000%  | $500000.00         | $280096.62         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-03-01      | 2.5000%  | 2.5000%  | $9436.00           | $6714.70           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2038-05-01      | 4.0000%  | 4.0000%  | $117000.00         | $83615.78          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-10-01      | 6.5000%  | 6.5000%  | $800000.00         | $679523.96         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-11-01      | 5.0000%  | 5.0000%  | $1250000.00        | $1136879.94        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-02-01      | 4.5000%  | 4.5000%  | $1505000.00        | $1378919.22        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-04-01      | 6.0000%  | 6.0000%  | $5214664.00        | $5240037.33        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-07-01      | 6.0000%  | 6.0000%  | $4816344.00        | $74516.66          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-04-01      | 3.5000%  | 3.5000%  | $450000.00         | $13685.09          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2039-06-01      | 5.5000%  | 5.5000%  | $88000.00          | $63738.67          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-05-01      | 3.5000%  | 3.5000%  | $58000.00          | $42126.86          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-08-01      | 4.5000%  | 4.5000%  | $574996.00         | $330784.08         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-07-01      | 6.0000%  | 6.0000%  | $2385540.00        | $2454788.25        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2065-04-15      | 11.2500% | 11.2500% | $19516000.00       | $21011345.19       | Agency Mortgage-Backed Securities |

### Security 98: 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:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-07
- **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                | 2036-01-15      | 5.0000%  | 5.0000% | $173746175.00      | $228419.02         | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2042-08-15      | 2.5000%  | 2.5000% | $15000000.00       | $1362084.75        | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2043-11-15      | 4.0000%  | 4.0000% | $11375568.00       | $204426.91         | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2036-11-15      | 3.5000%  | 3.5000% | $8902736.00        | $206261.65         | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2048-09-15      | 4.0000%  | 4.0000% | $44457408.00       | $1872928.17        | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2045-09-15      | 3.5000%  | 3.5000% | $113294560.00      | $2581752.80        | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2037-10-15      | 3.0000%  | 3.0000% | $18623616.00       | $528340.20         | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2037-10-15      | 4.0000%  | 4.0000% | $2014452.00        | $158216.13         | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2052-11-15      | 5.0000%  | 5.0000% | $7414784.00        | $1535149.78        | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-09-01      | 4.0000%  | 4.0000% | $149000.00         | $115302.17         | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-06-01      | 3.5000%  | 3.5000% | $108500.00         | $87258.20          | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-12-01      | 4.5000%  | 4.5000% | $781000.00         | $636146.35         | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2044-03-15      | 0.0000%  | 0.0000% | $10000000.00       | $1047521.11        | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-10-01      | 5.0000%  | 5.0000% | $700000.00         | $562812.92         | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2044-03-01      | 5.0000%  | 5.0000% | $34187.00          | $27335.73          | Agency Debentures and Agency Strips |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2036-07-01      | 6.5000%  | 6.5000% | $148754432.00      | $194895.62         | Agency Debentures and Agency Strips |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2038-10-25      | 6.0000%  | 6.0000% | $173948416.00      | $257614.73         | Agency Debentures and Agency Strips |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2038-03-25      | 6.0000%  | 6.0000% | $165686784.00      | $191651.98         | Agency Debentures and Agency Strips |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2038-08-01      | 6.0000%  | 6.0000% | $248662528.00      | $322226.63         | Agency Debentures and Agency Strips |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2039-11-01      | 4.5000%  | 4.5000% | $65549952.00       | $192893.85         | Agency Debentures and Agency Strips |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2040-05-01      | 0.0000%  | 0.0000% | $36033280.00       | $804482.39         | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2027-11-25      | 1.4090%  | 1.4090% | $50000000.00       | $35931625.43       | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2033-06-25      | 4.8250%  | 4.8250% | $85950000.00       | $87791462.07       | Agency Debentures and Agency Strips |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2034-04-01      | 3.5000%  | 3.5000% | $37744640.00       | $395354.08         | Agency Debentures and Agency Strips |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2043-02-01      | 4.0000%  | 4.0000% | $27689856.00       | $383265.20         | Agency Debentures and Agency Strips |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2032-04-01      | 3.5000%  | 3.5000% | $27742604.00       | $86107.13          | Agency Debentures and Agency Strips |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2042-07-01      | 3.5000%  | 3.5000% | $50402752.00       | $719176.45         | Agency Debentures and Agency Strips |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2048-01-01      | 3.5000%  | 3.5000% | $12803504.00       | $162831.92         | Agency Debentures and Agency Strips |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2039-06-01      | 6.0000%  | 6.0000% | $14505904.00       | $244751.27         | Agency Debentures and Agency Strips |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2047-09-01      | 4.0000%  | 4.0000% | $36820928.00       | $1852791.67        | Agency Debentures and Agency Strips |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2033-11-25      | 3.0000%  | 3.0000% | $45146752.00       | $1412651.32        | Agency Debentures and Agency Strips |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2033-05-01      | 2.5000%  | 2.5000% | $6554848.00        | $152861.40         | Agency Debentures and Agency Strips |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2033-06-01      | 3.5000%  | 3.5000% | $2623356.00        | $92119.82          | Agency Debentures and Agency Strips |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2031-06-01      | 2.5000%  | 2.5000% | $27653344.00       | $618173.10         | Agency Debentures and Agency Strips |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2038-01-01      | 3.0000%  | 3.0000% | $33423488.00       | $1300248.61        | Agency Debentures and Agency Strips |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2053-04-01      | 5.0000%  | 5.0000% | $18591264.00       | $3329447.68        | Agency Debentures and Agency Strips |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2049-08-01      | 5.0000%  | 5.0000% | $1946256.00        | $166606.13         | Agency Debentures and Agency Strips |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2037-11-01      | 3.5000%  | 3.5000% | $16670624.00       | $916711.85         | Agency Debentures and Agency Strips |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2052-06-01      | 2.5000%  | 2.5000% | $26262240.00       | $3157570.28        | Agency Debentures and Agency Strips |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2053-11-01      | 6.0000%  | 6.0000% | $117361024.00      | $21307904.67       | Agency Debentures and Agency Strips |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2053-05-01      | 4.5000%  | 4.5000% | $6171088.00        | $1157867.14        | Agency Debentures and Agency Strips |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2053-09-01      | 4.0000%  | 4.0000% | $4426208.00        | $853811.06         | Agency Debentures and Agency Strips |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2052-05-01      | 2.5000%  | 2.5000% | $3610372.00        | $335806.89         | Agency Debentures and Agency Strips |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2053-09-01      | 5.0000%  | 5.0000% | $100000000.00      | $21320516.44       | Agency Debentures and Agency Strips |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2053-05-01      | 5.0000%  | 5.0000% | $12730816.00       | $2446413.86        | Agency Debentures and Agency Strips |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2038-05-01      | 3.5000%  | 3.5000% | $5867440.00        | $560687.06         | Agency Debentures and Agency Strips |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2039-11-01      | 4.5000%  | 4.5000% | $3792024.00        | $504552.73         | Agency Debentures and Agency Strips |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2054-11-01      | 6.5000%  | 6.5000% | $15033008.00       | $3142468.09        | Agency Debentures and Agency Strips |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2039-11-01      | 4.5660%  | 4.5660% | $335553.00         | $35560.51          | Agency Debentures and Agency Strips |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2052-09-01      | 2.5980%  | 2.5980% | $846662.00         | $104966.46         | Agency Debentures and Agency Strips |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2054-11-01      | 5.8860%  | 5.8860% | $788757.00         | $171189.25         | Agency Debentures and Agency Strips |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2039-06-01      | 4.0000%  | 4.0000% | $7585928.00        | $839949.40         | Agency Debentures and Agency Strips |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2039-06-01      | 5.0000%  | 5.0000% | $7242008.00        | $832512.66         | Agency Debentures and Agency Strips |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2054-06-01      | 6.0000%  | 6.0000% | $135977984.00      | $25821193.74       | Agency Debentures and Agency Strips |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2054-06-01      | 5.8060%  | 5.8060% | $1936574.00        | $350879.47         | Agency Debentures and Agency Strips |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2055-03-01      | 1.0440%  | 1.0440% | $2000000.00        | $62719.12          | Agency Debentures and Agency Strips |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2055-03-01      | 0.9440%  | 0.9440% | $50000000.00       | $1486721.91        | Agency Debentures and Agency Strips |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2055-03-01      | 0.8940%  | 0.8940% | $150000000.00      | $4338349.79        | Agency Debentures and Agency Strips |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2055-03-01      | 0.8440%  | 0.8440% | $100000000.00      | $2811022.56        | Agency Debentures and Agency Strips |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2055-03-01      | 0.7940%  | 0.7940% | $100000000.00      | $2729811.83        | Agency Debentures and Agency Strips |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2055-03-01      | 0.7440%  | 0.7440% | $200000000.00      | $5297384.30        | Agency Debentures and Agency Strips |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2040-05-01      | 4.0000%  | 4.0000% | $24623520.00       | $3551111.05        | Agency Debentures and Agency Strips |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2040-05-01      | 4.5000%  | 4.5000% | $20614016.00       | $2939867.89        | Agency Debentures and Agency Strips |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2040-05-01      | 5.0000%  | 5.0000% | $33432000.00       | $4527521.17        | Agency Debentures and Agency Strips |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2040-05-01      | 6.0000%  | 6.0000% | $6114400.00        | $1481667.90        | Agency Debentures and Agency Strips |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2055-05-01      | 6.5000%  | 6.5000% | $37326976.00       | $6660293.79        | Agency Debentures and Agency Strips |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2055-05-01      | 7.0000%  | 7.0000% | $9131600.00        | $1530546.46        | Agency Debentures and Agency Strips |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2055-05-01      | 6.0000%  | 6.0000% | $138301696.00      | $29493021.02       | Agency Debentures and Agency Strips |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2040-05-01      | 4.7380%  | 4.7380% | $561511.00         | $85383.91          | Agency Debentures and Agency Strips |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2055-05-01      | 5.1280%  | 5.1280% | $3649216.00        | $845202.27         | Agency Debentures and Agency Strips |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2055-05-01      | 6.1740%  | 6.1740% | $1459800.00        | $313425.69         | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-01-25      | 5.0000%  | 5.0000% | $2500000.00        | $500183.32         | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2039-02-25      | 6.5000%  | 6.5000% | $1019396.00        | $89260.27          | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2044-03-25      | 6.0000%  | 6.0000% | $434614.00         | $51162.92          | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2044-04-25      | 6.5000%  | 6.5000% | $698354.00         | $72299.72          | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2042-01-25      | 2.5000%  | 2.5000% | $1087486.00        | $106879.30         | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2044-04-25      | 5.0000%  | 5.0000% | $724211.00         | $94836.14          | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2044-04-25      | 5.5000%  | 5.5000% | $1354662.00        | $150613.64         | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2039-04-25      | 6.0000%  | 6.0000% | $8217792.00        | $783941.84         | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-04-25      | 6.0000%  | 6.0000% | $3127064.00        | $420175.92         | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-05-25      | 6.5000%  | 6.5000% | $3222988.00        | $337581.65         | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-03-25      | 7.0000%  | 7.0000% | $1753958.00        | $135802.49         | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-01-25      | 7.5000%  | 7.5000% | $717305.00         | $29431.31          | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2037-11-25      | 2.5000%  | 2.5000% | $2574304.00        | $158992.15         | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-04-25      | 7.0000%  | 7.0000% | $42897472.00       | $5341773.16        | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-03-25      | 7.5000%  | 7.5000% | $15874768.00       | $2072446.20        | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-04-25      | 5.0000%  | 5.0000% | $2814460.00        | $522098.58         | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2039-04-25      | 4.0000%  | 4.0000% | $5511960.00        | $603095.60         | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2039-04-25      | 4.5000%  | 4.5000% | $10600560.00       | $1070090.89        | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2039-04-25      | 5.0000%  | 5.0000% | $10467216.00       | $1077341.54        | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2039-04-25      | 5.5000%  | 5.5000% | $8567232.00        | $860426.72         | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2060-04-26      | 6.5000%  | 6.5000% | $691968.00         | $660697.35         | Agency Debentures and Agency Strips |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-07-20      | 3.5000%  | 3.5000% | $49272000.00       | $13185419.06       | Agency Debentures and Agency Strips |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-11-20      | 6.2010%  | 6.2010% | $37678000.00       | $16633224.64       | Agency Debentures and Agency Strips |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-06-20      | 5.4010%  | 5.4010% | $28399600.00       | $24222940.02       | Agency Debentures and Agency Strips |

### Security 99: 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: BYM5XSQL8, 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:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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       | 2054-08-01      | 6.3730%  | 6.3730% | $15505440.00       | $13429489.33       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2037-02-01      | 6.1650%  | 6.1650% | $13458269.00       | $132374.32         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2026-10-01      | 2.2000%  | 2.2000% | $31350000.00       | $28498591.55       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-07-01      | 3.2100%  | 3.2100% | $21647808.00       | $18518094.19       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-04-01      | 3.0000%  | 3.0000% | $3036244.00        | $601021.05         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2041-09-01      | 3.0000%  | 3.0000% | $500000.00         | $70055.59          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2043-05-01      | 2.5240%  | 2.5240% | $107822.00         | $65441.45          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-12-01      | 6.5000%  | 6.5000% | $1020146.00        | $719244.99         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-12-01      | 6.0000%  | 6.0000% | $3897688.00        | $3883490.43        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-03-01      | 5.5000%  | 5.5000% | $1034194.00        | $893361.34         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2039-10-01      | 6.5000%  | 6.5000% | $3570628.00        | $3624929.48        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2044-06-01      | 5.5000%  | 5.5000% | $1000836.00        | $959243.99         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-08-01      | 6.5000%  | 6.5000% | $5565456.00        | $5593179.94        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-08-01      | 5.5000%  | 5.5000% | $1907500.00        | $1842129.32        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-08-01      | 6.5000%  | 6.5000% | $5143150.00        | $4956671.02        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2045-05-01      | 5.0000%  | 5.0000% | $1291200.00        | $1283239.74        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-01      | 5.5000%  | 5.5000% | $2000000.00        | $1994498.59        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-10-01      | 5.0000%  | 5.0000% | $2284350.00        | $2229995.61        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-01      | 4.5000%  | 4.5000% | $4093720.00        | $3890465.98        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-01      | 5.0000%  | 5.0000% | $2224824.00        | $2185034.79        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-01      | 4.5000%  | 4.5000% | $2746968.00        | $2620056.21        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-01      | 4.5000%  | 4.5000% | $1424656.00        | $1364667.09        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-01      | 6.5000%  | 6.5000% | $1912158.00        | $1994886.20        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-01      | 6.0000%  | 6.0000% | $19654944.00       | $20160198.08       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-01      | 5.5000%  | 5.5000% | $8219470.00        | $8298516.05        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-04-01      | 4.5000%  | 4.5000% | $755387.00         | $233754.63         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2041-11-01      | 4.5000%  | 4.5000% | $2000000.00        | $561352.59         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-09-01      | 3.5000%  | 3.5000% | $525000.00         | $220948.03         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-05-01      | 3.0000%  | 3.0000% | $55905.00          | $14113.22          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-09-01      | 5.0000%  | 5.0000% | $10716368.00       | $2295615.38        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2041-02-01      | 1.9800%  | 1.9800% | $2399232.00        | $1613831.40        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2034-01-01      | 4.0000%  | 4.0000% | $1871952.00        | $609627.51         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-04-01      | 4.5000%  | 4.5000% | $6819952.00        | $2719947.90        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-07-01      | 4.0000%  | 4.0000% | $1506000.00        | $1053297.95        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-02-01      | 3.5000%  | 3.5000% | $1169758.00        | $970895.27         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-06-01      | 5.0000%  | 5.0000% | $1079668.00        | $748337.44         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-01      | 4.5000%  | 4.5000% | $2576704.00        | $2287266.19        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-12-01      | 3.0000%  | 3.0000% | $344565.00         | $243924.05         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-01      | 5.5000%  | 5.5000% | $1544520.00        | $1565581.77        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-03-01      | 2.5000%  | 2.5000% | $724678.00         | $488636.70         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-03-01      | 3.0000%  | 3.0000% | $123205.00         | $83871.41          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-04-01      | 2.5000%  | 2.5000% | $575284.00         | $408544.15         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-05-01      | 4.5000%  | 4.5000% | $240000.00         | $171991.13         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-08-01      | 3.5000%  | 3.5000% | $1227112.00        | $1031965.48        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-08-01      | 5.0000%  | 5.0000% | $1700000.00        | $1076293.32        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-11-01      | 4.0000%  | 4.0000% | $1598782.00        | $1222630.55        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-10-01      | 4.0000%  | 4.0000% | $1017382.00        | $722611.79         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-09-01      | 2.5000%  | 2.5000% | $2275652.00        | $1611071.08        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-02-01      | 5.5000%  | 5.5000% | $414894.00         | $345788.72         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-01-01      | 6.5000%  | 6.5000% | $3180896.00        | $2147715.00        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-01      | 4.5000%  | 4.5000% | $44228.00          | $41062.86          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-01      | 4.5000%  | 4.5000% | $64360.00          | $49851.66          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-01      | 4.5000%  | 4.5000% | $4427248.00        | $3877953.83        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-01      | 4.5000%  | 4.5000% | $361415.00         | $335901.98         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2039-06-01      | 6.5000%  | 6.5000% | $4968640.00        | $3888114.06        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-01      | 5.5000%  | 5.5000% | $1181150.00        | $1153731.77        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-08-01      | 5.5000%  | 5.5000% | $1480346.00        | $1102336.67        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2034-04-01      | 4.9290%  | 4.9290% | $6400000.00        | $6532802.48        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-07-01      | 3.5000%  | 3.5000% | $55984.00          | $6608.10           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-07-01      | 2.5000%  | 2.5000% | $1225256.00        | $610901.14         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-12-01      | 1.5000%  | 1.5000% | $1005000.00        | $540427.86         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-05-01      | 3.0000%  | 3.0000% | $2559580.00        | $1573109.62        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-04-01      | 3.5000%  | 3.5000% | $954714.00         | $680981.42         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-01-01      | 4.5000%  | 4.5000% | $2455000.00        | $2016727.33        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-01      | 5.5000%  | 5.5000% | $3200000.00        | $2540105.10        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-09-01      | 6.0000%  | 6.0000% | $5700000.00        | $4725826.61        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2039-03-01      | 6.5000%  | 6.5000% | $1230426.00        | $800105.21         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-01-01      | 5.0000%  | 5.0000% | $5823592.00        | $5566025.06        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2039-11-01      | 5.5000%  | 5.5000% | $1767136.00        | $1741204.32        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-01      | 4.5000%  | 4.5000% | $7759784.00        | $7340563.40        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-02-01      | 5.5000%  | 5.5000% | $191583232.00      | $186604266.76      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-03-01      | 4.0000%  | 4.0000% | $5000000.00        | $1010684.88        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-09-01      | 5.0000%  | 5.0000% | $300000.00         | $93998.94          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-07-01      | 3.0000%  | 3.0000% | $4113064.00        | $2458592.96        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-12-01      | 3.0000%  | 3.0000% | $1397800.00        | $946085.05         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-12-01      | 3.0000%  | 3.0000% | $641239.00         | $425018.75         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-11-01      | 4.0000%  | 4.0000% | $2421390.00        | $1271177.26        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-02-01      | 4.0000%  | 4.0000% | $86000.00          | $50397.85          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-05-01      | 3.0000%  | 3.0000% | $352500.00         | $236044.50         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-07-01      | 5.0000%  | 5.0000% | $3900000.00        | $2885547.97        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-07-01      | 3.5000%  | 3.5000% | $9835690.00        | $6634367.60        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-07-01      | 2.5000%  | 2.5000% | $485748.00         | $342334.77         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-08-01      | 2.5000%  | 2.5000% | $4957080.00        | $3452455.12        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-09-01      | 2.5000%  | 2.5000% | $26000.00          | $18243.40          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-09-01      | 4.5000%  | 4.5000% | $545000.00         | $406423.82         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-07-01      | 2.5000%  | 2.5000% | $16537580.00       | $11381004.05       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-04-01      | 1.5000%  | 1.5000% | $275000.00         | $188350.12         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-12-01      | 5.0000%  | 5.0000% | $60000.00          | $49774.08          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-07-01      | 2.5000%  | 2.5000% | $810000.00         | $582488.32         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-11-01      | 3.0000%  | 3.0000% | $1031150.00        | $761947.99         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-02-01      | 5.0000%  | 5.0000% | $25063.00          | $21502.45          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-03-01      | 2.5000%  | 2.5000% | $300000.00         | $205499.20         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-09-01      | 3.0000%  | 3.0000% | $345000.00         | $242330.79         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-01      | 5.0000%  | 5.0000% | $700000.00         | $568269.12         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-06-01      | 2.5000%  | 2.5000% | $610000.00         | $462198.47         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-11-01      | 5.0000%  | 5.0000% | $20628320.00       | $18815903.77       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-01-01      | 4.5000%  | 4.5000% | $568411.00         | $494135.66         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-05-01      | 3.5000%  | 3.5000% | $30000.00          | $24046.24          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2038-02-01      | 2.0000%  | 2.0000% | $63673.00          | $48885.17          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-11-01      | 3.0000%  | 3.0000% | $20622144.00       | $16299195.11       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-06-01      | 5.5000%  | 5.5000% | $4456720.00        | $3887994.00        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-06-01      | 4.5000%  | 4.5000% | $15617792.00       | $14348138.14       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-01      | 5.0000%  | 5.0000% | $10776288.00       | $10610153.55       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-02-01      | 3.5000%  | 3.5000% | $5920864.00        | $511132.08         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-12-01      | 2.5000%  | 2.5000% | $15342592.00       | $8624872.01        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-07-01      | 4.5000%  | 4.5000% | $66000.00          | $7223.62           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2044-03-01      | 7.5000%  | 7.5000% | $1110074.00        | $528876.00         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-09-01      | 4.0000%  | 4.0000% | $3688932.00        | $2877643.14        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-07-01      | 3.0000%  | 3.0000% | $766710.00         | $530747.50         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-11-01      | 3.0000%  | 3.0000% | $5400000.00        | $4277953.67        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-06-01      | 4.5000%  | 4.5000% | $7019000.00        | $5954441.19        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-06-01      | 5.0000%  | 5.0000% | $7827000.00        | $6663520.65        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2038-06-01      | 4.0000%  | 4.0000% | $25000.00          | $18061.64          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-01      | 4.5000%  | 4.5000% | $53794000.00       | $45824446.08       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-08-01      | 4.5000%  | 4.5000% | $12540080.00       | $10862407.26       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2044-06-01      | 6.5000%  | 6.5000% | $956674.00         | $677509.46         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2044-09-01      | 6.5000%  | 6.5000% | $2347564.00        | $1883086.46        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-04-01      | 5.0000%  | 5.0000% | $6434496.00        | $6201899.37        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-05-01      | 6.0000%  | 6.0000% | $33299100.00       | $32905974.26       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-05-01      | 5.0000%  | 5.0000% | $24610112.00       | $23939920.70       | Agency Mortgage-Backed Securities |

### Security 100: 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: BYM5NHB96, 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:** 1.6400%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-08-11
- **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

**C.8 - Repurchase 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) | 2028-04-15      | 3.6250%  | 3.6250% | $100134000.00      | $212376909.69      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-05-15      | 5.0000%  | 5.0000% | $341686400.00      | $351999862.29      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-08-15      | 0.0000%  | 0.0000% | $50000.00          | $46186.59          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-02-15      | 0.0000%  | 0.0000% | $105000.00         | $95226.80          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-11-15      | 0.0000%  | 0.0000% | $105000.00         | $92616.72          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-08-15      | 0.0000%  | 0.0000% | $80000.00          | $68622.24          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-05-31      | 1.2500%  | 1.2500% | $377163900.00      | $351989186.52      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-07-15      | 4.5000%  | 4.5000% | $278703200.00      | $285880186.15      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-08-31      | 3.7500%  | 3.7500% | $159482000.00      | $159755681.47      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-10-15      | 1.6250%  | 1.6250% | $340211200.00      | $351997019.24      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-11-15      | 0.0000%  | 0.0000% | $194510336.00      | $177699002.16      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-08-15      | 0.0000%  | 0.0000% | $396259731.82      | $351999501.08      | U.S. Treasuries (including strips) |

### Security 101: 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: BYM5XQEJ0, C.3 - LEI: 984500653R409CC5AB28
- **C.18 - Value (incl. sponsor support):** $1645000000.00
- **C.18.a - Value (excl. sponsor support):** $1645000000.00
- **C.19 - Percentage of Net Assets:** 1.2300%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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) | 2027-08-15      | 0.0000%  | 0.0000% | $280400.00         | $259274.38         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-02-15      | 2.5000%  | 2.5000% | $281670800.00      | $200051391.41      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2054-02-15      | 4.2500%  | 4.2500% | $284704000.00      | $263197872.09      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-04-30      | 0.5000%  | 0.5000% | $278999900.00      | $263191989.98      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-02-28      | 1.8750%  | 1.8750% | $198328000.00      | $193397175.80      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-09-15      | 4.6250%  | 4.6250% | $257695200.00      | $263198974.19      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-08-15      | 3.7500%  | 3.7500% | $248309600.00      | $251802026.60      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-10-15      | 1.6250%  | 1.6250% | $115731200.00      | $119740436.03      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-08-15      | 0.0000%  | 0.0000% | $6879232.00        | $6110856.18        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-08-15      | 0.0000%  | 0.0000% | $137126688.08      | $116950004.32      | U.S. Treasuries (including strips) |

### Security 102: 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: BYM5XQEP6, 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:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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) | 2041-05-15      | 4.3750%  | 4.3750% | $3539000.00        | $3420718.65        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-02-15      | 2.5000%  | 2.5000% | $77203900.00       | $54572596.11       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2050-05-15      | 1.2500%  | 1.2500% | $68244600.00       | $32492243.60       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2050-08-15      | 1.3750%  | 1.3750% | $2399300.00        | $1180978.07        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2051-05-15      | 2.3750%  | 2.3750% | $100.00            | $63.04             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-02-15      | 2.3750%  | 2.3750% | $75000000.00       | $54734403.29       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-05-15      | 3.2500%  | 3.2500% | $48180000.00       | $39733058.31       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2052-11-15      | 4.0000%  | 4.0000% | $40099000.00       | $34924023.55       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-02-15      | 3.8750%  | 3.8750% | $63899700.00       | $57680595.68       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2054-11-15      | 4.5000%  | 4.5000% | $14747600.00       | $14005574.50       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2055-02-15      | 4.6250%  | 4.6250% | $3505000.00        | $3440045.08        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-08-15      | 2.2500%  | 2.2500% | $4089100.00        | $3997986.19        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-05-15      | 2.8750%  | 2.8750% | $8997300.00        | $8819817.01        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-08-15      | 2.8750%  | 2.8750% | $34196100.00       | $33689234.63       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-05-31      | 2.1250%  | 2.1250% | $13770600.00       | $13554137.22       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-08-31      | 0.5000%  | 0.5000% | $2750500.00        | $2570360.42        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-01-31      | 0.7500%  | 0.7500% | $47667600.00       | $44327661.63       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-03-31      | 1.2500%  | 1.2500% | $170470400.00      | $159999924.43      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-08-31      | 1.1250%  | 1.1250% | $2550000.00        | $2361255.68        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-02-28      | 1.8750%  | 1.8750% | $2517600.00        | $2454866.52        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-05-31      | 2.6250%  | 2.6250% | $500000.00         | $490502.31         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-09-15      | 3.5000%  | 3.5000% | $1300.00           | $1311.08           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-10-31      | 4.0000%  | 4.0000% | $9087800.00        | $9221512.75        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-12-31      | 3.8750%  | 3.8750% | $150000000.00      | $150521849.99      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-05-31      | 3.6250%  | 3.6250% | $12935100.00       | $12934599.55       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-07-31      | 4.1250%  | 4.1250% | $50940300.00       | $52381428.64       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-09-15      | 4.6250%  | 4.6250% | $1409200.00        | $1439283.16        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-03-31      | 4.1250%  | 4.1250% | $49999900.00       | $51036205.32       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-04-30      | 4.6250%  | 4.6250% | $153292400.00      | $159999929.70      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-06-30      | 4.6250%  | 4.6250% | $999000.00         | $1004764.23        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-11-30      | 4.2500%  | 4.2500% | $9020200.00        | $9095641.40        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-11-30      | 4.1250%  | 4.1250% | $1000.00           | $1016.62           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-03-31      | 4.0000%  | 4.0000% | $3844600.00        | $3912439.33        | U.S. Treasuries (including strips) |

### Security 103: 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: BYM5XQEL5, 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:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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) | 2025-10-30      | 0.0000%  | 0.0000% | $74627200.00       | $73571225.12       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-02-15      | 5.2500%  | 5.2500% | $10860300.00       | $11647614.50       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-02-15      | 5.3750%  | 5.3750% | $14000.00          | $15304.35          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-01-15      | 2.3750%  | 2.3750% | $13000000.00       | $21225124.82       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2037-05-15      | 5.0000%  | 5.0000% | $6459700.00        | $6867210.17        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-02-15      | 3.1250%  | 3.1250% | $50747500.00       | $41027780.88       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-11-15      | 3.0000%  | 3.0000% | $101288000.00      | $77680198.11       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-08-15      | 2.8750%  | 2.8750% | $562500.00         | $422630.26         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2046-08-15      | 2.2500%  | 2.2500% | $42500.00          | $27928.53          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2047-11-15      | 2.7500%  | 2.7500% | $3029700.00        | $2143556.68        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2049-05-15      | 2.8750%  | 2.8750% | $99252100.00       | $70887313.78       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2050-02-15      | 2.0000%  | 2.0000% | $142555800.00      | $83863376.64       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2040-11-15      | 1.3750%  | 1.3750% | $3543700.00        | $2242888.34        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2051-05-15      | 2.3750%  | 2.3750% | $20500.00          | $12924.93          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2041-05-15      | 2.2500%  | 2.2500% | $3185800.00        | $2302204.03        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2041-08-15      | 1.7500%  | 1.7500% | $35576000.00       | $23634497.33       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2052-02-15      | 2.2500%  | 2.2500% | $861000.00         | $527385.64         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-05-15      | 3.2500%  | 3.2500% | $61478000.00       | $50699646.30       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-08-15      | 4.1250%  | 4.1250% | $114567400.00      | $105949673.05      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-07-15      | 0.3750%  | 0.3750% | $100.00            | $129.46            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-01-15      | 0.5000%  | 0.5000% | $84700.00          | $108209.52         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-05-31      | 2.1250%  | 2.1250% | $42791900.00       | $42119245.69       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-07-15      | 0.2500%  | 0.2500% | $80600.00          | $96997.88          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-11-15      | 2.2500%  | 2.2500% | $84800.00          | $84373.92          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-01-15      | 0.6250%  | 0.6250% | $55508000.00       | $74683756.17       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-07-15      | 0.1250%  | 0.1250% | $35376300.00       | $46916026.12       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-11-15      | 2.0000%  | 2.0000% | $5132500.00        | $5015032.47        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-07-15      | 0.3750%  | 0.3750% | $600.00            | $812.02            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-07-15      | 0.7500%  | 0.7500% | $300.00            | $379.51            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-12-31      | 1.7500%  | 1.7500% | $2966100.00        | $2875064.45        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-02-15      | 1.5000%  | 1.5000% | $47600.00          | $43258.97          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-07-15      | 0.1250%  | 0.1250% | $600.00            | $704.00            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-08-31      | 0.5000%  | 0.5000% | $49678700.00       | $46425073.47       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-10-15      | 0.1250%  | 0.1250% | $178500.00         | $219846.20         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-11-15      | 0.8750%  | 0.8750% | $15407000.00       | $13194720.42       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-12-31      | 0.3750%  | 0.3750% | $5270900.00        | $5170025.51        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-01-15      | 0.1250%  | 0.1250% | $55293700.00       | $63015904.37       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-02-28      | 0.5000%  | 0.5000% | $5856200.00        | $5724491.77        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-03-31      | 0.7500%  | 0.7500% | $1708200.00        | $1669049.34        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-04-15      | 0.1250%  | 0.1250% | $88700.00          | $107249.74         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-05-31      | 0.7500%  | 0.7500% | $642300.00         | $623651.94         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-07-15      | 0.1250%  | 0.1250% | $19895500.00       | $21867339.20       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-07-31      | 1.0000%  | 1.0000% | $28200.00          | $26087.21          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-08-15      | 1.2500%  | 1.2500% | $8153800.00        | $6994505.77        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-10-15      | 0.1250%  | 0.1250% | $41400.00          | $48013.10          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-04-15      | 0.1250%  | 0.1250% | $18400.00          | $20450.05          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-05-31      | 2.6250%  | 2.6250% | $918100.00         | $900660.35         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-07-31      | 2.7500%  | 2.7500% | $10750000.00       | $10656647.30       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-10-31      | 4.0000%  | 4.0000% | $55000.00          | $55809.23          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-01-31      | 3.5000%  | 3.5000% | $10156000.00       | $10168418.37       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-03-31      | 3.6250%  | 3.6250% | $2285000.00        | $2299699.35        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-04-15      | 1.2500%  | 1.2500% | $26000.00          | $27789.31          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-11-30      | 4.3750%  | 4.3750% | $16218700.00       | $16597505.02       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-01-31      | 4.4840%  | 4.4840% | $100.00            | $100.87            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-01-15      | 1.7500%  | 1.7500% | $6235400.00        | $6482303.12        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-04-15      | 2.1250%  | 2.1250% | $4000.00           | $4271.94           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-07-15      | 1.8750%  | 1.8750% | $38300.00          | $39398.95          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-08-15      | 3.7500%  | 3.7500% | $130128800.00      | $131938215.84      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-08-31      | 3.7500%  | 3.7500% | $8400000.00        | $8483093.34        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-08-31      | 3.6250%  | 3.6250% | $11000000.00       | $11063004.29       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-09-30      | 3.6250%  | 3.6250% | $33121300.00       | $32784555.01       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-01-31      | 4.2500%  | 4.2500% | $7811100.00        | $8090819.37        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-04-30      | 4.0000%  | 4.0000% | $5394700.00        | $5422053.47        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-05-31      | 3.8750%  | 3.8750% | $30886300.00       | $31043394.82       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-05-31      | 4.0000%  | 4.0000% | $13100800.00       | $13247118.76       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-06-30      | 3.8750%  | 3.8750% | $27939700.00       | $27996277.89       | U.S. Treasuries (including strips) |

### Security 104: 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: BYM5XQE01, C.3 - LEI: OXTKY6Q8X53C9ILVV871
- **C.18 - Value (incl. sponsor support):** $4250000000.00
- **C.18.a - Value (excl. sponsor support):** $4250000000.00
- **C.19 - Percentage of Net Assets:** 3.1700%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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 National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-09-01      | 6.0000%  | 6.0000% | $37781535.00       | $33782452.17       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-06-01      | 5.0000%  | 5.0000% | $545000.00         | $500913.64         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-04-01      | 4.0000%  | 4.0000% | $62722776.00       | $55466599.11       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-11-01      | 4.0000%  | 4.0000% | $13944275.00       | $12148534.07       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-12-01      | 4.5000%  | 4.5000% | $96000.00          | $88678.69          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-11-01      | 5.0000%  | 5.0000% | $170000.00         | $162120.20         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-03-01      | 4.0000%  | 4.0000% | $26503596.00       | $23987224.02       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-04-01      | 6.0000%  | 6.0000% | $1402500.00        | $1412631.04        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-02-01      | 6.5000%  | 6.5000% | $4402242.00        | $3897800.52        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-02-01      | 6.0000%  | 6.0000% | $4057410.00        | $3849677.55        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-06-01      | 6.5000%  | 6.5000% | $1000039.00        | $942314.45         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-03-01      | 5.0000%  | 5.0000% | $1314654.00        | $1171463.28        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-03-01      | 5.0000%  | 5.0000% | $1222493.00        | $1152293.48        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-03-01      | 5.5000%  | 5.5000% | $87993400.00       | $76638391.56       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-04-01      | 4.0000%  | 4.0000% | $9612027.00        | $8381871.31        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-04-01      | 4.0000%  | 4.0000% | $42000.00          | $36624.80          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-06-01      | 5.5000%  | 5.5000% | $373167.00         | $335701.15         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-11-01      | 5.5000%  | 5.5000% | $160070100.00      | $126609957.79      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-11-01      | 5.0000%  | 5.0000% | $22000.00          | $19850.73          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-08-01      | 5.5000%  | 5.5000% | $3239966.00        | $3019996.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-12-01      | 6.0000%  | 6.0000% | $4501711.00        | $4270483.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2044-12-01      | 6.0000%  | 6.0000% | $242100.00         | $210205.33         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-02-01      | 4.5000%  | 4.5000% | $3192600.00        | $2975814.07        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-02-01      | 5.0000%  | 5.0000% | $750000.00         | $697578.16         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2045-02-01      | 5.5000%  | 5.5000% | $3241601.00        | $3056890.74        | Agency Mortgage-Backed Securities |
| Tennessee Valley Authority-Agency Debentures and Agency Strips             | 2036-04-01      | 5.8790%  | 5.8790% | $2000.00           | $2230.85           | Agency Mortgage-Backed Securities |
| Tennessee Valley Authority-Agency Debentures and Agency Strips             | 2042-12-15      | 3.5000%  | 3.5000% | $43000.00          | $34745.64          | Agency Mortgage-Backed Securities |
| Tennessee Valley Authority-Agency Debentures and Agency Strips             | 2026-09-15      | 0.0000%  | 0.0000% | $4000.00           | $3812.32           | Agency Mortgage-Backed Securities |
| Tennessee Valley Authority-Agency Debentures and Agency Strips             | 2036-09-15      | 0.0000%  | 0.0000% | $5000.00           | $2909.75           | Agency Mortgage-Backed Securities |
| Tennessee Valley Authority-Agency Debentures and Agency Strips             | 2027-07-15      | 0.0000%  | 0.0000% | $2000.00           | $1845.08           | Agency Mortgage-Backed Securities |
| Tennessee Valley Authority-Agency Debentures and Agency Strips             | 2036-01-15      | 0.0000%  | 0.0000% | $2000.00           | $1204.48           | Agency Mortgage-Backed Securities |
| Tennessee Valley Authority-Agency Debentures and Agency Strips             | 2036-07-15      | 0.0000%  | 0.0000% | $593000.00         | $347984.26         | Agency Mortgage-Backed Securities |
| Tennessee Valley Authority-Agency Debentures and Agency Strips             | 2028-06-15      | 0.0000%  | 0.0000% | $6000.00           | $5342.67           | Agency Mortgage-Backed Securities |
| Tennessee Valley Authority-Agency Debentures and Agency Strips             | 2038-01-15      | 0.0000%  | 0.0000% | $1000.00           | $521.75            | Agency Mortgage-Backed Securities |
| Tennessee Valley Authority-Agency Debentures and Agency Strips             | 2039-09-15      | 0.0000%  | 0.0000% | $2000.00           | $970.53            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2049-08-15      | 0.0000%  | 0.0000% | $61856900.00       | $18533440.66       | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2052-11-15      | 0.0000%  | 0.0000% | $79000000.00       | $20580527.00       | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2032-02-15      | 0.0000%  | 0.0000% | $22368089.41       | $17002118.96       | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2032-08-15      | 0.0000%  | 0.0000% | $23873580.46       | $17735993.28       | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2032-05-15      | 0.0000%  | 0.0000% | $27666722.28       | $20794170.13       | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-08-15      | 0.0000%  | 0.0000% | $456186.46         | $420707.02         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2029-08-15      | 0.0000%  | 0.0000% | $24482806.25       | $20869168.53       | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2030-02-15      | 0.0000%  | 0.0000% | $25426830.05       | $21216375.83       | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2031-02-15      | 0.0000%  | 0.0000% | $21514960.07       | $17146777.72       | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2038-02-15      | 0.0000%  | 0.0000% | $34404150.28       | $18947225.66       | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2041-02-15      | 0.0000%  | 0.0000% | $40628980.29       | $18710498.63       | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2041-05-15      | 0.0000%  | 0.0000% | $2007665.91        | $911576.69         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2044-08-15      | 0.0000%  | 0.0000% | $44903089.89       | $16908258.50       | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2045-02-15      | 0.0000%  | 0.0000% | $40130108.78       | $14731321.50       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-03-01      | 4.5000%  | 4.5000% | $598600.00         | $573482.27         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-03-01      | 4.5000%  | 4.5000% | $529800.00         | $501645.32         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-03-01      | 5.5000%  | 5.5000% | $28900.00          | $28142.30          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-01-01      | 3.0000%  | 3.0000% | $404841.00         | $374752.75         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-03-01      | 3.5000%  | 3.5000% | $783400.00         | $694492.00         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-03-01      | 3.5000%  | 3.5000% | $5643400.00        | $5053631.90        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-02-01      | 3.0000%  | 3.0000% | $307321.00         | $287392.29         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-06-01      | 4.5000%  | 4.5000% | $1656609.00        | $1639108.44        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-06-01      | 3.5000%  | 3.5000% | $627548.00         | $563066.31         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2043-10-01      | 6.8730%  | 6.8730% | $24361500.00       | $18368175.91       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-04-01      | 6.0000%  | 6.0000% | $702549.00         | $654417.79         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2039-12-01      | 3.0000%  | 3.0000% | $74100.00          | $68164.36          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-05-01      | 4.5000%  | 4.5000% | $1018641.00        | $995755.94         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-05-01      | 5.5000%  | 5.5000% | $334500.00         | $328238.18         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-03-01      | 5.0000%  | 5.0000% | $5855000.00        | $5581569.48        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-04-01      | 5.5000%  | 5.5000% | $24100.00          | $22845.56          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2049-07-01      | 4.0000%  | 4.0000% | $2891000.00        | $1990773.47        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-12-01      | 6.0000%  | 6.0000% | $600000.00         | $469862.84         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-04-01      | 4.0000%  | 4.0000% | $3089000.00        | $2531140.29        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-06-01      | 6.0000%  | 6.0000% | $15232840.00       | $13307693.85       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-06-01      | 5.5000%  | 5.5000% | $400000.00         | $350518.21         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-06-01      | 5.0000%  | 5.0000% | $60000.00          | $51870.54          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-05-01      | 5.5000%  | 5.5000% | $12000000.00       | $11256136.83       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-05-01      | 6.0000%  | 6.0000% | $1000000.00        | $971815.20         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-12-01      | 5.5000%  | 5.5000% | $16626642.00       | $15953015.29       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-09-01      | 3.0000%  | 3.0000% | $16543912.00       | $12980722.87       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-02-01      | 6.0000%  | 6.0000% | $124830013.00      | $108604010.49      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-08-01      | 5.5000%  | 5.5000% | $200000.00         | $175797.49         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-07-01      | 4.0000%  | 4.0000% | $4914773.00        | $3991141.73        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-05-01      | 3.5000%  | 3.5000% | $11598800.00       | $10142195.90       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-06-01      | 5.5000%  | 5.5000% | $628507.00         | $581937.78         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-07-01      | 6.0000%  | 6.0000% | $47818685.00       | $44170266.82       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-02-01      | 6.5000%  | 6.5000% | $18818101.00       | $17087885.40       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-12-01      | 4.0000%  | 4.0000% | $1750000.00        | $1514638.20        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-03-01      | 3.5000%  | 3.5000% | $62641800.00       | $54242060.20       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-10-01      | 6.5000%  | 6.5000% | $54916216.00       | $52952894.54       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-09-01      | 5.5000%  | 5.5000% | $9155000.00        | $8811003.51        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-09-01      | 3.5000%  | 3.5000% | $307529.00         | $267448.78         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-09-01      | 6.0000%  | 6.0000% | $4985000.00        | $4720873.36        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-11-01      | 5.0000%  | 5.0000% | $24671006.00       | $24135078.14       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-03-01      | 5.5000%  | 5.5000% | $36062231.00       | $34658647.68       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-05-01      | 4.5000%  | 4.5000% | $50283484.00       | $39845728.54       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-05-01      | 6.5000%  | 6.5000% | $46812800.00       | $40921752.16       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-01-01      | 5.5000%  | 5.5000% | $1690000.00        | $1659801.54        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-06-01      | 3.5000%  | 3.5000% | $230101.00         | $220271.44         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-06-01      | 5.5000%  | 5.5000% | $13317800.00       | $13360104.73       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-12-01      | 4.5000%  | 4.5000% | $891855.00         | $836733.15         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-12-01      | 5.5000%  | 5.5000% | $5828018.00        | $5386347.18        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-12-01      | 5.0000%  | 5.0000% | $1130597.00        | $1109160.86        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-01-01      | 6.0000%  | 6.0000% | $62002201.00       | $58807015.26       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-02-01      | 6.0000%  | 6.0000% | $6764774.00        | $6238887.35        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-02-01      | 5.5000%  | 5.5000% | $8009344.00        | $7974664.65        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-02-01      | 6.0000%  | 6.0000% | $5382291.00        | $4832603.81        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-03-01      | 5.5000%  | 5.5000% | $36200.00          | $33391.03          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-03-01      | 6.0000%  | 6.0000% | $54741793.00       | $51677889.12       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-03-01      | 6.0000%  | 6.0000% | $21827304.00       | $21467775.34       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-03-01      | 6.5000%  | 6.5000% | $182800.00         | $163917.98         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-03-01      | 6.0000%  | 6.0000% | $12000.00          | $11778.20          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-03-01      | 6.0000%  | 6.0000% | $29808518.00       | $27836159.46       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-04-01      | 6.5000%  | 6.5000% | $1047140.00        | $1028611.02        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-04-01      | 6.0000%  | 6.0000% | $3583000.00        | $3527239.62        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-04-01      | 6.0000%  | 6.0000% | $9164808.00        | $8931897.89        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-04-01      | 5.5000%  | 5.5000% | $3009431.00        | $2820507.23        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-04-01      | 5.5000%  | 5.5000% | $1114207.00        | $1122580.32        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-06-01      | 5.5000%  | 5.5000% | $42786055.00       | $42921967.29       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-06-01      | 5.0000%  | 5.0000% | $1931400.00        | $1900802.33        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-06-01      | 5.0000%  | 5.0000% | $2654659.00        | $2622178.65        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-01-01      | 5.5000%  | 5.5000% | $10562762.00       | $10239063.26       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-10-01      | 5.0000%  | 5.0000% | $3404850.00        | $3223727.34        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-02-01      | 6.0000%  | 6.0000% | $41645731.00       | $41466601.34       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-07-01      | 6.5000%  | 6.5000% | $15435832.00       | $14862841.54       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-02-01      | 5.5000%  | 5.5000% | $50712569.00       | $48540502.62       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-11-01      | 4.5000%  | 4.5000% | $50590350.00       | $47720487.58       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-09-01      | 3.0000%  | 3.0000% | $20620642.00       | $17914473.36       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-06-01      | 5.5000%  | 5.5000% | $63556448.00       | $63758338.61       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips        | 2053-06-25      | 5.5000%  | 5.5000% | $25000000.00       | $5067486.12        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips        | 2053-07-25      | 5.0000%  | 5.0000% | $6109475.00        | $1236995.34        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips        | 2053-08-25      | 5.5000%  | 5.5000% | $5300710.00        | $1053325.68        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-02-01      | 6.5000%  | 6.5000% | $43682604.00       | $41974823.16       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-02-01      | 5.5000%  | 5.5000% | $476059.00         | $450723.73         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-02-01      | 4.5000%  | 4.5000% | $3083124.00        | $2866040.57        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-05-01      | 6.5000%  | 6.5000% | $35734858.00       | $32389056.52       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-05-01      | 5.0000%  | 5.0000% | $2350000.00        | $2186488.05        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-02-01      | 6.0000%  | 6.0000% | $30520460.00       | $28443680.87       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-11-01      | 4.5000%  | 4.5000% | $1089000.00        | $999536.65         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-12-01      | 6.0000%  | 6.0000% | $45904051.00       | $41435270.20       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-05-01      | 4.5000%  | 4.5000% | $4225973.00        | $4049209.00        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-01-01      | 4.5000%  | 4.5000% | $937021.00         | $893906.32         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-06-01      | 4.5000%  | 4.5000% | $24404300.00       | $23383541.34       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-06-01      | 3.5000%  | 3.5000% | $700400.00         | $630989.97         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-06-01      | 6.0000%  | 6.0000% | $24900.00          | $24982.48          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-06-01      | 3.5000%  | 3.5000% | $6030559.00        | $5826149.84        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-05-20      | 3.0000%  | 3.0000% | $1145311.00        | $796173.11         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-06-20      | 4.0000%  | 4.0000% | $1040900.00        | $916749.09         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-20      | 3.0000%  | 3.0000% | $272000.00         | $187727.19         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-08-20      | 4.5000%  | 4.5000% | $2792754.00        | $2621447.16        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-08-20      | 6.0000%  | 6.0000% | $757100.00         | $660545.41         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-11-20      | 5.0000%  | 5.0000% | $27891200.00       | $25633083.18       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-05-20      | 6.0000%  | 6.0000% | $104149000.00      | $89747532.42       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-09-15      | 4.5000%  | 4.5000% | $1018371.00        | $789199.60         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-05-20      | 4.5000%  | 4.5000% | $15398000.00       | $14429592.83       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-10-20      | 4.5000%  | 4.5000% | $176781248.00      | $166091715.67      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-10-20      | 6.0000%  | 6.0000% | $8125000.00        | $7842450.67        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-02-20      | 5.0000%  | 5.0000% | $2133900.00        | $2089639.06        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-03-20      | 5.0000%  | 5.0000% | $7884951.00        | $7450961.63        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-04-20      | 8.0000%  | 8.0000% | $2328315.00        | $2095196.53        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-04-20      | 7.0000%  | 7.0000% | $1443791.00        | $1261851.13        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-03-20      | 5.0000%  | 5.0000% | $1819500.00        | $1767503.84        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-04-20      | 5.0000%  | 5.0000% | $26600.00          | $25838.88          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-01-20      | 5.0000%  | 5.0000% | $1089600.00        | $1059306.39        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-20      | 5.0000%  | 5.0000% | $4345797.00        | $4213088.56        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-20      | 4.5000%  | 4.5000% | $3901876.00        | $3670617.85        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-20      | 4.5000%  | 4.5000% | $14610293.00       | $13746222.39       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-09-01      | 4.5000%  | 4.5000% | $4110216.00        | $3263938.73        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-07-01      | 5.0000%  | 5.0000% | $5998556.00        | $5187719.09        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-08-01      | 5.0000%  | 5.0000% | $255308.00         | $222041.51         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-09-01      | 5.5000%  | 5.5000% | $28625214.00       | $24813095.78       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-11-01      | 5.5000%  | 5.5000% | $28206076.00       | $24611980.50       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-11-01      | 4.0000%  | 4.0000% | $3233200.00        | $2925352.84        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-08-01      | 5.5000%  | 5.5000% | $8041932.00        | $7401497.97        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-08-01      | 6.0000%  | 6.0000% | $17000.00          | $15158.34          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-09-01      | 5.5000%  | 5.5000% | $397727.00         | $369799.07         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-09-01      | 6.0000%  | 6.0000% | $55061713.00       | $49543088.94       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-10-01      | 5.5000%  | 5.5000% | $3487309.00        | $3243503.05        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-11-01      | 5.5000%  | 5.5000% | $188329380.00      | $176872628.62      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-12-01      | 5.0000%  | 5.0000% | $171608084.00      | $161626159.17      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-01-01      | 5.0000%  | 5.0000% | $167949695.00      | $159716482.66      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-12-01      | 6.0000%  | 6.0000% | $10397323.00       | $9599218.35        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-05-01      | 4.5000%  | 4.5000% | $26466917.00       | $25070222.62       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-11-01      | 6.0000%  | 6.0000% | $6945000.00        | $6147275.24        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-11-01      | 6.0000%  | 6.0000% | $20029056.00       | $17314860.89       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-04-01      | 4.5000%  | 4.5000% | $237650.00         | $219017.03         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-02-01      | 5.5000%  | 5.5000% | $2648000.00        | $2158930.66        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-02-01      | 5.0000%  | 5.0000% | $9599365.00        | $8869602.94        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-06-01      | 4.5000%  | 4.5000% | $1207682.00        | $1123092.07        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-08-01      | 6.0000%  | 6.0000% | $320000.00         | $286440.51         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-11-01      | 6.0000%  | 6.0000% | $1468700.00        | $1275668.81        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-07-01      | 5.5000%  | 5.5000% | $4989500.00        | $3711978.25        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-09-01      | 5.5000%  | 5.5000% | $679150.00         | $605967.64         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-09-01      | 5.5000%  | 5.5000% | $3822896.00        | $3517252.92        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-08-01      | 6.0000%  | 6.0000% | $1159741.00        | $1138880.86        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-08-01      | 6.0000%  | 6.0000% | $12547691.00       | $10925606.59       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-09-01      | 5.5000%  | 5.5000% | $1395680.00        | $1361993.72        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-09-01      | 5.0000%  | 5.0000% | $1028944.00        | $1007828.67        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-09-01      | 5.0000%  | 5.0000% | $2867727.00        | $2800491.81        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-09-01      | 4.5000%  | 4.5000% | $1720500.00        | $1631150.26        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-09-01      | 5.5000%  | 5.5000% | $10182209.00       | $9946530.95        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-10-01      | 5.5000%  | 5.5000% | $10225927.00       | $9912002.46        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-10-01      | 5.0000%  | 5.0000% | $1157330.00        | $1137735.55        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-10-01      | 5.5000%  | 5.5000% | $1352900.00        | $1260067.44        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-10-01      | 4.5000%  | 4.5000% | $329982.00         | $311718.17         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-10-01      | 5.0000%  | 5.0000% | $2323953.00        | $2188212.30        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-11-01      | 4.5000%  | 4.5000% | $543845.00         | $516238.22         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-11-01      | 4.5000%  | 4.5000% | $8070422.00        | $7661934.73        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-11-01      | 5.0000%  | 5.0000% | $11134128.00       | $10871217.92       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-11-01      | 6.0000%  | 6.0000% | $11376931.00       | $10379651.66       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-09-01      | 5.5000%  | 5.5000% | $256500.00         | $215537.38         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-01-01      | 5.0000%  | 5.0000% | $61438831.00       | $53297138.94       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-07-01      | 5.0000%  | 5.0000% | $952300.00         | $841365.39         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-07-01      | 5.0000%  | 5.0000% | $23869400.00       | $20732291.67       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2044-12-01      | 5.0000%  | 5.0000% | $350000.00         | $331372.70         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2045-01-01      | 5.5000%  | 5.5000% | $787015.00         | $753695.56         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2045-02-01      | 4.5000%  | 4.5000% | $2779125.00        | $2661972.42        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-01-01      | 6.5000%  | 6.5000% | $18931103.00       | $15670542.17       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-02-01      | 7.5000%  | 7.5000% | $995642.00         | $690252.00         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-02-01      | 6.0000%  | 6.0000% | $12183402.00       | $10545756.07       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-02-01      | 5.0000%  | 5.0000% | $1662179.00        | $1588878.12        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-02-01      | 6.0000%  | 6.0000% | $5034195.00        | $4617762.76        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-03-01      | 5.0000%  | 5.0000% | $1400.00           | $1357.42           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-03-01      | 4.5000%  | 4.5000% | $1300789.00        | $1132405.47        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-03-01      | 4.5000%  | 4.5000% | $1138722.00        | $1068407.31        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-03-01      | 5.0000%  | 5.0000% | $41909.00          | $36261.70          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-04-01      | 4.5000%  | 4.5000% | $2612943.00        | $2467409.65        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-04-01      | 5.5000%  | 5.5000% | $2256051.00        | $2118230.38        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-04-01      | 6.0000%  | 6.0000% | $4465317.00        | $4307238.60        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-05-01      | 6.5000%  | 6.5000% | $5571873.00        | $5270902.28        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-05-01      | 5.5000%  | 5.5000% | $96000.00          | $93848.50          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-05-01      | 6.0000%  | 6.0000% | $1354943.00        | $1287616.69        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-06-01      | 6.0000%  | 6.0000% | $1085993.00        | $1029643.78        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-06-01      | 6.0000%  | 6.0000% | $20812973.00       | $18813071.88       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips        | 2051-02-25      | 4.0000%  | 4.0000% | $7533984.00        | $3698953.78        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2028-04-01      | 3.5440%  | 3.5440% | $3000000.00        | $2869398.57        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-07-01      | 4.0400%  | 4.0400% | $2150000.00        | $1868778.80        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-12-01      | 5.0000%  | 5.0000% | $15627168.00       | $14650366.66       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-10-01      | 4.0000%  | 4.0000% | $1084418.00        | $979288.75         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-10-01      | 5.5000%  | 5.5000% | $7372208.00        | $6460002.79        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-12-01      | 5.0000%  | 5.0000% | $5741328.00        | $5102478.49        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-02-01      | 6.0000%  | 6.0000% | $4579851.00        | $4126549.32        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-12-01      | 6.5000%  | 6.5000% | $1085700.00        | $956950.76         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-02-01      | 6.5000%  | 6.5000% | $1314394.00        | $1249253.22        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-03-01      | 5.0000%  | 5.0000% | $1671035.00        | $1625604.65        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-03-01      | 6.0000%  | 6.0000% | $1048700.00        | $908980.94         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-04-01      | 5.0000%  | 5.0000% | $1003800.00        | $873610.53         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-04-01      | 5.5000%  | 5.5000% | $296300.00         | $257321.07         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-04-01      | 5.5000%  | 5.5000% | $43595.00          | $41948.11          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-04-01      | 5.0000%  | 5.0000% | $1008446.00        | $870511.70         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-09-01      | 5.5000%  | 5.5000% | $98700.00          | $93055.68          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-10-01      | 5.0000%  | 5.0000% | $1916111.00        | $1875061.08        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-10-01      | 5.0000%  | 5.0000% | $4260271.00        | $3756742.65        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-07-01      | 6.0000%  | 6.0000% | $3514652.00        | $3260211.85        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-05-01      | 6.5000%  | 6.5000% | $97972.00          | $86688.08          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-05-01      | 6.0000%  | 6.0000% | $2659912.00        | $2542751.40        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-06-01      | 5.5000%  | 5.5000% | $629942.00         | $605130.79         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-05-01      | 5.5000%  | 5.5000% | $1056475.00        | $947297.74         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-06-01      | 6.0000%  | 6.0000% | $1000400.00        | $936233.61         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-05-01      | 5.5000%  | 5.5000% | $1359535.00        | $1174750.23        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-06-01      | 6.5000%  | 6.5000% | $2530492.00        | $2017178.81        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-08-01      | 6.0000%  | 6.0000% | $2885288.00        | $2542992.83        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-07-01      | 6.0000%  | 6.0000% | $935036.00         | $876751.97         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-07-01      | 6.5000%  | 6.5000% | $9650798.00        | $8364236.24        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-08-01      | 6.5000%  | 6.5000% | $2267400.00        | $2121326.96        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-08-01      | 5.5000%  | 5.5000% | $302370.00         | $298538.27         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-07-01      | 6.5000%  | 6.5000% | $4664600.00        | $4507346.92        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-11-01      | 5.5000%  | 5.5000% | $3414816.00        | $3094532.71        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-09-01      | 6.0000%  | 6.0000% | $2993897.00        | $2894342.93        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2044-11-01      | 5.0000%  | 5.0000% | $1332300.00        | $1256451.53        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-10-01      | 5.0000%  | 5.0000% | $1974801.00        | $1838797.72        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-11-01      | 5.5000%  | 5.5000% | $7929194.00        | $7419737.98        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-11-01      | 4.5000%  | 4.5000% | $9298885.00        | $8774610.17        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-11-01      | 4.5000%  | 4.5000% | $6616600.00        | $6224990.50        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-11-01      | 6.0000%  | 6.0000% | $2391940.00        | $2233151.14        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-12-01      | 5.5000%  | 5.5000% | $9469034.00        | $8843754.85        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-01-01      | 5.5000%  | 5.5000% | $2355091.00        | $2370790.80        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-06-01      | 5.0000%  | 5.0000% | $1544307.00        | $1525818.21        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-01-01      | 6.0000%  | 6.0000% | $3020006.00        | $2883922.25        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-02-01      | 5.5000%  | 5.5000% | $2641100.00        | $2643756.50        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-03-01      | 6.5000%  | 6.5000% | $2616776.00        | $2485978.94        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-05-01      | 4.5000%  | 4.5000% | $35481.00          | $33967.73          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-05-01      | 5.5000%  | 5.5000% | $4424037.00        | $4449939.84        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-04-01      | 5.5000%  | 5.5000% | $4229711.00        | $4247973.36        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-03-01      | 5.5000%  | 5.5000% | $1097800.00        | $1110452.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-04-01      | 6.0000%  | 6.0000% | $1878861.00        | $1686360.56        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-04-01      | 4.5000%  | 4.5000% | $1632100.00        | $1559068.44        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-05-01      | 5.5000%  | 5.5000% | $9093400.00        | $8949509.30        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-05-01      | 5.5000%  | 5.5000% | $6101766.00        | $6118874.11        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-05-01      | 5.0000%  | 5.0000% | $1098800.00        | $1078798.10        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-06-01      | 5.5000%  | 5.5000% | $9128307.00        | $8583498.23        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-06-01      | 5.0000%  | 5.0000% | $2902674.00        | $2863992.32        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-06-01      | 5.0000%  | 5.0000% | $1036900.00        | $1023363.04        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2039-04-01      | 3.9190%  | 3.9190% | $1198000.00        | $1064552.11        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2026-01-01      | 2.3190%  | 2.3190% | $2500000.00        | $2260789.14        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2046-02-01      | 3.5000%  | 3.5000% | $9973875.00        | $9138694.21        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2032-09-01      | 3.7400%  | 3.7400% | $10904000.00       | $10434820.26       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2032-10-01      | 3.9800%  | 3.9800% | $457800.00         | $441582.02         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-04-01      | 5.0300%  | 5.0300% | $7248700.00        | $6838510.15        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-12-01      | 5.3250%  | 5.3250% | $5859000.00        | $5603722.48        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-08-01      | 6.5000%  | 6.5000% | $28905.00          | $29268.26          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-12-01      | 7.0000%  | 7.0000% | $2415581.00        | $2333270.81        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-12-01      | 4.5000%  | 4.5000% | $3842673.00        | $3536600.55        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-01-01      | 5.5000%  | 5.5000% | $15011669.00       | $14205852.98       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-05-01      | 5.0000%  | 5.0000% | $2676817.00        | $2642805.87        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-05-01      | 5.0000%  | 5.0000% | $3171225.00        | $3127360.20        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-03-01      | 5.0000%  | 5.0000% | $1104323.00        | $1009502.05        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-06-01      | 5.5000%  | 5.5000% | $1572000.00        | $1493042.29        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-09-01      | 5.5000%  | 5.5000% | $1780593.00        | $1788371.23        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-01-01      | 6.0000%  | 6.0000% | $1412652.00        | $1116258.27        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-08-01      | 5.0000%  | 5.0000% | $215718.00         | $158892.18         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-04-01      | 5.5000%  | 5.5000% | $2545250.00        | $1623705.17        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-06-01      | 6.0000%  | 6.0000% | $5564246.00        | $5211379.32        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-03-01      | 6.0000%  | 6.0000% | $3199682.00        | $3120537.70        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-12-01      | 5.1600%  | 5.1600% | $2505000.00        | $2528641.13        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-12-01      | 2.5000%  | 2.5000% | $16816080.00       | $11672772.39       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-04-01      | 3.5000%  | 3.5000% | $585000.00         | $419890.74         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-07-01      | 4.5000%  | 4.5000% | $4024000.00        | $3153704.35        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-12-01      | 6.0000%  | 6.0000% | $45300.00          | $40816.61          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-01-01      | 5.0000%  | 5.0000% | $1594900.00        | $1387758.46        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-01-01      | 5.5000%  | 5.5000% | $52959969.00       | $47307555.93       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-09-01      | 5.5000%  | 5.5000% | $78913381.00       | $68377130.62       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-08-01      | 6.0000%  | 6.0000% | $3438273.00        | $3071502.00        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-07-01      | 3.5000%  | 3.5000% | $2225848.00        | $1935793.07        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-07-01      | 5.0000%  | 5.0000% | $45700.00          | $39734.08          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-10-01      | 5.5000%  | 5.5000% | $27227500.00       | $23855896.05       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-10-01      | 6.0000%  | 6.0000% | $6023900.00        | $5841778.53        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-12-01      | 6.5000%  | 6.5000% | $4388206.00        | $4281213.02        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-04-01      | 5.5000%  | 5.5000% | $2037812.00        | $1934386.85        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-06-01      | 6.5000%  | 6.5000% | $23600.00          | $21911.39          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-01-01      | 5.5000%  | 5.5000% | $80000.00          | $78569.14          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-01-01      | 5.0000%  | 5.0000% | $806281.00         | $766347.96         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-08-01      | 6.5000%  | 6.5000% | $2874000.00        | $2740967.84        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-11-01      | 4.5000%  | 4.5000% | $88305416.00       | $82838401.81       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-12-01      | 5.0000%  | 5.0000% | $39647186.00       | $38441898.23       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-12-01      | 5.5000%  | 5.5000% | $30000.00          | $29570.98          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-02-01      | 4.5000%  | 4.5000% | $4049703.00        | $3833459.28        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-08-01      | 4.0000%  | 4.0000% | $20319660.00       | $18696584.77       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2039-11-01      | 5.0000%  | 5.0000% | $305480.00         | $265124.99         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-11-01      | 5.0000%  | 5.0000% | $21037732.00       | $20359219.51       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-01-01      | 5.5000%  | 5.5000% | $31934357.00       | $31305048.15       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-04-01      | 6.0000%  | 6.0000% | $44554635.00       | $42692619.43       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-01-01      | 4.0000%  | 4.0000% | $8246505.00        | $7713322.62        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-12-01      | 5.5000%  | 5.5000% | $46272422.00       | $43817854.91       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-03-01      | 3.0000%  | 3.0000% | $12984324.00       | $11217869.09       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-12-01      | 3.0000%  | 3.0000% | $37289507.00       | $32505262.84       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-09-01      | 4.0000%  | 4.0000% | $796100.00         | $736486.33         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-05-01      | 4.0000%  | 4.0000% | $8432529.00        | $7887578.07        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-04-01      | 5.0000%  | 5.0000% | $18427020.00       | $18171444.04       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-06-01      | 5.5000%  | 5.5000% | $148116092.00      | $148586591.06      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-11-01      | 2.5000%  | 2.5000% | $18458422.00       | $11835002.46       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-05-01      | 3.0000%  | 3.0000% | $486500.00         | $336667.51         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-01-01      | 4.5000%  | 4.5000% | $255000.00         | $223422.70         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-10-01      | 6.0000%  | 6.0000% | $463400.00         | $405514.48         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-12-01      | 7.0000%  | 7.0000% | $25101408.00       | $21737898.37       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-05-01      | 6.0000%  | 6.0000% | $190600.00         | $177806.55         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-06-01      | 4.0000%  | 4.0000% | $12549322.00       | $10850349.56       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-02-01      | 6.0000%  | 6.0000% | $59899267.00       | $52384024.66       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2044-01-01      | 4.0000%  | 4.0000% | $510256.00         | $440542.81         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-06-01      | 5.0000%  | 5.0000% | $8700000.00        | $8249587.25        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-20      | 5.0000%  | 5.0000% | $12336700.00       | $11945561.33       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-01-20      | 5.0000%  | 5.0000% | $1617028.00        | $1571152.96        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-20      | 4.5000%  | 4.5000% | $2070600.00        | $1951626.28        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-01-20      | 5.0000%  | 5.0000% | $9139100.00        | $8882300.93        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-20      | 5.0000%  | 5.0000% | $23900.00          | $23299.11          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-20      | 5.0000%  | 5.0000% | $8903328.00        | $8688753.92        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-20      | 5.0000%  | 5.0000% | $1365412.00        | $1334934.33        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-01-20      | 4.0000%  | 4.0000% | $991658.00         | $914036.87         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-10-20      | 4.0000%  | 4.0000% | $300000.00         | $276776.29         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-20      | 4.0000%  | 4.0000% | $6942603.00        | $6450111.13        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-20      | 5.5000%  | 5.5000% | $113040375.00      | $113623726.18      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-20      | 5.5000%  | 5.5000% | $17603400.00       | $17341972.02       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-20      | 5.0000%  | 5.0000% | $2438000.00        | $2372728.00        | Agency Mortgage-Backed Securities |

### Security 105: 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: BYM5XQEE1, C.3 - LEI: 6PTKHDJ8HDUF78PFWH30
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.4900%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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) | 2030-05-31      | 3.7500%  | 3.7500% | $50000000.00       | $49812499.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREAS BDS-U.S. Treasuries (including strips) | 2030-05-15      | 0.6200%  | 0.6200% | $50000000.00       | $42976561.92       | U.S. Treasuries (including strips) |
| UNITED STATES TREAS BDS-U.S. Treasuries (including strips) | 2030-05-31      | 3.7500%  | 3.7500% | $50000000.00       | $49812499.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREAS BDS-U.S. Treasuries (including strips) | 2030-05-31      | 3.7500%  | 3.7500% | $50000000.00       | $49812499.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREAS BDS-U.S. Treasuries (including strips) | 2031-01-31      | 4.0000%  | 4.0000% | $50000000.00       | $51078728.82       | U.S. Treasuries (including strips) |
| UNITED STATES TREAS BDS-U.S. Treasuries (including strips) | 2030-05-31      | 3.7500%  | 3.7500% | $50000000.00       | $49812499.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREAS BDS-U.S. Treasuries (including strips) | 2031-03-31      | 4.1200%  | 4.1200% | $50000000.00       | $51075306.81       | U.S. Treasuries (including strips) |
| UNITED STATES TREAS BDS-U.S. Treasuries (including strips) | 2031-03-31      | 4.1200%  | 4.1200% | $50000000.00       | $51075306.81       | U.S. Treasuries (including strips) |
| UNITED STATES TREAS BDS-U.S. Treasuries (including strips) | 2031-03-31      | 4.1200%  | 4.1200% | $50000000.00       | $51075306.81       | U.S. Treasuries (including strips) |
| UNITED STATES TREAS BDS-U.S. Treasuries (including strips) | 2030-05-31      | 3.7500%  | 3.7500% | $50000000.00       | $49812499.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREAS BDS-U.S. Treasuries (including strips) | 2030-06-30      | 3.7500%  | 3.7500% | $50000000.00       | $49812499.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREAS BDS-U.S. Treasuries (including strips) | 2030-05-15      | 0.6200%  | 0.6200% | $32722400.00       | $28125924.99       | U.S. Treasuries (including strips) |
| UNITED STATES TREAS BDS-U.S. Treasuries (including strips) | 2030-06-30      | 3.7500%  | 3.7500% | $300000.00         | $298874.99         | U.S. Treasuries (including strips) |
| UNITED STATES TREAS BDS-U.S. Treasuries (including strips) | 2030-05-31      | 3.7500%  | 3.7500% | $50000000.00       | $49812499.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREAS BDS-U.S. Treasuries (including strips) | 2030-05-31      | 4.0000%  | 4.0000% | $10779000.00       | $10906301.02       | U.S. Treasuries (including strips) |
| UNITED STATES TREAS BDS-U.S. Treasuries (including strips) | 2031-01-31      | 4.0000%  | 4.0000% | $14200000.00       | $14506358.98       | U.S. Treasuries (including strips) |
| UNITED STATES TREAS BDS-U.S. Treasuries (including strips) | 2031-02-28      | 4.2500%  | 4.2500% | $50000000.00       | $51579482.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREAS BDS-U.S. Treasuries (including strips) | 2030-05-31      | 3.7500%  | 3.7500% | $50000000.00       | $49812499.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREAS BDS-U.S. Treasuries (including strips) | 2030-06-30      | 3.7500%  | 3.7500% | $50000000.00       | $49812499.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREAS BDS-U.S. Treasuries (including strips) | 2030-05-31      | 3.7500%  | 3.7500% | $50000000.00       | $49812499.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREAS BDS-U.S. Treasuries (including strips) | 2030-05-31      | 3.7500%  | 3.7500% | $50000000.00       | $49812499.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREAS BDS-U.S. Treasuries (including strips) | 2031-02-28      | 4.2500%  | 4.2500% | $50000000.00       | $51579482.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREAS BDS-U.S. Treasuries (including strips) | 2030-06-30      | 3.7500%  | 3.7500% | $50000000.00       | $49812499.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREAS BDS-U.S. Treasuries (including strips) | 2030-05-31      | 3.7500%  | 3.7500% | $50000000.00       | $49812499.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREAS BDS-U.S. Treasuries (including strips) | 2031-03-31      | 4.1200%  | 4.1200% | $1683100.00        | $1719296.98        | U.S. Treasuries (including strips) |
| UNITED STATES TREAS BDS-U.S. Treasuries (including strips) | 2030-05-31      | 3.7500%  | 3.7500% | $50000000.00       | $49812499.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREAS BDS-U.S. Treasuries (including strips) | 2031-02-28      | 4.2500%  | 4.2500% | $50000000.00       | $51579482.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREAS BDS-U.S. Treasuries (including strips) | 2030-05-31      | 3.7500%  | 3.7500% | $50000000.00       | $49812499.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREAS BDS-U.S. Treasuries (including strips) | 2030-05-15      | 0.6200%  | 0.6200% | $50000000.00       | $42976561.92       | U.S. Treasuries (including strips) |
| UNITED STATES TREAS BDS-U.S. Treasuries (including strips) | 2031-03-31      | 4.1200%  | 4.1200% | $50000000.00       | $51075306.81       | U.S. Treasuries (including strips) |
| UNITED STATES TREAS BDS-U.S. Treasuries (including strips) | 2030-05-31      | 3.7500%  | 3.7500% | $50000000.00       | $49812499.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREAS BDS-U.S. Treasuries (including strips) | 2031-03-31      | 4.1200%  | 4.1200% | $50000000.00       | $51075306.81       | U.S. Treasuries (including strips) |
| UNITED STATES TREAS BDS-U.S. Treasuries (including strips) | 2030-06-30      | 3.7500%  | 3.7500% | $50000000.00       | $49812499.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREAS BDS-U.S. Treasuries (including strips) | 2031-02-28      | 4.2500%  | 4.2500% | $30000000.00       | $30947689.69       | U.S. Treasuries (including strips) |
| UNITED STATES TREAS BDS-U.S. Treasuries (including strips) | 2030-05-31      | 3.7500%  | 3.7500% | $50000000.00       | $49812499.31       | U.S. Treasuries (including strips) |
| UNITED STATES TREAS BDS-U.S. Treasuries (including strips) | 2030-05-31      | 3.7500%  | 3.7500% | $50000000.00       | $49812499.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREAS BDS-U.S. Treasuries (including strips) | 2030-05-31      | 3.7500%  | 3.7500% | $50000000.00       | $49812499.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREAS BDS-U.S. Treasuries (including strips) | 2030-05-31      | 3.7500%  | 3.7500% | $50000000.00       | $49812499.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREAS BDS-U.S. Treasuries (including strips) | 2030-05-31      | 3.7500%  | 3.7500% | $50000000.00       | $49812499.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREAS BDS-U.S. Treasuries (including strips) | 2031-03-31      | 4.1200%  | 4.1200% | $50000000.00       | $51075306.81       | U.S. Treasuries (including strips) |
| UNITED STATES TREAS BDS-U.S. Treasuries (including strips) | 2030-05-31      | 3.7500%  | 3.7500% | $50000000.00       | $49812499.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREAS BDS-U.S. Treasuries (including strips) | 2030-06-30      | 3.7500%  | 3.7500% | $50000000.00       | $49812499.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREAS BDS-U.S. Treasuries (including strips) | 2031-02-28      | 4.2500%  | 4.2500% | $50000000.00       | $51579482.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREAS BDS-U.S. Treasuries (including strips) | 2030-05-31      | 3.7500%  | 3.7500% | $50000000.00       | $49812499.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREAS BDS-U.S. Treasuries (including strips) | 2031-02-28      | 4.2500%  | 4.2500% | $50000000.00       | $51579482.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREAS BDS-U.S. Treasuries (including strips) | 2030-06-30      | 3.8790%  | 3.8790% | $6785000.00        | $6801962.41        | U.S. Treasuries (including strips) |

### Security 106: 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: BYM5XQE84, 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:** 1.4900%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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)                          | 2028-07-31      | 1.0000%  | 1.0000% | $964400.00         | $892145.84         | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2032-02-29      | 4.1250%  | 4.1250% | $220606700.00      | $225046469.84      | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2032-06-30      | 4.0000%  | 4.0000% | $460379500.00      | $459362982.06      | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-05-20      | 6.5000%  | 6.5000% | $17817115.00       | $1560987.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-10-20      | 2.5000%  | 2.5000% | $24240230.00       | $2694629.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-05-20      | 0.8980%  | 0.8980% | $450000000.00      | $8451150.66        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-06-20      | 1.6980%  | 1.6980% | $101915334.00      | $7136584.19        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-06-20      | 2.9980%  | 2.9980% | $32633000.00       | $2880902.71        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-06-20      | 5.4510%  | 5.4510% | $1000.00           | $966.82            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-08-20      | 2.3480%  | 2.3480% | $9856000.00        | $565870.18         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-08-20      | 1.6480%  | 1.6480% | $50000000.00       | $3126339.38        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-08-20      | 2.3480%  | 2.3480% | $75412000.00       | $6402364.75        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-08-20      | 1.5980%  | 1.5980% | $100000000.00      | $5639238.62        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-10-20      | 3.0000%  | 3.0000% | $52704163.00       | $7853829.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2064-10-20      | 1.2480%  | 1.2480% | $192270000.00      | $6298256.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-10-20      | 1.1480%  | 1.1480% | $150000000.00      | $7460974.83        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-11-20      | 1.5880%  | 1.5880% | $100000000.00      | $3753970.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-01-20      | 2.3280%  | 2.3280% | $25100000.00       | $1076021.82        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-02-20      | 2.2480%  | 2.2480% | $16364000.00       | $561461.03         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-12-20      | 6.5000%  | 6.5000% | $9702697.00        | $1899297.38        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-12-20      | 6.5000%  | 6.5000% | $19110487.00       | $4455056.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-01-20      | 2.2780%  | 2.2780% | $6000402.00        | $423558.33         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2065-02-20      | 1.6480%  | 1.6480% | $300000000.00      | $10541980.05       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-03-20      | 1.6980%  | 1.6980% | $24275555.00       | $1272443.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-03-20      | 1.6980%  | 1.6980% | $27579258.00       | $1456446.42        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-05-20      | 1.6170%  | 1.6170% | $83969990.00       | $10588680.53       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-05-20      | 1.5980%  | 1.5980% | $30858696.00       | $2328899.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-05-20      | 1.5980%  | 1.5980% | $50000000.00       | $2898126.47        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-05-25      | 2.8940%  | 2.8940% | $50000000.00       | $4003741.97        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-05-25      | 1.6440%  | 1.6440% | $66666666.00       | $4916579.59        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-05-25      | 1.4440%  | 1.4440% | $134401221.00      | $5712640.89        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-06-25      | 1.4440%  | 1.4440% | $74463747.00       | $2938230.06        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-06-25      | 1.4940%  | 1.4940% | $18827000.00       | $479320.89         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-01-25      | 2.8440%  | 2.8440% | $36875784.00       | $2965970.05        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-06-25      | 2.8240%  | 2.8240% | $27500000.00       | $2494512.87        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2048-03-15      | 1.5310%  | 1.5310% | $160401241.00      | $9549724.28        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2048-03-15      | 6.0000%  | 6.0000% | $7459405.00        | $1059079.81        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-09-25      | 0.9440%  | 0.9440% | $67000000.00       | $1863353.27        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-09-25      | 0.8440%  | 0.8440% | $32000000.00       | $819194.73         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-09-25      | 0.9440%  | 0.9440% | $61427513.00       | $2071730.85        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-07-25      | 4.0000%  | 4.0000% | $34035687.00       | $5122264.00        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-10-25      | 4.5000%  | 4.5000% | $20755139.00       | $2477969.33        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2048-10-25      | 6.0000%  | 6.0000% | $8307078.00        | $461607.00         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-09-25      | 1.5940%  | 1.5940% | $16000000.00       | $956169.55         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-09-25      | 0.8440%  | 0.8440% | $29500000.00       | $786000.72         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-09-25      | 1.5940%  | 1.5940% | $62000000.00       | $3289215.00        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-10-25      | 1.0440%  | 1.0440% | $171957888.00      | $7220390.96        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-11-25      | 6.5000%  | 6.5000% | $24177000.00       | $5368628.90        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-05-25      | 0.2440%  | 0.2440% | $200000000.00      | $4811403.72        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-11-25      | 1.0940%  | 1.0940% | $251783339.00      | $11633871.81       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-11-25      | 1.6440%  | 1.6440% | $80031008.00       | $4669478.67        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-11-25      | 0.3940%  | 0.3940% | $34000000.00       | $919589.14         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-11-25      | 1.0940%  | 1.0940% | $117000000.00      | $5040667.79        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-12-25      | 0.8440%  | 0.8440% | $104773810.00      | $3790937.58        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-12-25      | 2.7940%  | 2.7940% | $50000000.00       | $4771148.96        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-12-25      | 0.7640%  | 0.7640% | $98513675.00       | $1817050.17        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-12-25      | 2.7940%  | 2.7940% | $9400000.00        | $860130.33         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-01-25      | 1.5940%  | 1.5940% | $24711763.00       | $1314367.71        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-01-25      | 0.7440%  | 0.7440% | $100000000.00      | $3296854.31        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-02-25      | 0.5940%  | 0.5940% | $80000000.00       | $2520142.93        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-11-25      | 0.0000%  | 0.0000% | $17670720.00       | $12132551.71       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-09-25      | 0.0000%  | 0.0000% | $16153847.00       | $11463577.46       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-02-25      | 0.0000%  | 0.0000% | $7142857.00        | $5063918.58        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-02-25      | 2.7940%  | 2.7940% | $24740000.00       | $2328835.44        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-02-25      | 2.7440%  | 2.7440% | $10400000.00       | $980720.28         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-02-25      | 2.7440%  | 2.7440% | $17984505.00       | $1585528.36        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-02-25      | 1.5440%  | 1.5440% | $23807618.00       | $1359691.52        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-03-25      | 0.8940%  | 0.8940% | $55000000.00       | $2207006.28        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-10-25      | 1.6800%  | 1.6800% | $38298943.00       | $4876557.35        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-04-25      | 1.6440%  | 1.6440% | $3382000.00        | $238910.44         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-06-25      | 2.6940%  | 2.6940% | $24615511.00       | $2620215.61        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2052-10-25      | 3.0000%  | 3.0000% | $2049830.00        | $353155.57         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-06-25      | 0.6940%  | 0.6940% | $168557211.00      | $5741143.55        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2035-04-25      | 6.5000%  | 6.5000% | $16532577.00       | $50484.23          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2036-04-25      | 2.2800%  | 2.2800% | $32165142.00       | $69190.98          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2036-03-25      | 2.2800%  | 2.2800% | $60000000.00       | $184367.72         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2036-04-25      | 2.1700%  | 2.1700% | $100000000.00      | $105478.00         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2036-04-25      | 1.2100%  | 1.2100% | $268645998.00      | $657478.11         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2036-06-25      | 2.7800%  | 2.7800% | $50000600.00       | $82570.92          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2035-06-15      | 2.2810%  | 2.2810% | $50000000.00       | $102044.63         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2035-11-15      | 2.2310%  | 2.2310% | $115857995.00      | $343549.94         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2036-02-15      | 2.7310%  | 2.7310% | $110000000.00      | $84617.22          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2036-09-25      | 2.1300%  | 2.1300% | $61330239.00       | $184389.04         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2036-12-25      | 2.2200%  | 2.2200% | $39285000.00       | $106405.74         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2036-02-15      | 2.7810%  | 2.7810% | $100000000.00      | $80257.21          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2037-01-25      | 2.1800%  | 2.1800% | $25020000.00       | $62871.04          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2037-03-25      | 2.3500%  | 2.3500% | $37350000.00       | $39175.18          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2036-05-15      | 2.8310%  | 2.8310% | $111942907.00      | $325336.33         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2036-07-15      | 2.0510%  | 2.0510% | $16862278.00       | $78680.81          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2037-04-25      | 1.6800%  | 1.6800% | $23155000.00       | $79902.85          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2037-05-25      | 1.7000%  | 1.7000% | $29696198.00       | $74430.14          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2037-12-25      | 2.0300%  | 2.0300% | $21500000.00       | $70701.11          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2037-09-25      | 2.0050%  | 2.0050% | $50000000.00       | $53441.48          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2037-10-25      | 1.9800%  | 1.9800% | $57625000.00       | $195268.84         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2036-11-15      | 6.5000%  | 6.5000% | $111538461.00      | $349913.12         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-01-25      | 2.0940%  | 2.0940% | $50000000.00       | $3341643.03        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-09-25      | 1.3940%  | 1.3940% | $106795684.00      | $4272504.90        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-10-25      | 1.3440%  | 1.3440% | $94773536.00       | $4133263.70        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-10-25      | 1.2940%  | 1.2940% | $50043784.00       | $1596334.41        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-02-25      | 6.0860%  | 6.0860% | $47440592.00       | $4151561.58        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-11-25      | 1.6940%  | 1.6940% | $77709000.00       | $3198983.72        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-09-25      | 2.5940%  | 2.5940% | $75000000.00       | $5642109.88        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-11-25      | 2.5940%  | 2.5940% | $41000000.00       | $2608801.02        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-11-25      | 1.2940%  | 1.2940% | $50000000.00       | $1343090.84        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-12-25      | 1.1440%  | 1.1440% | $100000000.00      | $3646409.28        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-12-25      | 1.2940%  | 1.2940% | $79098000.00       | $3245761.87        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-09-25      | 1.4940%  | 1.4940% | $33658623.00       | $1370034.76        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-12-25      | 1.8940%  | 1.8940% | $84017305.00       | $2350966.63        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-12-25      | 1.8940%  | 1.8940% | $196049280.00      | $8052632.40        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-05-25      | 2.7440%  | 2.7440% | $25742921.00       | $2224281.83        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-03-25      | 2.6940%  | 2.6940% | $7500000.00        | $547560.71         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-03-25      | 2.0440%  | 2.0440% | $10000000.00       | $530668.61         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-05-25      | 1.5830%  | 1.5830% | $90000000.00       | $3551685.98        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-05-25      | 0.8940%  | 0.8940% | $81500000.00       | $2571387.22        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-05-25      | 0.7880%  | 0.7880% | $85000000.00       | $2824423.45        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-12-25      | 1.6140%  | 1.6140% | $50016667.00       | $2231370.79        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-04-25      | 0.8440%  | 0.8440% | $105000000.00      | $2767757.10        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-04-25      | 1.0230%  | 1.0230% | $106000000.00      | $4815388.29        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-05-25      | 2.6940%  | 2.6940% | $109432893.00      | $9490585.77        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-05-25      | 1.5440%  | 1.5440% | $20771120.00       | $1342859.62        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-10-25      | 5.0000%  | 5.0000% | $17063282.00       | $3919820.81        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-06-25      | 0.9440%  | 0.9440% | $39907424.00       | $1459115.26        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2047-05-25      | 4.5000%  | 4.5000% | $16373326.00       | $2833285.95        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-07-25      | 2.7940%  | 2.7940% | $16586000.00       | $1268674.82        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-07-25      | 0.8940%  | 0.8940% | $66822000.00       | $2237783.24        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-09-25      | 0.8940%  | 0.8940% | $73249327.00       | $2114471.93        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-07-25      | 2.7940%  | 2.7940% | $7000000.00        | $574881.36         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-09-25      | 1.5940%  | 1.5940% | $42000000.00       | $2209600.13        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2036-12-15      | 2.2310%  | 2.2310% | $93333333.00       | $212783.04         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2037-01-15      | 1.9910%  | 1.9910% | $46360000.00       | $81744.19          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2038-04-25      | 1.8000%  | 1.8000% | $67962510.00       | $117787.48         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2038-01-15      | 1.5810%  | 1.5810% | $100000000.00      | $317933.97         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2035-08-15      | 1.8410%  | 1.8410% | $100000000.00      | $90403.27          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2041-06-25      | 0.0000%  | 0.0000% | $47538735.00       | $764683.06         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2041-07-25      | 1.5000%  | 1.5000% | $41190490.00       | $129589.54         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2041-07-25      | 2.2600%  | 2.2600% | $201905021.00      | $572384.06         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2039-11-25      | 1.7300%  | 1.7300% | $35500000.00       | $138068.85         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2039-11-25      | 1.7300%  | 1.7300% | $50000000.00       | $75683.74          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2040-02-25      | 6.5000%  | 6.5000% | $1198742.00        | $187517.00         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2040-02-25      | 1.8100%  | 1.8100% | $118012223.00      | $404261.28         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2040-03-25      | 1.9100%  | 1.9100% | $113636362.00      | $381858.21         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2040-09-25      | 2.1700%  | 2.1700% | $25041834.00       | $116110.76         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2048-10-25      | 2.5230%  | 2.5230% | $81446027.00       | $109388.45         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2040-04-25      | 1.9800%  | 1.9800% | $15663000.00       | $73539.16          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2040-05-25      | 2.0300%  | 2.0300% | $40000000.00       | $110330.31         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2036-08-15      | 0.0000%  | 0.0000% | $4067750.00        | $217679.15         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2040-12-25      | 1.6300%  | 1.6300% | $50000000.00       | $160393.66         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2040-10-25      | 1.6500%  | 1.6500% | $59113364.00       | $69548.80          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2040-12-25      | 6.5000%  | 6.5000% | $37264176.00       | $160296.42         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2040-12-25      | 1.5800%  | 1.5800% | $59000000.00       | $382985.53         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2040-11-25      | 4.5000%  | 4.5000% | $17200000.00       | $30972.15          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2040-12-25      | 0.2800%  | 0.2800% | $46229037.00       | $131429.64         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2040-12-25      | 0.3300%  | 0.3300% | $56541379.00       | $77876.62          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2040-07-25      | 1.0800%  | 1.0800% | $117773970.00      | $227188.71         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2038-08-25      | 4.8120%  | 4.8120% | $401721.00         | $30910.87          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-07-25      | 3.0160%  | 3.0160% | $2779719.00        | $403822.57         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-09-25      | 5.2940%  | 5.2940% | $446111.00         | $70182.50          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2052-12-25      | 2.8910%  | 2.8910% | $576853.00         | $48165.07          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-09-25      | 5.1100%  | 5.1100% | $408922.00         | $45046.94          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2038-06-25      | 2.3200%  | 2.3200% | $545082.00         | $27941.69          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-05-25      | 1.5940%  | 1.5940% | $91700000.00       | $2592767.13        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2043-12-25      | 1.4800%  | 1.4800% | $15908169.00       | $365631.80         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2046-07-25      | 1.9740%  | 1.9740% | $75394610.00       | $218978.34         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2036-06-25      | 3.5000%  | 3.5000% | $18084212.00       | $190378.56         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2046-07-25      | 6.0000%  | 6.0000% | $14651350.00       | $396207.21         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2046-09-25      | 3.0000%  | 3.0000% | $8825000.00        | $201824.40         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2046-05-25      | 3.0000%  | 3.0000% | $15500000.00       | $261274.12         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2046-09-25      | 4.5000%  | 4.5000% | $25694519.00       | $549889.84         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2046-10-25      | 3.5000%  | 3.5000% | $10060000.00       | $178495.61         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2047-01-25      | 1.5720%  | 1.5720% | $9025000.00        | $124460.39         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2046-02-25      | 3.5000%  | 3.5000% | $27676142.00       | $155792.99         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2047-02-25      | 1.6800%  | 1.6800% | $20669656.00       | $338109.61         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2047-04-25      | 6.0000%  | 6.0000% | $18513919.00       | $482721.21         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-05-25      | 4.0000%  | 4.0000% | $15851805.00       | $23286.57          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2057-07-25      | 1.6800%  | 1.6800% | $65842947.00       | $2869240.84        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2047-10-25      | 4.0000%  | 4.0000% | $20820250.00       | $358086.15         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-11-25      | 1.6940%  | 1.6940% | $32761221.00       | $2041148.04        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-06-25      | 4.0000%  | 4.0000% | $35317604.00       | $6489212.33        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-10-25      | 0.8940%  | 0.8940% | $25000000.00       | $714686.13         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-10-25      | 5.0000%  | 5.0000% | $30392736.00       | $6851304.42        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-02-25      | 5.5000%  | 5.5000% | $17891508.00       | $3297497.42        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-02-25      | 3.0000%  | 3.0000% | $43985619.00       | $6961998.64        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-09-25      | 2.8940%  | 2.8940% | $34527019.00       | $4130139.64        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-12-25      | 1.5940%  | 1.5940% | $69000000.00       | $4027494.27        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-03-25      | 0.7940%  | 0.7940% | $76753415.00       | $2846321.60        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-12-25      | 1.5440%  | 1.5440% | $100000000.00      | $4226471.99        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-01-25      | 2.8440%  | 2.8440% | $50355971.00       | $5965595.46        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-06-25      | 1.4940%  | 1.4940% | $100000000.00      | $4226750.29        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-01-25      | 0.8440%  | 0.8440% | $100000000.00      | $3975649.11        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-01-25      | 0.7440%  | 0.7440% | $7153000.00        | $229036.11         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-02-25      | 1.5440%  | 1.5440% | $34000000.00       | $1936749.34        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-12-25      | 2.7940%  | 2.7940% | $117501733.00      | $11062374.76       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-02-25      | 0.7940%  | 0.7940% | $66858964.00       | $2208434.64        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-05-25      | 2.7440%  | 2.7440% | $72652550.00       | $7367556.34        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-03-25      | 2.7440%  | 2.7440% | $93625698.00       | $8662655.56        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-09-25      | 2.7940%  | 2.7940% | $100000000.00      | $9152629.12        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-04-25      | 1.6440%  | 1.6440% | $24485773.00       | $1652846.90        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-05-25      | 2.6940%  | 2.6940% | $104506991.00      | $9794122.90        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-05-25      | 2.6940%  | 2.6940% | $53730333.00       | $5011671.15        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-11-25      | 4.5000%  | 4.5000% | $48106793.00       | $7083466.94        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-07-25      | 1.4760%  | 1.4760% | $128447438.00      | $7905945.16        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-07-25      | 0.7860%  | 0.7860% | $122212459.00      | $5627422.89        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2040-08-15      | 0.0810%  | 0.0810% | $132362786.00      | $406475.93         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2040-08-15      | 2.0810%  | 2.0810% | $39570872.00       | $69672.58          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2040-12-15      | 2.0810%  | 2.0810% | $29250000.00       | $124066.26         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2041-05-15      | 2.1210%  | 2.1210% | $100000000.00      | $224460.88         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2041-06-15      | 6.0000%  | 6.0000% | $6596544.00        | $77691.04          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2041-08-15      | 2.0310%  | 2.0310% | $41663645.00       | $197860.88         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2041-09-15      | 2.0810%  | 2.0810% | $119810404.00      | $837386.95         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-05-25      | 1.4940%  | 1.4940% | $12500000.00       | $339114.97         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2044-10-20      | 4.5000%  | 4.5000% | $19293000.00       | $285518.27         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-05-20      | 4.0000%  | 4.0000% | $39243492.00       | $817316.35         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2043-10-20      | 1.7670%  | 1.7670% | $61229287.00       | $1521919.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-06-20      | 0.8960%  | 0.8960% | $16483094.00       | $1044499.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-06-20      | 0.8960%  | 0.8960% | $34822830.00       | $2206685.49        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-09-20      | 1.6670%  | 1.6670% | $16433000.00       | $381163.31         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-03-20      | 1.1670%  | 1.1670% | $105035671.00      | $4711253.19        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-11-20      | 1.7670%  | 1.7670% | $16616034.00       | $601001.41         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-04-20      | 3.5000%  | 3.5000% | $3390000.00        | $246177.71         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-08-20      | 3.0000%  | 3.0000% | $76615875.00       | $6193595.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-11-20      | 2.5000%  | 2.5000% | $71282800.00       | $3876093.23        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-10-20      | 2.5000%  | 2.5000% | $100000000.00      | $8634653.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-11-20      | 0.0000%  | 0.0000% | $5000000.00        | $75153.62          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-12-20      | 3.0000%  | 3.0000% | $72734460.00       | $6171759.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-01-20      | 2.5000%  | 2.5000% | $115129369.00      | $11674948.23       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-12-20      | 4.0000%  | 4.0000% | $26465147.00       | $3242395.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-02-20      | 2.5000%  | 2.5000% | $54669341.00       | $5294893.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-02-20      | 3.0000%  | 3.0000% | $14136333.00       | $1659212.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-03-20      | 2.5000%  | 2.5000% | $8885000.00        | $552397.17         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-03-20      | 1.8670%  | 1.8670% | $35599353.00       | $1646512.81        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-05-20      | 3.0000%  | 3.0000% | $6286000.00        | $560013.69         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-09-20      | 3.0000%  | 3.0000% | $68291666.00       | $5692398.66        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-06-20      | 3.5000%  | 3.5000% | $5954895.00        | $564931.15         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-07-20      | 2.5000%  | 2.5000% | $8899000.00        | $737668.40         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-07-20      | 5.0000%  | 5.0000% | $5640000.00        | $578373.53         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-08-20      | 3.0000%  | 3.0000% | $70494500.00       | $6866575.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-09-20      | 3.5000%  | 3.5000% | $25263826.00       | $3203529.19        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-09-20      | 1.8670%  | 1.8670% | $74307323.00       | $5026573.87        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2036-09-20      | 2.5000%  | 2.5000% | $63380071.00       | $2786226.71        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-11-20      | 3.5000%  | 3.5000% | $28209976.00       | $4017294.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-11-20      | 3.0000%  | 3.0000% | $4236000.00        | $282312.42         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2047-11-25      | 1.7300%  | 1.7300% | $57036974.00       | $1667518.11        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2047-12-25      | 1.7800%  | 1.7800% | $61226988.00       | $1491500.28        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2048-01-25      | 1.7300%  | 1.7300% | $14491428.00       | $565655.86         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2048-05-25      | 3.0000%  | 3.0000% | $7150000.00        | $191220.34         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2048-05-25      | 1.7800%  | 1.7800% | $3190904.00        | $126264.42         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2047-10-25      | 4.0000%  | 4.0000% | $19000000.00       | $338108.60         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2058-05-25      | 2.0750%  | 2.0750% | $53378775.00       | $294327.41         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2048-04-25      | 3.0000%  | 3.0000% | $1250500.00        | $185404.96         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2048-04-25      | 1.7800%  | 1.7800% | $24090139.00       | $569703.62         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2048-04-25      | 1.7800%  | 1.7800% | $11487480.00       | $514085.98         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2048-06-25      | 1.7800%  | 1.7800% | $10000000.00       | $138029.45         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2048-01-25      | 4.0000%  | 4.0000% | $8000000.00        | $232610.43         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2048-08-25      | 1.7800%  | 1.7800% | $35000000.00       | $546901.05         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-04-25      | 1.5800%  | 1.5800% | $22014245.00       | $337210.14         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-02-25      | 5.0000%  | 5.0000% | $13071003.00       | $506007.73         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2048-11-25      | 1.7300%  | 1.7300% | $26348852.00       | $465660.84         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2048-06-25      | 4.0000%  | 4.0000% | $20826720.00       | $332664.44         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2048-12-25      | 3.0000%  | 3.0000% | $5000000.00        | $119972.73         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2037-03-25      | 3.5000%  | 3.5000% | $13094590.00       | $367640.97         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-07-25      | 1.5800%  | 1.5800% | $15350000.00       | $439792.61         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-07-25      | 1.6300%  | 1.6300% | $14000000.00       | $533297.86         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-04-25      | 1.5800%  | 1.5800% | $16417651.00       | $284387.27         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-04-25      | 1.6800%  | 1.6800% | $7185386.00        | $195086.67         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-05-25      | 1.6300%  | 1.6300% | $19001938.00       | $485857.00         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-06-25      | 1.6300%  | 1.6300% | $11500000.00       | $165174.22         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-01-25      | 1.6300%  | 1.6300% | $11700000.00       | $141707.17         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-06-25      | 1.6300%  | 1.6300% | $10000000.00       | $434088.87         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-09-25      | 4.0000%  | 4.0000% | $10910000.00       | $191449.24         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2036-11-25      | 2.1800%  | 2.1800% | $33942838.00       | $1428769.43        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2039-06-25      | 1.5300%  | 1.5300% | $39694486.00       | $1837437.42        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-07-25      | 1.6300%  | 1.6300% | $8100000.00        | $279830.68         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-06-25      | 1.6500%  | 1.6500% | $7181250.00        | $446429.14         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-08-25      | 2.7300%  | 2.7300% | $8529663.00        | $95447.69          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2041-04-15      | 2.2310%  | 2.2310% | $43627875.00       | $197361.19         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2041-12-15      | 2.0310%  | 2.0310% | $81740982.00       | $430800.83         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-01-15      | 1.5310%  | 1.5310% | $62591952.00       | $299295.49         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-01-15      | 2.0810%  | 2.0810% | $50000000.00       | $406819.56         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-02-15      | 1.5310%  | 1.5310% | $25742360.00       | $337736.92         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-02-15      | 2.1210%  | 2.1210% | $86751597.00       | $713925.03         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-02-15      | 1.5210%  | 1.5210% | $85892593.00       | $769776.05         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-03-15      | 2.0810%  | 2.0810% | $19633000.00       | $136014.37         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-05-15      | 1.6310%  | 1.6310% | $41095926.00       | $223358.06         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-07-15      | 1.5810%  | 1.5810% | $31050000.00       | $293719.12         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-07-15      | 2.2810%  | 2.2810% | $7479158.00        | $106202.10         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-07-15      | 2.2810%  | 2.2810% | $38592250.00       | $514460.13         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-07-15      | 2.2010%  | 2.2010% | $37430744.00       | $526690.45         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2032-08-15      | 1.7310%  | 1.7310% | $70084557.00       | $451351.30         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-08-15      | 1.6310%  | 1.6310% | $11525618.00       | $214068.20         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-09-15      | 1.5810%  | 1.5810% | $42654372.00       | $702306.79         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-09-15      | 2.1810%  | 2.1810% | $25000000.00       | $521034.66         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2032-10-15      | 3.0000%  | 3.0000% | $60511093.00       | $448137.92         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-07-15      | 4.5000%  | 4.5000% | $6378996.00        | $60432.26          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-02-15      | 6.0000%  | 6.0000% | $71242350.00       | $530048.75         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2032-12-15      | 3.0000%  | 3.0000% | $36166666.00       | $134652.66         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2033-01-15      | 3.0000%  | 3.0000% | $53115734.00       | $405005.27         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2032-10-15      | 3.0000%  | 3.0000% | $25831961.00       | $140410.15         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2043-02-15      | 3.5000%  | 3.5000% | $37953000.00       | $543772.56         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2043-03-15      | 1.6810%  | 1.6810% | $22243120.00       | $401930.32         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-02-15      | 5.0000%  | 5.0000% | $24299245.00       | $42581.96          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2043-03-15      | 1.7010%  | 1.7010% | $30181968.00       | $741796.32         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2033-04-15      | 3.0000%  | 3.0000% | $36917831.00       | $298793.22         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2033-05-15      | 3.0000%  | 3.0000% | $40333333.00       | $412249.28         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2033-06-15      | 3.0000%  | 3.0000% | $12515000.00       | $133732.35         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2041-05-15      | 1.6310%  | 1.6310% | $42343980.00       | $220527.62         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2039-06-15      | 1.5310%  | 1.5310% | $47295652.00       | $512834.02         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2043-05-15      | 4.0000%  | 4.0000% | $7012191.00        | $3475.69           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2043-11-15      | 1.7310%  | 1.7310% | $81268293.00       | $487434.95         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-08-25      | 1.6800%  | 1.6800% | $8000000.00        | $43851.26          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-10-25      | 1.6300%  | 1.6300% | $2481000.00        | $77497.41          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-10-25      | 1.6300%  | 1.6300% | $19675387.00       | $378797.79         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-10-25      | 1.1800%  | 1.1800% | $18768837.00       | $491119.29         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-11-25      | 1.5800%  | 1.5800% | $4385000.00        | $300796.49         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-08-25      | 1.6300%  | 1.6300% | $30508731.00       | $1742727.41        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-06-25      | 1.6300%  | 1.6300% | $50026193.00       | $2811664.63        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-01-25      | 3.5000%  | 3.5000% | $14319571.00       | $209540.02         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-03-25      | 3.5000%  | 3.5000% | $11546571.00       | $291189.20         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-02-25      | 3.5000%  | 3.5000% | $6666666.00        | $163649.02         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-06-25      | 1.6800%  | 1.6800% | $5994990.00        | $132876.04         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-06-25      | 4.0000%  | 4.0000% | $5978571.00        | $365464.49         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-05-25      | 5.0000%  | 5.0000% | $92774734.00       | $5861061.79        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2030-05-25      | 3.5000%  | 3.5000% | $85787164.00       | $492815.78         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-06-25      | 4.0000%  | 4.0000% | $1370000.00        | $99202.84          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-07-25      | 1.6800%  | 1.6800% | $3400000.00        | $96883.06          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2057-07-25      | 5.5000%  | 5.5000% | $4101822.00        | $429539.57         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-10-25      | 3.0000%  | 3.0000% | $37949556.00       | $2097737.81        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-08-25      | 1.7200%  | 1.7200% | $26008878.00       | $1530955.41        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-09-25      | 4.0000%  | 4.0000% | $118473020.00      | $8703279.73        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-12-25      | 2.5000%  | 2.5000% | $3555900.00        | $339794.18         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-10-25      | 3.0000%  | 3.0000% | $24325999.00       | $2454454.60        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-11-25      | 2.5000%  | 2.5000% | $23525000.00       | $2087661.63        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-02-25      | 2.0000%  | 2.0000% | $39177500.00       | $2251099.46        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-02-25      | 2.5000%  | 2.5000% | $22145000.00       | $2959418.13        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-01-25      | 4.5000%  | 4.5000% | $20000000.00       | $2411669.39        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-01-25      | 3.0000%  | 3.0000% | $5000000.00        | $498470.16         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2036-02-25      | 1.5000%  | 1.5000% | $15777717.00       | $377008.22         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2045-03-25      | 3.5000%  | 3.5000% | $14055195.00       | $235299.38         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2031-05-25      | 2.0000%  | 2.0000% | $20125000.00       | $307171.44         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-11-25      | 0.0000%  | 0.0000% | $4492213.00        | $1826358.77        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-11-25      | 2.5000%  | 2.5000% | $7243000.00        | $490276.42         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-11-25      | 2.5000%  | 2.5000% | $16499999.00       | $1510192.88        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2043-12-15      | 1.6810%  | 1.6810% | $35692773.00       | $405050.74         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2043-12-15      | 1.5310%  | 1.5310% | $21000000.00       | $205004.07         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2043-12-15      | 1.6310%  | 1.6310% | $67488151.00       | $659301.61         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2044-03-15      | 1.6310%  | 1.6310% | $42328875.00       | $507507.30         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2054-02-15      | 1.5310%  | 1.5310% | $46882557.00       | $731309.60         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2044-06-15      | 1.6310%  | 1.6310% | $42820800.00       | $152840.23         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2037-12-15      | 2.4220%  | 2.4220% | $171076974.00      | $643345.18         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2037-03-15      | 2.0020%  | 2.0020% | $454397864.00      | $1483934.09        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2050-11-15      | 1.5810%  | 1.5810% | $23484774.00       | $347841.08         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2044-09-15      | 1.6810%  | 1.6810% | $127616621.00      | $1858302.90        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2037-07-15      | 6.0000%  | 6.0000% | $50000000.00       | $762406.51         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2045-01-15      | 4.5000%  | 4.5000% | $39903090.00       | $449570.03         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2043-11-15      | 6.0000%  | 6.0000% | $24827275.00       | $515076.62         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2045-06-15      | 1.7610%  | 1.7610% | $30841164.00       | $695410.03         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2038-11-15      | 2.2570%  | 2.2570% | $65963488.00       | $290442.42         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2044-02-15      | 3.5000%  | 3.5000% | $17289000.00       | $162087.38         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2045-12-15      | 4.0000%  | 4.0000% | $30931500.00       | $503429.66         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2036-05-15      | 1.6810%  | 1.6810% | $22368052.00       | $223154.79         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2046-04-15      | 3.5000%  | 3.5000% | $14285714.00       | $474514.75         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2031-04-15      | 3.0000%  | 3.0000% | $16748568.00       | $113415.01         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2046-04-15      | 1.6310%  | 1.6310% | $12089020.00       | $127984.24         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2043-09-15      | 4.5000%  | 4.5000% | $3245554.00        | $63891.97          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2031-04-15      | 2.5000%  | 2.5000% | $20000000.00       | $111711.44         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2034-01-15      | 3.0000%  | 3.0000% | $23333333.00       | $327615.09         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2046-08-15      | 1.5810%  | 1.5810% | $21335039.00       | $581211.89         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2041-06-15      | 1.6810%  | 1.6810% | $20000000.00       | $259529.70         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2046-10-15      | 1.6310%  | 1.6310% | $16808475.00       | $717402.34         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2047-05-15      | 4.0000%  | 4.0000% | $18750000.00       | $344969.27         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2047-06-15      | 1.7310%  | 1.7310% | $10750000.00       | $372627.65         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2041-10-15      | 4.5000%  | 4.5000% | $47142957.00       | $1642340.31        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2047-08-15      | 1.4810%  | 1.4810% | $25000000.00       | $548843.22         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2040-05-15      | 1.6510%  | 1.6510% | $13674459.00       | $238423.23         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2048-05-15      | 4.0000%  | 4.0000% | $13042546.00       | $209662.28         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-10-25      | 3.0000%  | 3.0000% | $16069511.00       | $1609104.05        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-11-25      | 4.5000%  | 4.5000% | $45991152.00       | $5791572.96        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-12-25      | 3.0000%  | 3.0000% | $1150301.00        | $131348.37         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-12-25      | 3.0000%  | 3.0000% | $28219356.00       | $2752450.19        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2056-12-25      | 1.9730%  | 1.9730% | $98642306.00       | $2420150.12        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2041-06-25      | 4.0000%  | 4.0000% | $28898423.00       | $2564770.92        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2062-03-25      | 2.1180%  | 2.1180% | $131390887.00      | $2716440.32        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2041-01-25      | 4.5000%  | 4.5000% | $13953497.00       | $762966.76         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2052-02-25      | 2.2310%  | 2.2310% | $162401807.00      | $4623908.01        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2041-02-25      | 4.0000%  | 4.0000% | $42893749.00       | $3690382.80        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2052-04-25      | 1.2940%  | 1.2940% | $27333210.00       | $2070071.11        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-04-25      | 2.5000%  | 2.5000% | $54201749.00       | $4324090.98        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2052-09-25      | 0.9940%  | 0.9940% | $71507608.00       | $3478082.60        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2052-09-25      | 0.9940%  | 0.9940% | $200000000.00      | $9372513.46        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2052-09-25      | 0.9940%  | 0.9940% | $75000000.00       | $3314781.49        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2052-09-25      | 0.9940%  | 0.9940% | $248280009.00      | $12112666.04       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2052-06-25      | 4.5000%  | 4.5000% | $16222222.00       | $1067420.89        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-07-25      | 4.5000%  | 4.5000% | $26105419.00       | $3154941.26        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2052-09-25      | 0.9940%  | 0.9940% | $193190486.00      | $9289994.89        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2052-09-25      | 0.8940%  | 0.8940% | $200000000.00      | $9558158.02        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2052-08-25      | 1.0440%  | 1.0440% | $72876220.00       | $3752439.40        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-12-25      | 4.0000%  | 4.0000% | $50571885.00       | $5496377.41        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-03-25      | 2.0440%  | 2.0440% | $66931785.00       | $2590560.91        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2052-10-25      | 0.8240%  | 0.8240% | $98011328.00       | $4300688.97        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2052-09-25      | 0.8940%  | 0.8940% | $130055951.00      | $5715275.26        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2052-10-25      | 0.8940%  | 0.8940% | $12500000.00       | $622952.69         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2052-11-25      | 0.6940%  | 0.6940% | $50000000.00       | $1614614.54        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-04-25      | 1.9440%  | 1.9440% | $102884004.00      | $5935273.42        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-03-25      | 1.9440%  | 1.9440% | $59576234.00       | $3252241.18        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-03-25      | 1.3940%  | 1.3940% | $75000000.00       | $3300023.24        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-03-25      | 1.9440%  | 1.9440% | $159780763.00      | $5568567.14        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2057-07-25      | 1.5800%  | 1.5800% | $160263837.00      | $11922412.22       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-07-25      | 1.1940%  | 1.1940% | $59738524.00       | $3988368.71        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-05-25      | 3.5000%  | 3.5000% | $27569821.00       | $4124452.88        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-11-25      | 4.5000%  | 4.5000% | $25227916.00       | $2087949.21        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-12-25      | 4.0000%  | 4.0000% | $31981561.00       | $2376670.23        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-11-25      | 4.0000%  | 4.0000% | $27754500.00       | $2264127.21        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-12-25      | 2.5000%  | 2.5000% | $23725100.00       | $1868155.83        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-04-25      | 2.0000%  | 2.0000% | $18525000.00       | $1439499.03        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2046-01-15      | 3.0000%  | 3.0000% | $33825758.00       | $2471951.18        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-12-25      | 2.5000%  | 2.5000% | $25516200.00       | $2516459.30        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2048-11-15      | 0.0000%  | 0.0000% | $81000000.00       | $931159.89         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2051-01-25      | 2.0000%  | 2.0000% | $7500000.00        | $537332.07         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2051-01-25      | 1.9940%  | 1.9940% | $4396656.00        | $335610.10         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2051-01-25      | 2.0000%  | 2.0000% | $6000000.00        | $388896.38         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2051-01-25      | 4.0000%  | 4.0000% | $29850264.00       | $3353362.01        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2051-02-25      | 2.0000%  | 2.0000% | $47070346.00       | $3783582.94        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2051-02-25      | 3.0000%  | 3.0000% | $46716039.00       | $3774881.46        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2051-02-25      | 3.0000%  | 3.0000% | $7034737.00        | $733886.87         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2047-09-15      | 1.7310%  | 1.7310% | $24181142.00       | $901192.30         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2038-08-15      | 2.2100%  | 2.2100% | $304767323.00      | $2717502.44        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2047-12-15      | 1.7810%  | 1.7810% | $48728649.00       | $1505862.21        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2047-12-15      | 5.0000%  | 5.0000% | $16181051.00       | $467522.90         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2048-01-15      | 4.0000%  | 4.0000% | $21223121.00       | $938711.57         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2048-01-15      | 1.7310%  | 1.7310% | $71199737.00       | $2095053.71        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2048-01-15      | 1.7310%  | 1.7310% | $39666828.00       | $1362826.82        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2048-02-15      | 3.5000%  | 3.5000% | $4767944.00        | $85835.74          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2048-06-15      | 1.7810%  | 1.7810% | $40500000.00       | $743459.63         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2051-03-25      | 2.0000%  | 2.0000% | $6000000.00        | $385992.74         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2048-04-15      | 1.7810%  | 1.7810% | $16498631.00       | $278002.24         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2048-09-15      | 3.0000%  | 3.0000% | $7500000.00        | $179680.71         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2056-08-15      | 1.6810%  | 1.6810% | $49760000.00       | $3113193.89        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2047-04-15      | 4.0000%  | 4.0000% | $49787213.00       | $1327344.01        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2044-10-15      | 4.0000%  | 4.0000% | $41621261.00       | $355210.35         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2057-08-15      | 1.6810%  | 1.6810% | $7000000.00        | $436708.98         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2046-06-15      | 5.5000%  | 5.5000% | $2896150.00        | $146528.73         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2038-07-15      | 1.6810%  | 1.6810% | $18144177.00       | $423718.91         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2045-03-15      | 2.0310%  | 2.0310% | $20123647.00       | $398352.26         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2048-11-25      | 5.0000%  | 5.0000% | $4106959.00        | $86973.26          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2049-08-25      | 1.6300%  | 1.6300% | $5000000.00        | $135695.87         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2049-08-25      | 1.6300%  | 1.6300% | $60707774.00       | $1607766.50        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2049-09-25      | 1.6300%  | 1.6300% | $43468661.00       | $1154042.58        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2041-07-15      | 5.5000%  | 5.5000% | $7138489.00        | $411157.24         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2038-03-15      | 2.0590%  | 2.0590% | $38649912.00       | $865122.33         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2049-09-25      | 1.6300%  | 1.6300% | $15800000.00       | $166930.26         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2049-09-25      | 1.6300%  | 1.6300% | $11843806.00       | $312605.37         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2049-01-15      | 5.0000%  | 5.0000% | $9678503.00        | $150882.90         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2046-06-15      | 5.5000%  | 5.5000% | $3765612.00        | $173157.24         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2049-11-25      | 1.5800%  | 1.5800% | $2734000.00        | $162143.86         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2049-09-25      | 5.0000%  | 5.0000% | $27583400.00       | $1484430.56        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2049-07-25      | 4.0000%  | 4.0000% | $56566666.00       | $2504810.17        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2049-09-25      | 4.5000%  | 4.5000% | $17375306.00       | $1619269.78        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-01-25      | 4.0000%  | 4.0000% | $10170919.00       | $928990.41         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-03-25      | 3.0000%  | 3.0000% | $12590333.00       | $532815.25         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-04-25      | 3.5000%  | 3.5000% | $79694464.00       | $3854594.49        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2041-07-15      | 5.0000%  | 5.0000% | $50000000.00       | $2526738.15        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-05-25      | 6.0000%  | 6.0000% | $22155376.00       | $1709110.82        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2041-01-15      | 0.5310%  | 0.5310% | $29422746.00       | $1093830.19        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-06-25      | 5.0000%  | 5.0000% | $38859984.00       | $1953225.79        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-06-25      | 4.5000%  | 4.5000% | $28000000.00       | $1650696.58        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-04-25      | 3.0000%  | 3.0000% | $27623917.00       | $2260116.72        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-07-25      | 1.6300%  | 1.6300% | $18445571.00       | $1685998.47        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-07-25      | 1.6800%  | 1.6800% | $34180109.00       | $3159028.64        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-06-25      | 1.6800%  | 1.6800% | $2300000.00        | $102452.65         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-07-25      | 5.0000%  | 5.0000% | $36375857.00       | $1720405.04        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-06-25      | 4.5000%  | 4.5000% | $19665976.00       | $1129172.08        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2044-04-15      | 1.5310%  | 1.5310% | $37181924.00       | $1253915.58        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-07-25      | 1.7300%  | 1.7300% | $57228320.00       | $4360838.84        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-08-25      | 2.5000%  | 2.5000% | $24000000.00       | $1815597.33        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-09-25      | 4.0000%  | 4.0000% | $35375235.00       | $3150523.99        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-10-25      | 3.0000%  | 3.0000% | $10166666.00       | $835140.14         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-11-25      | 0.0000%  | 0.0000% | $12500000.00       | $427177.86         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2051-03-25      | 1.5000%  | 1.5000% | $34822701.00       | $2141144.38        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2049-08-25      | 4.0000%  | 4.0000% | $4139000.00        | $490277.53         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2031-01-25      | 2.0000%  | 2.0000% | $34861502.00       | $444390.50         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2040-09-15      | 1.5810%  | 1.5810% | $150500077.00      | $197374.86         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2040-10-15      | 6.5000%  | 6.5000% | $167506283.00      | $689454.41         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2036-03-15      | 5.5000%  | 5.5000% | $6966201.00        | $383894.73         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2051-07-25      | 4.5000%  | 4.5000% | $29698437.00       | $3416603.42        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2049-02-25      | 4.5000%  | 4.5000% | $7062985.00        | $699051.04         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2051-07-25      | 3.0000%  | 3.0000% | $32669500.00       | $3864041.18        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2051-09-25      | 2.5000%  | 2.5000% | $47934119.00       | $4073793.88        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2051-09-25      | 3.0000%  | 3.0000% | $10553161.00       | $908633.97         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2051-10-25      | 3.0000%  | 3.0000% | $28518666.00       | $3250315.05        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2041-01-15      | 4.0000%  | 4.0000% | $21178156.00       | $2177004.69        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-04-25      | 3.0000%  | 3.0000% | $20592013.00       | $2857515.60        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-10-25      | 3.0000%  | 3.0000% | $82192000.00       | $5596968.27        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2033-09-25      | 3.0000%  | 3.0000% | $48880752.00       | $1828337.72        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2051-12-25      | 4.5000%  | 4.5000% | $34408546.00       | $5286629.80        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2051-11-25      | 2.5000%  | 2.5000% | $29791939.00       | $3001003.47        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2042-02-25      | 2.5000%  | 2.5000% | $23984261.00       | $2312341.12        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2037-01-25      | 3.0000%  | 3.0000% | $19120983.00       | $1276864.87        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2042-11-25      | 4.5000%  | 4.5000% | $19420000.00       | $1190170.21        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2052-06-25      | 0.0940%  | 0.0940% | $285084780.00      | $9471356.50        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2052-07-25      | 0.0000%  | 0.0000% | $40000000.00       | $784689.81         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2052-08-25      | 0.8940%  | 0.8940% | $148500000.00      | $6600886.71        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2052-08-25      | 1.0540%  | 1.0540% | $84406500.00       | $3702643.41        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2052-09-25      | 0.9440%  | 0.9440% | $75389684.00       | $3983637.43        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2052-09-25      | 0.9940%  | 0.9940% | $100000000.00      | $5226212.77        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2052-09-25      | 0.9940%  | 0.9940% | $50000000.00       | $2536744.26        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2052-10-25      | 0.8940%  | 0.8940% | $55660000.00       | $2912382.76        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2045-11-15      | 4.0000%  | 4.0000% | $9955249.00        | $1327238.14        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-09-25      | 4.5000%  | 4.5000% | $22067503.00       | $3337158.57        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-02-25      | 1.4940%  | 1.4940% | $66172000.00       | $2950869.41        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-03-25      | 1.9440%  | 1.9440% | $37578707.00       | $1501146.44        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-04-25      | 1.6940%  | 1.6940% | $75000000.00       | $2973349.79        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-08-25      | 1.6440%  | 1.6440% | $47226891.00       | $3030145.27        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-10-25      | 2.5000%  | 2.5000% | $59216655.00       | $5455322.38        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-01-25      | 1.6440%  | 1.6440% | $92676520.00       | $4574495.46        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-08-25      | 1.5940%  | 1.5940% | $88173290.00       | $4690681.24        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2052-07-25      | 2.0000%  | 2.0000% | $55000000.00       | $6244778.11        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2052-12-25      | 1.9440%  | 1.9440% | $89069445.00       | $5186683.87        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-04-25      | 1.2440%  | 1.2440% | $66534768.00       | $2516153.27        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2052-12-25      | 1.2440%  | 1.2440% | $61412000.00       | $2678156.77        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-09-25      | 1.6340%  | 1.6340% | $25000000.00       | $1682613.13        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-10-25      | 2.2240%  | 2.2240% | $34776082.00       | $2130580.28        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-10-25      | 1.9240%  | 1.9240% | $50948708.00       | $2499410.79        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-11-25      | 1.0440%  | 1.0440% | $83679876.00       | $3562824.92        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-11-25      | 1.6840%  | 1.6840% | $42624881.00       | $2113120.76        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-12-25      | 2.6940%  | 2.6940% | $100000000.00      | $5284691.88        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-12-25      | 1.7440%  | 1.7440% | $50000000.00       | $1515763.21        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2051-11-25      | 4.0000%  | 4.0000% | $8281146.00        | $1438908.96        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-02-25      | 1.4940%  | 1.4940% | $71327779.00       | $3561880.19        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-04-25      | 2.7440%  | 2.7440% | $87654791.00       | $4381901.63        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-04-25      | 1.4340%  | 1.4340% | $59000000.00       | $3067291.27        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-04-25      | 2.2440%  | 2.2440% | $72441115.00       | $2390845.38        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-04-25      | 1.6440%  | 1.6440% | $67000000.00       | $4307906.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-11-20      | 4.0000%  | 4.0000% | $11224000.00       | $1551533.45        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-12-20      | 3.5000%  | 3.5000% | $60595040.00       | $6658816.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-10-20      | 3.0000%  | 3.0000% | $8304000.00        | $1035892.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-02-20      | 3.5000%  | 3.5000% | $7279999.00        | $745521.05         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-01-20      | 3.0000%  | 3.0000% | $31756281.00       | $4790030.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-08-20      | 3.0000%  | 3.0000% | $2559134.00        | $228926.09         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-12-20      | 3.0000%  | 3.0000% | $25833333.00       | $1944305.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-12-20      | 1.9680%  | 1.9680% | $63404453.00       | $4419356.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-01-20      | 1.9480%  | 1.9480% | $68813060.00       | $2923149.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-12-20      | 1.1980%  | 1.1980% | $400000000.00      | $7268821.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-11-20      | 1.2980%  | 1.2980% | $81818184.00       | $3603161.23        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-09-20      | 1.9480%  | 1.9480% | $26258535.00       | $2382840.35        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-12-20      | 1.8480%  | 1.8480% | $100000000.00      | $2674128.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-12-20      | 1.1980%  | 1.1980% | $350000000.00      | $6277957.17        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-12-20      | 2.4980%  | 2.4980% | $100000000.00      | $3322023.67        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2039-09-20      | 6.0000%  | 6.0000% | $32877317.00       | $1678214.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-03-20      | 4.0000%  | 4.0000% | $24657546.00       | $4696661.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-02-20      | 3.0000%  | 3.0000% | $91619203.00       | $11588552.76       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-04-20      | 3.5000%  | 3.5000% | $24556284.00       | $1392052.25        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-05-20      | 4.5000%  | 4.5000% | $10766109.00       | $912882.25         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-04-20      | 4.0000%  | 4.0000% | $9917011.00        | $1457276.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-09-20      | 2.5000%  | 2.5000% | $27711544.00       | $2887274.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-05-20      | 0.0000%  | 0.0000% | $13000000.00       | $6359817.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-01-20      | 1.1980%  | 1.1980% | $50000000.00       | $2068266.25        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-01-20      | 1.8480%  | 1.8480% | $85000000.00       | $6335178.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-02-20      | 1.9480%  | 1.9480% | $77168089.00       | $3188502.81        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-02-20      | 1.9480%  | 1.9480% | $58511103.00       | $4692654.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-02-20      | 1.9480%  | 1.9480% | $135439658.00      | $8640678.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-03-20      | 1.9880%  | 1.9880% | $41764617.00       | $2443682.49        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-03-20      | 1.1980%  | 1.1980% | $120000000.00      | $2347771.23        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-03-20      | 1.9680%  | 1.9680% | $72435531.00       | $2735037.42        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-03-20      | 0.6980%  | 0.6980% | $100000000.00      | $3301947.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-03-20      | 1.9480%  | 1.9480% | $12000000.00       | $552059.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-06-20      | 1.1480%  | 1.1480% | $31039714.00       | $2201639.62        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-09-20      | 1.6980%  | 1.6980% | $71695272.00       | $5679409.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-08-20      | 3.0000%  | 3.0000% | $22491565.00       | $2773033.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-05-20      | 1.8480%  | 1.8480% | $56271407.00       | $5111243.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-05-20      | 1.2480%  | 1.2480% | $98010899.00       | $3237598.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-05-20      | 1.1980%  | 1.1980% | $22840573.00       | $748498.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-05-20      | 1.8480%  | 1.8480% | $26061477.00       | $696435.42         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-05-20      | 2.6480%  | 2.6480% | $50000000.00       | $4627059.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-06-20      | 1.7980%  | 1.7980% | $200000000.00      | $5382475.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-07-20      | 1.6480%  | 1.6480% | $31441699.00       | $2391610.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-03-20      | 3.0000%  | 3.0000% | $11296161.00       | $1554712.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-11-20      | 2.0480%  | 2.0480% | $74999996.00       | $1857598.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-10-20      | 0.0000%  | 0.0000% | $15744753.00       | $6906535.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-10-20      | 1.9980%  | 1.9980% | $129000000.00      | $2209872.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-11-20      | 1.6980%  | 1.6980% | $100000000.00      | $2063410.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-11-20      | 1.2480%  | 1.2480% | $100000000.00      | $2281122.35        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-05-20      | 1.9480%  | 1.9480% | $44733204.00       | $5208659.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-10-20      | 2.6980%  | 2.6980% | $64285710.00       | $1693311.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-03-20      | 1.9480%  | 1.9480% | $25548986.00       | $2963379.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-05-20      | 1.9480%  | 1.9480% | $22656692.00       | $2606144.20        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-08-20      | 2.3480%  | 2.3480% | $107116847.00      | $2463722.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-08-20      | 0.0000%  | 0.0000% | $13461539.00       | $5266710.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-08-20      | 0.0000%  | 0.0000% | $10492308.00       | $4105081.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-08-20      | 1.5480%  | 1.5480% | $136400000.00      | $3648874.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-08-20      | 0.0000%  | 0.0000% | $13846154.00       | $5417188.20        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-09-20      | 2.1980%  | 2.1980% | $77598380.00       | $2720050.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2063-09-20      | 0.0000%  | 0.0000% | $21630872.00       | $6383279.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-05-20      | 2.5000%  | 2.5000% | $23530790.00       | $2977175.75        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-01-20      | 1.5980%  | 1.5980% | $50000000.00       | $2334591.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-12-20      | 6.5000%  | 6.5000% | $40356725.00       | $3705690.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-11-20      | 1.1980%  | 1.1980% | $200000000.00      | $4634188.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-03-20      | 3.5000%  | 3.5000% | $8936000.00        | $961451.39         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-12-20      | 1.5480%  | 1.5480% | $50000000.00       | $2154694.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-12-20      | 2.0780%  | 2.0780% | $48000000.00       | $2967715.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-12-20      | 2.0980%  | 2.0980% | $215000000.00      | $15010435.00       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-01-20      | 7.0000%  | 7.0000% | $18537935.00       | $2269209.19        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-02-20      | 7.0000%  | 7.0000% | $77686832.00       | $9793858.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-02-20      | 6.0000%  | 6.0000% | $5602000.00        | $1052119.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-02-20      | 2.6980%  | 2.6980% | $61953134.00       | $2973141.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-02-20      | 0.9980%  | 0.9980% | $75000000.00       | $2864347.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-02-20      | 0.9980%  | 0.9980% | $100000000.00      | $4270246.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-03-20      | 1.0980%  | 1.0980% | $50000000.00       | $2940793.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-03-20      | 2.6980%  | 2.6980% | $15000000.00       | $2778088.49        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-03-20      | 5.5000%  | 5.5000% | $64790000.00       | $13822750.30       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-11-20      | 4.5000%  | 4.5000% | $28549495.00       | $5632715.35        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-03-20      | 1.5980%  | 1.5980% | $50000000.00       | $1976723.42        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2064-03-20      | 1.5480%  | 1.5480% | $104532714.00      | $1193522.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-01-20      | 2.5000%  | 2.5000% | $35397733.00       | $4264230.86        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-03-20      | 1.6980%  | 1.6980% | $150000000.00      | $12247530.67       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-04-20      | 1.0980%  | 1.0980% | $129818170.00      | $5319909.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-04-20      | 1.0980%  | 1.0980% | $150000000.00      | $6989813.66        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-06-20      | 3.0000%  | 3.0000% | $20883639.00       | $3030627.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-04-20      | 2.2480%  | 2.2480% | $40000000.00       | $2367671.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-06-20      | 2.3480%  | 2.3480% | $3867000.00        | $254067.17         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-06-20      | 2.9480%  | 2.9480% | $40490108.00       | $2487402.37        | Agency Collateralized Mortgage Obligation |

### Security 107: 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:** 1.4900%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-07
- **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)                          | 2028-06-30      | 1.2500%  | 1.2500% | $133849000.00      | $124484790.11      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2026-09-30      | 0.8750%  | 0.8750% | $497314000.00      | $479945580.08      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2026-12-31      | 1.2500%  | 1.2500% | $1957900.00        | $1883871.80        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2030-03-31      | 3.6250%  | 3.6250% | $126860600.00      | $126878738.27      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2033-11-15      | 4.5000%  | 4.5000% | $119050900.00      | $122533734.07      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2028-11-30      | 4.3750%  | 4.3750% | $9999000.00        | $10232537.30       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2034-02-15      | 4.0000%  | 4.0000% | $165049600.00      | $165191068.46      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2027-02-15      | 4.1250%  | 4.1250% | $471000.00         | $480341.00         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2031-02-28      | 4.2500%  | 4.2500% | $186142600.00      | $191965079.84      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2026-08-31      | 3.7500%  | 3.7500% | $25163100.00       | $25412015.02       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2031-09-30      | 3.6250%  | 3.6250% | $76464100.00       | $75686687.81       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2029-09-30      | 3.5000%  | 3.5000% | $43505000.00       | $43382411.00       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2027-12-15      | 4.0000%  | 4.0000% | $86387600.00       | $87086419.01       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2028-01-15      | 4.2500%  | 4.2500% | $5444800.00        | $5617503.33        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2035-02-15      | 4.6250%  | 4.6250% | $18414600.00       | $19241561.53       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2032-03-31      | 4.1250%  | 4.1250% | $59888100.00       | $60865243.10       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2028-04-15      | 3.7500%  | 3.7500% | $2450100.00        | $2470526.20        | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-10-01      | 6.0000%  | 6.0000% | $64920873.00       | $64612945.04       | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-11-01      | 5.5000%  | 5.5000% | $864500.00         | $683077.62         | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-06-01      | 5.5000%  | 5.5000% | $44299867.00       | $44440588.00       | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-04-20      | 7.0000%  | 7.0000% | $1621503.00        | $1745370.63        | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2065-05-20      | 7.0000%  | 7.0000% | $15426660.00       | $15927879.12       | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-06-20      | 6.0000%  | 6.0000% | $1826872.00        | $1897641.97        | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-06-20      | 6.5000%  | 6.5000% | $32517019.00       | $34776857.87       | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-06-20      | 6.5000%  | 6.5000% | $2270488.00        | $2372585.28        | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-06-20      | 6.5000%  | 6.5000% | $2779811.00        | $2906515.09        | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-06-20      | 6.5000%  | 6.5000% | $7741804.00        | $8089930.55        | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2065-03-20      | 7.0000%  | 7.0000% | $2737415.00        | $2826458.42        | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-08-20      | 2.5000%  | 2.5000% | $10000000.00       | $6220336.13        | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-08-20      | 2.2500%  | 2.2500% | $6000000.00        | $3738964.62        | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-04-20      | 5.1510%  | 5.1510% | $8800000.00        | $8181128.81        | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-03-20      | 5.4010%  | 5.4010% | $50000000.00       | $37339936.27       | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-04-20      | 5.5010%  | 5.5010% | $49863800.00       | $35081189.42       | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-06-20      | 5.4510%  | 5.4510% | $1000.00           | $966.82            | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-11-20      | 5.5510%  | 5.5510% | $3474433.00        | $3459511.40        | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-11-20      | 5.5510%  | 5.5510% | $48257800.00       | $47776191.58       | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-11-20      | 5.5010%  | 5.5010% | $50000000.00       | $48847426.30       | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-11-20      | 5.5010%  | 5.5010% | $1021632.00        | $999841.23         | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-12-20      | 5.0000%  | 5.0000% | $3000000.00        | $3021662.36        | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-01-20      | 5.6010%  | 5.6010% | $70615940.00       | $70163913.63       | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2065-02-20      | 5.5010%  | 5.5010% | $35386000.00       | $34116949.72       | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-03-20      | 5.5010%  | 5.5010% | $25000000.00       | $24865904.53       | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-05-20      | 5.4510%  | 5.4510% | $3900.00           | $3897.01           | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-12-20      | 5.0000%  | 5.0000% | $7142460.00        | $7131194.65        | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-05-20      | 5.0000%  | 5.0000% | $1000000.00        | $964101.77         | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-05-20      | 5.0000%  | 5.0000% | $1000000.00        | $964101.77         | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-05-20      | 5.0000%  | 5.0000% | $1000000.00        | $964101.77         | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-05-20      | 5.0000%  | 5.0000% | $1172357.00        | $1130271.46        | U.S. Treasuries (including strips) |

### Security 108: 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: BYM5PHND2, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $3000000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000000.00
- **C.19 - Percentage of Net Assets:** 2.2400%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-07
- **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)                          | 2031-02-15      | 5.3750%  | 5.3750%  | $1964300.00        | $2147309.68        | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2051-05-15      | 2.3750%  | 2.3750%  | $1277800.00        | $805633.41         | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2026-07-31      | 0.6250%  | 0.6250%  | $59434500.00       | $57473564.40       | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2028-01-31      | 3.5000%  | 3.5000%  | $247006300.00      | $249142598.70      | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2027-12-15      | 4.0000%  | 4.0000%  | $491432600.00      | $495407967.35      | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2031-12-31      | 4.5000%  | 4.5000%  | $318785000.00      | $327825742.59      | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2029-12-31      | 4.3750%  | 4.3750%  | $145909700.00      | $149294805.03      | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2037-08-01      | 6.0000%  | 6.0000%  | $1513.00           | $72.17             | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2041-06-01      | 4.5000%  | 4.5000%  | $1365070.00        | $137224.24         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2042-02-01      | 4.0000%  | 4.0000%  | $4364.00           | $657.15            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2047-07-01      | 4.0000%  | 4.0000%  | $148636771.00      | $31556719.13       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2049-01-01      | 4.5000%  | 4.5000%  | $171704221.00      | $30746235.58       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-08-01      | 4.5000%  | 4.5000%  | $37564707.00       | $27696300.94       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-06-01      | 3.0000%  | 3.0000%  | $12783354.00       | $9767970.07        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2047-11-01      | 4.0000%  | 4.0000%  | $4332.00           | $1820.40           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-04-01      | 5.0000%  | 5.0000%  | $2303040.00        | $926015.47         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-07-01      | 4.5000%  | 4.5000%  | $34474054.00       | $26618351.58       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-08-01      | 4.5000%  | 4.5000%  | $36979055.00       | $26676185.99       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-05-01      | 6.5000%  | 6.5000%  | $927490.00         | $789504.33         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-05-01      | 6.5000%  | 6.5000%  | $1138906.00        | $924136.26         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-08-01      | 6.5000%  | 6.5000%  | $1470426.00        | $1201894.74        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-09-01      | 6.5000%  | 6.5000%  | $1588832.00        | $1333974.34        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-11-01      | 7.5000%  | 7.5000%  | $2330954.00        | $1888299.32        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-01-01      | 7.0000%  | 7.0000%  | $1117561.00        | $1081050.39        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2049-08-01      | 5.5000%  | 5.5000%  | $773666.00         | $259327.35         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-04-01      | 3.5000%  | 3.5000%  | $4963.00           | $3492.49           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-05-01      | 4.5000%  | 4.5000%  | $4244940.00        | $3225470.80        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-07-01      | 4.5000%  | 4.5000%  | $3852706.00        | $2809431.12        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-06-01      | 5.0000%  | 5.0000%  | $45683374.00       | $36068970.66       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-09-01      | 4.5000%  | 4.5000%  | $33104140.00       | $24947798.39       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-12-01      | 5.5000%  | 5.5000%  | $1136691.00        | $939333.99         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-07-01      | 5.5000%  | 5.5000%  | $11418456.00       | $9903207.38        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2032-01-25      | 2.3990%  | 2.3990%  | $130500000.00      | $116284442.90      | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2041-09-15      | 1.2680%  | 1.2680%  | $7624894.00        | $531977.17         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2027-06-15      | 2.4630%  | 2.4630%  | $300000000.00      | $734499.65         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2044-03-15      | 4.8680%  | 4.8680%  | $26998724.00       | $2170261.83        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2045-08-15      | 4.7680%  | 4.7680%  | $5187751.00        | $4201192.44        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2047-01-15      | 4.7180%  | 4.7180%  | $7844090.00        | $6314732.42        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-08-25      | 5.4050%  | 5.4050%  | $10700000.00       | $9760853.03        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-11-25      | 5.2550%  | 5.2550%  | $8127335.00        | $7469292.46        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-12-25      | 5.5050%  | 5.5050%  | $15500000.00       | $13936578.59       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-12-25      | 5.4550%  | 5.4550%  | $35000000.00       | $31638279.95       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-12-25      | 5.4550%  | 5.4550%  | $94100000.00       | $87085174.23       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-01-25      | 5.4050%  | 5.4050%  | $43000000.00       | $41484934.58       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-02-25      | 5.9550%  | 5.9550%  | $12111022.00       | $11415886.81       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2035-12-15      | 12.7900% | 12.7900% | $8333334.00        | $209214.39         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-12-01      | 3.8100%  | 3.8100%  | $657825.00         | $652496.06         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-01-01      | 5.0000%  | 5.0000%  | $13955534.00       | $13439739.57       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2036-05-20      | 4.5720%  | 4.5720%  | $50000000.00       | $838972.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-08-20      | 1.0000%  | 1.0000%  | $20000000.00       | $7861818.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-09-20      | 1.0000%  | 1.0000%  | $10000000.00       | $3709610.87        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-01-20      | 1.5000%  | 1.5000%  | $71619486.00       | $40966349.50       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-01-20      | 3.5000%  | 3.5000%  | $1000000.00        | $244510.62         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-08-20      | 3.0000%  | 3.0000%  | $2500000.00        | $1110025.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-03-20      | 3.5000%  | 3.5000%  | $1000000.00        | $630998.56         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-09-20      | 5.2510%  | 5.2510%  | $10335469.00       | $8384584.82        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-05-20      | 5.1510%  | 5.1510%  | $58317460.00       | $51396639.09       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-05-20      | 5.1510%  | 5.1510%  | $111111111.00      | $97311392.76       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-05-20      | 7.0000%  | 7.0000%  | $21012650.00       | $19900471.05       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-06-20      | 5.2010%  | 5.2010%  | $25576073.00       | $22973463.61       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-08-20      | 5.6010%  | 5.6010%  | $30000000.00       | $26180682.78       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-08-20      | 5.4210%  | 5.4210%  | $35000000.00       | $25865675.39       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-06-20      | 5.9510%  | 5.9510%  | $19863396.00       | $18112226.87       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-07-20      | 5.6010%  | 5.6010%  | $71201588.00       | $61109267.50       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-10-20      | 5.6010%  | 5.6010%  | $25824104.00       | $21277630.41       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-09-20      | 5.7010%  | 5.7010%  | $84019143.00       | $33838076.01       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-09-20      | 5.6010%  | 5.6010%  | $60328379.00       | $26182202.90       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-09-20      | 5.6510%  | 5.6510%  | $50000000.00       | $38257699.34       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-12-20      | 5.6010%  | 5.6010%  | $50000000.00       | $37941968.66       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-12-20      | 5.6510%  | 5.6510%  | $25000000.00       | $21976160.64       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-12-20      | 5.6010%  | 5.6010%  | $50342430.00       | $43906059.87       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-01-20      | 5.5510%  | 5.5510%  | $35000000.00       | $29500874.02       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-01-20      | 5.6010%  | 5.6010%  | $46839948.00       | $33179572.82       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-02-20      | 5.4510%  | 5.4510%  | $50000000.00       | $35127710.33       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-02-20      | 5.5010%  | 5.5010%  | $100000000.00      | $70349326.57       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-04-20      | 5.4280%  | 5.4280%  | $4065000.00        | $3778668.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-05-20      | 3.0000%  | 3.0000%  | $5195238.00        | $3650795.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-06-20      | 5.4510%  | 5.4510%  | $1000.00           | $966.82            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-06-20      | 5.4510%  | 5.4510%  | $1525000.00        | $1212092.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-10-20      | 5.3510%  | 5.3510%  | $23208717.00       | $9714740.88        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-06-20      | 5.4010%  | 5.4010%  | $136855421.00      | $115451865.67      | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-12-20      | 5.3010%  | 5.3010%  | $75000000.00       | $73295282.21       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-11-20      | 4.9510%  | 4.9510%  | $18197625.00       | $13705612.02       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-12-20      | 5.1510%  | 5.1510%  | $20000000.00       | $19817174.07       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-11-20      | 5.7010%  | 5.7010%  | $51000000.00       | $51167527.19       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-04-20      | 3.0000%  | 3.0000%  | $363791.00         | $237183.60         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-07-20      | 5.3010%  | 5.3010%  | $13438826.00       | $13038734.03       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-05-20      | 5.5510%  | 5.5510%  | $41785103.00       | $40999426.97       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-04-20      | 7.0510%  | 7.0510%  | $30178334.00       | $31976839.38       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-07-20      | 6.3010%  | 6.3010%  | $17658206.00       | $17965313.73       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-03-20      | 5.3010%  | 5.3010%  | $114053537.00      | $106588309.31      | Agency Collateralized Mortgage Obligation |

### Security 109: 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: BYM5XQEF8, C.3 - LEI: 5493001KJTIIGC8Y1R12
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.4900%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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) | 2029-09-30      | 3.5000%  | 3.5000% | $400.00            | $399.08            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-10-31      | 4.1250%  | 4.1250% | $100.00            | $101.58            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-11-15      | 4.2500%  | 4.2500% | $21698900.00       | $21843447.22       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-11-30      | 4.1250%  | 4.1250% | $222626000.00      | $226430488.66      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-12-31      | 4.3750%  | 4.3750% | $57223300.00       | $58582696.71       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-12-31      | 4.2500%  | 4.2500% | $284000.00         | $285620.50         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-01-15      | 4.2500%  | 4.2500% | $16600.00          | $17130.56          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-01-31      | 4.2500%  | 4.2500% | $4271700.00        | $4426820.36        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-01-31      | 4.1250%  | 4.1250% | $130000.00         | $132794.03         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-01-31      | 4.3750%  | 4.3750% | $985300.00         | $1025048.43        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-01-15      | 2.1250%  | 2.1250% | $18500.00          | $19278.57          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-02-15      | 4.2500%  | 4.2500% | $500.00            | $514.43            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-03-15      | 3.8750%  | 3.8750% | $99600.00          | $101147.78         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-03-31      | 4.1250%  | 4.1250% | $135010300.00      | $137367734.82      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-04-30      | 3.8750%  | 3.8750% | $543800.00         | $548859.64         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-04-30      | 4.0000%  | 4.0000% | $88046000.00       | $88586024.41       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-05-31      | 4.0000%  | 4.0000% | $154300.00         | $156115.60         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-06-15      | 3.8750%  | 3.8750% | $2052900.00        | $2065700.06        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-10-02      | 0.0000%  | 0.0000% | $400.00            | $395.64            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-12-26      | 0.0000%  | 0.0000% | $505000.00         | $494725.27         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-07-31      | 0.0000%  | 0.0000% | $300.00            | $298.96            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-08-21      | 0.0000%  | 0.0000% | $421100.00         | $418537.18         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-08-28      | 0.0000%  | 0.0000% | $100.00            | $99.30             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-09-11      | 0.0000%  | 0.0000% | $300.00            | $297.46            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-10-09      | 0.0000%  | 0.0000% | $400000.00         | $395364.00         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-08-05      | 0.0000%  | 0.0000% | $100.00            | $99.58             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-08-12      | 0.0000%  | 0.0000% | $10988600.00       | $10933580.07       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-08-19      | 0.0000%  | 0.0000% | $75000.00          | $74560.27          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-09-09      | 0.0000%  | 0.0000% | $88000.00          | $87277.96          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-06-11      | 0.0000%  | 0.0000% | $232000.00         | $223504.39         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-08-15      | 6.8750%  | 6.8750% | $500.00            | $515.04            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-11-15      | 6.5000%  | 6.5000% | $300.00            | $314.16            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2037-05-15      | 5.0000%  | 5.0000% | $57200.00          | $60974.91          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2038-02-15      | 4.3750%  | 4.3750% | $140300.00         | $141923.77         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2038-05-15      | 4.5000%  | 4.5000% | $2821700.00        | $2858655.80        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2039-05-15      | 4.2500%  | 4.2500% | $7500.00           | $7312.39           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2039-08-15      | 4.5000%  | 4.5000% | $1447700.00        | $1460705.80        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2039-11-15      | 4.3750%  | 4.3750% | $3584700.00        | $3519765.84        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2040-02-15      | 4.6250%  | 4.6250% | $100.00            | $101.90            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2040-08-15      | 3.8750%  | 3.8750% | $57251200.00       | $53264110.04       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2041-02-15      | 4.7500%  | 4.7500% | $1561600.00        | $1603007.52        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2041-05-15      | 4.3750%  | 4.3750% | $29709200.00       | $28829829.96       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-08-15      | 2.7500%  | 2.7500% | $438300.00         | $338286.74         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-11-15      | 2.7500%  | 2.7500% | $949900.00         | $723401.56         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-02-15      | 3.1250%  | 3.1250% | $200.00            | $162.39            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-05-15      | 2.8750%  | 2.8750% | $40752700.00       | $31416939.03       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-08-15      | 3.1250%  | 3.1250% | $404300.00         | $322113.89         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-02-15      | 2.5000%  | 2.5000% | $3000000.00        | $2130693.61        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-05-15      | 3.0000%  | 3.0000% | $575000.00         | $440766.82         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-11-15      | 3.0000%  | 3.0000% | $200.00            | $152.43            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2046-05-15      | 2.5000%  | 2.5000% | $504200.00         | $348081.02         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2046-08-15      | 2.2500%  | 2.2500% | $735900.00         | $486117.79         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2047-02-15      | 3.0000%  | 3.0000% | $269400.00         | $204467.82         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2047-05-15      | 3.0000%  | 3.0000% | $1000.00           | $749.32            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2047-08-15      | 2.7500%  | 2.7500% | $142500.00         | $102586.10         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2048-02-15      | 3.0000%  | 3.0000% | $80400.00          | $60382.47          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2048-11-15      | 3.3750%  | 3.3750% | $482000.00         | $381706.28         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2049-05-15      | 2.8750%  | 2.8750% | $14900.00          | $10702.69          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2049-08-15      | 2.2500%  | 2.2500% | $165700.00         | $104841.18         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2049-11-15      | 2.3750%  | 2.3750% | $570000.00         | $366488.76         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2050-02-15      | 2.0000%  | 2.0000% | $260300.00         | $154045.68         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2050-05-15      | 1.2500%  | 1.2500% | $730900.00         | $350370.43         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2040-11-15      | 1.3750%  | 1.3750% | $995900.00         | $633177.03         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2041-02-15      | 1.8750%  | 1.8750% | $100.00            | $69.13             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2051-05-15      | 2.3750%  | 2.3750% | $300100.00         | $190231.21         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2051-08-15      | 2.0000%  | 2.0000% | $680300.00         | $395294.82         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2041-08-15      | 1.7500%  | 1.7500% | $25400.00          | $16950.03          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2051-11-15      | 1.8750%  | 1.8750% | $748300.00         | $415864.54         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2041-11-15      | 2.0000%  | 2.0000% | $35200.00          | $24189.65          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2052-08-15      | 3.0000%  | 3.0000% | $18200.00          | $13282.06          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-08-15      | 3.3750%  | 3.3750% | $184352500.00      | $156475696.81      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-11-15      | 4.0000%  | 4.0000% | $43412500.00       | $39681325.86       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-02-15      | 3.8750%  | 3.8750% | $22475100.00       | $20370238.71       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-05-15      | 3.8750%  | 3.8750% | $86120600.00       | $77066719.79       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-11-15      | 4.7500%  | 4.7500% | $2029500.00        | $2032005.41        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2054-02-15      | 4.2500%  | 4.2500% | $11000000.00       | $10169075.92       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2054-05-15      | 4.6250%  | 4.6250% | $940700.00         | $915755.69         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-08-15      | 4.1250%  | 4.1250% | $2302200.00        | $2137906.45        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2054-11-15      | 4.5000%  | 4.5000% | $1187800.00        | $1134544.98        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-11-15      | 4.6250%  | 4.6250% | $50000200.00       | $49077758.81       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-02-15      | 4.7500%  | 4.7500% | $363800.00         | $367174.64         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-08-15      | 1.5000%  | 1.5000% | $500.00            | $489.27            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-11-15      | 2.2500%  | 2.2500% | $900.00            | $872.33            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-05-15      | 2.8750%  | 2.8750% | $1175100.00        | $1152247.53        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-08-15      | 2.8750%  | 2.8750% | $100.00            | $98.54             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-11-15      | 3.1250%  | 3.1250% | $100.00            | $98.44             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-06-30      | 1.8750%  | 1.8750% | $145700.00         | $142651.95         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-08-15      | 2.0000%  | 2.0000% | $36300.00          | $36451.93          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-11-15      | 2.0000%  | 2.0000% | $200.00            | $195.45            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-02-15      | 2.2500%  | 2.2500% | $1454500.00        | $1430858.38        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-09-30      | 1.6250%  | 1.6250% | $400.00            | $390.49            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-11-30      | 1.6250%  | 1.6250% | $39082800.00       | $37936148.44       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-01-31      | 1.5000%  | 1.5000% | $27600.00          | $26785.09          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-04-30      | 0.5000%  | 0.5000% | $757100.00         | $714203.32         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-05-15      | 0.6250%  | 0.6250% | $8829200.00        | $7590986.37        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-07-31      | 0.2500%  | 0.2500% | $200.00            | $199.51            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-08-15      | 0.6250%  | 0.6250% | $100.00            | $85.38             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-08-31      | 0.5000%  | 0.5000% | $96930500.00       | $90604777.67       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-11-30      | 0.6250%  | 0.6250% | $4000.00           | $3717.78           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-12-31      | 0.6250%  | 0.6250% | $100.00            | $92.65             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-02-28      | 0.5000%  | 0.5000% | $99400.00          | $97165.25          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-03-31      | 1.2500%  | 1.2500% | $731700.00         | $686933.07         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-05-15      | 1.6250%  | 1.6250% | $12452400.00       | $10990453.99       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-06-30      | 0.8750%  | 0.8750% | $15000.00          | $14541.16          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-07-31      | 0.6250%  | 0.6250% | $100.00            | $96.71             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-08-15      | 1.2500%  | 1.2500% | $1100.00           | $944.55            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-08-31      | 0.7500%  | 0.7500% | $100.00            | $96.61             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-10-31      | 1.1250%  | 1.1250% | $160600.00         | $155135.71         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-12-31      | 1.2500%  | 1.2500% | $21000.00          | $20208.61          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-01-31      | 1.7500%  | 1.7500% | $61774900.00       | $58110436.46       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-03-31      | 2.5000%  | 2.5000% | $400.00            | $393.80            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-04-30      | 2.8750%  | 2.8750% | $74000900.00       | $72039700.39       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-05-15      | 2.8750%  | 2.8750% | $85771100.00       | $80202304.11       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-08-15      | 2.7500%  | 2.7500% | $48027400.00       | $44718577.49       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-08-31      | 3.1250%  | 3.1250% | $2900.00           | $2892.88           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-11-15      | 4.1250%  | 4.1250% | $1579800.00        | $1596024.94        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-12-31      | 3.8750%  | 3.8750% | $77830800.00       | $78117450.83       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-01-31      | 3.5000%  | 3.5000% | $37258800.00       | $37324143.06       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-02-15      | 3.5000%  | 3.5000% | $818300.00         | $798105.57         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-02-28      | 4.0000%  | 4.0000% | $6587600.00        | $6732124.50        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-03-31      | 3.6250%  | 3.6250% | $942300.00         | $948534.23         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-05-15      | 3.3750%  | 3.3750% | $84144300.00       | $80423081.44       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-07-31      | 4.7500%  | 4.7500% | $1000.00           | $1019.79           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-08-15      | 3.8750%  | 3.8750% | $105200100.00      | $104920264.26      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-09-30      | 4.6250%  | 4.6250% | $22610700.00       | $23483276.69       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-11-15      | 4.5000%  | 4.5000% | $22434400.00       | $23127937.04       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-11-30      | 4.8750%  | 4.8750% | $92200.00          | $92754.02          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-11-30      | 4.3750%  | 4.3750% | $16755900.00       | $17154239.11       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-01-31      | 4.2500%  | 4.2500% | $100.00            | $101.73            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-02-15      | 4.0000%  | 4.0000% | $100.00            | $100.27            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-02-28      | 4.2500%  | 4.2500% | $64637800.00       | $66637284.63       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-03-31      | 4.1250%  | 4.1250% | $200.00            | $204.61            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-04-30      | 4.8750%  | 4.8750% | $999900.00         | $1014191.41        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-04-30      | 4.6250%  | 4.6250% | $30116400.00       | $31264299.83       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-05-15      | 4.3750%  | 4.3750% | $8083400.00        | $8238663.92        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-05-15      | 4.5000%  | 4.5000% | $999900.00         | $1018392.15        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-05-31      | 4.5000%  | 4.5000% | $15981900.00       | $16462532.06       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-05-31      | 4.6250%  | 4.6250% | $6779600.00        | $7055048.25        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-06-15      | 4.6250%  | 4.6250% | $1000.00           | $1018.08           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-06-30      | 4.2500%  | 4.2500% | $200.00            | $203.56            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-07-15      | 4.3750%  | 4.3750% | $499500.00         | $515519.04         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-07-31      | 4.0000%  | 4.0000% | $38756700.00       | $39728818.26       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-07-31      | 4.1250%  | 4.1250% | $221300.00         | $227325.67         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-08-15      | 3.8750%  | 3.8750% | $31419200.00       | $31074593.17       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-08-31      | 3.6250%  | 3.6250% | $6000000.00        | $6037551.97        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-09-15      | 3.3750%  | 3.3750% | $4287000.00        | $4297769.71        | U.S. Treasuries (including strips) |

### Security 110: 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: BYM5XQEB7, C.3 - LEI: 5493001KJTIIGC8Y1R12
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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       | 2041-06-01      | 5.0000%  | 5.0000% | $1000.00           | $84.34             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2033-03-01      | 3.0000%  | 3.0000% | $400000.00         | $71500.13          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2047-02-01      | 3.5000%  | 3.5000% | $1499000.00        | $160807.76         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2047-08-01      | 3.5000%  | 3.5000% | $6863155.00        | $980845.32         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2032-09-01      | 3.5000%  | 3.5000% | $2065582.00        | $169024.86         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2046-01-01      | 3.0000%  | 3.0000% | $486000.00         | $73715.30          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2043-03-01      | 3.5000%  | 3.5000% | $300000.00         | $45137.55          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2032-07-01      | 2.5000%  | 2.5000% | $171919.00         | $34990.77          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2035-07-01      | 4.0000%  | 4.0000% | $5112500.00        | $5114765.97        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2034-08-01      | 2.5000%  | 2.5000% | $609012.00         | $77400.98          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2037-07-01      | 3.5000%  | 3.5000% | $175000.00         | $111410.54         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2052-09-01      | 5.0000%  | 5.0000% | $1000.00           | $773.38            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2053-05-01      | 6.0000%  | 6.0000% | $32034.00          | $25964.31          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2052-07-01      | 2.5000%  | 2.5000% | $5051416.00        | $3925409.63        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2053-02-01      | 4.0000%  | 4.0000% | $18797675.00       | $14312946.48       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2052-02-01      | 2.5000%  | 2.5000% | $1018000.00        | $675487.72         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2052-11-01      | 5.0000%  | 5.0000% | $44725623.00       | $36483927.65       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2054-10-01      | 5.5000%  | 5.5000% | $12869699.00       | $11969948.17       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2055-03-01      | 5.5000%  | 5.5000% | $1022480.00        | $997205.62         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2054-12-01      | 5.0000%  | 5.0000% | $21970647.00       | $20692680.70       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2055-01-01      | 5.0000%  | 5.0000% | $10161000.00       | $9662888.52        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2034-04-01      | 4.5000%  | 4.5000% | $600000.00         | $40049.42          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2047-01-01      | 3.0000%  | 3.0000% | $99997.00          | $29131.65          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2047-03-01      | 4.0000%  | 4.0000% | $8587760.00        | $1517257.59        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2052-02-01      | 3.0000%  | 3.0000% | $1855000.00        | $1283578.22        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2053-08-01      | 5.5000%  | 5.5000% | $772920.00         | $640802.92         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2054-10-01      | 6.0000%  | 6.0000% | $1000.00           | $905.60            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2052-02-01      | 2.5000%  | 2.5000% | $1033012.00        | $661946.59         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2052-09-01      | 5.0000%  | 5.0000% | $170830.00         | $150649.57         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2032-08-01      | 3.0000%  | 3.0000% | $58000.00          | $31407.78          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2054-04-01      | 5.5000%  | 5.5000% | $1868699.00        | $1587140.81        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2054-05-01      | 6.0000%  | 6.0000% | $1634686.00        | $1643786.79        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2045-08-01      | 3.5000%  | 3.5000% | $6737504.00        | $713892.75         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2043-01-01      | 4.0000%  | 4.0000% | $130000.00         | $26952.86          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2043-02-01      | 3.0000%  | 3.0000% | $4016064.00        | $1080651.39        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2030-08-01      | 2.5000%  | 2.5000% | $328126.00         | $26978.00          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2046-02-01      | 3.0000%  | 3.0000% | $9782470.00        | $1306145.51        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2046-08-01      | 3.0000%  | 3.0000% | $8339040.00        | $1484983.74        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-04-01      | 4.0000%  | 4.0000% | $1581.00           | $84.09             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-06-01      | 3.0000%  | 3.0000% | $2843880.00        | $818069.56         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2043-03-01      | 3.5000%  | 3.5000% | $1958092.00        | $282645.15         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2043-06-01      | 3.5000%  | 3.5000% | $1592476.00        | $324804.50         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2043-07-01      | 3.5000%  | 3.5000% | $2014570.00        | $249905.72         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2044-08-01      | 3.5000%  | 3.5000% | $2264312.00        | $747160.73         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2034-07-01      | 5.0000%  | 5.0000% | $4040.00           | $38.38             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-10-01      | 5.5000%  | 5.5000% | $1120000.00        | $1103858.54        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-06-01      | 6.0000%  | 6.0000% | $2460004.00        | $2293226.52        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-10-01      | 5.0000%  | 5.0000% | $16576077.00       | $15984807.81       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-06-01      | 5.0000%  | 5.0000% | $1820363.00        | $1848428.95        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-01      | 6.0000%  | 6.0000% | $30170401.00       | $30362896.82       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-01      | 5.0000%  | 5.0000% | $1209237.00        | $1192701.62        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-01      | 6.0000%  | 6.0000% | $1177142.00        | $1211682.09        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-01      | 5.5000%  | 5.5000% | $4988917.00        | $5019074.60        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-01      | 5.5000%  | 5.5000% | $1124673.00        | $1128245.58        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-01      | 5.5000%  | 5.5000% | $1158470.00        | $1174325.46        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-01      | 5.0000%  | 5.0000% | $1208194.00        | $1192719.18        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2062-06-01      | 2.5000%  | 2.5000% | $700000.00         | $474703.93         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2028-01-01      | 3.0000%  | 3.0000% | $62715899.00       | $3341459.36        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-07-01      | 3.0000%  | 3.0000% | $1615000.00        | $764922.00         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-02-01      | 5.5000%  | 5.5000% | $1019725.00        | $974440.56         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-01      | 5.0000%  | 5.0000% | $516165.00         | $492777.47         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-05-01      | 6.0000%  | 6.0000% | $1082425.00        | $828034.33         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-06-01      | 5.5000%  | 5.5000% | $4272240.00        | $3546125.23        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-01      | 6.5000%  | 6.5000% | $4799999.00        | $3347955.29        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-09-01      | 4.5000%  | 4.5000% | $88180540.00       | $27163963.43       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-06-01      | 2.5000%  | 2.5000% | $490000.00         | $167460.10         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-07-01      | 3.0000%  | 3.0000% | $140135.00         | $57707.79          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-09-01      | 2.0000%  | 2.0000% | $8076080.00        | $4268390.66        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-12-01      | 2.0000%  | 2.0000% | $19470830.00       | $11160872.05       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-04-01      | 1.5000%  | 1.5000% | $7502920.00        | $4265968.58        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-05-01      | 2.0000%  | 2.0000% | $56000.00          | $33998.80          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-02-01      | 2.5000%  | 2.5000% | $100000.00         | $69733.07          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-05-01      | 4.0000%  | 4.0000% | $2231466.00        | $1636988.64        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-10-01      | 5.0000%  | 5.0000% | $6851950.00        | $5444951.62        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-01      | 5.5000%  | 5.5000% | $14166792.00       | $11566346.56       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-09-01      | 5.5000%  | 5.5000% | $19055709.00       | $16760618.96       | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)               | 2026-02-19      | 0.0000%  | 0.0000% | $100.00            | $97.47             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)               | 2025-12-11      | 0.0000%  | 0.0000% | $100.00            | $98.13             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)               | 2042-08-15      | 3.3750%  | 3.3750% | $700.00            | $594.14            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)               | 2029-11-15      | 1.7500%  | 1.7500% | $100.00            | $92.18             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)               | 2030-08-15      | 0.6250%  | 0.6250% | $100.00            | $85.38             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-08-01      | 5.0000%  | 5.0000% | $2587540.00        | $2219178.39        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-09-01      | 5.5000%  | 5.5000% | $536241.00         | $456853.46         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-01-01      | 5.5000%  | 5.5000% | $23927040.00       | $23659984.69       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-09-01      | 6.0000%  | 6.0000% | $23410048.00       | $22995574.97       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-01      | 5.5000%  | 5.5000% | $26900837.00       | $26180920.52       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-01      | 5.0000%  | 5.0000% | $38678814.00       | $36827323.51       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-01-01      | 4.5000%  | 4.5000% | $10906365.00       | $10237622.33       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-06-01      | 3.0000%  | 3.0000% | $776149.00         | $669230.14         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-01-01      | 4.5000%  | 4.5000% | $20961936.00       | $20105815.70       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-09-01      | 6.0000%  | 6.0000% | $14384500.00       | $14539127.88       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-01      | 6.5000%  | 6.5000% | $1131345.00        | $1180675.65        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-11-01      | 5.0000%  | 5.0000% | $1375.00           | $1366.41           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-03-01      | 2.5000%  | 2.5000% | $1000.00           | $847.38            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-11-01      | 3.5000%  | 3.5000% | $303000.00         | $44695.11          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-03-01      | 2.0000%  | 2.0000% | $1100000.00        | $563437.37         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-01-01      | 2.0000%  | 2.0000% | $1000.00           | $570.32            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-07-01      | 2.0000%  | 2.0000% | $33000.00          | $19800.68          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-12-01      | 2.0000%  | 2.0000% | $6016420.00        | $3990599.44        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-09-01      | 2.5000%  | 2.5000% | $93701.00          | $65856.13          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-09-01      | 5.0000%  | 5.0000% | $16017712.00       | $13435233.45       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-10-01      | 4.5000%  | 4.5000% | $1000.00           | $780.74            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-12-01      | 5.5000%  | 5.5000% | $2248432.00        | $1814703.86        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-02-01      | 3.5000%  | 3.5000% | $843000.00         | $659253.03         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-04-01      | 3.0000%  | 3.0000% | $1000.00           | $766.38            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-03-01      | 5.5000%  | 5.5000% | $1035000.00        | $862288.52         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-02-01      | 6.5000%  | 6.5000% | $5573187.00        | $4226940.37        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-12-01      | 3.0000%  | 3.0000% | $1000.00           | $746.37            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-01      | 4.5000%  | 4.5000% | $1000.00           | $840.39            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-10-01      | 6.0000%  | 6.0000% | $39858240.00       | $34733078.74       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-02-01      | 6.0000%  | 6.0000% | $24696869.00       | $21913173.30       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-01-01      | 6.5000%  | 6.5000% | $25720811.00       | $22921081.28       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-03-01      | 3.5000%  | 3.5000% | $268279.00         | $221189.85         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-07-01      | 6.0000%  | 6.0000% | $1663433.00        | $1537009.29        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-11-25      | 3.5000%  | 3.5000% | $538496.00         | $425313.70         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-01      | 5.5000%  | 5.5000% | $1024.00           | $1030.06           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-01      | 5.5000%  | 5.5000% | $22927328.00       | $23063120.72       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-01      | 5.5000%  | 5.5000% | $14561664.00       | $14753377.70       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-02-01      | 5.0000%  | 5.0000% | $5650000.00        | $70651.76          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-11-01      | 6.0000%  | 6.0000% | $1314.00           | $79.77             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2028-03-01      | 5.0000%  | 5.0000% | $8110.00           | $14.29             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-09-01      | 5.6500%  | 5.6500% | $512150.00         | $48067.29          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2031-10-01      | 4.5000%  | 4.5000% | $1000.00           | $56.81             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2042-12-01      | 3.5000%  | 3.5000% | $32248900.00       | $4779146.82        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2046-05-01      | 3.5000%  | 3.5000% | $1640000.00        | $192448.85         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-10-01      | 4.0000%  | 4.0000% | $953818.00         | $115748.74         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-01-01      | 3.5000%  | 3.5000% | $1000.00           | $140.41            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-03-01      | 3.5000%  | 3.5000% | $66579096.00       | $8807054.69        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2033-04-01      | 3.0000%  | 3.0000% | $557601.00         | $68349.96          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-12-01      | 2.5000%  | 2.5000% | $740210.00         | $476149.31         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2030-09-01      | 2.5000%  | 2.5000% | $2500000.00        | $657161.53         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-03-01      | 2.0000%  | 2.0000% | $4686286.00        | $2656724.93        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-05-01      | 5.5000%  | 5.5000% | $29071043.00       | $23763530.44       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-01      | 5.5000%  | 5.5000% | $1035000.00        | $869893.78         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-08-01      | 5.5000%  | 5.5000% | $28412322.00       | $23909483.56       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-10-01      | 5.5000%  | 5.5000% | $16216335.00       | $13834019.59       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-12-01      | 6.0000%  | 6.0000% | $362455.00         | $284065.94         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-09-01      | 5.5000%  | 5.5000% | $39688819.00       | $36967897.97       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-01      | 4.5000%  | 4.5000% | $2707120.00        | $2519732.45        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-01      | 5.0000%  | 5.0000% | $1264020.00        | $1193253.83        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-01-01      | 5.5000%  | 5.5000% | $1166494.00        | $1121418.85        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-02-01      | 5.5000%  | 5.5000% | $30195326.00       | $29359715.43       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-01      | 4.5000%  | 4.5000% | $205629.00         | $193710.07         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2054-12-01      | 5.5000%  | 5.5000% | $1057680.00        | $1062943.99        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2054-12-01      | 6.0000%  | 6.0000% | $43919.00          | $44668.95          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2054-12-01      | 4.5000%  | 4.5000% | $1001.00           | $950.97            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2055-01-01      | 5.5000%  | 5.5000% | $2750131.00        | $2647561.12        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2055-02-01      | 5.5000%  | 5.5000% | $1292098.00        | $1301110.43        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2055-03-01      | 6.5000%  | 6.5000% | $6630560.00        | $6700368.33        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2055-03-01      | 6.0000%  | 6.0000% | $665384.00         | $682951.29         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2055-04-01      | 6.0000%  | 6.0000% | $5897.00           | $6026.57           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2055-04-01      | 6.5000%  | 6.5000% | $341853.00         | $357999.38         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2055-05-01      | 6.0000%  | 6.0000% | $1251100.00        | $1289769.81        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2055-05-01      | 5.5000%  | 5.5000% | $1002660.00        | $1011117.15        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2055-05-01      | 6.0000%  | 6.0000% | $1024490.00        | $1054097.60        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2055-05-01      | 5.5000%  | 5.5000% | $25289972.00       | $25352230.66       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2055-05-01      | 6.0000%  | 6.0000% | $2012.00           | $2070.15           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2055-06-01      | 5.5000%  | 5.5000% | $1452042.00        | $1455800.29        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2055-06-01      | 6.0000%  | 6.0000% | $22256415.00       | $22768145.29       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2050-06-01      | 5.5000%  | 5.5000% | $1671170.00        | $1677965.21        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2055-06-01      | 5.5000%  | 5.5000% | $2629573.00        | $2657027.20        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2055-06-01      | 6.0000%  | 6.0000% | $8000.00           | $8229.75           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2055-07-01      | 6.5000%  | 6.5000% | $1271125.00        | $1328334.66        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2055-04-01      | 6.0000%  | 6.0000% | $26907328.00       | $27385837.95       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2055-02-01      | 5.0000%  | 5.0000% | $1385918.00        | $1349402.14        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2055-05-01      | 5.5000%  | 5.5000% | $46408462.00       | $46670649.20       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2055-06-01      | 5.5000%  | 5.5000% | $40901940.00       | $41124796.51       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2055-06-01      | 5.5000%  | 5.5000% | $33775680.00       | $33761950.87       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2055-05-01      | 5.0000%  | 5.0000% | $1000.00           | $983.77            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2053-10-01      | 6.5000%  | 6.5000% | $1000.00           | $702.78            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2054-03-01      | 6.5000%  | 6.5000% | $20856150.00       | $21133984.05       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2054-09-01      | 5.5000%  | 5.5000% | $10365.00          | $10093.82          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2054-10-01      | 5.5000%  | 5.5000% | $306216.00         | $296665.40         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2054-10-01      | 5.5000%  | 5.5000% | $1382424.00        | $1337821.62        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2054-11-01      | 5.5000%  | 5.5000% | $8728964.00        | $8586168.70        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2055-03-01      | 6.0000%  | 6.0000% | $31696432.00       | $31597477.98       | Agency Mortgage-Backed Securities |

### Security 111: 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: BYM5XQFN0, C.3 - LEI: O2RNE8IBXP4R0TD8PU41
- **C.18 - Value (incl. sponsor support):** $5000000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000000.00
- **C.19 - Percentage of Net Assets:** 3.7300%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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) | 2054-02-15      | 2.1250%  | 2.1250% | $1000.00           | $956.48            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-02-15      | 2.7500%  | 2.7500% | $317500000.00      | $312904671.68      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-08-15      | 2.8750%  | 2.8750% | $250000000.00      | $246294421.25      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-07-15      | 0.1250%  | 0.1250% | $71751000.00       | $95156129.67       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-05-15      | 0.6250%  | 0.6250% | $192000000.00      | $164971824.00      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-08-15      | 0.6250%  | 0.6250% | $139450000.00      | $118987776.49      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-02-29      | 1.1250%  | 1.1250% | $100000000.00      | $93802062.00       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-07-15      | 0.1250%  | 0.1250% | $180824000.00      | $198745432.08      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-08-31      | 0.7500%  | 0.7500% | $174999000.00      | $169042631.31      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-09-30      | 0.8750%  | 0.8750% | $365700000.00      | $352928127.17      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-05-15      | 2.8750%  | 2.8750% | $183000000.00      | $170904020.25      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-07-15      | 0.6250%  | 0.6250% | $200000000.00      | $205988772.61      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-08-15      | 2.7500%  | 2.7500% | $380000000.00      | $353364099.50      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-09-30      | 3.8750%  | 3.8750% | $125000000.00      | $126597320.37      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-10-31      | 4.0000%  | 4.0000% | $49999900.00       | $50735570.27       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-12-31      | 3.8750%  | 3.8750% | $250000000.00      | $250665000.00      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-08-31      | 4.1250%  | 4.1250% | $262500000.00      | $269379408.89      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-10-31      | 4.8750%  | 4.8750% | $14959200.00       | $15794145.38       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-12-31      | 3.7500%  | 3.7500% | $200000000.00      | $199953600.00      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-01-31      | 4.0000%  | 4.0000% | $118661000.00      | $121221061.94      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-04-15      | 4.5000%  | 4.5000% | $249850000.00      | $255200353.36      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-08-31      | 3.6250%  | 3.6250% | $240000000.00      | $241374639.12      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-11-30      | 4.1250%  | 4.1250% | $100.00            | $101.08            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-04-15      | 3.7500%  | 3.7500% | $331000000.00      | $333759508.93      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-04-30      | 3.7500%  | 3.7500% | $135600000.00      | $136368314.07      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-04-30      | 3.8750%  | 3.8750% | $213514000.00      | $215370127.16      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-06-30      | 3.8750%  | 3.8750% | $225000000.00      | $225455625.00      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-06-30      | 3.7500%  | 3.7500% | $175000000.00      | $175034300.00      | U.S. Treasuries (including strips) |

### Security 112: 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:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-07
- **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) | 2028-02-15      | 2.7500%  | 2.7500% | $24630400.00       | $24273912.52       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-11-30      | 3.8750%  | 3.8750% | $92331100.00       | $92916131.08       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-06-30      | 3.7500%  | 3.7500% | $72560700.00       | $72244335.34       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-08-31      | 4.1250%  | 4.1250% | $93700200.00       | $96155826.62       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-11-15      | 4.5000%  | 4.5000% | $94535600.00       | $97301238.97       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-01-15      | 4.0000%  | 4.0000% | $96811900.00       | $98788173.68       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-07-31      | 4.1250%  | 4.1250% | $89865800.00       | $92216019.01       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-09-30      | 3.5000%  | 3.5000% | $97453900.00       | $97784481.75       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-11-15      | 0.0000%  | 0.0000% | $375000000.00      | $302570999.99      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-05-15      | 0.0000%  | 0.0000% | $55444998.71       | $45748943.67       | U.S. Treasuries (including strips) |

### Security 113: STATE STREET CORP - FIXED INCOME CLEARING CORP

- **C.1 - Title:** STATE STREET CORP - 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: BYM5XQE68, C.3 - LEI: 54930040JC714R218K66
- **C.18 - Value (incl. sponsor support):** $1800000000.00
- **C.18.a - Value (excl. sponsor support):** $1800000000.00
- **C.19 - Percentage of Net Assets:** 1.3400%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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 Treasury-U.S. Treasuries (including strips) | 2027-11-15      | 4.1200%  | 4.1200% | $100000000.00      | $101363284.00      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-05-31      | 3.6200%  | 3.6200% | $201709900.00      | $201686784.05      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-10-31      | 0.5000%  | 0.5000% | $138049600.00      | $128214740.80      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-08-31      | 4.3790%  | 4.3790% | $219266000.00      | $226548931.15      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-01-31      | 1.7500%  | 1.7500% | $84076400.00       | $79056894.31       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-10-31      | 1.3790%  | 1.3790% | $150000000.00      | $139244227.50      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-02-15      | 4.2500%  | 4.2500% | $78000000.00       | $80220400.26       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-02-29      | 4.0000%  | 4.0000% | $605000000.00      | $617040419.60      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-08-31      | 1.1200%  | 1.1200% | $186300000.00      | $172512916.94      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-10-31      | 4.1200%  | 4.1200% | $88769400.00       | $90111497.45       | U.S. Treasuries (including strips) |

### Security 114: 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: BYM5XQDC6, C.3 - LEI: 5U0XI89JRFVHWIBS4F54
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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) | 2027-04-30      | 2.7500%  | 2.7500% | $6883707.69        | $6790216.09        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-05-15      | 2.8750%  | 2.8750% | $10761957.69       | $10063224.13       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-07-31      | 2.7500%  | 2.7500% | $9230769.23        | $9151920.25        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-08-31      | 3.1250%  | 3.1250% | $328315.38         | $327509.71         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-10-31      | 4.1250%  | 4.1250% | $6713450.00        | $6816163.34        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-11-30      | 3.8750%  | 3.8750% | $250200.00         | $251805.09         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-12-31      | 3.8750%  | 3.8750% | $2114784.61        | $2122573.36        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-02-15      | 4.0000%  | 4.0000% | $1601711.53        | $1623413.33        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-02-29      | 4.0000%  | 4.0000% | $3091969.23        | $3154432.79        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-03-15      | 4.6250%  | 4.6250% | $602096.15         | $612193.11         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-03-31      | 3.6250%  | 3.6250% | $603434.61         | $603863.04         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-05-15      | 3.6250%  | 3.6250% | $1581142.30        | $1582115.10        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-05-31      | 3.6250%  | 3.6250% | $97600.00          | $97615.35          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-06-15      | 4.1250%  | 4.1250% | $125938.46         | $126274.41         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-06-30      | 4.0000%  | 4.0000% | $849573.07         | $856258.36         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-07-15      | 4.5000%  | 4.5000% | $1593838.46        | $1634881.96        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-07-31      | 4.1250%  | 4.1250% | $2228307.69        | $2291742.13        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-08-31      | 4.3750%  | 4.3750% | $241065.38         | $249176.28         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-09-30      | 4.6250%  | 4.6250% | $1016769.23        | $1056007.69        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-10-15      | 4.6250%  | 4.6250% | $307838.46         | $313478.00         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-10-31      | 5.0000%  | 5.0000% | $1517823.07        | $1533459.75        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-10-31      | 4.8750%  | 4.8750% | $960757.69         | $1014947.15        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-11-15      | 4.6250%  | 4.6250% | $821311.53         | $833839.20         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-11-30      | 4.8750%  | 4.8750% | $2705850.00        | $2722109.18        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-11-30      | 4.3750%  | 4.3750% | $8122323.07        | $8315415.59        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-12-15      | 4.3750%  | 4.3750% | $6445573.07        | $6503460.98        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-12-31      | 3.7500%  | 3.7500% | $1073200.00        | $1073394.24        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-12-31      | 4.2500%  | 4.2500% | $9230769.23        | $9230040.00        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-01-31      | 4.2500%  | 4.2500% | $7898261.53        | $8034960.67        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-01-31      | 4.0000%  | 4.0000% | $895680.76         | $917981.95         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-02-28      | 4.6250%  | 4.6250% | $712057.69         | $724866.10         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-02-28      | 4.2500%  | 4.2500% | $60346.15          | $62278.65          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-03-31      | 4.1250%  | 4.1250% | $1562076.92        | $1598090.83        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-04-30      | 4.6250%  | 4.6250% | $4263100.00        | $4425589.93        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-05-15      | 4.3750%  | 4.3750% | $331030.76         | $337389.12         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-05-15      | 4.5000%  | 4.5000% | $1909430.76        | $1944743.78        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-05-31      | 4.5000%  | 4.5000% | $1946815.38        | $2005362.98        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-06-30      | 4.2500%  | 4.2500% | $2416461.53        | $2459489.05        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-09-15      | 3.3750%  | 3.3750% | $49707.69          | $49832.56          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2041-08-15      | 3.7500%  | 3.7500% | $704853.84         | $638736.30         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2049-08-15      | 2.2500%  | 2.2500% | $1142465.38        | $722857.13         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2049-11-15      | 2.3750%  | 2.3750% | $927142.30         | $596117.96         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2053-05-15      | 3.6250%  | 3.6250% | $746757.69         | $609863.75         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-05-15      | 4.6250%  | 4.6250% | $726588.46         | $714424.82         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-08-15      | 2.2500%  | 2.2500% | $10592.30          | $10358.40          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-08-15      | 2.8750%  | 2.8750% | $394507.69         | $388749.72         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-10-31      | 3.0000%  | 3.0000% | $2513750.00        | $2514968.73        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-01-31      | 2.6250%  | 2.6250% | $2500000.00        | $2504027.68        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-02-15      | 2.6250%  | 2.6250% | $100330.76         | $97520.84          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-03-31      | 2.2500%  | 2.2500% | $151111.53         | $149906.91         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-05-15      | 2.3750%  | 2.3750% | $233676.92         | $222781.44         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-05-15      | 1.6250%  | 1.6250% | $2608338.46        | $2558971.09        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-07-31      | 0.2500%  | 0.2500% | $71100.00          | $70926.36          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-08-15      | 0.6250%  | 0.6250% | $490080.76         | $418474.97         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-01-31      | 0.3750%  | 0.3750% | $981011.53         | $960798.64         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-01-31      | 0.7500%  | 0.7500% | $956084.61         | $889323.84         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-02-28      | 0.5000%  | 0.5000% | $2037030.76        | $1991233.44        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-04-30      | 1.2500%  | 1.2500% | $789700.00         | $739135.51         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-05-31      | 1.2500%  | 1.2500% | $5000000.00        | $4666262.95        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-07-31      | 1.0000%  | 1.0000% | $2192842.30        | $2029106.38        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-09-30      | 1.2500%  | 1.2500% | $2442.30           | $2265.21           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-09-30      | 0.8750%  | 0.8750% | $5039100.00        | $4863757.18        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-10-31      | 1.3750%  | 1.3750% | $3.84              | $3.57              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-12-31      | 1.3750%  | 1.3750% | $284080.76         | $262216.49         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-12-31      | 1.2500%  | 1.2500% | $288688.46         | $277809.23         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-02-28      | 1.8750%  | 1.8750% | $2193438.46        | $2138905.26        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-03-31      | 2.5000%  | 2.5000% | $9230769.23        | $9087829.35        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-04-30      | 2.8750%  | 2.8750% | $9615384.61        | $9360554.08        | U.S. Treasuries (including strips) |

### Security 115: 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: BYM5XQDU6, C.3 - LEI: 5U0XI89JRFVHWIBS4F54
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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) | 2028-11-15      | 5.2500%  | 5.2500% | $423811.00         | $446402.45         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2037-02-15      | 4.7500%  | 4.7500% | $225595.00         | $238042.90         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2037-05-15      | 5.0000%  | 5.0000% | $1036293.00        | $1104683.15        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2039-05-15      | 4.2500%  | 4.2500% | $1200000.00        | $1169982.60        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-11-15      | 2.7500%  | 2.7500% | $635203.00         | $483742.33         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-02-15      | 3.1250%  | 3.1250% | $378366.00         | $307225.62         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-08-15      | 3.6250%  | 3.6250% | $299630.00         | $260559.93         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-05-15      | 3.3750%  | 3.3750% | $1108.00           | $912.13            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-08-15      | 3.1250%  | 3.1250% | $1482785.00        | $1181364.47        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-08-15      | 2.8750%  | 2.8750% | $907584.00         | $685306.40         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2047-02-15      | 3.0000%  | 3.0000% | $338429.00         | $256859.09         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2048-08-15      | 3.0000%  | 3.0000% | $168714.00         | $126109.13         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2049-08-15      | 2.2500%  | 2.2500% | $983230.00         | $622106.22         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2049-11-15      | 2.3750%  | 2.3750% | $2224241.00        | $1430104.11        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2050-02-15      | 2.0000%  | 2.0000% | $4420302.00        | $2615937.21        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2050-08-15      | 1.3750%  | 1.3750% | $225358.00         | $111653.56         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2040-08-15      | 1.1250%  | 1.1250% | $891299.00         | $549110.99         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2051-02-15      | 1.8750%  | 1.8750% | $338590.00         | $191631.24         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2041-08-15      | 1.7500%  | 1.7500% | $350000.00         | $233563.48         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2041-11-15      | 2.0000%  | 2.0000% | $1122382.00        | $771307.64         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2052-02-15      | 2.2500%  | 2.2500% | $874809.00         | $539030.96         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-02-15      | 2.3750%  | 2.3750% | $96533.00          | $70747.97          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-05-15      | 3.2500%  | 3.2500% | $359648.00         | $297829.36         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-08-15      | 3.3750%  | 3.3750% | $1273576.00        | $1080992.62        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2053-05-15      | 3.6250%  | 3.6250% | $83074.00          | $67845.06          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-05-15      | 3.8750%  | 3.8750% | $339687.00         | $303975.62         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-11-15      | 4.7500%  | 4.7500% | $61603.00          | $61679.04          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2054-02-15      | 4.2500%  | 4.2500% | $4663.00           | $4310.76           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-02-15      | 4.5000%  | 4.5000% | $513188.00         | $502837.90         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-02-15      | 2.7500%  | 2.7500% | $1500000.00        | $1478594.28        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-09-30      | 3.0000%  | 3.0000% | $20679.00          | $20764.07          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-10-31      | 3.0000%  | 3.0000% | $108568.00         | $108620.63         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-03-31      | 2.2500%  | 2.2500% | $816009.00         | $809503.99         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-05-15      | 1.6250%  | 1.6250% | $306432.00         | $300632.23         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-05-15      | 2.3750%  | 2.3750% | $33639.00          | $32891.33          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-05-15      | 0.6250%  | 0.6250% | $1136773.00        | $977351.10         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-07-31      | 0.2500%  | 0.2500% | $4433.00           | $4422.17           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-07-31      | 0.3750%  | 0.3750% | $5185.00           | $4844.30           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-08-15      | 0.6250%  | 0.6250% | $2410.00           | $2057.87           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-01-31      | 0.3750%  | 0.3750% | $39609.00          | $38792.89          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-03-31      | 0.7500%  | 0.7500% | $617695.00         | $603597.81         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-07-31      | 1.0000%  | 1.0000% | $894232.00         | $827461.16         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-12-31      | 1.3750%  | 1.3750% | $470822.00         | $434585.18         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-12-31      | 1.2500%  | 1.2500% | $1044354.00        | $1004997.51        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-02-28      | 1.8750%  | 1.8750% | $26896.00          | $26227.31          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-04-30      | 2.7500%  | 2.7500% | $31677.00          | $31246.77          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-06-30      | 3.2500%  | 3.2500% | $802008.00         | $794415.39         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-08-31      | 3.1250%  | 3.1250% | $672086.00         | $670436.73         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-11-30      | 3.8750%  | 3.8750% | $1161362.00        | $1168812.40        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-01-31      | 3.5000%  | 3.5000% | $405845.00         | $406556.75         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-02-15      | 4.0000%  | 4.0000% | $409472.00         | $415019.98         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-02-29      | 4.0000%  | 4.0000% | $1516243.00        | $1546873.94        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-02-28      | 4.0000%  | 4.0000% | $24378.00          | $24912.82          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-03-15      | 4.6250%  | 4.6250% | $1072876.00        | $1090867.79        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-03-31      | 3.6250%  | 3.6250% | $6864.00           | $6868.87           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-04-15      | 3.7500%  | 3.7500% | $72734.00          | $73100.13          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-04-30      | 3.5000%  | 3.5000% | $10877.00          | $10873.46          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-05-15      | 3.6250%  | 3.6250% | $502107.00         | $502415.92         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-05-15      | 3.3750%  | 3.3750% | $104023.00         | $99422.66          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-05-31      | 3.6250%  | 3.6250% | $7699.00           | $7700.21           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-06-15      | 4.1250%  | 4.1250% | $1358125.00        | $1361747.89        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-06-30      | 4.0000%  | 4.0000% | $3398867.00        | $3425612.68        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-07-15      | 4.5000%  | 4.5000% | $4579.00           | $4696.91           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-07-31      | 4.1250%  | 4.1250% | $200066.00         | $205761.38         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-08-15      | 4.3750%  | 4.3750% | $14447.00          | $14744.09          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-08-31      | 4.3750%  | 4.3750% | $1009382.00        | $1043343.74        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-10-15      | 4.6250%  | 4.6250% | $797279.00         | $811885.01         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-10-31      | 4.8750%  | 4.8750% | $103707.00         | $108213.77         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-10-31      | 4.8750%  | 4.8750% | $74988.00          | $79217.53          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-11-30      | 4.8750%  | 4.8750% | $450998.00         | $453708.00         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-12-15      | 4.3750%  | 4.3750% | $260582.00         | $262922.29         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-01-31      | 4.0000%  | 4.0000% | $6045.00           | $6195.51           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-02-28      | 4.6250%  | 4.6250% | $314865.00         | $320528.75         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-02-28      | 4.2500%  | 4.2500% | $484310.00         | $499819.38         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-03-31      | 4.1250%  | 4.1250% | $250000.00         | $255763.78         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-04-30      | 4.6250%  | 4.6250% | $831675.00         | $863374.65         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-05-15      | 4.3750%  | 4.3750% | $1403971.00        | $1430938.12        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-05-31      | 4.5000%  | 4.5000% | $388013.00         | $399681.91         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-06-30      | 4.2500%  | 4.2500% | $1033394.00        | $1051794.61        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-06-30      | 4.6250%  | 4.6250% | $398048.00         | $400374.19         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-07-31      | 4.0000%  | 4.0000% | $137926.00         | $141385.54         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-08-31      | 3.7500%  | 3.7500% | $466131.00         | $466930.91         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-08-31      | 3.6250%  | 3.6250% | $2358409.00        | $2373169.48        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-09-30      | 3.5000%  | 3.5000% | $3150000.00        | $3142761.88        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-10-15      | 3.8750%  | 3.8750% | $295674.00         | $298944.28         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-10-31      | 4.1250%  | 4.1250% | $44184.00          | $45074.46          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-12-31      | 4.3750%  | 4.3750% | $1507476.00        | $1543287.59        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-01-31      | 4.2500%  | 4.2500% | $614606.00         | $636924.49         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-03-31      | 4.0000%  | 4.0000% | $108509.00         | $110475.98         | U.S. Treasuries (including strips) |

### Security 116: 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: BYM5XQE19, C.3 - LEI: SUVUFHICNZMP2WKHG940
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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       | 2052-01-01      | 2.0000%  | 2.0000% | $32296306.00       | $20758578.69       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-02-01      | 5.5000%  | 5.5000% | $62233561.00       | $61882277.21       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-01      | 5.5000%  | 5.5000% | $60976905.00       | $61267911.47       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-01      | 5.5000%  | 5.5000% | $59900954.00       | $60091232.73       | Agency Mortgage-Backed Securities |

### Security 117: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NX1, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1321692555.68
- **C.18.a - Value (excl. sponsor support):** $1321692555.68
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-07-03
- **C.12 - Maturity Date (WAL):** 2025-07-03
- **C.13 - Final Legal Maturity Date:** 2025-07-03
- **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 118: 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):** $1236649878.66
- **C.18.a - Value (excl. sponsor support):** $1236649878.66
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **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 119: 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):** $949066082.03
- **C.18.a - Value (excl. sponsor support):** $949066082.03
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **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 120: 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):** $1304488377.25
- **C.18.a - Value (excl. sponsor support):** $1304488377.25
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **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 121: 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):** $743397356.25
- **C.18.a - Value (excl. sponsor support):** $743397356.25
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **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 122: 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):** $520878675.70
- **C.18.a - Value (excl. sponsor support):** $520878675.70
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **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 123: 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):** $705024185.85
- **C.18.a - Value (excl. sponsor support):** $705024185.85
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **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 124: 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):** $626599743.75
- **C.18.a - Value (excl. sponsor support):** $626599743.75
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **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 125: 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):** $1612522362.00
- **C.18.a - Value (excl. sponsor support):** $1612522362.00
- **C.19 - Percentage of Net Assets:** 1.2000%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **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 126: 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):** $629431352.61
- **C.18.a - Value (excl. sponsor support):** $629431352.61
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **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 127: 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):** $1465400072.38
- **C.18.a - Value (excl. sponsor support):** $1465400072.38
- **C.19 - Percentage of Net Assets:** 1.0900%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **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 128: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PE1, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $546992896.56
- **C.18.a - Value (excl. sponsor support):** $546992896.56
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-07-17
- **C.12 - Maturity Date (WAL):** 2025-07-17
- **C.13 - Final Legal Maturity Date:** 2025-07-17
- **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 129: 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):** $2327486898.94
- **C.18.a - Value (excl. sponsor support):** $2327486898.94
- **C.19 - Percentage of Net Assets:** 1.7400%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **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 130: 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):** $631012121.60
- **C.18.a - Value (excl. sponsor support):** $631012121.60
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **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 131: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797LW5, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $540673500.33
- **C.18.a - Value (excl. sponsor support):** $540673500.33
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-07-10
- **C.12 - Maturity Date (WAL):** 2025-07-10
- **C.13 - Final Legal Maturity Date:** 2025-07-10
- **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 132: 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):** $952310438.17
- **C.18.a - Value (excl. sponsor support):** $952310438.17
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **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 133: 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):** $1273942582.50
- **C.18.a - Value (excl. sponsor support):** $1273942582.50
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **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 134: 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):** $685393044.00
- **C.18.a - Value (excl. sponsor support):** $685393044.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **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 135: 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):** $849297566.60
- **C.18.a - Value (excl. sponsor support):** $849297566.60
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **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 136: 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):** $1435862800.24
- **C.18.a - Value (excl. sponsor support):** $1435862800.24
- **C.19 - Percentage of Net Assets:** 1.0700%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **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 137: 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):** $1611611533.70
- **C.18.a - Value (excl. sponsor support):** $1611611533.70
- **C.19 - Percentage of Net Assets:** 1.2000%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **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 138: 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: BYM5XQDV4, 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:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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) | 2025-07-10      | 0.0000%  | 0.0000% | $100.00            | $99.88             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-01-22      | 0.0000%  | 0.0000% | $4000.00           | $3908.80           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-07-24      | 0.0000%  | 0.0000% | $172000.00         | $171528.72         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-07-01      | 0.0000%  | 0.0000% | $18000000.00       | $17997966.00       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-03-19      | 0.0000%  | 0.0000% | $4000.00           | $3886.36           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-09-25      | 0.0000%  | 0.0000% | $83000.00          | $82156.72          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-07-08      | 0.0000%  | 0.0000% | $26000.00          | $25976.34          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-04-16      | 0.0000%  | 0.0000% | $150000.00         | $145339.50         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-10-09      | 0.0000%  | 0.0000% | $4950000.00        | $4891986.00        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-10-16      | 0.0000%  | 0.0000% | $58300.00          | $57564.83          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-11-06      | 0.0000%  | 0.0000% | $29600.00          | $29161.91          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-12-18      | 0.0000%  | 0.0000% | $11834000.00       | $11603118.66       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-08-15      | 0.0000%  | 0.0000% | $12000.00          | $11937.36          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-02-15      | 0.0000%  | 0.0000% | $102800.00         | $100189.90         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-08-15      | 0.0000%  | 0.0000% | $20000.00          | $19157.74          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-11-15      | 0.0000%  | 0.0000% | $10700.00          | $10196.87          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-08-15      | 0.0000%  | 0.0000% | $12700.00          | $11741.60          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-08-15      | 0.0000%  | 0.0000% | $335000.00         | $298909.78         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-11-15      | 0.0000%  | 0.0000% | $15000.00          | $13222.11          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2046-11-15      | 0.0000%  | 0.0000% | $2000.00           | $688.83            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2053-11-15      | 0.0000%  | 0.0000% | $5000.00           | $1251.89           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-11-15      | 6.1250%  | 6.1250% | $100.00            | $106.14            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-04-15      | 3.6250%  | 3.6250% | $439500.00         | $932086.44         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-08-15      | 5.5000%  | 5.5000% | $144600.00         | $155242.71         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-04-15      | 3.8750%  | 3.8750% | $64300.00          | $137771.42         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-02-15      | 5.3750%  | 5.3750% | $700.00            | $765.21            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-04-15      | 3.3750%  | 3.3750% | $2692500.00        | $5435235.02        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-01-15      | 2.0000%  | 2.0000% | $256300.00         | $418503.75         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2036-02-15      | 4.5000%  | 4.5000% | $300.00            | $311.01            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-01-15      | 2.3750%  | 2.3750% | $3021900.00        | $4933861.90        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2037-02-15      | 4.7500%  | 4.7500% | $499800.00         | $526232.46         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2037-05-15      | 5.0000%  | 5.0000% | $900.00            | $956.77            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-01-15      | 1.7500%  | 1.7500% | $20000.00          | $31214.65          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2038-02-15      | 4.3750%  | 4.3750% | $480000.00         | $484183.49         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2038-05-15      | 4.5000%  | 4.5000% | $52300.00          | $52842.19          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2039-02-15      | 3.5000%  | 3.5000% | $300.00            | $272.68            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2039-05-15      | 4.2500%  | 4.2500% | $200.00            | $194.35            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2039-11-15      | 4.3750%  | 4.3750% | $700.00            | $684.91            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2040-02-15      | 4.6250%  | 4.6250% | $9300.00           | $9444.80           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2040-02-15      | 2.1250%  | 2.1250% | $308700.00         | $453040.62         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2041-11-15      | 3.1250%  | 3.1250% | $468800.00         | $382886.89         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-05-15      | 3.0000%  | 3.0000% | $300.00            | $238.54            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-11-15      | 2.7500%  | 2.7500% | $800.00            | $606.59            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-05-15      | 2.8750%  | 2.8750% | $300.00            | $230.20            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-08-15      | 3.6250%  | 3.6250% | $400.00            | $346.44            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-02-15      | 1.3750%  | 1.3750% | $17700.00          | $20411.79          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-11-15      | 3.0000%  | 3.0000% | $499600.00         | $383155.23         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-05-15      | 3.0000%  | 3.0000% | $1100.00           | $839.25            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-08-15      | 2.8750%  | 2.8750% | $500.00            | $375.67            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-11-15      | 3.0000%  | 3.0000% | $100.00            | $75.84             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2046-11-15      | 2.8750%  | 2.8750% | $200.00            | $146.61            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2047-02-15      | 3.0000%  | 3.0000% | $251000.00         | $189522.02         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2047-05-15      | 3.0000%  | 3.0000% | $199500.00         | $148746.60         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2048-02-15      | 1.0000%  | 1.0000% | $21000.00          | $19994.91          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2048-11-15      | 3.3750%  | 3.3750% | $800.00            | $630.12            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2050-02-15      | 0.2500%  | 0.2500% | $2575200.00        | $1847181.60        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2040-08-15      | 1.1250%  | 1.1250% | $399900.00         | $245246.84         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2051-02-15      | 0.1250%  | 0.1250% | $294300.00         | $195354.65         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2051-05-15      | 2.3750%  | 2.3750% | $26600.00          | $16770.89          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-02-15      | 2.3750%  | 2.3750% | $99500.00          | $72614.30          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2052-08-15      | 3.0000%  | 3.0000% | $400000.00         | $290215.13         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2053-02-15      | 3.6250%  | 3.6250% | $11300.00          | $9285.61           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2053-02-15      | 1.5000%  | 1.5000% | $300000.00         | $255912.91         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-02-15      | 4.5000%  | 4.5000% | $75200.00          | $73386.08          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2055-02-15      | 4.6250%  | 4.6250% | $12544900.00       | $12312417.00       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-05-15      | 0.0000%  | 0.0000% | $108000.00         | $97044.15          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-05-15      | 0.0000%  | 0.0000% | $124900.00         | $116390.56         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-11-15      | 0.0000%  | 0.0000% | $17000.00          | $16730.75          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-08-15      | 1.5000%  | 1.5000% | $464400.00         | $454420.00         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-01-15      | 0.5000%  | 0.5000% | $601000.00         | $767814.96         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-08-31      | 2.7500%  | 2.7500% | $184800.00         | $185900.27         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-09-30      | 3.0000%  | 3.0000% | $449900.00         | $451730.20         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-11-30      | 2.8750%  | 2.8750% | $38900.00          | $38760.79          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-02-28      | 2.5000%  | 2.5000% | $24600.00          | $24529.81          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-03-31      | 2.2500%  | 2.2500% | $3600.00           | $3571.20           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-05-15      | 2.3750%  | 2.3750% | $138500.00         | $131980.77         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-07-15      | 0.2500%  | 0.2500% | $39700.00          | $47776.87          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-01-15      | 0.3750%  | 0.3750% | $697600.00         | $914281.96         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-07-15      | 0.3750%  | 0.3750% | $561100.00         | $759381.18         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-07-31      | 2.8750%  | 2.8750% | $299700.00         | $302844.74         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-10-31      | 1.6250%  | 1.6250% | $285400.00         | $277751.45         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-12-31      | 1.7500%  | 1.7500% | $110200.00         | $106817.74         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-01-15      | 0.1250%  | 0.1250% | $5900.00           | $6931.89           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-04-30      | 0.5000%  | 0.5000% | $900.00            | $848.90            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-05-15      | 0.6250%  | 0.6250% | $4000000.00        | $3436913.00        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-06-30      | 0.5000%  | 0.5000% | $54600.00          | $51202.02          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-07-31      | 0.2500%  | 0.2500% | $24500.00          | $24436.78          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-08-31      | 0.5000%  | 0.5000% | $493800.00         | $461459.36         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-09-30      | 0.2500%  | 0.2500% | $153100.00         | $151642.88         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-10-15      | 0.1250%  | 0.1250% | $200400.00         | $246818.93         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-10-31      | 0.2500%  | 0.2500% | $6000000.00        | $5921540.41        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-10-31      | 0.5000%  | 0.5000% | $300.00            | $278.64            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-11-30      | 0.6250%  | 0.6250% | $30700.00          | $28526.66          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-12-31      | 0.6250%  | 0.6250% | $1800.00           | $1667.38           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-02-28      | 0.5000%  | 0.5000% | $31700.00          | $30987.05          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-06-30      | 1.2500%  | 1.2500% | $45000.00          | $41851.75          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-11-30      | 1.5000%  | 1.5000% | $149900.00         | $139333.47         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-02-15      | 1.8750%  | 1.8750% | $107400.00         | $94813.40          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-02-28      | 1.8750%  | 1.8750% | $300.00            | $282.61            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-05-31      | 2.7500%  | 2.7500% | $200.00            | $193.03            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-07-15      | 3.0000%  | 3.0000% | $4600.00           | $4659.47           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-07-15      | 0.6250%  | 0.6250% | $761800.00         | $784611.23         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-08-31      | 3.1250%  | 3.1250% | $499600.00         | $498316.55         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-09-30      | 4.1250%  | 4.1250% | $9000.00           | $9168.17           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-10-15      | 1.6250%  | 1.6250% | $846600.00         | $930062.46         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-11-15      | 4.5000%  | 4.5000% | $200000.00         | $201213.79         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-12-31      | 3.8750%  | 3.8750% | $4600.00           | $4616.00           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-01-15      | 1.1250%  | 1.1250% | $1971000.00        | $2032642.99        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-08-31      | 5.0000%  | 5.0000% | $18000.00          | $18311.52          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-09-30      | 5.0000%  | 5.0000% | $16500.00          | $16731.01          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-10-31      | 5.0000%  | 5.0000% | $19000.00          | $19195.43          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-11-15      | 4.6250%  | 4.6250% | $6000.00           | $6091.65           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-11-30      | 4.8750%  | 4.8750% | $221000.00         | $222358.46         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-02-28      | 4.6250%  | 4.6250% | $23700.00          | $24128.68          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-03-15      | 4.2500%  | 4.2500% | $300.00            | $305.88            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-04-15      | 4.5000%  | 4.5000% | $327800.00         | $334819.59         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-04-30      | 4.3890%  | 4.3890% | $3000.00           | $3023.54           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-05-15      | 4.5000%  | 4.5000% | $100.00            | $101.83            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-07-15      | 4.3750%  | 4.3750% | $600400.00         | $619594.88         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-08-31      | 3.7500%  | 3.7500% | $4700.00           | $4703.15           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-08-31      | 3.6250%  | 3.6250% | $191978100.00      | $193077685.86      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-11-30      | 4.1250%  | 4.1250% | $7100.00           | $7218.01           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-12-15      | 4.0000%  | 4.0000% | $349500.00         | $352327.22         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-01-15      | 4.2500%  | 4.2500% | $416700.00         | $429917.28         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-02-15      | 4.2500%  | 4.2500% | $47000.00          | $48343.23          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-02-29      | 4.1250%  | 4.1250% | $114000.00         | $116294.28         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-03-15      | 3.8750%  | 3.8750% | $34400.00          | $34927.24          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-05-31      | 3.8750%  | 3.8750% | $6024500.00        | $6055141.99        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-05-31      | 4.1250%  | 4.1250% | $14715000.00       | $14847599.04       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-06-30      | 3.7500%  | 3.7500% | $3371000.00        | $3371660.71        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-08-15      | 0.0000%  | 0.0000% | $516.23            | $402.04            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-02-15      | 0.0000%  | 0.0000% | $0.03              | $0.02              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-02-15      | 0.0000%  | 0.0000% | $99.96             | $65.15             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2036-02-15      | 0.0000%  | 0.0000% | $4364.04           | $2696.50           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2037-02-15      | 0.0000%  | 0.0000% | $245.65            | $143.62            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-11-15      | 0.0000%  | 0.0000% | $37.43             | $30.20             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-05-15      | 0.0000%  | 0.0000% | $55000.00          | $43336.48          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-11-15      | 0.0000%  | 0.0000% | $4000.00           | $2933.45           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-11-15      | 0.0000%  | 0.0000% | $24931.79          | $17378.81          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-11-15      | 0.0000%  | 0.0000% | $43.28             | $28.58             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-08-15      | 0.0000%  | 0.0000% | $22952.61          | $22838.71          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-11-15      | 0.0000%  | 0.0000% | $50066.47          | $49309.46          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-05-15      | 0.0000%  | 0.0000% | $315.69            | $304.96            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-08-15      | 0.0000%  | 0.0000% | $167716.04         | $160567.82         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-11-15      | 0.0000%  | 0.0000% | $26010.08          | $24682.44          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-02-15      | 0.0000%  | 0.0000% | $63000.00          | $59278.84          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-05-15      | 0.0000%  | 0.0000% | $124999.39         | $116413.81         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-02-15      | 0.0000%  | 0.0000% | $25048.59          | $22667.05          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-05-15      | 0.0000%  | 0.0000% | $10420.19          | $9344.08           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-05-15      | 0.0000%  | 0.0000% | $323751.00         | $208239.55         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-11-15      | 0.0000%  | 0.0000% | $43999.59          | $27576.57          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-08-15      | 0.0000%  | 0.0000% | $10000.00          | $8524.01           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-02-15      | 0.0000%  | 0.0000% | $339993.97         | $283694.03         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2052-11-15      | 0.0000%  | 0.0000% | $1999.98           | $506.68            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2040-11-15      | 0.0000%  | 0.0000% | $32.17             | $15.02             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-11-15      | 0.0000%  | 0.0000% | $442.50            | $183.89            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-05-15      | 0.0000%  | 0.0000% | $10000.00          | $4033.65           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-08-15      | 0.0000%  | 0.0000% | $1000.00           | $376.55            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2049-02-15      | 0.0000%  | 0.0000% | $2000.00           | $599.27            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2050-11-15      | 0.0000%  | 0.0000% | $4000.00           | $1102.85           | U.S. Treasuries (including strips) |

### Security 139: 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):** $2278430798.49
- **C.18.a - Value (excl. sponsor support):** $2278430798.49
- **C.19 - Percentage of Net Assets:** 1.7000%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 140: 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):** $723078127.38
- **C.18.a - Value (excl. sponsor support):** $723078127.38
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 141: 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):** $1068405540.96
- **C.18.a - Value (excl. sponsor support):** $1068405540.96
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 142: 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):** $2480031417.60
- **C.18.a - Value (excl. sponsor support):** $2480031417.60
- **C.19 - Percentage of Net Assets:** 1.8500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 143: 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):** $1682131214.40
- **C.18.a - Value (excl. sponsor support):** $1682131214.40
- **C.19 - Percentage of Net Assets:** 1.2500%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 144: 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):** $1858965170.25
- **C.18.a - Value (excl. sponsor support):** $1858965170.25
- **C.19 - Percentage of Net Assets:** 1.3800%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 145: US TREASURY FRN

- **C.1 - Title:** US TREASURY FRN
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHS3, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $867928624.36
- **C.18.a - Value (excl. sponsor support):** $867928624.36
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-31
- **C.13 - Final Legal Maturity Date:** 2025-07-31
- **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 146: 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):** $1883137756.50
- **C.18.a - Value (excl. sponsor support):** $1883137756.50
- **C.19 - Percentage of Net Assets:** 1.4000%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 147: 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):** $210464522.10
- **C.18.a - Value (excl. sponsor support):** $210464522.10
- **C.19 - Percentage of Net Assets:** 0.1600%
- **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 148: 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):** $193409850.94
- **C.18.a - Value (excl. sponsor support):** $193409850.94
- **C.19 - Percentage of Net Assets:** 0.1400%
- **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 149: 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):** $152905406.24
- **C.18.a - Value (excl. sponsor support):** $152905406.24
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **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 150: 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):** $230004137.70
- **C.18.a - Value (excl. sponsor support):** $230004137.70
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **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 151: 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):** $190734018.83
- **C.18.a - Value (excl. sponsor support):** $190734018.83
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **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 152: 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):** $246294884.60
- **C.18.a - Value (excl. sponsor support):** $246294884.60
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **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 153: 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):** $203462073.98
- **C.18.a - Value (excl. sponsor support):** $203462073.98
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **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 154: 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):** $989410310.37
- **C.18.a - Value (excl. sponsor support):** $989410310.37
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **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 155: 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):** $185057288.64
- **C.18.a - Value (excl. sponsor support):** $185057288.64
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2026-02-16
- **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 156: 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):** $146160796.11
- **C.18.a - Value (excl. sponsor support):** $146160796.11
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **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 157: 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):** $275100616.74
- **C.18.a - Value (excl. sponsor support):** $275100616.74
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **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 158: 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):** $184998758.60
- **C.18.a - Value (excl. sponsor support):** $184998758.60
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **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 159: 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):** $137354344.40
- **C.18.a - Value (excl. sponsor support):** $137354344.40
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **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 160: 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: BYM5XQEA9, C.3 - LEI: PBLD0EJDB5FWOLXP3B76
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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 | 2035-08-01      | 4.5000%  | 4.5000% | $3017745.00        | $50304.44          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2039-02-01      | 5.0000%  | 5.0000% | $29737325.00       | $878918.59         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2040-08-01      | 4.5000%  | 4.5000% | $6004657.00        | $153536.41         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2032-06-01      | 7.0000%  | 7.0000% | $213534.00         | $1537.75           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2032-04-01      | 7.5000%  | 7.5000% | $325000.00         | $1823.52           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2033-08-01      | 3.5000%  | 3.5000% | $2082276.00        | $341302.07         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2041-04-01      | 4.5000%  | 4.5000% | $1425000.00        | $57654.18          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2048-06-01      | 4.5000%  | 4.5000% | $150000.00         | $33286.67          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2048-10-01      | 3.0000%  | 3.0000% | $36185000.00       | $5325887.88        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2027-06-01      | 5.5000%  | 5.5000% | $2451919.00        | $6132.64           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2047-04-01      | 4.5000%  | 4.5000% | $5000.00           | $542.81            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2049-06-01      | 3.5000%  | 3.5000% | $7158677.00        | $1860589.63        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2035-10-01      | 4.5000%  | 4.5000% | $2015138.00        | $25971.92          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2044-05-01      | 4.5000%  | 4.5000% | $136478.00         | $7710.98           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2046-04-01      | 3.5000%  | 3.5000% | $8000.00           | $854.79            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2026-08-01      | 5.0000%  | 5.0000% | $1500000.00        | $1748.53           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2033-05-01      | 3.0000%  | 3.0000% | $74000.00          | $9963.23           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2027-08-01      | 6.0000%  | 6.0000% | $185000.00         | $916.27            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2038-01-01      | 3.5000%  | 3.5000% | $1963000.00        | $464002.21         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2041-06-01      | 5.5000%  | 5.5000% | $75175.00          | $8014.32           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2049-03-01      | 4.5000%  | 4.5000% | $999900.00         | $276460.01         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2034-04-01      | 3.5000%  | 3.5000% | $103000.00         | $8974.43           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2049-05-01      | 4.5000%  | 4.5000% | $3738178.00        | $363737.44         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2035-06-01      | 2.5000%  | 2.5000% | $3000.00           | $816.17            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2039-12-01      | 6.5000%  | 6.5000% | $87041.00          | $78253.60          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2045-05-01      | 6.0000%  | 6.0000% | $23338588.00       | $23207152.46       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2045-06-01      | 3.5000%  | 3.5000% | $23518851.00       | $10813783.91       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-09-01      | 5.0000%  | 5.0000% | $153000.00         | $105045.97         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-10-01      | 5.0000%  | 5.0000% | $1500000.00        | $1179197.33        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-02-01      | 6.5000%  | 6.5000% | $340000.00         | $252250.64         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-08-01      | 3.0000%  | 3.0000% | $3100000.00        | $2237626.47        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-05-01      | 4.5000%  | 4.5000% | $539000.00         | $409300.63         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-07-01      | 5.0000%  | 5.0000% | $3000000.00        | $2276844.11        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-03-01      | 5.5000%  | 5.5000% | $195000.00         | $176759.23         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-06-01      | 2.0000%  | 2.0000% | $30000.00          | $22195.39          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-02-01      | 2.5000%  | 2.5000% | $9805674.00        | $7458629.80        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-08-01      | 6.0000%  | 6.0000% | $1300000.00        | $1231310.06        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-07-01      | 3.5000%  | 3.5000% | $84196597.00       | $73141742.79       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-02-01      | 5.5000%  | 5.5000% | $33767275.00       | $31653291.94       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-11-01      | 5.5000%  | 5.5000% | $16330277.00       | $15986664.20       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2050-07-01      | 2.5000%  | 2.5000% | $1236000.00        | $587698.99         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-07-01      | 3.5000%  | 3.5000% | $6876426.00        | $5185357.97        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-01-01      | 5.0000%  | 5.0000% | $23343000.00       | $19341857.24       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-11-01      | 5.0000%  | 5.0000% | $13000.00          | $12210.67          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-09-01      | 6.0000%  | 6.0000% | $460000.00         | $411483.84         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-11-01      | 5.5000%  | 5.5000% | $150000.00         | $132171.40         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2050-02-01      | 3.0000%  | 3.0000% | $9078016.00        | $1379728.99        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2050-12-01      | 2.0000%  | 2.0000% | $118735.00         | $46865.49          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2051-12-01      | 3.5000%  | 3.5000% | $70000.00          | $47287.67          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-03-01      | 2.0000%  | 2.0000% | $10000.00          | $6757.70           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-04-01      | 2.5000%  | 2.5000% | $700000.00         | $477610.08         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-05-01      | 2.5000%  | 2.5000% | $3402872.00        | $2346280.25        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-06-01      | 3.0000%  | 3.0000% | $25000.00          | $18468.97          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-09-01      | 4.5000%  | 4.5000% | $3098000.00        | $2130810.94        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-02-01      | 6.0000%  | 6.0000% | $500000.00         | $355597.50         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-08-01      | 6.5000%  | 6.5000% | $100000.00         | $26959.99          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-09-01      | 5.5000%  | 5.5000% | $4459.00           | $3407.62           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-08-01      | 6.0000%  | 6.0000% | $3702173.00        | $3763734.20        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-08-01      | 6.0000%  | 6.0000% | $80000.00          | $76920.06          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-08-01      | 6.0000%  | 6.0000% | $1418464.00        | $1445557.23        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-08-01      | 6.0000%  | 6.0000% | $6039443.00        | $6130556.62        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-11-01      | 6.0000%  | 6.0000% | $215000.00         | $203869.21         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-10-01      | 5.5000%  | 5.5000% | $2088140.00        | $1461006.57        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2045-06-01      | 5.5000%  | 5.5000% | $4634482.00        | $4718595.79        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2034-08-01      | 3.5000%  | 3.5000% | $2601210.00        | $337502.78         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-04-01      | 3.5000%  | 3.5000% | $5945000.00        | $4183529.16        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-05-01      | 6.5000%  | 6.5000% | $400000.00         | $329430.20         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2044-01-01      | 5.5000%  | 5.5000% | $215000.00         | $168767.91         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2044-05-01      | 6.5000%  | 6.5000% | $48014.00          | $33682.83          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2040-03-01      | 3.0000%  | 3.0000% | $5000000.00        | $1102240.29        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2039-06-01      | 6.5000%  | 6.5000% | $2244771.00        | $1840401.87        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2035-04-01      | 5.5000%  | 5.5000% | $230000.00         | $229296.89         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-03-01      | 6.0000%  | 6.0000% | $1538191.00        | $1403441.21        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-05-01      | 7.0000%  | 7.0000% | $7677196.00        | $5974093.74        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2038-04-01      | 3.0000%  | 3.0000% | $35964.00          | $28922.06          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2037-12-01      | 3.0000%  | 3.0000% | $2201593.00        | $1756047.74        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2039-07-01      | 6.0000%  | 6.0000% | $1296726.00        | $1037014.37        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2040-05-01      | 5.5000%  | 5.5000% | $1250715.00        | $1236744.54        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2040-04-01      | 6.0000%  | 6.0000% | $1147965.00        | $1177636.35        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2039-11-01      | 4.5000%  | 4.5000% | $1262122.00        | $1223059.93        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2040-02-01      | 5.0000%  | 5.0000% | $1494850.00        | $1483966.43        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2040-02-01      | 5.0000%  | 5.0000% | $1612355.00        | $1573733.31        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2040-02-01      | 5.0000%  | 5.0000% | $129387.00         | $105400.22         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2040-03-01      | 5.5000%  | 5.5000% | $4354065.00        | $4287126.20        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2040-06-01      | 6.0000%  | 6.0000% | $1100469.00        | $1138149.42        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-12-01      | 6.0000%  | 6.0000% | $100000.00         | $102370.69         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-12-01      | 4.5000%  | 4.5000% | $1269069.00        | $1213578.61        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-01-01      | 5.0000%  | 5.0000% | $8301300.00        | $7327211.39        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-01-01      | 5.5000%  | 5.5000% | $1252645.00        | $1249257.21        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-12-01      | 4.5000%  | 4.5000% | $9179342.00        | $8530569.61        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-02-01      | 5.5000%  | 5.5000% | $1476316.00        | $1475647.92        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-02-01      | 6.5000%  | 6.5000% | $1301749.00        | $1352692.14        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-03-01      | 6.0000%  | 6.0000% | $2097324.00        | $2150102.43        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-03-01      | 6.0000%  | 6.0000% | $2863654.00        | $2944438.85        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-04-01      | 6.0000%  | 6.0000% | $1917730.00        | $1966792.94        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-03-01      | 6.0000%  | 6.0000% | $20278322.00       | $20513043.01       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-04-01      | 6.5000%  | 6.5000% | $1804633.00        | $1776634.23        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-04-01      | 6.5000%  | 6.5000% | $5334030.00        | $5462700.08        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-05-01      | 6.0000%  | 6.0000% | $2331922.00        | $2399246.77        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-05-01      | 6.5000%  | 6.5000% | $1133875.00        | $1191799.28        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-05-01      | 6.5000%  | 6.5000% | $2791520.00        | $2916134.25        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-05-01      | 6.0000%  | 6.0000% | $2902752.00        | $2963537.49        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-05-01      | 6.5000%  | 6.5000% | $2605286.00        | $2726439.72        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-06-01      | 6.0000%  | 6.0000% | $2576710.00        | $2647931.12        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-06-01      | 5.5000%  | 5.5000% | $34585534.00       | $34695396.88       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-06-01      | 6.0000%  | 6.0000% | $6621649.00        | $6791920.28        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-06-01      | 6.0000%  | 6.0000% | $1741567.00        | $1791047.23        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-06-01      | 6.0000%  | 6.0000% | $1239369.00        | $1271143.11        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-06-01      | 6.0000%  | 6.0000% | $1177541.00        | $1212955.93        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-06-01      | 6.0000%  | 6.0000% | $4543551.00        | $4701472.71        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-06-01      | 5.5000%  | 5.5000% | $10119566.00       | $10163126.23       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-07-01      | 6.0000%  | 6.0000% | $1563050.00        | $1616225.48        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-06-01      | 6.0000%  | 6.0000% | $1490162.00        | $1540856.31        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-07-01      | 6.0000%  | 6.0000% | $1330555.00        | $1371894.45        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-07-01      | 6.0000%  | 6.0000% | $19998848.00       | $20634818.02       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2051-12-01      | 2.5000%  | 2.5000% | $53726469.00       | $43870888.31       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-04-01      | 5.0000%  | 5.0000% | $36765922.00       | $35877496.49       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-02-01      | 5.5000%  | 5.5000% | $12588847.00       | $12478912.44       | Agency Mortgage-Backed Securities |

### Security 161: 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: BYM5XQE92, C.3 - LEI: KB1H1DSPRFMYMCUFXT09
- **C.18 - Value (incl. sponsor support):** $4500000000.00
- **C.18.a - Value (excl. sponsor support):** $4500000000.00
- **C.19 - Percentage of Net Assets:** 3.3600%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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 Collateralized Mortgage Obligation | 2051-04-20      | 3.5000%  | 3.5000% | $2808570.00        | $192475.09         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-05-16      | 3.0000%  | 3.0000% | $16108440.00       | $1693485.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-05-20      | 1.5000%  | 1.5000% | $8000.00           | $2901.62           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-05-20      | 2.5000%  | 2.5000% | $9264954.00        | $709557.72         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-05-20      | 4.0000%  | 4.0000% | $9500000.00        | $870762.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-04-20      | 3.0000%  | 3.0000% | $29685140.00       | $2824489.66        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-06-20      | 3.5000%  | 3.5000% | $53709899.00       | $5561903.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-06-20      | 3.5000%  | 3.5000% | $41293464.00       | $4726062.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-06-20      | 1.8670%  | 1.8670% | $25261029.00       | $1327511.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-06-20      | 1.8670%  | 1.8670% | $7091069.00        | $410118.73         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-07-20      | 3.0000%  | 3.0000% | $66666666.00       | $7412788.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-07-20      | 1.8670%  | 1.8670% | $33130163.00       | $3240929.08        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-07-20      | 3.0000%  | 3.0000% | $31666666.00       | $3334268.66        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-08-20      | 2.5000%  | 2.5000% | $21198000.00       | $1722890.45        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-08-20      | 3.0000%  | 3.0000% | $3466478.00        | $347644.84         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-08-20      | 3.0000%  | 3.0000% | $11250000.00       | $1128235.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-08-20      | 0.0000%  | 0.0000% | $24231279.00       | $276391.84         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-08-20      | 0.0000%  | 0.0000% | $19019046.00       | $177354.32         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-09-20      | 3.0000%  | 3.0000% | $8500000.00        | $1218014.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-11-20      | 3.0000%  | 3.0000% | $31572039.00       | $2938980.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2036-10-20      | 2.5000%  | 2.5000% | $67644528.00       | $3016504.20        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-12-20      | 2.5000%  | 2.5000% | $23539497.00       | $2801987.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-12-20      | 3.0000%  | 3.0000% | $6912250.00        | $713602.52         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-12-20      | 3.5000%  | 3.5000% | $35989846.00       | $4793693.23        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-11-20      | 2.0000%  | 2.0000% | $2719362.00        | $243869.34         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-03-20      | 2.5000%  | 2.5000% | $17135629.00       | $1777844.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-01-20      | 3.0000%  | 3.0000% | $100000000.00      | $61833400.91       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-02-20      | 0.6980%  | 0.6980% | $14504323.00       | $970955.95         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-01-20      | 3.5000%  | 3.5000% | $26906402.00       | $3195857.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-12-20      | 1.9480%  | 1.9480% | $41244507.00       | $1927001.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-12-20      | 2.5480%  | 2.5480% | $31808840.00       | $2081758.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-08-20      | 3.0000%  | 3.0000% | $75000000.00       | $9212592.44        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-11-01      | 6.5000%  | 6.5000% | $148260958.00      | $117917922.90      | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-03-01      | 5.5000%  | 5.5000% | $118651063.00      | $103638053.52      | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-02-01      | 6.5000%  | 6.5000% | $181279506.00      | $172938099.53      | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-09-01      | 4.5000%  | 4.5000% | $256422553.00      | $203626160.42      | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-11-01      | 6.0000%  | 6.0000% | $55543295.00       | $45258306.25       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-11-01      | 6.0000%  | 6.0000% | $3628750.00        | $3015088.59        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2048-09-01      | 4.5000%  | 4.5000% | $38000.00          | $6193.53           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-10-01      | 5.5000%  | 5.5000% | $70302393.00       | $57524210.17       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-09-01      | 6.0000%  | 6.0000% | $153557896.00      | $135149043.97      | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2027-01-01      | 6.5000%  | 6.5000% | $2131711.00        | $7956.43           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-04-01      | 3.5000%  | 3.5000% | $88577740.00       | $11541736.54       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-05-01      | 3.5000%  | 3.5000% | $22117600.00       | $4693968.76        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-06-01      | 3.5000%  | 3.5000% | $16690720.00       | $3468768.74        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-08-01      | 3.5000%  | 3.5000% | $7330858.00        | $1216681.36        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-09-01      | 4.0000%  | 4.0000% | $8809236.00        | $1345829.80        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-11-01      | 4.5000%  | 4.5000% | $31664440.00       | $2181290.00        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-06-01      | 3.5000%  | 3.5000% | $36442591.00       | $11558255.49       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-04-01      | 3.5000%  | 3.5000% | $3461000.00        | $621022.84         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-07-01      | 3.5000%  | 3.5000% | $3503100.00        | $474986.53         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-10-01      | 6.0000%  | 6.0000% | $7500000.00        | $6508712.14        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-09-01      | 6.0000%  | 6.0000% | $14043904.00       | $11246363.61       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-10-01      | 6.5000%  | 6.5000% | $10090944.00       | $7386213.75        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-12-01      | 6.5000%  | 6.5000% | $4649528.00        | $3686074.52        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-11-01      | 6.5000%  | 6.5000% | $7247300.00        | $5070915.06        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-12-01      | 6.5000%  | 6.5000% | $8941280.00        | $6045825.55        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-12-01      | 6.5000%  | 6.5000% | $10943840.00       | $7919249.06        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-12-01      | 6.5000%  | 6.5000% | $15034151.00       | $13491755.26       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-05-01      | 6.5000%  | 6.5000% | $262811.00         | $150275.88         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-05-01      | 5.0000%  | 5.0000% | $9477536.00        | $9136107.99        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-01-01      | 6.0000%  | 6.0000% | $7670889.00        | $7793381.36        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-08-01      | 6.0000%  | 6.0000% | $7160000.00        | $7033989.97        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-10-01      | 6.0000%  | 6.0000% | $9147887.00        | $8614836.64        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-01-01      | 5.5000%  | 5.5000% | $11253059.00       | $11235085.21       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-02-01      | 5.5000%  | 5.5000% | $15868597.00       | $15227124.55       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-01-20      | 1.9480%  | 1.9480% | $50000000.00       | $2235351.67        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-11-20      | 1.9480%  | 1.9480% | $23000000.00       | $1852290.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-03-20      | 0.0000%  | 0.0000% | $166000000.00      | $1012625.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-11-20      | 1.8480%  | 1.8480% | $35272653.00       | $4060905.94        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-04-20      | 3.5000%  | 3.5000% | $100000000.00      | $77408472.32       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-07-20      | 1.7670%  | 1.7670% | $15520826.00       | $1053845.71        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-04-20      | 0.0000%  | 0.0000% | $85667117.00       | $1212930.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-06-20      | 2.5000%  | 2.5000% | $17798235.00       | $2126916.25        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-06-20      | 0.0000%  | 0.0000% | $59887706.00       | $1187023.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-07-20      | 1.7280%  | 1.7280% | $18500000.00       | $1246857.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-07-20      | 1.6780%  | 1.6780% | $31500000.00       | $2054849.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-08-20      | 1.6980%  | 1.6980% | $25000000.00       | $1879962.10        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-06-20      | 3.0000%  | 3.0000% | $22603857.00       | $2947528.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2047-06-20      | 4.5000%  | 4.5000% | $22132312.00       | $2994947.66        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-02-20      | 2.5480%  | 2.5480% | $38000000.00       | $2014445.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-02-20      | 1.9980%  | 1.9980% | $11000000.00       | $500281.04         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-01-20      | 1.9480%  | 1.9480% | $26119996.00       | $1914569.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-02-20      | 0.7880%  | 0.7880% | $50000000.00       | $1947994.49        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-02-20      | 1.8980%  | 1.8980% | $32000000.00       | $1427044.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-02-20      | 1.9980%  | 1.9980% | $23500000.00       | $1007826.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-03-20      | 1.9480%  | 1.9480% | $25000000.00       | $1244720.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-03-20      | 1.7480%  | 1.7480% | $80000000.00       | $2931831.40        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-03-20      | 1.9780%  | 1.9780% | $116851203.00      | $4955272.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-05-20      | 1.1780%  | 1.1780% | $50000000.00       | $1054587.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-04-20      | 1.3480%  | 1.3480% | $74000000.00       | $2375249.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-04-20      | 2.5980%  | 2.5980% | $50000000.00       | $1008290.08        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-04-20      | 1.2980%  | 1.2980% | $200000000.00      | $6277245.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-04-20      | 1.2980%  | 1.2980% | $250000000.00      | $8188768.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-04-20      | 1.3480%  | 1.3480% | $46500000.00       | $1582708.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2063-04-20      | 1.1980%  | 1.1980% | $40000000.00       | $852320.51         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-06-20      | 1.1480%  | 1.1480% | $23635449.00       | $1350709.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-05-20      | 1.1380%  | 1.1380% | $125000000.00      | $2751608.63        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-04-01      | 7.0000%  | 7.0000% | $1990021.00        | $2134955.73        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-04-01      | 7.0000%  | 7.0000% | $5225459.00        | $5626029.38        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-03-01      | 6.0000%  | 6.0000% | $6763295.00        | $6917717.49        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-05-01      | 6.5000%  | 6.5000% | $1349950.00        | $1411476.66        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-04-01      | 5.5000%  | 5.5000% | $6524176.00        | $6545657.84        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-04-01      | 5.5000%  | 5.5000% | $4601276.00        | $4610882.33        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-04-01      | 5.5000%  | 5.5000% | $1515040.00        | $1520840.08        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-04-01      | 6.0000%  | 6.0000% | $4528696.00        | $4626869.20        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-04-01      | 6.0000%  | 6.0000% | $1768500.00        | $1803329.43        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-06-01      | 4.5000%  | 4.5000% | $20130740.00       | $4251221.96        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-06-01      | 4.5000%  | 4.5000% | $26806624.00       | $7550823.56        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-04-01      | 4.0000%  | 4.0000% | $27915325.00       | $5280194.25        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-07-01      | 4.0000%  | 4.0000% | $34239488.00       | $7701686.44        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-01-01      | 3.5000%  | 3.5000% | $74510720.00       | $24907001.48       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-12-01      | 3.5000%  | 3.5000% | $42740000.00       | $11740539.97       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-10-01      | 2.5000%  | 2.5000% | $13915520.00       | $9364660.02        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-06-01      | 5.1550%  | 5.1550% | $8262496.00        | $7273337.66        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-12-01      | 4.5000%  | 4.5000% | $111718080.00      | $26761515.22       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-06-01      | 3.0000%  | 3.0000% | $1032386.00        | $340622.00         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-03-01      | 3.0000%  | 3.0000% | $148192.00         | $100908.28         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-05-01      | 5.0000%  | 5.0000% | $6947000.00        | $5055931.58        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-08-01      | 5.0000%  | 5.0000% | $9084864.00        | $6282093.81        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-11-01      | 5.0000%  | 5.0000% | $10282503.00       | $8044016.72        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-12-01      | 5.5000%  | 5.5000% | $15488062.00       | $14052098.49       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-02-01      | 5.0000%  | 5.0000% | $11150530.00       | $7689216.49        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-02-01      | 5.5000%  | 5.5000% | $13854672.00       | $10168469.50       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-02-01      | 5.0000%  | 5.0000% | $1508580.00        | $925389.21         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-06-01      | 5.5000%  | 5.5000% | $7927.00           | $6247.93           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-05-01      | 5.5000%  | 5.5000% | $20553583.00       | $15986163.93       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-06-01      | 5.5000%  | 5.5000% | $26849818.00       | $21012207.69       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-10-01      | 5.0000%  | 5.0000% | $15753200.00       | $11199638.70       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-02-01      | 5.5000%  | 5.5000% | $8421000.00        | $7323247.77        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-12-01      | 5.0000%  | 5.0000% | $4649014.00        | $3599683.39        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-01-01      | 6.0000%  | 6.0000% | $31427893.00       | $25064536.34       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-06-20      | 1.6980%  | 1.6980% | $12300000.00       | $507458.40         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-06-20      | 1.6980%  | 1.6980% | $50000000.00       | $1290720.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-06-20      | 1.0480%  | 1.0480% | $100000000.00      | $3200822.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-07-20      | 1.6980%  | 1.6980% | $20835571.00       | $1117441.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-06-20      | 1.6980%  | 1.6980% | $100000000.00      | $4653383.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-07-20      | 1.7080%  | 1.7080% | $50000000.00       | $2251480.25        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-07-20      | 1.6980%  | 1.6980% | $50000000.00       | $2713858.23        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-08-20      | 0.5980%  | 0.5980% | $10000000.00       | $156882.07         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-08-20      | 0.6480%  | 0.6480% | $10000000.00       | $162054.15         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-08-20      | 1.4980%  | 1.4980% | $36927530.00       | $1520253.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-08-20      | 1.5980%  | 1.5980% | $100000000.00      | $2516123.40        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-08-20      | 1.6480%  | 1.6480% | $34615384.00       | $1627615.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-11-20      | 7.0000%  | 7.0000% | $7142857.00        | $460917.69         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-09-20      | 5.5000%  | 5.5000% | $2026.00           | $2203.41           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-08-20      | 1.5980%  | 1.5980% | $134615381.00      | $3662785.42        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-12-20      | 5.5510%  | 5.5510% | $72098240.00       | $37131016.91       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-01-20      | 2.6980%  | 2.6980% | $78777378.00       | $7334504.83        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-01-20      | 5.4010%  | 5.4010% | $100000000.00      | $52819922.48       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-03-20      | 2.5000%  | 2.5000% | $25193895.00       | $2136302.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-01-20      | 4.5000%  | 4.5000% | $21589550.00       | $4259238.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-03-20      | 0.9680%  | 0.9680% | $50000000.00       | $2175335.49        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-03-20      | 2.8980%  | 2.8980% | $22700000.00       | $842986.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-04-20      | 1.0980%  | 1.0980% | $100000000.00      | $4659875.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-04-20      | 1.6980%  | 1.6980% | $100000000.00      | $5353181.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-04-20      | 1.7480%  | 1.7480% | $31113318.00       | $788546.99         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-07-20      | 4.0000%  | 4.0000% | $52489360.00       | $9158809.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-04-20      | 0.8480%  | 0.8480% | $20000000.00       | $368281.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-05-20      | 5.5010%  | 5.5010% | $100000000.00      | $55211056.90       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-06-20      | 0.9980%  | 0.9980% | $70000000.00       | $3492179.49        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-07-20      | 2.1390%  | 2.1390% | $120000000.00      | $4605597.20        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-07-20      | 1.6980%  | 1.6980% | $53693987.00       | $3539740.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-07-20      | 2.3480%  | 2.3480% | $106453616.00      | $6989496.84        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-03-01      | 5.5000%  | 5.5000% | $2060726.00        | $1778838.80        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-07-01      | 5.5000%  | 5.5000% | $13071296.00       | $11931530.32       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-07-01      | 5.5000%  | 5.5000% | $23751174.00       | $20503218.82       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-06-01      | 5.0000%  | 5.0000% | $5500000.00        | $5133655.61        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-07-01      | 6.5000%  | 6.5000% | $2345749.00        | $1564706.38        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-07-01      | 6.5000%  | 6.5000% | $2194000.00        | $1777539.46        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-08-01      | 6.5000%  | 6.5000% | $5599033.00        | $5706384.42        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-09-01      | 6.5000%  | 6.5000% | $5235592.00        | $4759779.10        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-07-01      | 4.0000%  | 4.0000% | $15000000.00       | $1308081.50        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-09-01      | 4.5000%  | 4.5000% | $123582720.00      | $27297424.66       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-12-01      | 4.0000%  | 4.0000% | $15370352.00       | $3468837.06        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-01-01      | 4.5000%  | 4.5000% | $24503894.00       | $4559132.91        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-03-01      | 2.5000%  | 2.5000% | $8242240.00        | $5215934.93        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-12-01      | 2.5000%  | 2.5000% | $29911825.00       | $18432881.02       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-07-01      | 5.0000%  | 5.0000% | $38972400.00       | $29250469.15       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-08-01      | 5.0000%  | 5.0000% | $6620000.00        | $5155409.64        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-12-01      | 6.0000%  | 6.0000% | $15600000.00       | $11984918.62       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-10-01      | 5.0000%  | 5.0000% | $14145000.00       | $11282183.33       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-02-01      | 6.0000%  | 6.0000% | $24689629.00       | $20352145.73       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-03-01      | 6.0000%  | 6.0000% | $9134981.00        | $7037266.52        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-04-01      | 5.0000%  | 5.0000% | $12400000.00       | $9592972.04        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-09-01      | 4.5000%  | 4.5000% | $30522267.00       | $26616638.34       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-08-01      | 4.5000%  | 4.5000% | $2152056.00        | $1892161.36        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-08-01      | 6.0000%  | 6.0000% | $16013000.00       | $13288070.99       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-02-01      | 5.0000%  | 5.0000% | $804288.00         | $761734.99         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-02-01      | 6.5000%  | 6.5000% | $19665113.00       | $15255705.73       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-10-01      | 6.0000%  | 6.0000% | $20446.00          | $18257.37          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-10-01      | 5.5000%  | 5.5000% | $8919000.00        | $8036955.17        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-02-01      | 4.5000%  | 4.5000% | $9930000.00        | $8494273.14        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-08-01      | 5.0000%  | 5.0000% | $7420515.00        | $6930571.80        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-08-01      | 5.5000%  | 5.5000% | $24793344.00       | $24029315.45       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-04-01      | 6.5000%  | 6.5000% | $632862.00         | $578546.04         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-05-01      | 5.0000%  | 5.0000% | $20991168.00       | $19172635.55       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-05-01      | 5.0000%  | 5.0000% | $14409922.00       | $11972500.48       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-05-01      | 5.5000%  | 5.5000% | $21105840.00       | $19422784.36       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-06-01      | 5.0000%  | 5.0000% | $2716052.00        | $2497563.89        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-06-01      | 5.0000%  | 5.0000% | $5655098.00        | $5140332.03        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-06-01      | 5.5000%  | 5.5000% | $134561.00         | $130214.81         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-08-01      | 6.0000%  | 6.0000% | $9388529.00        | $8603074.12        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2041-10-01      | 2.0000%  | 2.0000% | $19000000.00       | $15762569.26       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-03-01      | 4.0000%  | 4.0000% | $14294800.00       | $13200808.45       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-08-01      | 2.0000%  | 2.0000% | $6335802.00        | $5330629.19        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-07-01      | 2.5000%  | 2.5000% | $10193536.00       | $2083794.16        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2045-08-01      | 4.0000%  | 4.0000% | $17197000.00       | $5094312.82        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2045-04-01      | 4.0000%  | 4.0000% | $8755000.00        | $2343298.53        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-05-01      | 3.0000%  | 3.0000% | $42597616.00       | $25281276.39       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2034-11-01      | 3.0000%  | 3.0000% | $2834222.00        | $453711.77         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-09-01      | 3.0000%  | 3.0000% | $53573568.00       | $32508868.75       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2045-07-01      | 3.5000%  | 3.5000% | $64668872.00       | $35292821.73       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-08-01      | 3.5000%  | 3.5000% | $8434196.00        | $5118773.21        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-07-01      | 3.5000%  | 3.5000% | $476432.00         | $300731.45         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-03-01      | 3.0000%  | 3.0000% | $24745.00          | $17198.85          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-06-01      | 4.0000%  | 4.0000% | $8568900.00        | $6458449.95        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-10-01      | 5.5000%  | 5.5000% | $33031600.00       | $25747069.31       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-01-01      | 6.0000%  | 6.0000% | $7791080.00        | $5903916.23        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-05-01      | 4.0000%  | 4.0000% | $3978424.00        | $2888762.58        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-01-01      | 5.0000%  | 5.0000% | $21709312.00       | $18541813.13       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-02-01      | 6.0000%  | 6.0000% | $5320000.00        | $4178138.92        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-05-01      | 5.0000%  | 5.0000% | $220899.00         | $179595.37         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-05-01      | 6.0000%  | 6.0000% | $17744000.00       | $12416050.06       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-07-01      | 6.0000%  | 6.0000% | $28466272.00       | $24006352.62       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-10-01      | 6.0000%  | 6.0000% | $18392864.00       | $15538959.76       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-11-01      | 5.5000%  | 5.5000% | $51508143.00       | $45969408.44       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-11-01      | 3.5000%  | 3.5000% | $29000000.00       | $23918313.75       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-05-01      | 3.5000%  | 3.5000% | $29000000.00       | $23447037.26       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-03-01      | 2.0000%  | 2.0000% | $67027571.00       | $52595843.52       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-11-01      | 5.5000%  | 5.5000% | $1120000.00        | $1006926.89        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2040-10-25      | 5.5000%  | 5.5000% | $15388227.00       | $13775862.84       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-05-01      | 4.5000%  | 4.5000% | $44900000.00       | $4363451.22        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-09-01      | 4.5000%  | 4.5000% | $983000.00         | $76375.96          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-11-01      | 4.5000%  | 4.5000% | $338194040.00      | $28361463.00       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-04-01      | 3.5000%  | 3.5000% | $17433338.00       | $2275479.30        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-12-01      | 2.5000%  | 2.5000% | $205220814.00      | $132010847.39      | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-04-01      | 2.5000%  | 2.5000% | $230000000.00      | $128164129.06      | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-02-01      | 6.0000%  | 6.0000% | $201069.00         | $159404.40         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-02-01      | 2.0000%  | 2.0000% | $29515008.00       | $19259768.62       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-03-01      | 6.0000%  | 6.0000% | $31430816.00       | $22959014.43       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-06-01      | 5.0000%  | 5.0000% | $83059617.00       | $70712849.60       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-08-01      | 6.0000%  | 6.0000% | $229719240.00      | $183174863.87      | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-03-01      | 6.0000%  | 6.0000% | $999979.00         | $979520.98         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-04-01      | 6.0000%  | 6.0000% | $948062.00         | $938962.54         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-06-01      | 5.0000%  | 5.0000% | $1848760.00        | $1823501.33        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-07-01      | 6.0000%  | 6.0000% | $1546880.00        | $1585776.81        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-08-20      | 3.0000%  | 3.0000% | $318273.00         | $108119.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-06-20      | 4.5000%  | 4.5000% | $97509926.00       | $74299896.24       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-07-20      | 4.5000%  | 4.5000% | $1343540920.00     | $1029987750.80     | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-06-20      | 6.0000%  | 6.0000% | $51131828.00       | $43622768.57       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-09-20      | 4.0000%  | 4.0000% | $3125000.00        | $17026.18          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2047-03-20      | 3.5000%  | 3.5000% | $2233317.00        | $1193436.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2047-05-20      | 5.5000%  | 5.5000% | $28396849.00       | $693710.59         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2040-07-20      | 5.0000%  | 5.0000% | $16600000.00       | $3228194.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2041-05-16      | 1.6230%  | 1.6230% | $64800000.00       | $774034.27         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2039-08-20      | 3.5000%  | 3.5000% | $68366000.00       | $64871.48          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2042-10-16      | 2.5000%  | 2.5000% | $25330683.00       | $21713997.90       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2042-01-20      | 3.5000%  | 3.5000% | $64454028.00       | $26550.34          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2044-01-16      | 5.5000%  | 5.5000% | $82529152.00       | $1187466.94        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2044-01-20      | 5.0000%  | 5.0000% | $3842474.00        | $47282.21          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2044-01-16      | 2.5000%  | 2.5000% | $2386412.00        | $1432472.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2043-12-20      | 1.7170%  | 1.7170% | $50000000.00       | $276477.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2039-11-20      | 3.5000%  | 3.5000% | $81305356.00       | $14375.54          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2040-02-20      | 4.8720%  | 4.8720% | $102000.00         | $3332.59           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2042-11-20      | 0.0000%  | 0.0000% | $4741660.00        | $363196.52         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2044-03-16      | 1.6730%  | 1.6730% | $36574100.00       | $296068.02         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2044-04-16      | 6.5000%  | 6.5000% | $81067992.00       | $937655.82         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-11-20      | 1.2670%  | 1.2670% | $33648603.00       | $263106.72         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-11-20      | 1.2270%  | 1.2270% | $32101297.00       | $699101.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-02-20      | 1.1670%  | 1.1670% | $25600565.00       | $496686.66         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-02-16      | 6.0000%  | 6.0000% | $38029926.00       | $527026.23         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-04-20      | 4.5000%  | 4.5000% | $50722221.00       | $868687.27         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-06-20      | 1.7670%  | 1.7670% | $14285714.00       | $388350.08         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-05-16      | 5.5000%  | 5.5000% | $58277534.00       | $1355236.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2034-07-20      | 2.0670%  | 2.0670% | $23158593.00       | $84520.69          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-09-20      | 1.2170%  | 1.2170% | $25942768.00       | $374549.54         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-10-20      | 1.2470%  | 1.2470% | $50155160.00       | $842847.51         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-03-20      | 4.0000%  | 4.0000% | $36602871.00       | $738849.45         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2047-06-20      | 5.0000%  | 5.0000% | $50000000.00       | $909303.33         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2047-07-20      | 4.0000%  | 4.0000% | $4141000.00        | $18562.11          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2047-11-20      | 4.0000%  | 4.0000% | $36500000.00       | $1519589.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-01-20      | 4.0000%  | 4.0000% | $75533125.00       | $3061799.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-05-20      | 4.5000%  | 4.5000% | $2712045.00        | $3999.35           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2043-10-16      | 1.6230%  | 1.6230% | $26242138.00       | $669718.04         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-07-16      | 1.8230%  | 1.8230% | $30451946.00       | $955784.87         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-10-20      | 1.7170%  | 1.7170% | $10077933.00       | $331538.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-03-20      | 4.5000%  | 4.5000% | $14983160.00       | $919920.29         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-04-20      | 1.6170%  | 1.6170% | $10500000.00       | $308971.75         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-04-20      | 1.6170%  | 1.6170% | $45316363.00       | $1178897.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-05-20      | 1.6670%  | 1.6670% | $37500000.00       | $473803.68         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-05-20      | 4.0000%  | 4.0000% | $11265000.00       | $47183.14          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-07-20      | 1.6670%  | 1.6670% | $41018105.00       | $1396072.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-08-20      | 4.5000%  | 4.5000% | $6732000.00        | $492012.63         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-08-20      | 1.6170%  | 1.6170% | $89537621.00       | $2494515.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-09-20      | 1.6670%  | 1.6670% | $31925613.00       | $837251.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2047-09-20      | 4.5000%  | 4.5000% | $131083088.00      | $7766719.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-07-20      | 0.9480%  | 0.9480% | $70000000.00       | $3070339.19        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-08-20      | 0.9980%  | 0.9980% | $160000000.00      | $8278628.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-08-20      | 1.6480%  | 1.6480% | $100000000.00      | $4550159.67        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-10-20      | 2.5000%  | 2.5000% | $24531032.00       | $3081946.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-10-20      | 1.1480%  | 1.1480% | $67000000.00       | $3473997.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-10-20      | 2.3680%  | 2.3680% | $50100000.00       | $4648662.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-12-20      | 1.7480%  | 1.7480% | $76514873.00       | $5890086.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-01-20      | 2.3280%  | 2.3280% | $24950000.00       | $1069591.42        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-01-20      | 1.7050%  | 1.7050% | $120000000.00      | $8134292.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-01-20      | 5.0000%  | 5.0000% | $15957396.00       | $15203751.31       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-12-20      | 5.5000%  | 5.5000% | $4378169.00        | $4313719.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-12-20      | 0.9480%  | 0.9480% | $100000000.00      | $4403156.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-01-20      | 1.6980%  | 1.6980% | $50000000.00       | $3691072.62        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-02-20      | 1.5980%  | 1.5980% | $21000000.00       | $1197011.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-01-20      | 2.2780%  | 2.2780% | $29750000.00       | $2100002.71        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-02-20      | 0.9480%  | 0.9480% | $56612364.00       | $2092708.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-01-20      | 1.5980%  | 1.5980% | $41300000.00       | $2310447.45        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-02-20      | 1.5880%  | 1.5880% | $100000000.00      | $6130899.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-03-20      | 1.6480%  | 1.6480% | $100000000.00      | $7480321.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-03-20      | 1.0480%  | 1.0480% | $99808257.00       | $5407781.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-03-20      | 5.0000%  | 5.0000% | $3744000.00        | $3529082.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-02-20      | 0.8980%  | 0.8980% | $125000000.00      | $7025239.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-02-20      | 0.8780%  | 0.8780% | $311053496.00      | $13278948.70       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-02-20      | 0.9980%  | 0.9980% | $75000000.00       | $3550518.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-05-20      | 0.6980%  | 0.6980% | $50000000.00       | $1560080.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-05-20      | 0.8680%  | 0.8680% | $59334036.00       | $2475956.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-03-20      | 0.9980%  | 0.9980% | $13000000.00       | $598916.05         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-04-20      | 1.0980%  | 1.0980% | $66809130.00       | $4626131.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-04-20      | 1.0480%  | 1.0480% | $50000000.00       | $2749879.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-06-20      | 0.0000%  | 0.0000% | $96670000.00       | $1221715.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-06-20      | 0.8460%  | 0.8460% | $60025600.00       | $2744138.66        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-10-20      | 1.6170%  | 1.6170% | $16651333.00       | $504184.42         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-10-16      | 4.0000%  | 4.0000% | $8270539.00        | $392826.79         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-12-20      | 4.0000%  | 4.0000% | $147875068.00      | $4610718.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-12-20      | 1.6170%  | 1.6170% | $15430647.00       | $1369944.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-01-20      | 1.6170%  | 1.6170% | $49003338.00       | $3313275.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-02-20      | 3.5000%  | 3.5000% | $16810000.00       | $783315.54         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-01-20      | 3.5000%  | 3.5000% | $32026245.00       | $1930012.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-04-20      | 4.0000%  | 4.0000% | $6498548.00        | $301571.69         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-04-20      | 3.5000%  | 3.5000% | $400000.00         | $39380.38          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-04-20      | 4.0000%  | 4.0000% | $6878712.00        | $290563.03         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-11-16      | 1.6730%  | 1.6730% | $8498388.00        | $418716.09         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-05-20      | 4.5000%  | 4.5000% | $339309261.00      | $23589841.03       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-01-20      | 4.5000%  | 4.5000% | $29107173.00       | $1713050.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-12-20      | 4.0000%  | 4.0000% | $20503498.00       | $1255641.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-06-20      | 3.5000%  | 3.5000% | $5203377.00        | $300833.71         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-07-16      | 3.5000%  | 3.5000% | $66262584.00       | $8555554.38        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2043-07-20      | 2.1970%  | 2.1970% | $20105071.00       | $903794.46         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-08-20      | 1.8170%  | 1.8170% | $25278374.00       | $2036997.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-09-20      | 3.5000%  | 3.5000% | $43106809.00       | $2230237.42        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-08-20      | 1.6670%  | 1.6670% | $15500000.00       | $570034.56         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-11-20      | 2.5000%  | 2.5000% | $25863021.00       | $2260391.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-07-20      | 3.5000%  | 3.5000% | $7741991.00        | $74232.11          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-01-20      | 2.5000%  | 2.5000% | $78000000.00       | $7832062.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-01-20      | 2.5000%  | 2.5000% | $70322580.00       | $6973360.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-01-20      | 2.5000%  | 2.5000% | $66034452.00       | $6090443.35        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2046-04-20      | 4.0000%  | 4.0000% | $32175548.00       | $636657.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2047-09-20      | 0.1130%  | 0.1130% | $63334376.00       | $139622.87         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-03-20      | 3.0000%  | 3.0000% | $66666666.00       | $3810588.49        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-08-20      | 3.0000%  | 3.0000% | $160467936.00      | $14115512.41       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-03-20      | 3.0000%  | 3.0000% | $133333333.00      | $10342296.45       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-05-20      | 4.5000%  | 4.5000% | $10856707.00       | $972485.59         | Agency Collateralized Mortgage Obligation |

## N-MFP: Signatures

**Registrant:** Dreyfus Government Cash Management Funds

**Date:** 2025-07-03

**By:** /S/Robert Svagna

**Name of Signing Officer:** Robert Svagna

**Title of Signing Officer:** Treasury Manager