# EDGAR Filing Document

**Accession Number:** 0001094885
**File Stem:** 0001410368-26-010405
**Filing Date:** 2026-2
**Character Count:** 1035574
**Document Hash:** 5122f001ea32162cbb20988de831b36a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-010405.hdr.sgml**: 20260206

**ACCESSION NUMBER**: 0001410368-26-010405

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260206

**DATE AS OF CHANGE**: 20260206

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** STATE STREET MASTER FUNDS
- **CENTRAL INDEX KEY:** 0001094885

**ORGANIZATION NAME:**
- **EIN:** 043480508
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0831

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09599
- **FILM NUMBER:** 26605391

**BUSINESS ADDRESS:**
- **STREET 1:** ONE CONGRESS STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02114
- **BUSINESS PHONE:** 6176643920

**MAIL ADDRESS:**
- **STREET 1:** ONE CONGRESS STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02114

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** STATE STREET MASTER TRUST
- **DATE OF NAME CHANGE:** 19990913

## Series and Classes Contracts Data

### State Street U.S. Government Money Market Portfolio (Series ID: S000010686)

| Class ID   | Class Name                                          | Ticker Symbol   |
|:---|:---|:---|
| C000029566 | State Street U.S. Government Money Market Portfolio |  |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information
**Submission Type:** N-MFP3
**CIK:** 0001094885

### General Information

**Report for (YYYY-MM-DD):** 2026-01-31

**Registrant Full Name:** STATE STREET MASTER FUNDS

**CIK Number of Registrant:** 0001094885

**LEI of Registrant:** 549300NPC2XKLU7VNS49

**Name of Series:** State Street U.S. Government Money Market Portfolio

**LEI of Series:** 549300EG2J8MKJKUK458

**EDGAR Series Identifier:** S000010686

**Total number of share classes in the series:** 1

**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            | SSGA Funds Management, Inc.                     | 801-60103         |
| Independent Public Accountant | Ernst & Young  LLP<br>City: Boston<br>State: MA |  |
| Administrator                 | SSGA Funds Management, Inc.                     |  |
| Transfer Agent                | None<br>CIK: —                                  |  |

### Fund Characteristics & Assets

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

- **Is this a Master Fund?:** Yes

- **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:** 44 days

- **WAL:** 93 days

- **Total Value of Portfolio Securities:** $207511260644.85

- **Amortized Cost of Portfolio Securities:** $207483073421.17

- **Cash:** $17668022595.92

- **Total Other Assets:** $412776976.30

- **Total Liabilities:** $1242628778.65

- **Net Assets of Series:** $224321244214.74

- **Number of Shares Outstanding (Series):** 0.0000

- **Does the fund seek to maintain a stable price per share?:** No

- **Stable Price Per Share:** $0.00

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2026-01-02 | $189623271878.88          | $194404350431.51           | 84.1500%                  | 86.2700%                   |
| 2026-01-05 | $194271232453.50          | $199659961737.76           | 84.4000%                  | 86.7400%                   |
| 2026-01-06 | $199927934809.36          | $204242903517.76           | 85.0300%                  | 86.8700%                   |
| 2026-01-07 | $197321153462.49          | $201636387317.65           | 84.6100%                  | 86.4600%                   |
| 2026-01-08 | $199447189177.16          | $202305600790.95           | 85.2700%                  | 86.5000%                   |
| 2026-01-09 | $198964519590.35          | $201823149997.83           | 85.1000%                  | 86.3300%                   |
| 2026-01-12 | $193168280379.53          | $196027808815.27           | 84.7300%                  | 85.9800%                   |
| 2026-01-13 | $194695037614.24          | $197554835499.94           | 84.8100%                  | 86.0500%                   |
| 2026-01-14 | $191070020385.07          | $194695104807.54           | 84.2600%                  | 85.8600%                   |
| 2026-01-15 | $191901423882.48          | $194756778394.55           | 84.5200%                  | 85.7800%                   |
| 2026-01-16 | $189395782141.20          | $193047411903.26           | 84.1400%                  | 85.7600%                   |
| 2026-01-20 | $187736847041.89          | $191807525298.02           | 84.0300%                  | 85.8500%                   |
| 2026-01-21 | $187592228149.82          | $191819378185.29           | 83.9200%                  | 85.8100%                   |
| 2026-01-22 | $192136509860.91          | $195593943350.39           | 84.5200%                  | 86.0400%                   |
| 2026-01-23 | $188789200715.75          | $192856068884.79           | 84.0500%                  | 85.8600%                   |
| 2026-01-26 | $189804895431.64          | $193454612520.96           | 84.2500%                  | 85.8700%                   |
| 2026-01-27 | $195688074942.53          | $199181899724.60           | 84.7000%                  | 86.2200%                   |
| 2026-01-28 | $195498767424.80          | $198992909260.61           | 84.6700%                  | 86.1800%                   |
| 2026-01-29 | $193234075681.68          | $195869642330.13           | 84.8500%                  | 86.0000%                   |
| 2026-01-30 | $190192616382.18          | $193939818846.84           | 84.3100%                  | 85.9700%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-01-02 | 0.0000%             |
| 2026-01-05 | 0.0000%             |
| 2026-01-06 | 0.0000%             |
| 2026-01-07 | 0.0000%             |
| 2026-01-08 | 0.0000%             |
| 2026-01-09 | 0.0000%             |
| 2026-01-12 | 0.0000%             |
| 2026-01-13 | 0.0000%             |
| 2026-01-14 | 0.0000%             |
| 2026-01-15 | 0.0000%             |
| 2026-01-16 | 0.0000%             |
| 2026-01-20 | 0.0000%             |
| 2026-01-21 | 0.0000%             |
| 2026-01-22 | 0.0000%             |
| 2026-01-23 | 0.0000%             |
| 2026-01-26 | 0.0000%             |
| 2026-01-27 | 0.0000%             |
| 2026-01-28 | 0.0000%             |
| 2026-01-29 | 0.0000%             |
| 2026-01-30 | 0.0000%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-01-02 | 0.0000                      |
|  |  |
| 2026-01-05 | 0.0000                      |
|  |  |
| 2026-01-06 | 0.0000                      |
|  |  |
| 2026-01-07 | 0.0000                      |
|  |  |
| 2026-01-08 | 0.0000                      |
|  |  |
| 2026-01-09 | 0.0000                      |
|  |  |
| 2026-01-12 | 0.0000                      |
|  |  |
| 2026-01-13 | 0.0000                      |
|  |  |
| 2026-01-14 | 0.0000                      |
|  |  |
| 2026-01-15 | 0.0000                      |
|  |  |
| 2026-01-16 | 0.0000                      |
|  |  |
| 2026-01-20 | 0.0000                      |
|  |  |
| 2026-01-21 | 0.0000                      |
|  |  |
| 2026-01-22 | 0.0000                      |
|  |  |
| 2026-01-23 | 0.0000                      |
|  |  |
| 2026-01-26 | 0.0000                      |
|  |  |
| 2026-01-27 | 0.0000                      |
|  |  |
| 2026-01-28 | 0.0000                      |
|  |  |
| 2026-01-29 | 0.0000                      |
|  |  |
| 2026-01-30 | 0.0000                      |
|  |  |

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

### Class: Single Class

- **Minimum Initial Investment:** $50000000.00

- **Net Assets of Class:** $224321244214.74

- **Number of Shares Outstanding:** 0.0000

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 0.0000          |
|  |  |
| 2026-01-05 | 0.0000          |
|  |  |
| 2026-01-06 | 0.0000          |
|  |  |
| 2026-01-07 | 0.0000          |
|  |  |
| 2026-01-08 | 0.0000          |
|  |  |
| 2026-01-09 | 0.0000          |
|  |  |
| 2026-01-12 | 0.0000          |
|  |  |
| 2026-01-13 | 0.0000          |
|  |  |
| 2026-01-14 | 0.0000          |
|  |  |
| 2026-01-15 | 0.0000          |
|  |  |
| 2026-01-16 | 0.0000          |
|  |  |
| 2026-01-20 | 0.0000          |
|  |  |
| 2026-01-21 | 0.0000          |
|  |  |
| 2026-01-22 | 0.0000          |
|  |  |
| 2026-01-23 | 0.0000          |
|  |  |
| 2026-01-26 | 0.0000          |
|  |  |
| 2026-01-27 | 0.0000          |
|  |  |
| 2026-01-28 | 0.0000          |
|  |  |
| 2026-01-29 | 0.0000          |
|  |  |
| 2026-01-30 | 0.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $0.00                     | $0.00                   |
| 2026-01-05 | $0.00                     | $0.00                   |
| 2026-01-06 | $0.00                     | $0.00                   |
| 2026-01-07 | $0.00                     | $0.00                   |
| 2026-01-08 | $0.00                     | $0.00                   |
| 2026-01-09 | $0.00                     | $0.00                   |
| 2026-01-12 | $0.00                     | $0.00                   |
| 2026-01-13 | $0.00                     | $0.00                   |
| 2026-01-14 | $0.00                     | $0.00                   |
| 2026-01-15 | $0.00                     | $0.00                   |
| 2026-01-16 | $0.00                     | $0.00                   |
| 2026-01-20 | $0.00                     | $0.00                   |
| 2026-01-21 | $0.00                     | $0.00                   |
| 2026-01-22 | $0.00                     | $0.00                   |
| 2026-01-23 | $0.00                     | $0.00                   |
| 2026-01-26 | $0.00                     | $0.00                   |
| 2026-01-27 | $0.00                     | $0.00                   |
| 2026-01-28 | $0.00                     | $0.00                   |
| 2026-01-29 | $0.00                     | $0.00                   |
| 2026-01-30 | $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   |
|:---|:---|
| 2026-01-02 | 0.0000%           |
| 2026-01-05 | 0.0000%           |
| 2026-01-06 | 0.0000%           |
| 2026-01-07 | 0.0000%           |
| 2026-01-08 | 0.0000%           |
| 2026-01-09 | 0.0000%           |
| 2026-01-12 | 0.0000%           |
| 2026-01-13 | 0.0000%           |
| 2026-01-14 | 0.0000%           |
| 2026-01-15 | 0.0000%           |
| 2026-01-16 | 0.0000%           |
| 2026-01-20 | 0.0000%           |
| 2026-01-21 | 0.0000%           |
| 2026-01-22 | 0.0000%           |
| 2026-01-23 | 0.0000%           |
| 2026-01-26 | 0.0000%           |
| 2026-01-27 | 0.0000%           |
| 2026-01-28 | 0.0000%           |
| 2026-01-29 | 0.0000%           |
| 2026-01-30 | 0.0000%           |

**Beneficial/Record Owner Categories**
| Category                      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Registered investment company |  | 99.1200%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: RBC Capital Markets LLC Tri Party Repo

- **C.1 - Title:** RBC Capital Markets LLC Tri Party Repo 3.689900%
- **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: 15499Q009, C.3 - LEI: 549300LCO2FLSSVFFR64, C.5 - Other ID: 15499Q009_3.69_0202
- **C.18 - Value (incl. sponsor support):** $1775000000.00
- **C.18.a - Value (excl. sponsor support):** $1775000000.00
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| FREDDIE MAC POOL               | 2030-11-01      | 3.5000%  | 0.0000% | $2288684.00        | $248692.00         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2030-05-01      | 3.5000%  | 0.0000% | $953543.00         | $290976.10         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2028-09-20      | 2.5000%  | 0.0000% | $2062877.00        | $59465.94          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2028-05-20      | 2.5000%  | 0.0000% | $6427560.00        | $184725.70         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2028-04-20      | 2.5000%  | 0.0000% | $17925000.00       | $480529.75         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2028-02-20      | 2.5000%  | 0.0000% | $4933000.00        | $125172.33         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2028-01-20      | 2.5000%  | 0.0000% | $18006000.00       | $391954.53         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2033-02-01      | 3.0000%  | 0.0000% | $1000000.00        | $117260.59         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2034-04-01      | 4.0000%  | 0.0000% | $3800000.00        | $335587.29         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2031-12-01      | 4.0000%  | 0.0000% | $42097753.00       | $1802087.49        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2035-04-01      | 3.5000%  | 0.0000% | $495434.00         | $161432.19         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2033-10-01      | 3.0000%  | 0.0000% | $1025000.00        | $420678.45         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2035-04-01      | 3.0000%  | 0.0000% | $2128147.00        | $2013968.51        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2037-05-01      | 3.0000%  | 0.0000% | $7658089.00        | $7349791.88        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2037-05-01      | 3.0000%  | 0.0000% | $3640769.00        | $3477169.41        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2037-05-01      | 3.5000%  | 0.0000% | $3143705.00        | $3029047.85        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2035-02-01      | 2.5000%  | 0.0000% | $3677502.00        | $3455925.05        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2033-07-01      | 3.0000%  | 0.0000% | $21027250.00       | $19850420.05       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2035-08-01      | 2.5000%  | 0.0000% | $17639548.00       | $16666609.32       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2035-07-01      | 3.0000%  | 0.0000% | $12123042.00       | $11597419.17       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2036-03-01      | 3.5000%  | 0.0000% | $5334324.00        | $5119410.65        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2032-08-01      | 2.0000%  | 0.0000% | $4802713.00        | $4646894.31        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2034-02-01      | 3.5000%  | 0.0000% | $955000.00         | $443055.60         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2035-06-01      | 3.0000%  | 0.0000% | $2454391.00        | $1785601.69        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2038-06-01      | 3.0000%  | 0.0000% | $5117392.00        | $4840158.04        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2027-04-20      | 2.5000%  | 0.0000% | $11175385.00       | $103277.89         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2027-10-20      | 2.5000%  | 0.0000% | $24397118.00       | $433794.53         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2027-11-20      | 2.0000%  | 0.0000% | $34373262.00       | $783864.37         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2027-11-20      | 2.5000%  | 0.0000% | $20268000.00       | $378074.09         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2027-12-20      | 2.5000%  | 0.0000% | $7000000.00        | $138130.44         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-07-20      | 6.5000%  | 0.0000% | $50000.00          | $50440.70          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-04-20      | 5.5000%  | 0.0000% | $70000.00          | $61997.97          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-12-20      | 4.5000%  | 0.0000% | $201000.00         | $197543.81         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-04-20      | 5.5000%  | 0.0000% | $75000.00          | $43261.43          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-11-20      | 7.5000%  | 0.0000% | $11000.00          | $2744.25           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2047-01-01      | 3.0000%  | 0.0000% | $15750000.00       | $3692727.36        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2046-10-01      | 3.0000%  | 0.0000% | $1900000.00        | $997723.09         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2033-02-01      | 3.5000%  | 0.0000% | $500000.00         | $180186.48         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2039-10-01      | 5.0000%  | 0.0000% | $13020812.00       | $725828.42         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-07-01      | 3.0000%  | 0.0000% | $63591474.00       | $47882522.57       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-11-01      | 5.0000%  | 0.0000% | $134693249.00      | $121065243.55      | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-11-01      | 5.5000%  | 0.0000% | $13529052.00       | $11422577.43       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2034-05-01      | 4.5000%  | 0.0000% | $4746159.00        | $599533.54         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2030-01-01      | 3.5000%  | 0.0000% | $1000000.00        | $126107.66         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2031-05-01      | 1.5000%  | 0.0000% | $15691051.00       | $5442044.28        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2031-05-01      | 1.5000%  | 0.0000% | $14417043.00       | $4106915.19        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2029-12-01      | 3.5000%  | 0.0000% | $3699000.00        | $170844.53         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2028-08-20      | 2.5000%  | 0.0000% | $5114811.00        | $176890.29         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2028-06-20      | 2.5000%  | 0.0000% | $33555228.00       | $954739.87         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2036-01-01      | 3.5000%  | 0.0000% | $2781024.00        | $1565792.29        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2034-02-01      | 3.5000%  | 0.0000% | $5250000.00        | $1286923.11        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2033-12-01      | 3.5000%  | 0.0000% | $1525000.00        | $362385.06         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2031-09-20      | 2.5000%  | 0.0000% | $31120.00          | $2836.15           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2032-09-20      | 2.5000%  | 0.0000% | $4753.00           | $543.07            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2029-01-01      | 3.0000%  | 0.0000% | $21173850.00       | $932959.42         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2028-01-01      | 2.0000%  | 0.0000% | $8100000.00        | $296031.93         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2029-08-01      | 3.0000%  | 0.0000% | $2723864.00        | $131490.71         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2029-11-01      | 3.0000%  | 0.0000% | $4108000.00        | $217129.25         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2031-01-01      | 3.0000%  | 0.0000% | $2733000.00        | $227754.87         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-11-01      | 6.0000%  | 0.0000% | $30770326.00       | $31828005.50       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2056-01-01      | 6.0000%  | 0.0000% | $11989695.00       | $12385168.40       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2028-12-01      | 3.0000%  | 0.0000% | $17382717.00       | $732577.56         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2028-11-01      | 3.0000%  | 0.0000% | $20960721.00       | $1205643.95        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2028-07-01      | 2.5000%  | 0.0000% | $10000000.00       | $339827.17         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2028-07-01      | 3.0000%  | 0.0000% | $15950000.00       | $500838.40         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2044-06-01      | 3.0000%  | 0.0000% | $6996633.00        | $5686520.10        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2047-11-01      | 3.0000%  | 0.0000% | $7214053.00        | $5633965.85        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2040-03-01      | 3.0000%  | 0.0000% | $1910527.00        | $1716711.81        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-08-20      | 6.5000%  | 0.0000% | $580000.00         | $594852.57         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-05-20      | 7.0000%  | 0.0000% | $15000.00          | $15439.83          | Agency Mortgage-Backed Securities  |
| US TREASURY N/B                | 2028-01-31      | 3.5000%  | 0.0000% | $2224800.00        | $2261787.06        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2035-08-15      | 4.2500%  | 0.0000% | $4523800.00        | $4618791.54        | U.S. Treasuries (including strips) |
| Freddie Mac                    | 2029-02-01      | 3.0000%  | 0.0000% | $21865576.00       | $1246138.65        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2029-09-01      | 3.0000%  | 0.0000% | $23629707.00       | $1472311.31        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2029-11-01      | 3.0000%  | 0.0000% | $21151152.00       | $1063977.16        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2035-08-01      | 5.0000%  | 0.0000% | $3000.00           | $15.29             | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2038-01-01      | 6.0000%  | 0.0000% | $1000.00           | $3.75              | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2029-01-01      | 2.0000%  | 0.0000% | $12100000.00       | $660305.64         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2029-09-01      | 3.0000%  | 0.0000% | $34996799.00       | $2149192.09        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2027-02-01      | 3.0000%  | 0.0000% | $23135291.00       | $213329.04         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2028-04-01      | 2.0000%  | 0.0000% | $10000000.00       | $379742.50         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2028-04-01      | 2.5000%  | 0.0000% | $4500000.00        | $144231.45         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2029-01-01      | 3.5000%  | 0.0000% | $5625000.00        | $233871.47         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2031-11-01      | 3.0000%  | 0.0000% | $4100000.00        | $117409.00         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2030-03-01      | 3.0000%  | 0.0000% | $1700000.00        | $115147.59         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2030-10-01      | 3.0000%  | 0.0000% | $3350000.00        | $302888.17         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2031-01-01      | 3.5000%  | 0.0000% | $4601616.00        | $350421.22         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2032-07-01      | 3.0000%  | 0.0000% | $5331636.00        | $815851.62         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2032-08-01      | 3.5000%  | 0.0000% | $1825000.00        | $195863.74         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2032-12-01      | 3.5000%  | 0.0000% | $10000000.00       | $870416.99         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2032-09-01      | 3.5000%  | 0.0000% | $3120000.00        | $190499.08         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2028-11-01      | 3.5000%  | 0.0000% | $4100000.00        | $224398.54         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2035-09-01      | 5.0000%  | 0.0000% | $3000.00           | $20.36             | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2045-09-01      | 4.0000%  | 0.0000% | $6000.00           | $486.46            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2026-10-29      | 0.7000%  | 0.0000% | $5000.00           | $4902.82           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2031-01-21      | 4.0000%  | 0.0000% | $27000.00          | $26993.55          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2031-01-15      | 4.0500%  | 0.0000% | $60000.00          | $60049.38          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2031-01-27      | 4.2000%  | 0.0000% | $100000.00         | $99977.00          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2033-05-01      | 5.5000%  | 0.0000% | $8000.00           | $17.97             | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2034-11-01      | 6.0000%  | 0.0000% | $1000.00           | $4.95              | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2035-12-01      | 5.5000%  | 0.0000% | $3000.00           | $35.18             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-04-01      | 6.0000%  | 0.0000% | $191704.00         | $173480.29         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-04-01      | 6.0000%  | 0.0000% | $519755.00         | $481212.70         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-04-01      | 6.0000%  | 0.0000% | $6074011.00        | $5796416.21        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $896.76            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-04-01      | 6.0000%  | 0.0000% | $8214844.00        | $7418496.62        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-04-01      | 6.0000%  | 0.0000% | $9877904.00        | $8227878.59        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-04-01      | 6.0000%  | 0.0000% | $8091365.00        | $7533948.70        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-04-01      | 6.0000%  | 0.0000% | $6424978.00        | $5929327.27        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-09-01      | 6.0000%  | 0.0000% | $9398410.00        | $9661930.04        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-11-01      | 6.0000%  | 0.0000% | $9121265.00        | $9392076.09        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-11-01      | 6.0000%  | 0.0000% | $8221739.00        | $8474359.60        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-11-01      | 6.0000%  | 0.0000% | $7396628.00        | $7605105.59        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2045-11-01      | 3.0000%  | 0.0000% | $43032215.00       | $6034364.01        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2047-05-01      | 4.5000%  | 0.0000% | $6000.00           | $712.93            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2029-05-01      | 4.0000%  | 0.0000% | $18760000.00       | $68629.66          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2046-11-01      | 3.0000%  | 0.0000% | $127317510.00      | $31692709.86       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2032-04-01      | 3.0000%  | 0.0000% | $2000000.00        | $203936.02         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2034-04-01      | 4.5000%  | 0.0000% | $1431452.00        | $299562.62         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-09-01      | 2.0000%  | 0.0000% | $10000000.00       | $5033941.26        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-08-01      | 2.0000%  | 0.0000% | $15000000.00       | $7580888.56        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2031-01-30      | 4.0000%  | 0.0000% | $50000.00          | $49897.30          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2032-10-01      | 5.5000%  | 0.0000% | $125000.00         | $370.80            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2036-04-01      | 5.5000%  | 0.0000% | $6000.00           | $5.41              | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2031-02-01      | 7.0000%  | 0.0000% | $15000.00          | $25.87             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2032-01-01      | 1.5000%  | 0.0000% | $13164871.00       | $9767358.20        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2049-05-01      | 3.0000%  | 0.0000% | $9028357.00        | $7662656.64        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2035-09-01      | 3.5000%  | 0.0000% | $12932811.00       | $10428496.74       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2038-11-01      | 4.5000%  | 0.0000% | $12678300.00       | $10219748.51       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2045-05-01      | 3.0000%  | 0.0000% | $26638904.00       | $23269567.08       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-04-01      | 2.5000%  | 0.0000% | $13294003.00       | $11087525.68       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2037-07-01      | 3.0000%  | 0.0000% | $12321962.00       | $10495722.21       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2035-09-01      | 3.5000%  | 0.0000% | $4246095.00        | $3814436.39        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2032-04-01      | 1.5000%  | 0.0000% | $22350348.00       | $19722131.25       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2032-07-01      | 2.0000%  | 0.0000% | $38142299.00       | $34443294.65       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2033-07-01      | 2.5000%  | 0.0000% | $31262230.00       | $28616868.76       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2035-02-01      | 2.5000%  | 0.0000% | $21009445.00       | $19073328.75       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2037-05-01      | 3.5000%  | 0.0000% | $24785158.00       | $23488485.45       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2035-05-01      | 3.5000%  | 0.0000% | $20041025.00       | $19030570.71       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2028-08-01      | 3.0000%  | 0.0000% | $34699740.00       | $1310630.91        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2028-10-01      | 3.0000%  | 0.0000% | $30072401.00       | $1352746.42        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2028-12-01      | 3.5000%  | 0.0000% | $3600000.00        | $145963.40         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2030-10-01      | 3.0000%  | 0.0000% | $9220000.00        | $532013.95         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2047-01-01      | 3.0000%  | 0.0000% | $5091495.00        | $1044161.13        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2027-06-01      | 3.0000%  | 0.0000% | $21505532.00       | $262718.37         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2030-08-01      | 2.5000%  | 0.0000% | $18353041.00       | $1417518.50        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2034-01-01      | 4.5000%  | 0.0000% | $2130325.00        | $1591541.39        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2029-10-26      | 3.8750%  | 0.0000% | $500000.00         | $499373.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-06-20      | 7.0000%  | 0.0000% | $30000.00          | $9547.95           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2047-01-01      | 3.0000%  | 0.0000% | $20380747.00       | $3764695.45        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2030-04-01      | 3.5000%  | 0.0000% | $1700000.00        | $137501.80         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2032-02-01      | 3.5000%  | 0.0000% | $10000000.00       | $962253.91         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2035-02-01      | 3.0000%  | 0.0000% | $1500000.00        | $327932.93         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2031-05-01      | 1.5000%  | 0.0000% | $5000000.00        | $1826192.44        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2047-03-01      | 3.0000%  | 0.0000% | $5513000.00        | $1156202.50        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2026-11-01      | 3.0000%  | 0.0000% | $24589089.00       | $141294.48         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2033-03-01      | 3.0000%  | 0.0000% | $15000000.00       | $1350991.83        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2034-03-01      | 4.0000%  | 0.0000% | $103205701.00      | $10498315.08       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2029-10-01      | 3.0000%  | 0.0000% | $9762257.00        | $523946.40         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2031-09-01      | 3.0000%  | 0.0000% | $6850000.00        | $573335.17         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2030-09-01      | 3.0000%  | 0.0000% | $2600000.00        | $224633.78         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2027-05-01      | 3.0500%  | 0.0000% | $3069235.00        | $2169302.26        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2028-05-01      | 2.9500%  | 0.0000% | $9000000.00        | $6404654.14        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2029-10-01      | 3.4100%  | 0.0000% | $2000000.00        | $624749.98         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2026-07-01      | 2.7000%  | 0.0000% | $160000.00         | $140239.51         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2026-11-01      | 2.3550%  | 0.0000% | $43148000.00       | $42734818.33       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2027-02-01      | 3.0500%  | 0.0000% | $131758509.00      | $130993116.44      | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2027-10-01      | 2.8750%  | 0.0000% | $2000000.00        | $1783754.49        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2027-09-01      | 3.0000%  | 0.0000% | $8000000.00        | $130308.71         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2032-01-01      | 4.0000%  | 0.0000% | $2500000.00        | $97566.92          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2028-07-01      | 6.0000%  | 0.0000% | $4000.00           | $1.77              | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2028-07-01      | 6.5000%  | 0.0000% | $2000.00           | $0.56              | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2029-01-01      | 6.5000%  | 0.0000% | $2000.00           | $1.32              | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2031-11-01      | 6.0000%  | 0.0000% | $6000.00           | $5.19              | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2031-12-01      | 5.5000%  | 0.0000% | $4000.00           | $7.21              | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2029-10-01      | 7.0000%  | 0.0000% | $5000.00           | $3.20              | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2029-10-01      | 7.5000%  | 0.0000% | $5000.00           | $2.04              | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2030-02-01      | 7.0000%  | 0.0000% | $5000.00           | $2.76              | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2030-04-01      | 8.0000%  | 0.0000% | $5000.00           | $1.32              | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2027-02-01      | 3.0000%  | 0.0000% | $23022948.00       | $211292.82         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-11-01      | 6.0000%  | 0.0000% | $4951684.00        | $5116846.62        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2033-09-01      | 4.0000%  | 0.0000% | $18085955.00       | $950006.72         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2027-04-01      | 3.0000%  | 0.0000% | $65463441.00       | $698039.01         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2028-06-01      | 3.0000%  | 0.0000% | $24828219.00       | $771259.29         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2028-07-01      | 3.0000%  | 0.0000% | $23332369.00       | $823950.71         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2029-11-01      | 3.0000%  | 0.0000% | $15179857.00       | $1012807.77        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2034-01-01      | 4.0000%  | 0.0000% | $5000000.00        | $502835.40         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2050-09-01      | 2.0000%  | 0.0000% | $5647450.00        | $2753654.11        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-02-01      | 2.0000%  | 0.0000% | $3146193.00        | $2301646.80        | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank       | 2026-12-22      | 4.1250%  | 0.0000% | $5000.00           | $5044.64           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2034-09-01      | 3.5000%  | 0.0000% | $2055818.00        | $394296.72         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2029-08-01      | 3.0000%  | 0.0000% | $7982894.00        | $847953.36         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2031-07-01      | 3.0000%  | 0.0000% | $4000000.00        | $1726597.50        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2031-11-01      | 1.5000%  | 0.0000% | $2000000.00        | $841532.48         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2031-12-01      | 1.5000%  | 0.0000% | $10000000.00       | $4402264.58        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2031-01-01      | 1.5000%  | 0.0000% | $68135000.00       | $21400893.81       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2031-04-01      | 1.5000%  | 0.0000% | $48000000.00       | $16304210.51       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2031-05-01      | 1.5000%  | 0.0000% | $5000000.00        | $1790261.02        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2031-06-01      | 1.5000%  | 0.0000% | $5000000.00        | $1862350.96        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2031-07-01      | 1.5000%  | 0.0000% | $5000000.00        | $1942143.96        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2031-08-01      | 1.5000%  | 0.0000% | $5000000.00        | $1964738.23        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2031-09-01      | 1.5000%  | 0.0000% | $5000000.00        | $2020639.35        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2032-02-01      | 1.5000%  | 0.0000% | $5000000.00        | $2305350.59        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2032-03-01      | 1.5000%  | 0.0000% | $5000000.00        | $2308907.41        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2028-09-01      | 2.5000%  | 0.0000% | $4091196.00        | $408951.21         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2030-12-17      | 4.0700%  | 0.0000% | $60000.00          | $60230.06          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2029-01-09      | 3.7500%  | 0.0000% | $80000.00          | $80027.92          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2029-04-09      | 3.8500%  | 0.0000% | $100000.00         | $100092.30         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2032-04-01      | 3.0000%  | 0.0000% | $5000000.00        | $294410.31         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2032-09-01      | 3.5000%  | 0.0000% | $40000000.00       | $2501977.03        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2032-11-01      | 3.0000%  | 0.0000% | $7200000.00        | $633293.38         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2031-10-01      | 2.5000%  | 0.0000% | $10000000.00       | $1192516.17        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2047-12-01      | 3.5000%  | 0.0000% | $4000.00           | $509.06            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2033-02-01      | 3.0000%  | 0.0000% | $1000000.00        | $117393.91         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2031-07-01      | 1.5000%  | 0.0000% | $127874777.00      | $48549780.17       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2031-08-01      | 1.5000%  | 0.0000% | $5000000.00        | $1952575.91        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2031-09-01      | 1.5000%  | 0.0000% | $5000000.00        | $2015879.18        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2031-11-01      | 1.5000%  | 0.0000% | $20000000.00       | $8576668.33        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2030-11-01      | 1.5000%  | 0.0000% | $5000000.00        | $1320195.57        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2032-07-01      | 3.0000%  | 0.0000% | $2100000.00        | $997854.84         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2032-11-01      | 4.0000%  | 0.0000% | $1000000.00        | $407004.73         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-04-01      | 6.0000%  | 0.0000% | $12902704.00       | $11306495.42       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-04-01      | 6.0000%  | 0.0000% | $13167094.00       | $12129210.15       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-04-01      | 6.0000%  | 0.0000% | $20183494.00       | $17858595.97       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-04-01      | 6.0000%  | 0.0000% | $11438569.00       | $10299547.38       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-05-01      | 6.0000%  | 0.0000% | $7774259.00        | $7443120.33        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-09-01      | 6.0000%  | 0.0000% | $13799159.00       | $13847555.31       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-09-01      | 6.0000%  | 0.0000% | $4035833.00        | $3940626.89        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-09-01      | 6.0000%  | 0.0000% | $11982864.00       | $11993480.38       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-09-01      | 6.0000%  | 0.0000% | $7954719.00        | $7966344.21        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-09-01      | 6.0000%  | 0.0000% | $19537805.00       | $19795693.37       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-10-01      | 6.0000%  | 0.0000% | $4982436.00        | $5128165.28        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-10-01      | 6.0000%  | 0.0000% | $7402721.00        | $7607660.73        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-10-01      | 6.0000%  | 0.0000% | $5118626.00        | $5268724.34        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-11-01      | 6.0000%  | 0.0000% | $10943561.00       | $11269191.67       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-11-01      | 6.0000%  | 0.0000% | $7574922.00        | $7794640.34        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-11-01      | 6.0000%  | 0.0000% | $15359127.00       | $15628475.14       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-11-01      | 6.0000%  | 0.0000% | $16474512.00       | $16939779.77       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2046-04-15      | 3.0000%  | 0.0000% | $22672302.00       | $19047366.53       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2048-09-01      | 3.0000%  | 0.0000% | $17092380.00       | $14929212.78       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2050-02-01      | 3.0000%  | 0.0000% | $19168357.00       | $17330157.86       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-09-01      | 6.5000%  | 0.0000% | $70788191.00       | $72129620.57       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-11-01      | 5.5000%  | 0.0000% | $187917942.00      | $190300362.88      | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2056-01-01      | 6.0000%  | 0.0000% | $1043094.00        | $1077259.72        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2056-01-01      | 6.0000%  | 0.0000% | $2784019.00        | $2875238.21        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2056-01-01      | 5.5000%  | 0.0000% | $13100042.00       | $13402896.05       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2028-03-20      | 2.5000%  | 0.0000% | $13326167.00       | $329976.32         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2056-01-01      | 6.0000%  | 0.0000% | $10848560.00       | $11203822.40       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2056-01-01      | 6.0000%  | 0.0000% | $9879180.00        | $10200969.61       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-11-01      | 6.0000%  | 0.0000% | $27308161.00       | $28343743.92       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2028-03-01      | 2.0000%  | 0.0000% | $7800000.00        | $250068.85         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2030-03-01      | 3.5000%  | 0.0000% | $3015000.00        | $241905.80         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2030-06-01      | 3.0000%  | 0.0000% | $8571850.00        | $1158507.17        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2031-03-01      | 3.0000%  | 0.0000% | $2522081.00        | $330031.48         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2028-12-01      | 3.0000%  | 0.0000% | $4397981.00        | $197665.11         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2032-05-01      | 3.5000%  | 0.0000% | $5056267.00        | $994020.68         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2033-01-01      | 3.0000%  | 0.0000% | $13474000.00       | $2141059.24        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2033-09-01      | 3.5000%  | 0.0000% | $1886485.00        | $146089.09         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2047-01-01      | 3.0000%  | 0.0000% | $75000000.00       | $27600377.68       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2031-01-01      | 4.5000%  | 0.0000% | $40773546.00       | $1161875.24        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2031-01-29      | 3.8000%  | 0.0000% | $607000.00         | $603751.07         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2028-07-21      | 3.6500%  | 0.0000% | $100000.00         | $100041.95         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2031-01-21      | 4.1250%  | 0.0000% | $1000.00           | $999.94            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2032-04-01      | 7.0000%  | 0.0000% | $4000.00           | $4.09              | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2027-08-01      | 2.5000%  | 0.0000% | $10600000.00       | $176413.28         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2032-06-01      | 7.0000%  | 0.0000% | $3000.00           | $2.96              | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2037-10-01      | 3.5000%  | 0.0000% | $18890237.00       | $17886210.96       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2032-02-01      | 2.0000%  | 0.0000% | $14960675.00       | $13789454.52       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2032-06-01      | 2.5000%  | 0.0000% | $8484962.00        | $7996062.60        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2035-05-01      | 2.5000%  | 0.0000% | $9781674.00        | $9181741.96        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2034-11-01      | 3.0000%  | 0.0000% | $22348304.00       | $21284523.55       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2034-06-01      | 4.0000%  | 0.0000% | $6399257.00        | $6342904.54        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2038-06-01      | 4.0000%  | 0.0000% | $16755382.00       | $16369885.43       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2042-06-01      | 3.5000%  | 0.0000% | $3031546.00        | $2913826.32        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2032-05-01      | 1.5000%  | 0.0000% | $10251570.00       | $9701566.43        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2032-04-01      | 2.0000%  | 0.0000% | $9933045.00        | $9510385.10        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-08-01      | 2.0000%  | 0.0000% | $15719426.00       | $8537833.71        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2034-02-01      | 4.5000%  | 0.0000% | $2000000.00        | $400048.85         | Agency Mortgage-Backed Securities  |

### Security 2: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AQEQ2, C.4 - ISIN: US3130AQEQ27, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $47051880.48
- **C.18.a - Value (excl. sponsor support):** $47051880.48
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 3: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AYT30, C.4 - ISIN: US3130AYT304, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $120523204.63
- **C.18.a - Value (excl. sponsor support):** $120523204.63
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AYVT0, C.4 - ISIN: US3130AYVT07, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $384770950.27
- **C.18.a - Value (excl. sponsor support):** $384770950.27
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-02-13
- **C.13 - Final Legal Maturity Date:** 2026-02-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1XA0, C.4 - ISIN: US3130B1XA05, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $10001.92
- **C.18.a - Value (excl. sponsor support):** $10001.92
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1XV4, C.4 - ISIN: US3130B1XV42, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100016.69
- **C.18.a - Value (excl. sponsor support):** $100016.69
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-04-15
- **C.13 - Final Legal Maturity Date:** 2026-04-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2SE6, C.4 - ISIN: US3130B2SE64, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $185087025.85
- **C.18.a - Value (excl. sponsor support):** $185087025.85
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-09-18
- **C.13 - Final Legal Maturity Date:** 2026-09-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3EC3, C.4 - ISIN: US3130B3EC38, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $473469662.48
- **C.18.a - Value (excl. sponsor support):** $473469662.48
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.745000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3Q30, C.4 - ISIN: US3130B3Q302, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $189717607.95
- **C.18.a - Value (excl. sponsor support):** $189717607.95
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.785000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4L74, C.4 - ISIN: US3130B4L749, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $192732343.16
- **C.18.a - Value (excl. sponsor support):** $192732343.16
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2027-01-19
- **C.13 - Final Legal Maturity Date:** 2027-01-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.785000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4Q20, C.4 - ISIN: US3130B4Q201, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $163813229.65
- **C.18.a - Value (excl. sponsor support):** $163813229.65
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2027-01-21
- **C.13 - Final Legal Maturity Date:** 2027-01-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5AF5, C.4 - ISIN: US3130B5AF52, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $53401818.27
- **C.18.a - Value (excl. sponsor support):** $53401818.27
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-04-24
- **C.13 - Final Legal Maturity Date:** 2026-04-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.685000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5JE9, C.4 - ISIN: US3130B5JE96, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $143004904.90
- **C.18.a - Value (excl. sponsor support):** $143004904.90
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.775000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7H23, C.4 - ISIN: US3130B7H237, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $145903587.68
- **C.18.a - Value (excl. sponsor support):** $145903587.68
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2027-08-18
- **C.13 - Final Legal Maturity Date:** 2027-08-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.126100%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7LP7, C.4 - ISIN: US3130B7LP71, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $449758528.46
- **C.18.a - Value (excl. sponsor support):** $449758528.46
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-02-26
- **C.12 - Maturity Date (WAL):** 2026-02-26
- **C.13 - Final Legal Maturity Date:** 2026-02-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.012500%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7PH1, C.4 - ISIN: US3130B7PH10, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1378604190.94
- **C.18.a - Value (excl. sponsor support):** $1378604190.94
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-04
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8AZ5, C.4 - ISIN: US3130B8AZ55, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $3166585.38
- **C.18.a - Value (excl. sponsor support):** $3166585.38
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2027-10-22
- **C.13 - Final Legal Maturity Date:** 2027-10-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.775000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8CF7, C.4 - ISIN: US3130B8CF73, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $2606072.71
- **C.18.a - Value (excl. sponsor support):** $2606072.71
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2027-10-22
- **C.13 - Final Legal Maturity Date:** 2027-10-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.775000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8CK6, C.4 - ISIN: US3130B8CK68, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $30402870.17
- **C.18.a - Value (excl. sponsor support):** $30402870.17
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2027-10-27
- **C.13 - Final Legal Maturity Date:** 2027-10-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.675000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8EA6, C.4 - ISIN: US3130B8EA68, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $111697485.63
- **C.18.a - Value (excl. sponsor support):** $111697485.63
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.675000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8EJ7, C.4 - ISIN: US3130B8EJ77, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $342591428.15
- **C.18.a - Value (excl. sponsor support):** $342591428.15
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.745000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8HV7, C.4 - ISIN: US3130B8HV78, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $368984354.40
- **C.18.a - Value (excl. sponsor support):** $368984354.40
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2027-05-10
- **C.13 - Final Legal Maturity Date:** 2027-05-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.660000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8SR4, C.4 - ISIN: US3130B8SR48, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $179996389.20
- **C.18.a - Value (excl. sponsor support):** $179996389.20
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8SZ6, C.4 - ISIN: US3130B8SZ63, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $220786166.88
- **C.18.a - Value (excl. sponsor support):** $220786166.88
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2027-12-03
- **C.13 - Final Legal Maturity Date:** 2027-12-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8TB8, C.4 - ISIN: US3130B8TB86, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $214522524.65
- **C.18.a - Value (excl. sponsor support):** $214522524.65
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2027-10-04
- **C.13 - Final Legal Maturity Date:** 2027-10-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8TF9, C.4 - ISIN: US3130B8TF90, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499966445.00
- **C.18.a - Value (excl. sponsor support):** $499966445.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2027-12-02
- **C.13 - Final Legal Maturity Date:** 2027-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.735000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B96N5, C.4 - ISIN: US3130B96N53, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $228997389.40
- **C.18.a - Value (excl. sponsor support):** $228997389.40
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2028-01-20
- **C.13 - Final Legal Maturity Date:** 2028-01-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: Federal Farm Credit Discount Notes

- **C.1 - Title:** Federal Farm Credit Discount Notes 3.940000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313TP3, C.4 - ISIN: US313313TP33, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $96946308.00
- **C.18.a - Value (excl. sponsor support):** $96946308.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.4800%
- **C.11 - Maturity Date (WAM):** 2026-02-26
- **C.12 - Maturity Date (WAL):** 2026-02-26
- **C.13 - Final Legal Maturity Date:** 2026-02-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 29: Federal Farm Credit Discount Notes

- **C.1 - Title:** Federal Farm Credit Discount Notes 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313WK0, C.4 - ISIN: US313313WK09, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $124811312.22
- **C.18.a - Value (excl. sponsor support):** $124811312.22
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-05-05
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.805000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ST4, C.4 - ISIN: US313385ST41, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $357757752.14
- **C.18.a - Value (excl. sponsor support):** $357757752.14
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.4800%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 31: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.960000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TG1, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $675291908.92
- **C.18.a - Value (excl. sponsor support):** $675291908.92
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.4800%
- **C.11 - Maturity Date (WAM):** 2026-02-19
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 32: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.955000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TH9, C.4 - ISIN: US313385TH93, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $450084470.00
- **C.18.a - Value (excl. sponsor support):** $450084470.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.4800%
- **C.11 - Maturity Date (WAM):** 2026-02-20
- **C.12 - Maturity Date (WAL):** 2026-02-20
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 33: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.940000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TM8, C.4 - ISIN: US313385TM88, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $448513465.17
- **C.18.a - Value (excl. sponsor support):** $448513465.17
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.4800%
- **C.11 - Maturity Date (WAM):** 2026-02-24
- **C.12 - Maturity Date (WAL):** 2026-02-24
- **C.13 - Final Legal Maturity Date:** 2026-02-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 34: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.930000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TX4, C.4 - ISIN: US313385TX44, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $242351163.90
- **C.18.a - Value (excl. sponsor support):** $242351163.90
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 35: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.725000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UY0, C.4 - ISIN: US313385UY08, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $456253651.53
- **C.18.a - Value (excl. sponsor support):** $456253651.53
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.705000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385VG8, C.4 - ISIN: US313385VG82, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $84424408.05
- **C.18.a - Value (excl. sponsor support):** $84424408.05
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-04-08
- **C.12 - Maturity Date (WAL):** 2026-04-08
- **C.13 - Final Legal Maturity Date:** 2026-04-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.515000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385YE0, C.4 - ISIN: US313385YE08, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $73980812.25
- **C.18.a - Value (excl. sponsor support):** $73980812.25
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2026-06-17
- **C.12 - Maturity Date (WAL):** 2026-06-17
- **C.13 - Final Legal Maturity Date:** 2026-06-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP3F0, C.4 - ISIN: US3133EP3F02, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $65003376.10
- **C.18.a - Value (excl. sponsor support):** $65003376.10
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-02-20
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.803000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP4V4, C.4 - ISIN: US3133EP4V43, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $250003745.00
- **C.18.a - Value (excl. sponsor support):** $250003745.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 40: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP5N1, C.4 - ISIN: US3133EP5N18, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $450548195.11
- **C.18.a - Value (excl. sponsor support):** $450548195.11
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.4900%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-03-18
- **C.13 - Final Legal Maturity Date:** 2026-03-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP6U4, C.4 - ISIN: US3133EP6U42, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $613579853.16
- **C.18.a - Value (excl. sponsor support):** $613579853.16
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP7F6, C.4 - ISIN: US3133EP7F65, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $46644377.18
- **C.18.a - Value (excl. sponsor support):** $46644377.18
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2027-03-29
- **C.13 - Final Legal Maturity Date:** 2027-03-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.920000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPN76, C.4 - ISIN: US3133ERR944, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $28578350.78
- **C.18.a - Value (excl. sponsor support):** $28578350.78
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.733000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER2A8, C.4 - ISIN: US3133ER2A87, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100038316.00
- **C.18.a - Value (excl. sponsor support):** $100038316.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2027-01-27
- **C.13 - Final Legal Maturity Date:** 2027-01-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER2D2, C.4 - ISIN: US3133ER2D27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $106170958.62
- **C.18.a - Value (excl. sponsor support):** $106170958.62
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2027-02-03
- **C.13 - Final Legal Maturity Date:** 2027-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.725000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER3Y5, C.4 - ISIN: US3133ER3Y54, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $133243002.29
- **C.18.a - Value (excl. sponsor support):** $133243002.29
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-11-16
- **C.13 - Final Legal Maturity Date:** 2026-11-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.745000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER3Z2, C.4 - ISIN: US3133ER3Z20, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $225372472.25
- **C.18.a - Value (excl. sponsor support):** $225372472.25
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2027-02-12
- **C.13 - Final Legal Maturity Date:** 2027-02-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6F3, C.4 - ISIN: US3133ER6F39, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $119219809.84
- **C.18.a - Value (excl. sponsor support):** $119219809.84
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-12-07
- **C.13 - Final Legal Maturity Date:** 2026-12-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERB59, C.4 - ISIN: US3133ERB591, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $33206920.54
- **C.18.a - Value (excl. sponsor support):** $33206920.54
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-05-19
- **C.13 - Final Legal Maturity Date:** 2026-05-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERD32, C.4 - ISIN: US3133ERD324, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $243906616.17
- **C.18.a - Value (excl. sponsor support):** $243906616.17
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.845000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERDR9, C.4 - ISIN: US3133ERDR94, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $56513626.82
- **C.18.a - Value (excl. sponsor support):** $56513626.82
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2027-05-03
- **C.13 - Final Legal Maturity Date:** 2027-05-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERE64, C.4 - ISIN: US3133ERE645, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $57326316.07
- **C.18.a - Value (excl. sponsor support):** $57326316.07
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-11-25
- **C.13 - Final Legal Maturity Date:** 2026-11-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERF97, C.4 - ISIN: US3133ERF972, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $189826438.84
- **C.18.a - Value (excl. sponsor support):** $189826438.84
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-11-02
- **C.13 - Final Legal Maturity Date:** 2026-11-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERG39, C.4 - ISIN: US3133ERG392, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $62254671.31
- **C.18.a - Value (excl. sponsor support):** $62254671.31
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-12-02
- **C.13 - Final Legal Maturity Date:** 2026-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.775000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERH38, C.4 - ISIN: US3133ERH382, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $66421615.86
- **C.18.a - Value (excl. sponsor support):** $66421615.86
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-09-08
- **C.13 - Final Legal Maturity Date:** 2026-09-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERHP9, C.4 - ISIN: US3133ERHP92, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $47411398.75
- **C.18.a - Value (excl. sponsor support):** $47411398.75
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.785000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERL66, C.4 - ISIN: US3133ERL665, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $247497975.35
- **C.18.a - Value (excl. sponsor support):** $247497975.35
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERPE5, C.4 - ISIN: US3133ERPE53, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $30006932.10
- **C.18.a - Value (excl. sponsor support):** $30006932.10
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-05-08
- **C.13 - Final Legal Maturity Date:** 2026-05-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQ95, C.4 - ISIN: US3133ERQ953, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $175063210.00
- **C.18.a - Value (excl. sponsor support):** $175063210.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-11-02
- **C.13 - Final Legal Maturity Date:** 2026-11-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.775000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERR86, C.4 - ISIN: US3133ERR860, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50015072.00
- **C.18.a - Value (excl. sponsor support):** $50015072.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-10-06
- **C.13 - Final Legal Maturity Date:** 2026-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.785000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERR94, C.4 - ISIN: US3133ERR944, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $340007423.49
- **C.18.a - Value (excl. sponsor support):** $340007423.49
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERRZ6, C.4 - ISIN: US3133ERRZ64, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $129371800.42
- **C.18.a - Value (excl. sponsor support):** $129371800.42
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 63: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.785000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERT68, C.4 - ISIN: US3133ERT684, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $70047219.90
- **C.18.a - Value (excl. sponsor support):** $70047219.90
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2027-01-14
- **C.13 - Final Legal Maturity Date:** 2027-01-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 64: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.735000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERT76, C.4 - ISIN: US3133ERT767, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $301243336.66
- **C.18.a - Value (excl. sponsor support):** $301243336.66
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 65: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.733000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERU82, C.4 - ISIN: US3133ERU823, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $99998973.00
- **C.18.a - Value (excl. sponsor support):** $99998973.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2027-01-21
- **C.13 - Final Legal Maturity Date:** 2027-01-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 66: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERWF4, C.4 - ISIN: US3133ERWF46, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $590879028.97
- **C.18.a - Value (excl. sponsor support):** $590879028.97
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-10-09
- **C.13 - Final Legal Maturity Date:** 2026-10-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 67: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.765000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERWN7, C.4 - ISIN: US3133ERWN79, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $28553463.69
- **C.18.a - Value (excl. sponsor support):** $28553463.69
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-04-08
- **C.13 - Final Legal Maturity Date:** 2026-04-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 68: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.775000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERWZ0, C.4 - ISIN: US3133ERWZ00, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $95024876.70
- **C.18.a - Value (excl. sponsor support):** $95024876.70
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 69: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.733000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERX63, C.4 - ISIN: US3133ERX637, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $250136897.50
- **C.18.a - Value (excl. sponsor support):** $250136897.50
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-11-24
- **C.13 - Final Legal Maturity Date:** 2026-11-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 70: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERXK2, C.4 - ISIN: US3133ERXK22, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $94712221.98
- **C.18.a - Value (excl. sponsor support):** $94712221.98
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 71: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.785000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERXV8, C.4 - ISIN: US3133ERXV86, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $247007912.58
- **C.18.a - Value (excl. sponsor support):** $247007912.58
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-09-16
- **C.13 - Final Legal Maturity Date:** 2026-09-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 72: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.775000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYD7, C.4 - ISIN: US3133ERYD79, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $94927107.24
- **C.18.a - Value (excl. sponsor support):** $94927107.24
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-07-21
- **C.13 - Final Legal Maturity Date:** 2026-07-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 73: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYG0, C.4 - ISIN: US3133ERYG01, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100048132.00
- **C.18.a - Value (excl. sponsor support):** $100048132.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 74: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.785000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYK1, C.4 - ISIN: US3133ERYK13, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $405178633.35
- **C.18.a - Value (excl. sponsor support):** $405178633.35
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-10-21
- **C.13 - Final Legal Maturity Date:** 2026-10-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 75: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYS4, C.4 - ISIN: US3133ERYS49, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $33122378.91
- **C.18.a - Value (excl. sponsor support):** $33122378.91
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-08-28
- **C.13 - Final Legal Maturity Date:** 2026-08-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 76: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET2B2, C.4 - ISIN: US3133ET2B25, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $259980767.80
- **C.18.a - Value (excl. sponsor support):** $259980767.80
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2027-09-28
- **C.13 - Final Legal Maturity Date:** 2027-09-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 77: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.660000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET3F2, C.4 - ISIN: US3133ET3F20, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $119997506.40
- **C.18.a - Value (excl. sponsor support):** $119997506.40
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 78: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.735000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET4U8, C.4 - ISIN: US3133ET4U87, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $239993335.20
- **C.18.a - Value (excl. sponsor support):** $239993335.20
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2027-12-17
- **C.13 - Final Legal Maturity Date:** 2027-12-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 79: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET5D5, C.4 - ISIN: US3133ET5D53, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $119996032.80
- **C.18.a - Value (excl. sponsor support):** $119996032.80
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2027-11-23
- **C.13 - Final Legal Maturity Date:** 2027-11-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 80: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET5J2, C.4 - ISIN: US3133ET5J24, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $99997808.00
- **C.18.a - Value (excl. sponsor support):** $99997808.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2027-09-23
- **C.13 - Final Legal Maturity Date:** 2027-09-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 81: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET6G7, C.4 - ISIN: US3133ET6G75, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $32997208.20
- **C.18.a - Value (excl. sponsor support):** $32997208.20
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2027-11-05
- **C.13 - Final Legal Maturity Date:** 2027-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 82: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET6N2, C.4 - ISIN: US3133ET6N27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $246998438.96
- **C.18.a - Value (excl. sponsor support):** $246998438.96
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2028-01-12
- **C.13 - Final Legal Maturity Date:** 2028-01-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 83: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAB3, C.4 - ISIN: US3133ETAB36, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $85654496.38
- **C.18.a - Value (excl. sponsor support):** $85654496.38
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-09-17
- **C.13 - Final Legal Maturity Date:** 2026-09-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 84: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.785000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETB48, C.4 - ISIN: US3133ETB480, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $334921718.51
- **C.18.a - Value (excl. sponsor support):** $334921718.51
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2027-10-01
- **C.13 - Final Legal Maturity Date:** 2027-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 85: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETBP1, C.4 - ISIN: US3133ETBP13, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $287714759.97
- **C.18.a - Value (excl. sponsor support):** $287714759.97
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2027-04-01
- **C.13 - Final Legal Maturity Date:** 2027-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 86: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETL21, C.4 - ISIN: US3133ETL216, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $79676366.96
- **C.18.a - Value (excl. sponsor support):** $79676366.96
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2027-10-22
- **C.13 - Final Legal Maturity Date:** 2027-10-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 87: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETMJ3, C.4 - ISIN: US3133ETMJ34, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $76086437.46
- **C.18.a - Value (excl. sponsor support):** $76086437.46
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2027-06-23
- **C.13 - Final Legal Maturity Date:** 2027-06-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 88: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETT80, C.4 - ISIN: US3133ETT805, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $32998505.10
- **C.18.a - Value (excl. sponsor support):** $32998505.10
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2027-05-12
- **C.13 - Final Legal Maturity Date:** 2027-05-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 89: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETTA5, C.4 - ISIN: US3133ETTA51, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $119485466.41
- **C.18.a - Value (excl. sponsor support):** $119485466.41
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2027-08-11
- **C.13 - Final Legal Maturity Date:** 2027-08-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 90: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.775000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETTP2, C.4 - ISIN: US3133ETTP21, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $198374842.88
- **C.18.a - Value (excl. sponsor support):** $198374842.88
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2027-08-18
- **C.13 - Final Legal Maturity Date:** 2027-08-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 91: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETXF9, C.4 - ISIN: US3133ETXF92, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $15998230.56
- **C.18.a - Value (excl. sponsor support):** $15998230.56
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2027-06-09
- **C.13 - Final Legal Maturity Date:** 2027-06-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 92: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETYC5, C.4 - ISIN: US3133ETYC52, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $29996231.40
- **C.18.a - Value (excl. sponsor support):** $29996231.40
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2027-06-16
- **C.13 - Final Legal Maturity Date:** 2027-06-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 93: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWAN0, C.4 - ISIN: US3133EWAN03, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $41299579.57
- **C.18.a - Value (excl. sponsor support):** $41299579.57
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2028-01-21
- **C.13 - Final Legal Maturity Date:** 2028-01-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 94: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.705000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWAY6, C.4 - ISIN: US3133EWAY67, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $276898310.91
- **C.18.a - Value (excl. sponsor support):** $276898310.91
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2027-01-26
- **C.13 - Final Legal Maturity Date:** 2027-01-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 95: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWBQ2, C.4 - ISIN: US3133EWBQ25, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $95048741.65
- **C.18.a - Value (excl. sponsor support):** $95048741.65
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2028-02-02
- **C.13 - Final Legal Maturity Date:** 2028-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 96: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.735000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWBX7, C.4 - ISIN: US3133EWBX75, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $66000000.00
- **C.18.a - Value (excl. sponsor support):** $66000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2028-01-03
- **C.13 - Final Legal Maturity Date:** 2028-01-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 97: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWCE8, C.4 - ISIN: US3133EWCE85, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $81511296.37
- **C.18.a - Value (excl. sponsor support):** $81511296.37
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2026-02-09
- **C.12 - Maturity Date (WAL):** 2028-02-09
- **C.13 - Final Legal Maturity Date:** 2028-02-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 98: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAJM6, C.4 - ISIN: US3134HAJM64, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $591343791.68
- **C.18.a - Value (excl. sponsor support):** $591343791.68
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 99: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAJN4, C.4 - ISIN: US3134HAJN48, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $599566095.19
- **C.18.a - Value (excl. sponsor support):** $599566095.19
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 100: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAMW0, C.4 - ISIN: US3134HAMW00, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $578279058.40
- **C.18.a - Value (excl. sponsor support):** $578279058.40
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-09-23
- **C.13 - Final Legal Maturity Date:** 2026-09-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 101: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.765000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAPV9, C.4 - ISIN: US3134HAPV99, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $705711033.21
- **C.18.a - Value (excl. sponsor support):** $705711033.21
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 102: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HATA1, C.4 - ISIN: US3134HATA17, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $416474525.45
- **C.18.a - Value (excl. sponsor support):** $416474525.45
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 103: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAVY6, C.4 - ISIN: US3134HAVY64, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $177445304.41
- **C.18.a - Value (excl. sponsor support):** $177445304.41
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 104: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.745000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HB3V1, C.4 - ISIN: US3134HB3V11, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $559437036.66
- **C.18.a - Value (excl. sponsor support):** $559437036.66
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2027-05-05
- **C.13 - Final Legal Maturity Date:** 2027-05-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 105: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBF55, C.4 - ISIN: US3134HBF555, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $95588373.13
- **C.18.a - Value (excl. sponsor support):** $95588373.13
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2027-08-11
- **C.13 - Final Legal Maturity Date:** 2027-08-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 106: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBK59, C.4 - ISIN: US3134HBK597, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $143180785.42
- **C.18.a - Value (excl. sponsor support):** $143180785.42
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2027-09-02
- **C.13 - Final Legal Maturity Date:** 2027-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 107: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBQ61, C.4 - ISIN: US3134HBQ610, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $477706687.65
- **C.18.a - Value (excl. sponsor support):** $477706687.65
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2027-09-22
- **C.13 - Final Legal Maturity Date:** 2027-09-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 108: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBU66, C.4 - ISIN: US3134HBU661, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $478586691.65
- **C.18.a - Value (excl. sponsor support):** $478586691.65
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2027-10-06
- **C.13 - Final Legal Maturity Date:** 2027-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 109: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBX55, C.4 - ISIN: US3134HBX558, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $189982164.70
- **C.18.a - Value (excl. sponsor support):** $189982164.70
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2027-10-14
- **C.13 - Final Legal Maturity Date:** 2027-10-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 110: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07H0, C.4 - ISIN: US3135G07H00, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $537217879.61
- **C.18.a - Value (excl. sponsor support):** $537217879.61
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 111: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.785000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07J6, C.4 - ISIN: US3135G07J65, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $589609617.73
- **C.18.a - Value (excl. sponsor support):** $589609617.73
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 112: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07K3, C.4 - ISIN: US3135G07K39, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $531043037.40
- **C.18.a - Value (excl. sponsor support):** $531043037.40
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-09-11
- **C.13 - Final Legal Maturity Date:** 2026-09-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 113: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07L1, C.4 - ISIN: US3135G07L12, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $91742953.20
- **C.18.a - Value (excl. sponsor support):** $91742953.20
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 114: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AA9, C.4 - ISIN: US3135G1AA91, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $714108930.09
- **C.18.a - Value (excl. sponsor support):** $714108930.09
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 115: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AB7, C.4 - ISIN: US3135G1AB74, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $126324746.77
- **C.18.a - Value (excl. sponsor support):** $126324746.77
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 116: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AC5, C.4 - ISIN: US3135G1AC57, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $413600000.00
- **C.18.a - Value (excl. sponsor support):** $413600000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2027-12-22
- **C.13 - Final Legal Maturity Date:** 2027-12-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 117: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AD3, C.4 - ISIN: US3135G1AD31, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $319597491.14
- **C.18.a - Value (excl. sponsor support):** $319597491.14
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2028-01-07
- **C.13 - Final Legal Maturity Date:** 2028-01-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 118: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AE1, C.4 - ISIN: US3135G1AE14, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $293300000.00
- **C.18.a - Value (excl. sponsor support):** $293300000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2028-02-02
- **C.13 - Final Legal Maturity Date:** 2028-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 119: ING Financial Markets LLC Tri Party Repo

- **C.1 - Title:** ING Financial Markets LLC Tri Party Repo 3.669900%
- **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: 46599J009, C.3 - LEI: KBVRJ5K57JZ3E2AVWX40, C.5 - Other ID: 46599J009_3.67_0202
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae      | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $772.88            | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-03-01      | 4.5000%  | 0.0000% | $1024.00           | $815.79            | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2054-02-01      | 5.5000%  | 0.0000% | $1000.00           | $859.59            | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2054-10-01      | 5.0000%  | 0.0000% | $1000.00           | $959.31            | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1004.19           | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2039-11-01      | 6.3350%  | 0.0000% | $22073728.00       | $190763.44         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2040-12-01      | 6.4600%  | 0.0000% | $1024.00           | $9.94              | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2040-10-01      | 4.5000%  | 0.0000% | $1000.00           | $47.76             | Agency Mortgage-Backed Securities |
| Freddie Mac     | 2055-06-01      | 5.0000%  | 0.0000% | $11988991.00       | $11607638.65       | Agency Mortgage-Backed Securities |
| Freddie Mac     | 2037-04-01      | 6.9950%  | 0.0000% | $25002528.00       | $42133.67          | Agency Mortgage-Backed Securities |
| Freddie Mac     | 2040-09-01      | 6.6500%  | 0.0000% | $1120.00           | $15.50             | Agency Mortgage-Backed Securities |
| Freddie Mac     | 2035-11-01      | 5.5000%  | 0.0000% | $26378496.00       | $1006906.83        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2056-01-01      | 5.0000%  | 0.0000% | $1152.00           | $1163.07           | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2050-09-01      | 2.0000%  | 0.0000% | $1000.00           | $482.60            | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2051-07-01      | 2.0000%  | 0.0000% | $241651.00         | $139368.01         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-11-01      | 5.5000%  | 0.0000% | $1024.00           | $790.11            | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-07-01      | 5.0000%  | 0.0000% | $28971872.00       | $24890031.24       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-09-01      | 3.5000%  | 0.0000% | $1000.00           | $831.62            | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $925.24            | Agency Mortgage-Backed Securities |
| Freddie Mac     | 2040-01-01      | 5.5000%  | 0.0000% | $1008.00           | $14.76             | Agency Mortgage-Backed Securities |
| Freddie Mac     | 2040-06-01      | 5.5000%  | 0.0000% | $1389542.00        | $229015.76         | Agency Mortgage-Backed Securities |
| Freddie Mac     | 2047-11-01      | 4.0000%  | 0.0000% | $1000.00           | $289.38            | Agency Mortgage-Backed Securities |
| Freddie Mac     | 2052-08-01      | 4.5000%  | 0.0000% | $1120.00           | $838.31            | Agency Mortgage-Backed Securities |
| Freddie Mac     | 2052-07-01      | 3.0000%  | 0.0000% | $1024.00           | $781.82            | Agency Mortgage-Backed Securities |
| Freddie Mac     | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $791.38            | Agency Mortgage-Backed Securities |
| Freddie Mac     | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $904.63            | Agency Mortgage-Backed Securities |
| Freddie Mac     | 2054-12-01      | 6.0000%  | 0.0000% | $1024.00           | $796.65            | Agency Mortgage-Backed Securities |
| Freddie Mac     | 2041-04-01      | 5.0000%  | 0.0000% | $1000.00           | $79.52             | Agency Mortgage-Backed Securities |
| Freddie Mac     | 2041-07-01      | 5.0000%  | 0.0000% | $1008.00           | $66.59             | Agency Mortgage-Backed Securities |
| Freddie Mac     | 2045-05-01      | 4.0000%  | 0.0000% | $1024.00           | $148.48            | Agency Mortgage-Backed Securities |
| Freddie Mac     | 2048-07-01      | 4.0000%  | 0.0000% | $1008.00           | $253.95            | Agency Mortgage-Backed Securities |
| Freddie Mac     | 2052-04-01      | 3.0000%  | 0.0000% | $5588980.00        | $3558293.80        | Agency Mortgage-Backed Securities |
| Freddie Mac     | 2052-08-01      | 4.5000%  | 0.0000% | $1024.00           | $774.23            | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2041-03-01      | 5.5000%  | 0.0000% | $1008.00           | $94.01             | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2032-02-01      | 6.0000%  | 0.0000% | $17579840.00       | $288310.73         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2041-06-01      | 4.5000%  | 0.0000% | $1024.00           | $115.25            | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2044-10-01      | 4.0000%  | 0.0000% | $5139456.00        | $791421.36         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2042-06-01      | 3.5000%  | 0.0000% | $1024.00           | $158.49            | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2042-08-01      | 4.0000%  | 0.0000% | $1000.00           | $96.52             | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2047-05-01      | 4.0000%  | 0.0000% | $1100.00           | $249.01            | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2043-06-01      | 3.5000%  | 0.0000% | $1024.00           | $170.86            | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2043-08-01      | 3.5000%  | 0.0000% | $1008.00           | $219.82            | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2043-07-01      | 2.5000%  | 0.0000% | $250507.00         | $42059.00          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2043-09-01      | 4.5000%  | 0.0000% | $1008.00           | $151.91            | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2042-02-01      | 4.0000%  | 0.0000% | $23000000.00       | $1746016.40        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2045-07-01      | 3.5000%  | 0.0000% | $1008.00           | $210.69            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1044.38           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-07-01      | 7.0000%  | 0.0000% | $1000.00           | $1053.44           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1036.81           | Agency Mortgage-Backed Securities |
| Freddie Mac     | 2049-04-01      | 4.5000%  | 0.0000% | $18294656.00       | $3135603.61        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2048-05-01      | 4.0000%  | 0.0000% | $2955768.00        | $814038.36         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1023.66           | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2055-07-01      | 6.0000%  | 0.0000% | $1207166.00        | $1221074.98        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-09-01      | 6.0000%  | 0.0000% | $1042582.00        | $1085951.96        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-09-01      | 6.0000%  | 0.0000% | $2491592.00        | $2333045.19        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1034.75           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-10-01      | 6.0000%  | 0.0000% | $1309494.00        | $1346639.92        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1070.17           | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1007.16           | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2046-08-01      | 4.0000%  | 0.0000% | $2714176.00        | $766928.50         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2057-02-01      | 4.5000%  | 0.0000% | $1000.00           | $251.93            | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2047-06-01      | 4.0000%  | 0.0000% | $2894972.00        | $872388.43         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2047-07-01      | 4.0000%  | 0.0000% | $3585020.00        | $1317981.54        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2047-09-01      | 4.0000%  | 0.0000% | $1024.00           | $226.39            | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2049-09-01      | 3.5000%  | 0.0000% | $1000.00           | $177.45            | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-05-01      | 6.0000%  | 0.0000% | $1010.00           | $708.81            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-03-01      | 6.5000%  | 0.0000% | $3545420.00        | $3455959.18        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-11-01      | 5.0000%  | 0.0000% | $1040.00           | $790.43            | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-09-01      | 5.0000%  | 0.0000% | $1024.00           | $668.56            | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-02-01      | 5.0000%  | 0.0000% | $1008.00           | $681.78            | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-04-01      | 5.5000%  | 0.0000% | $1008.00           | $922.43            | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2038-03-01      | 4.0000%  | 0.0000% | $18567740.00       | $3878421.46        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2048-09-01      | 4.5000%  | 0.0000% | $1024.00           | $331.77            | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2051-01-01      | 3.0000%  | 0.0000% | $81619584.00       | $49190005.25       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2051-09-01      | 2.5000%  | 0.0000% | $1024.00           | $708.66            | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-12-01      | 5.5000%  | 0.0000% | $118000000.00      | $90021380.36       | Agency Mortgage-Backed Securities |

### Security 120: ING Financial Markets LLC Tri Party Repo

- **C.1 - Title:** ING Financial Markets LLC Tri Party Repo 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 46599M002, C.3 - LEI: KBVRJ5K57JZ3E2AVWX40, C.5 - Other ID: 46599M002_3.66_0202
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY BILL   | 2026-02-19      | NA       | 0.0000% | $100.00            | $99.83             | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2042-02-15      | 0.7500%  | 0.0000% | $17120000.00       | $19271598.65       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2047-02-15      | 3.0000%  | 0.0000% | $3587900.00        | $2744778.13        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2040-08-15      | 1.1250%  | 0.0000% | $21225500.00       | $13384733.85       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-05-15      | 2.2500%  | 0.0000% | $100.00            | $73.80             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-08-15      | 2.2500%  | 0.0000% | $5000000.00        | $4955078.70        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-12-15      | 3.5000%  | 0.0000% | $19088000.00       | $19119363.05       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2035-07-15      | 1.8750%  | 0.0000% | $49999800.00       | $50721726.36       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-01-31      | 1.7500%  | 0.0000% | $100.00            | $95.60             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-05-15      | 2.8750%  | 0.0000% | $74000000.00       | $69976391.46       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-08-15      | 3.8750%  | 0.0000% | $58999900.00       | $59277684.36       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2029-04-15      | 2.1250%  | 0.0000% | $50000000.00       | $54347116.90       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-07-15      | 4.3750%  | 0.0000% | $100.00            | $101.35            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-08-15      | 1.6250%  | 0.0000% | $12974000.00       | $12201158.00       | U.S. Treasuries (including strips) |

### Security 121: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.945000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PM3, C.4 - ISIN: US912797PM34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3333811297.44
- **C.18.a - Value (excl. sponsor support):** $3333811297.44
- **C.19 - Percentage of Net Assets:** 1.4900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-19
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 122: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.715000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PV3, C.4 - ISIN: US912797PV33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3250185980.28
- **C.18.a - Value (excl. sponsor support):** $3250185980.28
- **C.19 - Percentage of Net Assets:** 1.4500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 123: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.683000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QD2, C.4 - ISIN: US912797QD26, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1758133802.30
- **C.18.a - Value (excl. sponsor support):** $1758133802.30
- **C.19 - Percentage of Net Assets:** 0.7800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-16
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.690000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QN0, C.4 - ISIN: US912797QN08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1994147694.40
- **C.18.a - Value (excl. sponsor support):** $1994147694.40
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.585000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QX8, C.4 - ISIN: US912797QX89, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2276337338.56
- **C.18.a - Value (excl. sponsor support):** $2276337338.56
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-11
- **C.12 - Maturity Date (WAL):** 2026-06-11
- **C.13 - Final Legal Maturity Date:** 2026-06-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.480000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RF6, C.4 - ISIN: US912797RF64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2109644811.08
- **C.18.a - Value (excl. sponsor support):** $2109644811.08
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-07-09
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 127: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.740000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RU3, C.4 - ISIN: US912797RU32, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $939009425.56
- **C.18.a - Value (excl. sponsor support):** $939009425.56
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-26
- **C.12 - Maturity Date (WAL):** 2026-02-26
- **C.13 - Final Legal Maturity Date:** 2026-02-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 128: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.880000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RV1, C.4 - ISIN: US912797RV15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1348023168.87
- **C.18.a - Value (excl. sponsor support):** $1348023168.87
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-05
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.730000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SB4, C.4 - ISIN: US912797SB42, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1710242626.30
- **C.18.a - Value (excl. sponsor support):** $1710242626.30
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-12
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.705000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SC2, C.4 - ISIN: US912797SC25, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2433505050.53
- **C.18.a - Value (excl. sponsor support):** $2433505050.53
- **C.19 - Percentage of Net Assets:** 1.0800%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-26
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.720000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SD0, C.4 - ISIN: US912797SD08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2542845992.72
- **C.18.a - Value (excl. sponsor support):** $2542845992.72
- **C.19 - Percentage of Net Assets:** 1.1300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.785000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SJ7, C.4 - ISIN: US912797SJ77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1720628539.49
- **C.18.a - Value (excl. sponsor support):** $1720628539.49
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 133: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.695000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SL2, C.4 - ISIN: US912797SL24, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1699923335.19
- **C.18.a - Value (excl. sponsor support):** $1699923335.19
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-09
- **C.12 - Maturity Date (WAL):** 2026-04-09
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SM0, C.4 - ISIN: US912797SM07, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1643148050.47
- **C.18.a - Value (excl. sponsor support):** $1643148050.47
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-23
- **C.12 - Maturity Date (WAL):** 2026-04-23
- **C.13 - Final Legal Maturity Date:** 2026-04-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SN8, C.4 - ISIN: US912797SN89, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $30880488.02
- **C.18.a - Value (excl. sponsor support):** $30880488.02
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.775000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SQ1, C.4 - ISIN: US912797SQ11, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1458070554.21
- **C.18.a - Value (excl. sponsor support):** $1458070554.21
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-02-10
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 137: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.795000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SR9, C.4 - ISIN: US912797SR93, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2183865590.25
- **C.18.a - Value (excl. sponsor support):** $2183865590.25
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-17
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 138: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.735000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SS7, C.4 - ISIN: US912797SS76, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1695926444.43
- **C.18.a - Value (excl. sponsor support):** $1695926444.43
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-24
- **C.12 - Maturity Date (WAL):** 2026-02-24
- **C.13 - Final Legal Maturity Date:** 2026-02-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 139: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.710000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SV0, C.4 - ISIN: US912797SV06, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1312529893.50
- **C.18.a - Value (excl. sponsor support):** $1312529893.50
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-21
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SW8, C.4 - ISIN: US912797SW88, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2100543057.18
- **C.18.a - Value (excl. sponsor support):** $2100543057.18
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-28
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SX6, C.4 - ISIN: US912797SX61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2401387331.73
- **C.18.a - Value (excl. sponsor support):** $2401387331.73
- **C.19 - Percentage of Net Assets:** 1.0700%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.775000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SY4, C.4 - ISIN: US912797SY45, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1650026063.25
- **C.18.a - Value (excl. sponsor support):** $1650026063.25
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-10
- **C.12 - Maturity Date (WAL):** 2026-03-10
- **C.13 - Final Legal Maturity Date:** 2026-03-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.755000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SZ1, C.4 - ISIN: US912797SZ10, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1842006919.40
- **C.18.a - Value (excl. sponsor support):** $1842006919.40
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-17
- **C.12 - Maturity Date (WAL):** 2026-03-17
- **C.13 - Final Legal Maturity Date:** 2026-03-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TA5, C.4 - ISIN: US912797TA59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1148782483.75
- **C.18.a - Value (excl. sponsor support):** $1148782483.75
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-24
- **C.12 - Maturity Date (WAL):** 2026-03-24
- **C.13 - Final Legal Maturity Date:** 2026-03-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.735000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TB3, C.4 - ISIN: US912797TB33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1347450539.34
- **C.18.a - Value (excl. sponsor support):** $1347450539.34
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.471000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TD9, C.4 - ISIN: US912797TD98, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2930281209.91
- **C.18.a - Value (excl. sponsor support):** $2930281209.91
- **C.19 - Percentage of Net Assets:** 1.3100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-18
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.496000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TE7, C.4 - ISIN: US912797TE71, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1971822380.00
- **C.18.a - Value (excl. sponsor support):** $1971822380.00
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-25
- **C.12 - Maturity Date (WAL):** 2026-06-25
- **C.13 - Final Legal Maturity Date:** 2026-06-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TF4, C.4 - ISIN: US912797TF47, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2179973198.39
- **C.18.a - Value (excl. sponsor support):** $2179973198.39
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-07-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.555000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TJ6, C.4 - ISIN: US912797TJ68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1239659550.86
- **C.18.a - Value (excl. sponsor support):** $1239659550.86
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-21
- **C.12 - Maturity Date (WAL):** 2026-04-21
- **C.13 - Final Legal Maturity Date:** 2026-04-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.556000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TK3, C.4 - ISIN: US912797TK32, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1983218100.01
- **C.18.a - Value (excl. sponsor support):** $1983218100.01
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-28
- **C.12 - Maturity Date (WAL):** 2026-04-28
- **C.13 - Final Legal Maturity Date:** 2026-04-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 151: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.540000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TL1, C.4 - ISIN: US912797TL15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1679317962.79
- **C.18.a - Value (excl. sponsor support):** $1679317962.79
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-05
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 152: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.525000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TQ0, C.4 - ISIN: US912797TQ02, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1080932968.70
- **C.18.a - Value (excl. sponsor support):** $1080932968.70
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-07-30
- **C.12 - Maturity Date (WAL):** 2026-07-30
- **C.13 - Final Legal Maturity Date:** 2026-07-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 153: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.560000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TS6, C.4 - ISIN: US912797TS67, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $777121012.21
- **C.18.a - Value (excl. sponsor support):** $777121012.21
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-19
- **C.12 - Maturity Date (WAL):** 2026-05-19
- **C.13 - Final Legal Maturity Date:** 2026-05-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.753300%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128287B0, C.4 - ISIN: US9128287B09, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $66537056.15
- **C.18.a - Value (excl. sponsor support):** $66537056.15
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.206100%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828R36, C.4 - ISIN: US912828R366, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $247084808.57
- **C.18.a - Value (excl. sponsor support):** $247084808.57
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-15
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.610200%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828YG9, C.4 - ISIN: US912828YG91, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $208629921.73
- **C.18.a - Value (excl. sponsor support):** $208629921.73
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.004400%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828YU8, C.4 - ISIN: US912828YU85, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $281478953.90
- **C.18.a - Value (excl. sponsor support):** $281478953.90
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.624400%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828YX2, C.4 - ISIN: US912828YX25, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $989185938.34
- **C.18.a - Value (excl. sponsor support):** $989185938.34
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-12-31
- **C.12 - Maturity Date (WAL):** 2026-12-31
- **C.13 - Final Legal Maturity Date:** 2026-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.294200%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBQ3, C.4 - ISIN: US91282CBQ33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $169395443.70
- **C.18.a - Value (excl. sponsor support):** $169395443.70
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-02-28
- **C.13 - Final Legal Maturity Date:** 2026-02-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 160: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.100000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBT7, C.4 - ISIN: US91282CBT71, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1253619902.20
- **C.18.a - Value (excl. sponsor support):** $1253619902.20
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 161: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.016100%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBW0, C.4 - ISIN: US91282CBW01, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2624089641.36
- **C.18.a - Value (excl. sponsor support):** $2624089641.36
- **C.19 - Percentage of Net Assets:** 1.1700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 162: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.694300%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCJ8, C.4 - ISIN: US91282CCJ80, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $525769993.30
- **C.18.a - Value (excl. sponsor support):** $525769993.30
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 163: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.722600%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCP4, C.4 - ISIN: US91282CCP41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1069571498.44
- **C.18.a - Value (excl. sponsor support):** $1069571498.44
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 164: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.670500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCW9, C.4 - ISIN: US91282CCW91, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $807502292.55
- **C.18.a - Value (excl. sponsor support):** $807502292.55
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 165: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.553900%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCZ2, C.4 - ISIN: US91282CCZ23, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $418904003.49
- **C.18.a - Value (excl. sponsor support):** $418904003.49
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 166: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.747700%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDG3, C.4 - ISIN: US91282CDG33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $476641898.22
- **C.18.a - Value (excl. sponsor support):** $476641898.22
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-10-31
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 167: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.654200%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDK4, C.4 - ISIN: US91282CDK45, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $928242229.70
- **C.18.a - Value (excl. sponsor support):** $928242229.70
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 168: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.633700%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDQ1, C.4 - ISIN: US91282CDQ15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1638282289.01
- **C.18.a - Value (excl. sponsor support):** $1638282289.01
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-12-31
- **C.12 - Maturity Date (WAL):** 2026-12-31
- **C.13 - Final Legal Maturity Date:** 2026-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 169: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.178900%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHB0, C.4 - ISIN: US91282CHB00, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $425834317.67
- **C.18.a - Value (excl. sponsor support):** $425834317.67
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-15
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 170: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.577900%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJC6, C.4 - ISIN: US91282CJC64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $400898736.79
- **C.18.a - Value (excl. sponsor support):** $400898736.79
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-10-15
- **C.12 - Maturity Date (WAL):** 2026-10-15
- **C.13 - Final Legal Maturity Date:** 2026-10-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 171: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.858000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJU6, C.4 - ISIN: US91282CJU62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $530243800.00
- **C.18.a - Value (excl. sponsor support):** $530243800.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 172: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.254100%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKB6, C.4 - ISIN: US91282CKB62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $491226571.50
- **C.18.a - Value (excl. sponsor support):** $491226571.50
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-02-28
- **C.13 - Final Legal Maturity Date:** 2026-02-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 173: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.098900%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKH3, C.4 - ISIN: US91282CKH33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1128710770.31
- **C.18.a - Value (excl. sponsor support):** $1128710770.31
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 174: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.016000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKK6, C.4 - ISIN: US91282CKK61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1066683181.80
- **C.18.a - Value (excl. sponsor support):** $1066683181.80
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.763000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKM2, C.4 - ISIN: US91282CKM28, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $712347877.17
- **C.18.a - Value (excl. sponsor support):** $712347877.17
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.136800%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKY6, C.4 - ISIN: US91282CKY65, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $806620323.56
- **C.18.a - Value (excl. sponsor support):** $806620323.56
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.795000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLA7, C.4 - ISIN: US91282CLA70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2085640242.31
- **C.18.a - Value (excl. sponsor support):** $2085640242.31
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.723200%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLB5, C.4 - ISIN: US91282CLB53, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $692450523.66
- **C.18.a - Value (excl. sponsor support):** $692450523.66
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.673400%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLH2, C.4 - ISIN: US91282CLH24, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $328240142.58
- **C.18.a - Value (excl. sponsor support):** $328240142.58
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.564400%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLP4, C.4 - ISIN: US91282CLP40, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $408026097.97
- **C.18.a - Value (excl. sponsor support):** $408026097.97
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.652700%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLS8, C.4 - ISIN: US91282CLS88, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $958945520.85
- **C.18.a - Value (excl. sponsor support):** $958945520.85
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-10-31
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.818000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLT6, C.4 - ISIN: US91282CLT61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1636250674.44
- **C.18.a - Value (excl. sponsor support):** $1636250674.44
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.658600%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLY5, C.4 - ISIN: US91282CLY56, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2107288055.92
- **C.18.a - Value (excl. sponsor support):** $2107288055.92
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.633700%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CME8, C.4 - ISIN: US91282CME83, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1035681011.01
- **C.18.a - Value (excl. sponsor support):** $1035681011.01
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-12-31
- **C.12 - Maturity Date (WAL):** 2026-12-31
- **C.13 - Final Legal Maturity Date:** 2026-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.711000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMJ7, C.4 - ISIN: US91282CMJ70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1799556776.57
- **C.18.a - Value (excl. sponsor support):** $1799556776.57
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.773000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMX6, C.4 - ISIN: US91282CMX64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $611836055.69
- **C.18.a - Value (excl. sponsor support):** $611836055.69
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.772000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CNQ0, C.4 - ISIN: US91282CNQ05, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1289011212.84
- **C.18.a - Value (excl. sponsor support):** $1289011212.84
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2027-07-31
- **C.13 - Final Legal Maturity Date:** 2027-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.803000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CPG0, C.4 - ISIN: US91282CPG05, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $504854491.68
- **C.18.a - Value (excl. sponsor support):** $504854491.68
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2027-10-31
- **C.13 - Final Legal Maturity Date:** 2027-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.711700%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CPX3, C.4 - ISIN: US91282CPX38, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $687647170.16
- **C.18.a - Value (excl. sponsor support):** $687647170.16
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2028-01-31
- **C.13 - Final Legal Maturity Date:** 2028-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 190: Mizuho Securities USA Inc. Tri Party Repo

- **C.1 - Title:** Mizuho Securities USA Inc. Tri Party Repo 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 922FHA002, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: 922FHA002_3.66_0202
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2026-08-15      | 1.5000%  | 0.0000% | $593000.00         | $590205.09         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-08-31      | 1.3750%  | 0.0000% | $999400.00         | $992121.85         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-02-15      | 1.5000%  | 0.0000% | $2975400.00        | $2750530.65        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-09-30      | 0.3750%  | 0.0000% | $359200.00         | $341382.56         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-08-31      | 3.1250%  | 0.0000% | $7090400.00        | $7137136.70        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-12-31      | 3.8750%  | 0.0000% | $2066000.00        | $2084635.99        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-05-15      | 3.3750%  | 0.0000% | $50000900.00       | $48251650.28       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-06-30      | 4.0000%  | 0.0000% | $76350000.00       | $77349262.47       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-12-31      | 3.7500%  | 0.0000% | $19185400.00       | $19195524.80       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-09-30      | 3.6250%  | 0.0000% | $100.00            | $99.88             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-11-15      | 4.1250%  | 0.0000% | $150001400.00      | $152753958.84      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-04-30      | 3.8750%  | 0.0000% | $16683600.00       | $16928198.63       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-06-15      | 3.8750%  | 0.0000% | $114960000.00      | $116295487.79      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2035-08-15      | 4.2500%  | 0.0000% | $64037800.00       | $65485385.61       | U.S. Treasuries (including strips) |

### Security 191: Barclays Bank PLC Tri Party Repo

- **C.1 - Title:** Barclays Bank PLC Tri Party Repo 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 926SGH006, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: 926SGH006_3.66_0202
- **C.18 - Value (incl. sponsor support):** $625000000.00
- **C.18.a - Value (excl. sponsor support):** $625000000.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY BILL   | 2026-05-12      | NA       | 0.0000% | $200.00            | $198.04            | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-03-10      | NA       | 0.0000% | $1200.00           | $1195.66           | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-04-02      | NA       | 0.0000% | $400.00            | $397.63            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2029-07-15      | 0.2500%  | 0.0000% | $700.00            | $864.65            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2027-01-15      | 0.3750%  | 0.0000% | $2357400.00        | $3150420.38        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-08-15      | 0.6250%  | 0.0000% | $200.00            | $174.52            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-01-31      | 0.3750%  | 0.0000% | $598400.00         | $599515.90         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-01-31      | 0.7500%  | 0.0000% | $5192900.00        | $4934971.87        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-03-31      | 1.2500%  | 0.0000% | $200.00            | $191.32            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2031-07-15      | 0.1250%  | 0.0000% | $3293900.00        | $3735264.74        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-09-30      | 1.2500%  | 0.0000% | $3700.00           | $3497.02           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2026-10-15      | 0.1250%  | 0.0000% | $80140900.00       | $95039218.81       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-09-30      | 3.8750%  | 0.0000% | $200.00            | $203.83            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2028-04-15      | 1.2500%  | 0.0000% | $1500.00           | $1635.10           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-04-30      | 3.5000%  | 0.0000% | $8900800.00        | $8892160.37        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-05-31      | 3.6250%  | 0.0000% | $16434900.00       | $16554264.42       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2028-10-15      | 2.3750%  | 0.0000% | $1600.00           | $1771.20           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2029-04-15      | 2.1250%  | 0.0000% | $16434300.00       | $17863136.47       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2035-02-15      | 4.6250%  | 0.0000% | $400.00            | $421.28            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-06-30      | 3.8750%  | 0.0000% | $18600000.00       | $18744565.26       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-09-30      | 4.1250%  | 0.0000% | $153836200.00      | $157400669.28      | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-03-19      | NA       | 0.0000% | $200.00            | $199.09            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2043-02-15      | 0.6250%  | 0.0000% | $301000.00         | $318534.19         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2028-01-15      | 1.7500%  | 0.0000% | $96332000.00       | $151541517.68      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-05-15      | 6.2500%  | 0.0000% | $200.00            | $222.13            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2028-04-15      | 3.6250%  | 0.0000% | $200.00            | $427.87            | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-05-26      | NA       | 0.0000% | $200.00            | $197.76            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2029-01-15      | 0.8750%  | 0.0000% | $84919000.00       | $108479068.32      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-06-30      | 1.8750%  | 0.0000% | $200.00            | $198.89            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2053-11-15      | 4.7500%  | 0.0000% | $1571600.00        | $1554152.69        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2051-08-15      | 2.0000%  | 0.0000% | $9705700.00        | $5642034.39        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2047-11-15      | 2.7500%  | 0.0000% | $7515000.00        | $5382547.21        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2046-08-15      | 2.2500%  | 0.0000% | $56430600.00       | $37656181.09       | U.S. Treasuries (including strips) |

### Security 192: BNP Paribas Tri Party Repo

- **C.1 - Title:** BNP Paribas Tri Party Repo 3.669900%
- **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: 927NEF002, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 927NEF002_3.67_0202
- **C.18 - Value (incl. sponsor support):** $120000000.00
- **C.18.a - Value (excl. sponsor support):** $120000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                    | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae                     | 2042-07-25      | NA       | 0.0000% | $21637248.00       | $2345389.15        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2047-07-25      | 1.9775%  | 0.0000% | $100484.00         | $634.53            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-10-25      | 1.7527%  | 0.0000% | $100009.00         | $4664.44           | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS             | 2055-12-25      | 1.1027%  | 0.0000% | $100000.00         | $3233.49           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-12-25      | 1.8527%  | 0.0000% | $31537809.00       | $1516861.24        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-08-25      | 2.5000%  | 0.0000% | $700000.00         | $77901.31          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-06-25      | 2.5000%  | 0.0000% | $900000.00         | $101009.05         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-11-25      | 2.2027%  | 0.0000% | $60000000.00       | $2909045.76        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-03-25      | 1.5027%  | 0.0000% | $125843493.00      | $3095094.16        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-03-25      | 2.1427%  | 0.0000% | $73724288.00       | $3256983.28        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2052-08-25      | 5.5000%  | 0.0000% | $405114.00         | $39614.85          | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2056-01-25      | 4.5000%  | 0.0000% | $5327778.00        | $5162110.65        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2042-11-15      | 4.5791%  | 0.0000% | $14090600.00       | $1086685.62        | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P | 2026-04-25      | 2.8960%  | 0.0000% | $9161.00           | $76.72             | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2050-05-25      | 4.1618%  | 0.0000% | $1000.00           | $396.94            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2050-09-25      | 2.5000%  | 0.0000% | $300000.00         | $35260.83          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2050-10-25      | 2.0000%  | 0.0000% | $30061325.00       | $2917454.77        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-04-25      | 3.0000%  | 0.0000% | $607082.00         | $69363.76          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-12-25      | 2.5000%  | 0.0000% | $100000.00         | $7744.82           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-03-25      | 2.0000%  | 0.0000% | $1000000.00        | $103002.58         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-05-25      | 1.2027%  | 0.0000% | $100000.00         | $1435.26           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-06-25      | 2.0527%  | 0.0000% | $117081.00         | $4449.87           | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2074-10-20      | 0.8204%  | 0.0000% | $100000.00         | $7010.87           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-07-20      | NA       | 0.0000% | $4831365.00        | $2930993.70        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-10-20      | 1.9970%  | 0.0000% | $100003.00         | $2859.70           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-08-20      | 4.8030%  | 0.0000% | $43231528.00       | $31263297.39       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-04-20      | 4.8530%  | 0.0000% | $9964142.00        | $4754560.42        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2053-08-20      | NA       | 0.0000% | $178025.00         | $99439.33          | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-09-20      | 1.7470%  | 0.0000% | $100000000.00      | $3432993.34        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-11-20      | 4.8030%  | 0.0000% | $1000.00           | $619.35            | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-10-20      | 4.7030%  | 0.0000% | $1032.00           | $854.84            | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2053-02-20      | 0.0500%  | 0.0000% | $310627.00         | $318.57            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-01-20      | NA       | 0.0000% | $53445665.00       | $487.76            | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-04-20      | 1.7170%  | 0.0000% | $34489486.00       | $1491266.58        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-10-25      | 2.0000%  | 0.0000% | $2000000.00        | $202887.70         | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS             | 2053-03-25      | 4.7500%  | 0.0000% | $34858859.00       | $34093528.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2039-05-16      | 4.4419%  | 0.0000% | $5527.00           | $133.10            | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2043-12-16      | 4.5000%  | 0.0000% | $72899553.00       | $825175.56         | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2042-06-20      | 4.5000%  | 0.0000% | $10451166.00       | $49056.49          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2039-11-16      | 3.5000%  | 0.0000% | $53546889.00       | $2308.95           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-07-20      | 7.8723%  | 0.0000% | $6826544.00        | $6898244.64        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2052-03-20      | 6.0000%  | 0.0000% | $3881308.00        | $234704.68         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-11-20      | 4.2398%  | 0.0000% | $1151.00           | $123.48            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-12-20      | 2.5000%  | 0.0000% | $1699546.00        | $188267.93         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-01-20      | 2.5000%  | 0.0000% | $100000.00         | $8230.28           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-06-20      | 3.0000%  | 0.0000% | $4949140.00        | $395613.34         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-06-20      | 3.5000%  | 0.0000% | $18257024.00       | $1469910.21        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-08-20      | NA       | 0.0000% | $1304956.00        | $8201.19           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-09-20      | 3.0000%  | 0.0000% | $3426000.00        | $259633.05         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-03-20      | 3.4970%  | 0.0000% | $39777442.00       | $3260144.04        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-05-20      | 1.4270%  | 0.0000% | $100000.00         | $3878.22           | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP               | 2053-10-25      | 4.8473%  | 0.0000% | $1007.00           | $600.70            | Agency Mortgage-Backed Securities |
| FANNIEMAE-ACES                 | 2026-02-25      | 2.7020%  | 0.0000% | $7687.00           | $858.78            | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS             | 2054-07-25      | NA       | 0.0000% | $12271856.00       | $8975385.54        | Agency Mortgage-Backed Securities |

### Security 193: J.P. Morgan Securities LLC Tri Party Repo

- **C.1 - Title:** J.P. Morgan Securities LLC Tri Party Repo 3.669900%
- **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: 930PNG000, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 930PNG000_3.67_0202
- **C.18 - Value (incl. sponsor support):** $1738682000.00
- **C.18.a - Value (excl. sponsor support):** $1738682000.00
- **C.19 - Percentage of Net Assets:** 0.7800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae       | 2037-04-01      | 5.5000%  | 0.0000% | $152807423.00      | $2611832.41        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-07-01      | 5.5000%  | 0.0000% | $2145128.00        | $2191863.42        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2054-03-01      | 5.0000%  | 0.0000% | $29255872.00       | $29555706.85       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2054-07-01      | 5.5000%  | 0.0000% | $328182784.00      | $335167680.66      | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2051-08-01      | 4.0000%  | 0.0000% | $15862271.00       | $15406107.33       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-08-01      | 6.0000%  | 0.0000% | $87359744.00       | $88631292.07       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-07-01      | 5.5000%  | 0.0000% | $6911080.00        | $6899431.50        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-12-01      | 7.0000%  | 0.0000% | $4702750.00        | $4944998.73        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-08-01      | 6.0000%  | 0.0000% | $8425968.00        | $8485172.79        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-09-01      | 5.5000%  | 0.0000% | $3749124.00        | $3825912.65        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-09-01      | 7.0000%  | 0.0000% | $1259310.00        | $1327912.85        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2040-12-01      | 5.0000%  | 0.0000% | $1427168.00        | $1461058.64        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-09-01      | 6.0000%  | 0.0000% | $1113000.00        | $1159625.13        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-01-01      | 5.0000%  | 0.0000% | $59516736.00       | $59776320.99       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2051-02-01      | 4.0000%  | 0.0000% | $31200416.00       | $30235426.12       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2047-07-01      | 3.5000%  | 0.0000% | $44565184.00       | $42863036.58       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2041-12-01      | 2.0000%  | 0.0000% | $2400000.00        | $1482958.34        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-01-01      | 3.0000%  | 0.0000% | $52655680.00       | $32556510.01       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-01-01      | 2.5000%  | 0.0000% | $76698240.00       | $39729813.39       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2049-09-01      | 3.0000%  | 0.0000% | $24056416.00       | $14334798.78       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-01-01      | 5.0000%  | 0.0000% | $1145876.00        | $1161065.48        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-12-01      | 5.5000%  | 0.0000% | $8355936.00        | $8510424.12        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-09-01      | 7.0000%  | 0.0000% | $1137688.00        | $1192267.00        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2045-11-01      | 3.5000%  | 0.0000% | $19000000.00       | $2088808.85        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2031-10-01      | 2.0000%  | 0.0000% | $30022.00          | $5671.48           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2057-02-01      | 3.0000%  | 0.0000% | $8000000.00        | $2581481.81        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-02-01      | 3.0000%  | 0.0000% | $227000.00         | $114567.25         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2033-02-01      | 3.0000%  | 0.0000% | $305206784.00      | $46323951.83       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2052-02-01      | 2.0000%  | 0.0000% | $189761280.00      | $150131436.66      | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2049-02-01      | 4.5000%  | 0.0000% | $3559944.00        | $844835.47         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2049-09-01      | 4.5000%  | 0.0000% | $325000.00         | $67261.07          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-08-01      | 5.0000%  | 0.0000% | $4129392.00        | $2376349.66        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2036-11-01      | 3.0000%  | 0.0000% | $376365.00         | $265033.94         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2041-01-01      | 5.0000%  | 0.0000% | $1902922.00        | $1933689.92        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-07-01      | 3.0000%  | 0.0000% | $5289480.00        | $3606102.30        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-06-01      | 3.0000%  | 0.0000% | $218000.00         | $155022.81         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2038-09-01      | 3.0000%  | 0.0000% | $2500000.00        | $1781563.49        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2045-04-01      | 7.0000%  | 0.0000% | $3283624.00        | $2881227.98        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2046-08-01      | 3.0000%  | 0.0000% | $15650000.00       | $1447916.84        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2028-03-01      | 2.5000%  | 0.0000% | $360000.00         | $22877.94          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2040-04-01      | 6.0000%  | 0.0000% | $21266100.00       | $18332490.33       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-06-01      | 5.5000%  | 0.0000% | $9717312.00        | $8920436.81        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-06-01      | 6.5000%  | 0.0000% | $20524352.00       | $19909468.06       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2036-09-01      | 2.5000%  | 0.0000% | $9989184.00        | $8943775.76        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2038-02-01      | 2.5000%  | 0.0000% | $10640128.00       | $9735692.09        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-07-01      | 3.5000%  | 0.0000% | $15000.00          | $11462.83          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-06-01      | 6.0000%  | 0.0000% | $5126808.00        | $4873335.83        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-04-01      | 5.5000%  | 0.0000% | $2649028.00        | $2699533.56        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-08-01      | 4.0000%  | 0.0000% | $17882.00          | $7453.97           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-04-01      | 2.5000%  | 0.0000% | $158765.00         | $85290.61          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-01-01      | 5.0000%  | 0.0000% | $2617880.00        | $2149829.37        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-04-01      | 5.0000%  | 0.0000% | $2912536.00        | $2325320.94        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2039-08-01      | 6.0000%  | 0.0000% | $1666708.00        | $1221019.59        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2033-01-01      | 4.4200%  | 0.0000% | $16700000.00       | $16874357.29       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2041-06-01      | 2.5000%  | 0.0000% | $200000.00         | $107358.90         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-06-01      | 6.0000%  | 0.0000% | $218568192.00      | $155133870.34      | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-01-01      | 1.5000%  | 0.0000% | $15897792.00       | $9285875.78        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-07-01      | 3.5000%  | 0.0000% | $27259000.00       | $20323516.77       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-10-01      | 4.5000%  | 0.0000% | $4864576.00        | $3689091.78        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2043-12-01      | 6.5000%  | 0.0000% | $343710.00         | $132682.93         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-07-01      | 6.0000%  | 0.0000% | $83212032.00       | $58411566.33       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2039-09-01      | 4.0000%  | 0.0000% | $285578.00         | $221553.45         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2040-03-01      | 3.5000%  | 0.0000% | $5601672.00        | $4619564.02        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2045-04-01      | 6.5000%  | 0.0000% | $337519.00         | $305645.04         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-10-01      | 5.5000%  | 0.0000% | $6675000.00        | $6585062.69        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-12-01      | 5.0000%  | 0.0000% | $49389.00          | $49255.79          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2040-11-01      | 3.0000%  | 0.0000% | $5860570.00        | $5575439.20        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-11-01      | 7.5000%  | 0.0000% | $254830.00         | $271282.11         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2035-11-01      | 5.5000%  | 0.0000% | $877901.00         | $850198.38         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2040-05-01      | 5.0000%  | 0.0000% | $256000.00         | $6072.15           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2035-12-01      | 5.5000%  | 0.0000% | $92254080.00       | $1941386.36        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2043-06-01      | 2.5250%  | 0.0000% | $76224.00          | $46900.07          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2034-04-01      | 5.5000%  | 0.0000% | $557413376.00      | $3602535.40        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-12-01      | 7.5000%  | 0.0000% | $1220806.00        | $922039.88         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-03-01      | 5.5000%  | 0.0000% | $1034194.00        | $731641.48         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-03-01      | 5.5000%  | 0.0000% | $1509248.00        | $1536758.57        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-11-01      | 5.0000%  | 0.0000% | $676114.00         | $648602.46         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-12-01      | 5.0000%  | 0.0000% | $161849.00         | $155152.54         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-10-01      | 5.5000%  | 0.0000% | $123145.00         | $123656.08         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-11-01      | 5.5000%  | 0.0000% | $1288026.00        | $1298496.95        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-05-01      | 5.5000%  | 0.0000% | $1243942.00        | $1267684.85        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-03-01      | 6.5000%  | 0.0000% | $2357750.00        | $2452336.66        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-07-01      | 6.0000%  | 0.0000% | $2432396.00        | $2474864.40        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-04-01      | 4.0000%  | 0.0000% | $31608.00          | $29971.12          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-05-01      | 6.0000%  | 0.0000% | $1630548.00        | $1677660.09        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-05-01      | 7.5000%  | 0.0000% | $1035446.00        | $979815.52         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-06-01      | 6.5000%  | 0.0000% | $38468864.00       | $37780164.99       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-07-01      | 5.5000%  | 0.0000% | $175576.00         | $168350.25         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-07-01      | 6.0000%  | 0.0000% | $4672424.00        | $4463021.17        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-08-01      | 6.5000%  | 0.0000% | $1491936.00        | $1570499.75        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-07-01      | 6.5000%  | 0.0000% | $1312606.00        | $1303670.51        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2040-08-01      | 6.0000%  | 0.0000% | $1001956.00        | $1022763.24        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-08-01      | 6.5000%  | 0.0000% | $3141840.00        | $3297197.55        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2039-10-01      | 6.0000%  | 0.0000% | $4166590.00        | $2685923.17        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-03-01      | 3.0000%  | 0.0000% | $12774512.00       | $9061629.07        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-08-01      | 3.0000%  | 0.0000% | $13616000.00       | $9235873.66        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2050-08-01      | 3.5000%  | 0.0000% | $5509976.00        | $2988507.99        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2049-12-01      | 3.0000%  | 0.0000% | $249999000.00      | $66541389.79       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2038-01-01      | 5.5000%  | 0.0000% | $1641200.00        | $64573.55          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2044-06-01      | 3.5000%  | 0.0000% | $75000000.00       | $6923797.69        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2028-01-01      | 2.0000%  | 0.0000% | $1037602.00        | $41048.44          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2046-10-01      | 4.0000%  | 0.0000% | $3354804.00        | $819806.70         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2046-12-01      | 3.5000%  | 0.0000% | $9444256.00        | $3176933.46        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-01-01      | 5.0000%  | 0.0000% | $2372504.00        | $2384878.45        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-02-01      | 5.0000%  | 0.0000% | $1047586.00        | $1054868.59        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-02-01      | 5.0000%  | 0.0000% | $4010440.00        | $4031654.34        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-01-01      | 6.0000%  | 0.0000% | $4821424.00        | $5019716.31        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-01-01      | 5.0000%  | 0.0000% | $1869150.00        | $1878899.07        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-02-01      | 4.5000%  | 0.0000% | $1637600.00        | $1621553.16        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-02-01      | 5.0000%  | 0.0000% | $9180160.00        | $9228087.58        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-02-01      | 5.0000%  | 0.0000% | $26888384.00       | $27028627.84       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-02-01      | 5.5000%  | 0.0000% | $5652080.00        | $5797833.33        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-11-01      | 6.0000%  | 0.0000% | $10974592.00       | $8350518.12        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-12-01      | 2.5000%  | 0.0000% | $1825000.00        | $1440909.99        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2040-04-01      | 6.0000%  | 0.0000% | $31273216.00       | $23923768.17       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2032-01-01      | 4.2500%  | 0.0000% | $29355200.00       | $29491044.45       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2047-10-01      | 3.5000%  | 0.0000% | $2711456.00        | $1173921.55        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2048-02-01      | 3.5000%  | 0.0000% | $1276422.00        | $224058.26         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2048-10-01      | 4.5000%  | 0.0000% | $9405040.00        | $572611.65         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2049-07-01      | 6.0000%  | 0.0000% | $350000.00         | $45197.65          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2039-05-01      | 6.0000%  | 0.0000% | $1657924.00        | $157145.05         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-09-01      | 3.0000%  | 0.0000% | $22062592.00       | $11166179.99       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2041-04-01      | 2.5000%  | 0.0000% | $1100000.00        | $625979.58         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-07-01      | 5.0000%  | 0.0000% | $2000000.00        | $1485082.84        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-09-01      | 4.5000%  | 0.0000% | $2061800.00        | $1545478.65        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-10-01      | 4.5000%  | 0.0000% | $9684672.00        | $7719669.08        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-04-01      | 6.0000%  | 0.0000% | $322781.00         | $224886.03         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-11-01      | 7.0000%  | 0.0000% | $600000.00         | $276947.92         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-08-01      | 6.0000%  | 0.0000% | $1050000.00        | $845665.89         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-02-01      | 5.0000%  | 0.0000% | $1989154.00        | $2009090.85        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-02-01      | 5.0000%  | 0.0000% | $6247216.00        | $6298291.85        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-01-01      | 5.0000%  | 0.0000% | $2383180.00        | $2395610.14        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-01-01      | 4.5000%  | 0.0000% | $1103898.00        | $1089346.42        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-01-01      | 5.0000%  | 0.0000% | $12461296.00       | $12567301.48       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-01-01      | 4.5000%  | 0.0000% | $5103032.00        | $5034421.73        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-01-01      | 5.0000%  | 0.0000% | $2126120.00        | $2153189.29        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-11-01      | 5.5000%  | 0.0000% | $1450780.00        | $1486626.03        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-10-01      | 5.5000%  | 0.0000% | $1576596.00        | $1104432.11        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-10-01      | 5.5000%  | 0.0000% | $1157054.00        | $1183271.34        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-12-01      | 5.0000%  | 0.0000% | $11882368.00       | $11967130.34       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-11-01      | 5.0000%  | 0.0000% | $16788608.00       | $16734092.05       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-11-01      | 5.0000%  | 0.0000% | $10462368.00       | $10503533.87       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-12-01      | 5.0000%  | 0.0000% | $11011680.00       | $10792022.40       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-12-01      | 5.5000%  | 0.0000% | $1433050.00        | $1477284.86        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-12-01      | 5.5000%  | 0.0000% | $1356444.00        | $1392360.10        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-12-01      | 6.0000%  | 0.0000% | $11706048.00       | $12055254.75       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2040-12-01      | 5.0000%  | 0.0000% | $14189600.00       | $14276220.56       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2040-12-01      | 5.0000%  | 0.0000% | $1060472.00        | $1072747.67        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-12-01      | 5.5000%  | 0.0000% | $1601500.00        | $1647880.33        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-12-01      | 5.0000%  | 0.0000% | $2287336.00        | $2308910.59        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-10-01      | 6.0000%  | 0.0000% | $3916972.00        | $3579746.50        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-01-01      | 5.0000%  | 0.0000% | $20065888.00       | $20180519.96       | Agency Mortgage-Backed Securities |

### Security 194: J.P. Morgan Securities LLC Tri Party Repo

- **C.1 - Title:** J.P. Morgan Securities LLC Tri Party Repo 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 930PNJ004, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 930PNJ004_3.66_0202
- **C.18 - Value (incl. sponsor support):** $9405000000.00
- **C.18.a - Value (excl. sponsor support):** $9405000000.00
- **C.19 - Percentage of Net Assets:** 4.1900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| TSY INFL IX N/B | 2026-04-15      | 0.1250%  | 0.0000% | $455228900.00      | $562676181.45      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-10-15      | 3.5000%  | 0.0000% | $1365932000.00     | $1376518603.43     | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2028-01-15      | 0.5000%  | 0.0000% | $564627200.00      | $736060787.14      | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2028-07-15      | 0.7500%  | 0.0000% | $666996800.00      | $859962234.38      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-11-15      | 3.5000%  | 0.0000% | $2100185600.00     | $2109882296.15     | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-03-15      | 3.8750%  | 0.0000% | $1353452800.00     | $1382296307.40     | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-04-30      | 3.7500%  | 0.0000% | $1119161600.00     | $1132603621.20     | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2027-07-15      | 0.3750%  | 0.0000% | $477155200.00      | $630482370.77      | U.S. Treasuries (including strips) |
| STRIPS          | 2027-02-15      | NA       | 0.0000% | $512197427.20      | $493623611.90      | U.S. Treasuries (including strips) |
| STRIPS          | 2030-11-15      | NA       | 0.0000% | $371742698.98      | $308994018.36      | U.S. Treasuries (including strips) |

### Security 195: J.P. Morgan Securities LLC Tri Party Repo

- **C.1 - Title:** J.P. Morgan Securities LLC Tri Party Repo 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 930PNJ004, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 930PNJ004_3.66_0302
- **C.18 - Value (incl. sponsor support):** $365000000.00
- **C.18.a - Value (excl. sponsor support):** $365000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**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                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2030-03-31      | 4.0000%  | 0.0000% | $68854400.00       | $70456545.04       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-03-31      | 4.1250%  | 0.0000% | $1600000.00        | $1637496.88        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-09-30      | 4.6250%  | 0.0000% | $800.00            | $833.18            | U.S. Treasuries (including strips) |
| US TREASURY FRN | 2026-01-31      | 3.8577%  | 0.0000% | $100.00            | $101.00            | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-02-03      | NA       | 0.0000% | $100.00            | $99.99             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-08-15      | 5.5000%  | 0.0000% | $100.00            | $107.09            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2040-11-15      | 1.3750%  | 0.0000% | $1600.00           | $1039.09           | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2026-05-15      | NA       | 0.0000% | $21400.00          | $21182.11          | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2027-02-28      | NA       | 0.0000% | $5348500.00        | $5147968.69        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-08-15      | 2.2500%  | 0.0000% | $97800.00          | $96921.34          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-01-31      | 2.6250%  | 0.0000% | $2000.00           | $2026.11           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-08-15      | 2.7500%  | 0.0000% | $14514800.00       | $13666327.90       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-09-30      | 4.1250%  | 0.0000% | $2000.00           | $2046.34           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-10-31      | 4.1250%  | 0.0000% | $100.00            | $102.00            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-02-28      | 4.0000%  | 0.0000% | $245779200.00      | $252379497.22      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-03-31      | 3.6250%  | 0.0000% | $28666400.00       | $28886894.07       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-08-31      | 4.3750%  | 0.0000% | $800.00            | $829.97            | U.S. Treasuries (including strips) |

### Security 196: Wells Fargo Tri Party Repo

- **C.1 - Title:** Wells Fargo Tri Party Repo 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 930REQ004, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: 930REQ004_3.66_0202
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| TSY INFL IX N/B | 2027-07-15      | 0.3750%  | 0.0000% | $49128400.00       | $64872795.37       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2028-01-15      | 0.5000%  | 0.0000% | $119535500.00      | $155737096.99      | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2028-07-15      | 0.7500%  | 0.0000% | $7601000.00        | $9795990.46        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2033-07-15      | 1.3750%  | 0.0000% | $42938900.00       | $45173328.68       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2031-07-15      | 0.1250%  | 0.0000% | $91528200.00       | $103825481.62      | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2032-07-15      | 0.6250%  | 0.0000% | $3069400.00        | $3250175.19        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2028-04-15      | 1.2500%  | 0.0000% | $823100.00         | $896695.04         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2030-01-15      | 0.1250%  | 0.0000% | $20337800.00       | $24572888.29       | U.S. Treasuries (including strips) |

### Security 197: Wells Fargo Tri Party Repo

- **C.1 - Title:** Wells Fargo Tri Party Repo 3.669900%
- **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: 930RFC004, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: 930RFC004_3.67_0202
- **C.18 - Value (incl. sponsor support):** $860000000.00
- **C.18.a - Value (excl. sponsor support):** $860000000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FREDDIE MAC POOL | 2056-01-01      | 5.0000%  | 0.0000% | $2908917.00        | $2930192.17        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-12-01      | 5.0000%  | 0.0000% | $7972361.00        | $8007694.28        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2034-12-01      | 7.0000%  | 0.0000% | $28433.00          | $839.46            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2035-09-01      | 2.0000%  | 0.0000% | $390000.00         | $184571.68         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-09-01      | 6.0000%  | 0.0000% | $62452681.00       | $64077478.32       | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2033-09-01      | 3.5000%  | 0.0000% | $2207243.00        | $109083.01         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2039-04-01      | 4.5000%  | 0.0000% | $472351.00         | $58509.05          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2039-11-01      | 5.0000%  | 0.0000% | $225000.00         | $10402.11          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2033-06-01      | 3.5000%  | 0.0000% | $286918.00         | $39120.59          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2037-06-01      | 2.5000%  | 0.0000% | $5167634.00        | $3442893.30        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2036-04-01      | 1.5000%  | 0.0000% | $12250000.00       | $6167792.21        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2030-01-01      | 6.0000%  | 0.0000% | $1239878.00        | $168327.22         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-06-01      | 6.0000%  | 0.0000% | $215000.00         | $167387.64         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-06-01      | 5.0000%  | 0.0000% | $500000.00         | $426340.83         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-02-01      | 5.5000%  | 0.0000% | $1125000.00        | $945054.67         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-11-01      | 6.5000%  | 0.0000% | $4519817.00        | $3710461.61        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-11-01      | 4.5000%  | 0.0000% | $995000.00         | $875742.20         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2050-07-01      | 3.5000%  | 0.0000% | $18000.00          | $4330.01           | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2051-10-01      | 3.5000%  | 0.0000% | $116000.00         | $60165.21          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-09-01      | 4.5000%  | 0.0000% | $396829163.00      | $306589368.23      | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $841.15            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2042-10-01      | 3.5000%  | 0.0000% | $225000.00         | $158415.50         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2048-05-01      | 4.5000%  | 0.0000% | $5000.00           | $3082.25           | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-06-01      | 3.0000%  | 0.0000% | $102707374.00      | $67520541.25       | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2049-06-01      | 4.0000%  | 0.0000% | $135000.00         | $29591.81          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2051-06-01      | 3.0000%  | 0.0000% | $179000.00         | $81556.49          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-04-01      | 3.0000%  | 0.0000% | $17500000.00       | $11771820.58       | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-10-01      | 5.0000%  | 0.0000% | $117196.00         | $89745.87          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-12-01      | 5.0000%  | 0.0000% | $400000.00         | $296523.95         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-09-01      | 6.5000%  | 0.0000% | $24914335.00       | $20019983.11       | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-08-01      | 6.5000%  | 0.0000% | $1925684.00        | $1243478.45        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2054-11-01      | 7.0000%  | 0.0000% | $1008906.00        | $748279.10         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2050-12-01      | 2.5000%  | 0.0000% | $7000.00           | $3780.95           | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-06-01      | 5.5000%  | 0.0000% | $238800.00         | $190172.37         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2040-02-01      | 5.5000%  | 0.0000% | $1395055.00        | $1289886.80        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2039-12-01      | 4.5000%  | 0.0000% | $1793237.00        | $1542655.68        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2039-12-01      | 5.0000%  | 0.0000% | $2108398.00        | $1964211.60        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2040-09-01      | 6.5000%  | 0.0000% | $1013341.00        | $1039838.82        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2041-01-01      | 4.5000%  | 0.0000% | $13096771.00       | $13168567.50       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2054-12-01      | 6.5000%  | 0.0000% | $2188290.00        | $1977654.43        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-06-01      | 6.0000%  | 0.0000% | $1462152.00        | $1235107.31        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-09-01      | 6.0000%  | 0.0000% | $1664211.00        | $1736455.19        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-11-01      | 6.0000%  | 0.0000% | $5770931.00        | $5775283.38        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-11-01      | 5.5000%  | 0.0000% | $2673916.00        | $2742638.36        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-11-01      | 5.5000%  | 0.0000% | $6481190.00        | $6607720.45        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-11-01      | 5.5000%  | 0.0000% | $4959465.00        | $5086944.05        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-04-01      | 4.0000%  | 0.0000% | $51000.00          | $43727.43          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-08-01      | 3.5000%  | 0.0000% | $3000.00           | $2608.84           | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-05-01      | 5.5000%  | 0.0000% | $60773072.00       | $58836751.92       | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-01-01      | 6.5000%  | 0.0000% | $66687056.00       | $60070708.37       | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-04-01      | 5.5000%  | 0.0000% | $11209264.00       | $9921611.49        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-12-01      | 4.5000%  | 0.0000% | $203270052.00      | $198925224.63      | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-12-01      | 4.0000%  | 0.0000% | $524219.00         | $491932.08         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-12-01      | 4.5000%  | 0.0000% | $2683449.00        | $2642477.80        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-01-01      | 6.0000%  | 0.0000% | $2136849.00        | $2232704.48        | Agency Mortgage-Backed Securities |

### Security 198: Wells Fargo Tri Party Repo

- **C.1 - Title:** Wells Fargo Tri Party Repo 3.829900%
- **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: 930RFC004, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: 930RFC004_3.83_0319
- **C.18 - Value (incl. sponsor support):** $360000000.00
- **C.18.a - Value (excl. sponsor support):** $360000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae      | 2039-04-01      | 4.0000%  | 0.0000% | $318865.00         | $259572.71         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-03-01      | 5.5000%  | 0.0000% | $6717000.00        | $4941036.59        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-08-01      | 4.5000%  | 0.0000% | $13000.00          | $11007.09          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2054-10-01      | 3.5000%  | 0.0000% | $2000.00           | $1768.64           | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2046-01-01      | 5.5000%  | 0.0000% | $1008836.00        | $1024238.67        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2039-01-01      | 7.0000%  | 0.0000% | $545000.00         | $10553.01          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2040-08-01      | 4.0000%  | 0.0000% | $21967.00          | $668.93            | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2047-12-01      | 4.0000%  | 0.0000% | $8553962.00        | $2172038.55        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2027-07-01      | 5.0000%  | 0.0000% | $5000000.00        | $5051.50           | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2033-06-01      | 6.0000%  | 0.0000% | $326200.00         | $653.89            | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2035-07-01      | 5.0000%  | 0.0000% | $3330000.00        | $31215.79          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2054-07-01      | 6.0000%  | 0.0000% | $700000.00         | $535494.03         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2040-11-01      | 5.0000%  | 0.0000% | $1273000.00        | $1289884.97        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-09-01      | 6.0000%  | 0.0000% | $3515847.00        | $3647601.17        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-11-01      | 5.5000%  | 0.0000% | $1430102.00        | $1470333.40        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-12-01      | 4.5000%  | 0.0000% | $972131.00         | $957327.82         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2040-12-01      | 5.0000%  | 0.0000% | $1097680.00        | $1113240.19        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-12-01      | 5.0000%  | 0.0000% | $2122505.00        | $2140055.78        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2056-07-01      | 3.5000%  | 0.0000% | $127063369.00      | $38004999.57       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2051-11-01      | 3.5000%  | 0.0000% | $97594.00          | $26109.07          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2058-05-01      | 3.5000%  | 0.0000% | $9862124.00        | $3894169.90        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2059-01-01      | 5.0000%  | 0.0000% | $1200000.00        | $452107.65         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2050-11-01      | 2.5000%  | 0.0000% | $200000.00         | $109837.27         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2037-01-01      | 1.5000%  | 0.0000% | $1281386.00        | $765327.18         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2051-02-01      | 2.0000%  | 0.0000% | $400000.00         | $235991.13         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2051-09-01      | 2.5000%  | 0.0000% | $884019.00         | $686544.71         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-06-01      | 3.0000%  | 0.0000% | $2000.00           | $1328.37           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2040-09-01      | 5.5000%  | 0.0000% | $1260740.00        | $1252785.55        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-02-01      | 5.5000%  | 0.0000% | $30594046.00       | $22563615.42       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-03-01      | 5.0000%  | 0.0000% | $45122675.00       | $34764915.28       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-07-01      | 5.0000%  | 0.0000% | $28617547.00       | $24100446.87       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2048-08-01      | 4.0000%  | 0.0000% | $932050.00         | $71279.73          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-04-01      | 6.0000%  | 0.0000% | $4209120.00        | $3006566.20        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2054-11-01      | 5.0000%  | 0.0000% | $400000.00         | $375519.26         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2056-01-01      | 5.5000%  | 0.0000% | $1459719.00        | $1502685.63        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2056-01-01      | 5.5000%  | 0.0000% | $4144515.00        | $4231082.74        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2056-01-01      | 5.0000%  | 0.0000% | $1068459.00        | $1075616.37        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2054-10-01      | 6.0000%  | 0.0000% | $15748936.00       | $14471907.89       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-10-01      | 6.5000%  | 0.0000% | $24068541.00       | $25421154.84       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2052-01-01      | 2.0000%  | 0.0000% | $11092430.00       | $9033272.10        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2032-03-01      | 3.5000%  | 0.0000% | $66760156.00       | $2080376.56        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2049-09-01      | 5.5000%  | 0.0000% | $2092774.00        | $282144.57         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2050-09-01      | 2.5000%  | 0.0000% | $155000.00         | $57712.31          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2029-09-01      | 6.0000%  | 0.0000% | $334220.00         | $18691.47          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2050-12-01      | 2.0000%  | 0.0000% | $250000.00         | $144079.99         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2050-11-01      | 4.0000%  | 0.0000% | $396690.00         | $120631.70         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2051-09-01      | 4.5000%  | 0.0000% | $140000.00         | $78430.27          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2038-01-01      | 5.0000%  | 0.0000% | $1612796.00        | $945443.38         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-02-01      | 5.0000%  | 0.0000% | $85337538.00       | $70689435.97       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-06-01      | 6.0000%  | 0.0000% | $115363029.00      | $82153303.19       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2054-08-01      | 6.5000%  | 0.0000% | $9570879.00        | $7025959.44        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2055-01-25      | 6.5000%  | 0.0000% | $400811.00         | $340082.78         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2037-11-01      | 7.0000%  | 0.0000% | $940000.00         | $27113.51          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2038-11-01      | 7.0000%  | 0.0000% | $840000.00         | $20330.77          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2031-01-01      | 4.5000%  | 0.0000% | $37718.00          | $1128.55           | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2046-05-01      | 3.5000%  | 0.0000% | $383935.00         | $102267.47         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2047-07-01      | 3.5000%  | 0.0000% | $80000.00          | $8468.73           | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2049-06-01      | 3.5000%  | 0.0000% | $11000.00          | $937.37            | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2040-05-01      | 3.0000%  | 0.0000% | $87000.00          | $22812.51          | Agency Mortgage-Backed Securities |

### Security 199: MUFG Securities Repo

- **C.1 - Title:** MUFG Securities Repo 3.669900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 931NXA006, C.3 - LEI: U7M81AY481YLIOR75625, C.5 - Other ID: 931NXA006_3.67_0202
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2031-08-15      | 1.2500%  | 0.0000% | $67198800.00       | $58804428.16       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-02-29      | 4.0000%  | 0.0000% | $24999900.00       | $25632677.60       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-01-31      | 1.7500%  | 0.0000% | $30419900.00       | $29070946.89       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-08-31      | 3.1250%  | 0.0000% | $54600000.00       | $54284155.21       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-10-31      | 0.5000%  | 0.0000% | $57999900.00       | $55107102.42       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-08-31      | 0.5000%  | 0.0000% | $292800.00         | $279849.84         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-08-15      | 0.6250%  | 0.0000% | $61699800.00       | $53825949.84       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-02-15      | 1.6250%  | 0.0000% | $52383900.00       | $52715213.93       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-02-24      | NA       | 0.0000% | $65999900.00       | $65833410.70       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-02-26      | NA       | 0.0000% | $6868900.00        | $6850212.30        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-02-15      | 1.1250%  | 0.0000% | $70753900.00       | $62499678.89       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2035-05-15      | 4.2500%  | 0.0000% | $24999900.00       | $25289371.39       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-02-15      | 4.2500%  | 0.0000% | $28599900.00       | $29534642.66       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-01-15      | 4.2500%  | 0.0000% | $29999900.00       | $30438276.91       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-01-31      | 4.0000%  | 0.0000% | $65078900.00       | $66886917.40       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-11-15      | 4.5000%  | 0.0000% | $60299900.00       | $62480722.09       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-03-15      | 4.6250%  | 0.0000% | $24999900.00       | $25456039.19       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-10-31      | 1.1250%  | 0.0000% | $62382900.00       | $61409136.54       | U.S. Treasuries (including strips) |

### Security 200: Prudential Legacy Insurance Company of New Jersey Repo

- **C.1 - Title:** Prudential Legacy Insurance Company of New Jersey Repo 3.680000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 932HJC000, C.3 - LEI: 5493005NCNV4ZW27HH91, C.5 - Other ID: 932HJC000_3.68_0202
- **C.18 - Value (incl. sponsor support):** $119965000.00
- **C.18.a - Value (excl. sponsor support):** $119965000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| STRIPS          | 2040-02-15      | NA       | 0.0000% | $20000000.00       | $10323340.00       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2054-05-15      | 4.6250%  | 0.0000% | $24000000.00       | $23363038.67       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2053-11-15      | 4.7500%  | 0.0000% | $50000000.00       | $49647056.28       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-05-15      | 2.8750%  | 0.0000% | $50000000.00       | $39184608.08       | U.S. Treasuries (including strips) |

### Security 201: Fixed Income Clearing Corp. Tri Party Repo - JPM

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - JPM 3.669900%
- **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: 932KXR004, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 932KXR004_3.67_0202
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION - JPM

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae      | 2028-01-01      | 2.5000%  | 0.0000% | $1300000.00        | $38846.59          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-11-01      | 5.5000%  | 0.0000% | $2944208.00        | $2049893.77        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2054-03-01      | 5.5000%  | 0.0000% | $126181.00         | $88052.17          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2054-04-01      | 5.5000%  | 0.0000% | $2097476.00        | $1445452.55        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2054-08-01      | 6.5000%  | 0.0000% | $1401534.00        | $1403829.54        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2054-09-01      | 6.0000%  | 0.0000% | $3578152.00        | $3357630.19        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2054-09-01      | 5.5000%  | 0.0000% | $8278768.00        | $7790694.11        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2039-09-01      | 6.0000%  | 0.0000% | $492195.00         | $291205.88         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2039-10-01      | 6.0000%  | 0.0000% | $1000000.00        | $524111.89         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2054-10-01      | 4.5000%  | 0.0000% | $324191.00         | $314799.79         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2039-11-01      | 4.0000%  | 0.0000% | $1374864.00        | $492766.84         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-01-01      | 6.0000%  | 0.0000% | $14885264.00       | $11357252.86       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2054-12-01      | 5.5000%  | 0.0000% | $1148368.00        | $1165228.45        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-05-01      | 5.5000%  | 0.0000% | $8493856.00        | $8592451.02        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-03-01      | 7.0000%  | 0.0000% | $1253628.00        | $1316441.65        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-03-01      | 6.5000%  | 0.0000% | $3800116.00        | $2664548.81        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2040-05-01      | 6.5000%  | 0.0000% | $1782032.00        | $1695279.79        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-03-01      | 6.5000%  | 0.0000% | $1110232.00        | $1077907.56        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-04-01      | 5.0000%  | 0.0000% | $4233552.00        | $4203204.62        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-05-01      | 5.5000%  | 0.0000% | $7511376.00        | $7630054.99        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2042-06-01      | 3.5000%  | 0.0000% | $1519000.00        | $429503.53         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2048-07-01      | 4.5000%  | 0.0000% | $456000.00         | $180974.50         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2060-03-01      | 2.5000%  | 0.0000% | $13000000.00       | $5850671.41        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2042-08-01      | 2.5000%  | 0.0000% | $500000.00         | $200993.94         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2044-12-01      | 3.0000%  | 0.0000% | $2927416.00        | $1195237.81        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2048-01-01      | 3.5000%  | 0.0000% | $1688000.00        | $492129.54         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2048-04-01      | 4.0000%  | 0.0000% | $2310000.00        | $321252.37         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2049-09-01      | 2.5000%  | 0.0000% | $300000.00         | $67392.75          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2051-04-01      | 2.5000%  | 0.0000% | $19610.00          | $11566.07          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2050-02-01      | 3.0000%  | 0.0000% | $5525064.00        | $1352146.92        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2035-07-01      | 2.0000%  | 0.0000% | $1000000.00        | $352270.72         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2036-05-01      | 2.5000%  | 0.0000% | $1440000.00        | $766596.32         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2037-01-01      | 2.5000%  | 0.0000% | $1410912.00        | $1015216.10        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-05-01      | 3.5000%  | 0.0000% | $100038.00         | $68790.77          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-06-01      | 3.5000%  | 0.0000% | $5080776.00        | $3641458.25        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2051-08-01      | 3.0000%  | 0.0000% | $1000000.00        | $700699.16         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2051-12-01      | 3.0000%  | 0.0000% | $1035342.00        | $764360.31         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-06-01      | 6.5000%  | 0.0000% | $2302368.00        | $2333674.49        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-06-01      | 6.5000%  | 0.0000% | $11742096.00       | $10906368.23       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-09-01      | 4.5000%  | 0.0000% | $367305.00         | $270111.26         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2040-04-01      | 6.5000%  | 0.0000% | $1282902.00        | $991382.79         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2055-03-01      | 6.5000%  | 0.0000% | $5317440.00        | $3697756.58        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-04-01      | 7.0000%  | 0.0000% | $3204940.00        | $1081875.63        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2038-04-01      | 4.0000%  | 0.0000% | $1790228.00        | $1204756.15        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2043-12-25      | 3.5000%  | 0.0000% | $60280000.00       | $38769145.60       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2040-11-01      | 6.0000%  | 0.0000% | $3000000.00        | $225280.68         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-06-01      | 5.5000%  | 0.0000% | $2457580.00        | $1504816.70        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-08-01      | 5.5000%  | 0.0000% | $1180984.00        | $966055.33         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-08-01      | 5.5000%  | 0.0000% | $3278060.00        | $2383578.35        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2032-12-01      | 4.0000%  | 0.0000% | $1396216.00        | $73772.71          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2048-06-01      | 4.5000%  | 0.0000% | $350000.00         | $44160.74          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2049-04-01      | 5.0000%  | 0.0000% | $400000.00         | $86811.66          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2034-04-01      | 4.0000%  | 0.0000% | $55999.00          | $10560.54          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2049-09-01      | 3.0000%  | 0.0000% | $28530080.00       | $10024132.06       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2050-07-01      | 2.5000%  | 0.0000% | $75197696.00       | $37051479.77       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2035-11-01      | 2.5000%  | 0.0000% | $2226700.00        | $925328.38         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2051-08-01      | 2.5000%  | 0.0000% | $200000.00         | $121674.31         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2037-03-01      | 2.5000%  | 0.0000% | $5853048.00        | $3460464.93        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2042-04-01      | 3.5000%  | 0.0000% | $800000.00         | $487926.43         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2037-08-01      | 3.0000%  | 0.0000% | $253085.00         | $196675.58         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-05-01      | 2.5000%  | 0.0000% | $434554.00         | $313508.65         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2037-05-01      | 2.5000%  | 0.0000% | $1812234.00        | $1141294.11        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2037-05-01      | 2.5000%  | 0.0000% | $1859460.00        | $1168929.33        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2037-05-01      | 3.0000%  | 0.0000% | $1000000.00        | $609556.27         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-05-01      | 3.5000%  | 0.0000% | $280000.00         | $199616.87         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-07-01      | 3.5000%  | 0.0000% | $20000.00          | $15518.48          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-09-01      | 5.0000%  | 0.0000% | $1000000.00        | $752258.47         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2037-10-01      | 2.5000%  | 0.0000% | $3687820.00        | $2437158.32        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-11-01      | 5.0000%  | 0.0000% | $100000.00         | $79627.74          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-09-01      | 6.5000%  | 0.0000% | $33711.00          | $22806.22          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-06-01      | 5.0000%  | 0.0000% | $69833.00          | $60982.85          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-09-01      | 4.0000%  | 0.0000% | $6955280.00        | $4670345.73        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-12-01      | 6.5000%  | 0.0000% | $1162892.00        | $554120.25         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2054-05-01      | 5.5000%  | 0.0000% | $1075186.00        | $869230.80         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2044-03-01      | 7.0000%  | 0.0000% | $1057308.00        | $802494.63         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2056-01-01      | 4.5000%  | 0.0000% | $199980.00         | $197146.48         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-06-01      | 6.5000%  | 0.0000% | $25569600.00       | $24885636.79       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-06-01      | 6.5000%  | 0.0000% | $1789730.00        | $1868270.27        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-07-01      | 6.5000%  | 0.0000% | $636690.00         | $669586.42         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-07-01      | 5.5000%  | 0.0000% | $4329344.00        | $4395703.38        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-08-01      | 6.5000%  | 0.0000% | $3391824.00        | $2978576.94        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-12-01      | 5.0000%  | 0.0000% | $1704340.00        | $1729863.82        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-10-01      | 5.0000%  | 0.0000% | $5123272.00        | $5161704.69        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2040-07-01      | 5.5000%  | 0.0000% | $2386692.00        | $2335750.62        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2055-08-01      | 6.0000%  | 0.0000% | $7722272.00        | $7891198.62        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2055-08-01      | 5.5000%  | 0.0000% | $1565264.00        | $1591709.05        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-08-01      | 5.5000%  | 0.0000% | $9351696.00        | $9052408.76        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2040-08-01      | 5.0000%  | 0.0000% | $1010330.00        | $997450.10         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-09-01      | 6.5000%  | 0.0000% | $2093832.00        | $2180173.85        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-09-01      | 7.0000%  | 0.0000% | $9706928.00        | $10208469.61       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-10-01      | 7.0000%  | 0.0000% | $1175486.00        | $1247799.58        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-09-01      | 6.0000%  | 0.0000% | $30812576.00       | $31394498.01       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-10-01      | 5.0000%  | 0.0000% | $24446400.00       | $23369549.23       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2040-10-01      | 5.0000%  | 0.0000% | $1707736.00        | $1711915.94        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2040-10-01      | 5.0000%  | 0.0000% | $4022008.00        | $4044205.63        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2040-10-01      | 5.5000%  | 0.0000% | $1408338.00        | $1430534.26        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-11-01      | 5.5000%  | 0.0000% | $5058312.00        | $5184220.68        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-11-01      | 6.0000%  | 0.0000% | $20964992.00       | $21245120.59       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-11-01      | 6.0000%  | 0.0000% | $12444048.00       | $12222981.11       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-11-01      | 6.0000%  | 0.0000% | $6440808.00        | $6686855.88        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-11-01      | 5.0000%  | 0.0000% | $2527000.00        | $2352329.49        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-11-01      | 6.0000%  | 0.0000% | $9059456.00        | $9312349.26        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-12-01      | 6.0000%  | 0.0000% | $1481664.00        | $1543728.54        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-12-01      | 5.0000%  | 0.0000% | $1331272.00        | $1338589.23        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-12-01      | 5.0000%  | 0.0000% | $3451712.00        | $3468752.30        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-12-01      | 7.0000%  | 0.0000% | $1970964.00        | $2111304.98        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2054-12-01      | 4.0000%  | 0.0000% | $20875616.00       | $19895545.00       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-12-01      | 5.0000%  | 0.0000% | $18290880.00       | $18533637.34       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2043-05-01      | 2.5250%  | 0.0000% | $107822.00         | $65046.01          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2030-03-01      | 2.0000%  | 0.0000% | $25000.00          | $7375.48           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2037-02-01      | 2.5000%  | 0.0000% | $33869952.00       | $31811890.41       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2056-01-01      | 5.5000%  | 0.0000% | $32097216.00       | $32857552.70       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2049-09-01      | 5.0000%  | 0.0000% | $1375000.00        | $288590.35         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2050-07-01      | 3.0000%  | 0.0000% | $4115672.00        | $1298050.68        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2040-10-01      | 2.5000%  | 0.0000% | $4920000.00        | $2303682.04        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2050-11-01      | 3.0000%  | 0.0000% | $5324000.00        | $2627773.13        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2050-12-01      | 2.5000%  | 0.0000% | $839000.00         | $451567.49         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2045-05-01      | 2.5000%  | 0.0000% | $4036112.00        | $1999634.10        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2040-01-01      | 4.0000%  | 0.0000% | $1800000.00        | $648304.69         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2051-02-01      | 2.5000%  | 0.0000% | $163000.00         | $100729.07         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2051-08-01      | 2.5000%  | 0.0000% | $1270000.00        | $750195.18         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-06-01      | 5.5000%  | 0.0000% | $2651352.00        | $2694041.62        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2055-07-01      | 5.5000%  | 0.0000% | $1004076.00        | $1016375.57        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-05-01      | 4.5000%  | 0.0000% | $4622690.00        | $4519121.40        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-01-01      | 2.5000%  | 0.0000% | $100000.00         | $62187.24          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2055-01-01      | 5.0000%  | 0.0000% | $5987000.00        | $5769128.83        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2056-02-01      | 5.0000%  | 0.0000% | $15386496.00       | $15540711.43       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-12-01      | 5.5000%  | 0.0000% | $6456650.00        | $6630978.23        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2040-12-01      | 5.5000%  | 0.0000% | $1311892.00        | $1330758.25        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2040-12-01      | 6.0000%  | 0.0000% | $1108542.00        | $1149576.94        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2040-12-01      | 6.0000%  | 0.0000% | $2002364.00        | $2078139.71        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-12-01      | 7.0000%  | 0.0000% | $1033022.00        | $1088181.37        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2040-12-01      | 4.5000%  | 0.0000% | $1078520.00        | $1080698.29        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2040-12-01      | 4.5000%  | 0.0000% | $1955554.00        | $1958572.07        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-12-01      | 5.0000%  | 0.0000% | $4389792.00        | $4418169.17        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-12-01      | 5.5000%  | 0.0000% | $4515680.00        | $4603542.53        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-12-01      | 6.0000%  | 0.0000% | $9955728.00        | $10236340.20       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-12-01      | 6.0000%  | 0.0000% | $4670936.00        | $4801916.31        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-12-01      | 5.0000%  | 0.0000% | $11771200.00       | $11830349.46       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2041-01-01      | 4.5000%  | 0.0000% | $1342000.00        | $1333145.45        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2038-09-01      | 3.0000%  | 0.0000% | $1079932.00        | $805768.49         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-05-01      | 6.5000%  | 0.0000% | $1013864.00        | $1038377.16        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2037-06-01      | 2.5000%  | 0.0000% | $1740000.00        | $1262327.88        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-04-01      | 2.0000%  | 0.0000% | $19000.00          | $13851.99          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2054-04-01      | 4.5000%  | 0.0000% | $9027664.00        | $7694289.93        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2038-07-01      | 6.0000%  | 0.0000% | $1175000.00        | $779186.76         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2039-07-01      | 6.0000%  | 0.0000% | $4900000.00        | $3135155.26        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2054-02-01      | 4.5000%  | 0.0000% | $27561000.00       | $24733362.09       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2037-08-01      | 2.5000%  | 0.0000% | $10249980.00       | $8277079.71        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-03-01      | 6.5000%  | 0.0000% | $41926400.00       | $39618172.13       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2040-05-01      | 6.5000%  | 0.0000% | $1873594.00        | $1870327.88        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2040-10-01      | 6.0000%  | 0.0000% | $9463440.00        | $9592325.61        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2038-07-01      | 5.5000%  | 0.0000% | $32089725.00       | $269079.99         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2028-01-01      | 2.0000%  | 0.0000% | $3000000.00        | $95519.56          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2043-12-01      | 3.5000%  | 0.0000% | $12000000.00       | $589559.56         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2031-11-01      | 4.0000%  | 0.0000% | $1956435.00        | $87045.47          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2032-07-01      | 3.0000%  | 0.0000% | $1600000.00        | $116307.97         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2033-02-01      | 2.5000%  | 0.0000% | $800000.00         | $77173.97          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2043-08-01      | 3.5000%  | 0.0000% | $5914288.00        | $980925.77         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2047-01-01      | 3.0000%  | 0.0000% | $1499930.00        | $249532.42         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2048-04-01      | 3.0000%  | 0.0000% | $569141.00         | $133556.82         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2049-09-01      | 3.5000%  | 0.0000% | $6300000.00        | $461990.68         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2041-02-01      | 2.5000%  | 0.0000% | $1585524.00        | $755693.31         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2054-04-01      | 6.5000%  | 0.0000% | $10584000.00       | $6139213.10        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2044-05-01      | 6.5000%  | 0.0000% | $5796128.00        | $2682400.37        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2037-03-01      | 2.5000%  | 0.0000% | $20254240.00       | $11830337.84       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2037-05-01      | 2.5000%  | 0.0000% | $57870080.00       | $35427754.17       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2037-07-01      | 2.5000%  | 0.0000% | $6065048.00        | $3674936.67        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-05-01      | 4.0000%  | 0.0000% | $750000.00         | $563190.75         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-07-01      | 5.0000%  | 0.0000% | $800000.00         | $642117.25         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2037-08-01      | 3.0000%  | 0.0000% | $425413.00         | $264492.67         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2037-11-01      | 2.5000%  | 0.0000% | $605362.00         | $433273.21         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-03-01      | 4.5000%  | 0.0000% | $1505200.00        | $1236102.59        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2043-03-01      | 5.0000%  | 0.0000% | $8000.00           | $5525.38           | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2038-04-01      | 4.0000%  | 0.0000% | $18000.00          | $11127.59          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-06-01      | 5.0000%  | 0.0000% | $17644000.00       | $14391182.43       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2038-07-01      | 5.0000%  | 0.0000% | $75000.00          | $43235.58          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-09-01      | 5.0000%  | 0.0000% | $31000.00          | $26002.60          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2039-01-01      | 6.0000%  | 0.0000% | $6687696.00        | $2794684.50        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2044-01-01      | 6.5000%  | 0.0000% | $9488992.00        | $4249086.82        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2044-09-01      | 6.5000%  | 0.0000% | $189220.00         | $120834.18         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2036-07-01      | 3.0000%  | 0.0000% | $949000.00         | $349536.39         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2041-10-01      | 2.0000%  | 0.0000% | $1100000.00        | $684530.39         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2037-02-01      | 2.0000%  | 0.0000% | $12244688.00       | $6871339.53        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-01-01      | 3.5000%  | 0.0000% | $100000.00         | $67519.84          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2042-03-01      | 2.5000%  | 0.0000% | $4700000.00        | $3002331.06        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-01-01      | 3.5000%  | 0.0000% | $100000.00         | $71796.34          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-05-01      | 3.0000%  | 0.0000% | $424396.00         | $280567.39         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2042-04-01      | 2.5000%  | 0.0000% | $2485000.00        | $1651156.26        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-07-01      | 4.5000%  | 0.0000% | $2130000.00        | $1608322.08        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-07-01      | 4.5000%  | 0.0000% | $295000.00         | $223815.02         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-02-01      | 3.0000%  | 0.0000% | $740000.00         | $505895.32         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-07-01      | 5.0000%  | 0.0000% | $63832.00          | $47198.10          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2038-04-01      | 3.0000%  | 0.0000% | $1685044.00        | $1149348.91        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-04-01      | 2.5000%  | 0.0000% | $100000.00         | $69027.49          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-06-01      | 3.5000%  | 0.0000% | $631000.00         | $452960.47         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2037-11-01      | 4.5000%  | 0.0000% | $236000.00         | $132675.96         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2037-06-01      | 2.5000%  | 0.0000% | $816000.00         | $547462.00         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-11-01      | 5.5000%  | 0.0000% | $1934000.00        | $1385589.06        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-02-01      | 6.5000%  | 0.0000% | $10000000.00       | $6597538.42        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2038-02-01      | 3.0000%  | 0.0000% | $4225688.00        | $3035622.14        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2050-09-01      | 3.5000%  | 0.0000% | $515000.00         | $369890.22         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-05-01      | 4.5000%  | 0.0000% | $682166.00         | $511558.40         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-05-01      | 6.5000%  | 0.0000% | $850000.00         | $516168.53         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-06-01      | 4.5000%  | 0.0000% | $1260000.00        | $990434.11         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2043-06-01      | 5.0000%  | 0.0000% | $400000.00         | $280038.95         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2051-12-01      | 3.5000%  | 0.0000% | $2000000.00        | $1454270.79        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-04-01      | 4.5000%  | 0.0000% | $1041000.00        | $833387.10         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-10-01      | 5.0000%  | 0.0000% | $74428288.00       | $61184337.86       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2054-01-01      | 5.0000%  | 0.0000% | $175000.00         | $149824.99         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2043-11-01      | 5.0000%  | 0.0000% | $86000.00          | $60245.40          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2037-04-01      | 2.5000%  | 0.0000% | $1711146.00        | $1176167.42        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-11-01      | 6.5000%  | 0.0000% | $34373.00          | $22912.95          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2040-02-01      | 4.0000%  | 0.0000% | $1575184.00        | $1496184.80        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-07-01      | 4.0000%  | 0.0000% | $2619724.00        | $2446847.24        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2040-09-01      | 6.0000%  | 0.0000% | $1924058.00        | $1872952.70        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2040-10-01      | 6.0000%  | 0.0000% | $1293538.00        | $1273282.07        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2037-10-01      | 3.0000%  | 0.0000% | $37580.00          | $30020.08          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2037-08-01      | 3.0000%  | 0.0000% | $1257372.00        | $772506.67         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2037-07-01      | 2.5000%  | 0.0000% | $1341050.00        | $884346.32         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-04-01      | 3.0000%  | 0.0000% | $164799232.00      | $117397498.55      | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-05-01      | 4.5000%  | 0.0000% | $2319160.00        | $1572184.33        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2037-05-01      | 2.5000%  | 0.0000% | $857735.00         | $469820.36         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-06-01      | 4.0000%  | 0.0000% | $700000.00         | $478710.84         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-11-01      | 4.5000%  | 0.0000% | $2168000.00        | $1796160.96        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-08-01      | 5.0000%  | 0.0000% | $5980000.00        | $3825553.39        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2037-08-01      | 3.0000%  | 0.0000% | $441087.00         | $220741.18         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-11-01      | 5.0000%  | 0.0000% | $14870032.00       | $10911536.08       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2037-10-01      | 4.0000%  | 0.0000% | $32647.00          | $21556.84          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-12-01      | 5.0000%  | 0.0000% | $100000.00         | $96411.35          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2037-02-01      | 1.5000%  | 0.0000% | $110000.00         | $72662.93          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-11-01      | 5.5000%  | 0.0000% | $38730000.00       | $34452928.46       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2055-11-01      | 4.0000%  | 0.0000% | $479118.00         | $455237.79         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2040-12-01      | 4.5000%  | 0.0000% | $134154240.00      | $131605920.59      | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2046-01-01      | 5.0000%  | 0.0000% | $18475104.00       | $18596541.74       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2036-01-01      | 4.0000%  | 0.0000% | $7347630.00        | $7208711.90        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2045-12-01      | 4.0000%  | 0.0000% | $4574616.00        | $4420024.16        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2030-05-01      | 5.0000%  | 0.0000% | $986875.00         | $22777.85          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2056-01-01      | 5.0000%  | 0.0000% | $13608096.00       | $13763164.37       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2041-01-01      | 6.0000%  | 0.0000% | $1878448.00        | $1954622.02        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2056-01-01      | 5.0000%  | 0.0000% | $6205944.00        | $6238312.83        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2056-01-01      | 5.0000%  | 0.0000% | $4349392.00        | $4383146.67        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2041-01-01      | 4.5000%  | 0.0000% | $1193232.00        | $1201035.74        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2056-01-01      | 6.5000%  | 0.0000% | $1319574.00        | $1410443.97        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2056-01-01      | 5.5000%  | 0.0000% | $5615192.00        | $5771948.82        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2039-09-25      | 6.0000%  | 0.0000% | $15631952.00       | $11958086.11       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-09-01      | 3.5000%  | 0.0000% | $12105.00          | $10389.50          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2037-06-01      | 3.0000%  | 0.0000% | $24114367.00       | $19946103.03       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-07-01      | 6.0000%  | 0.0000% | $112184576.00      | $111574503.51      | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-08-01      | 3.0000%  | 0.0000% | $957109.00         | $833446.32         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-08-01      | 6.0000%  | 0.0000% | $62765824.00       | $61476270.56       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-02-01      | 6.5000%  | 0.0000% | $44160080.00       | $41944955.17       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2052-10-01      | 5.0000%  | 0.0000% | $130540544.00      | $129208239.85      | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-08-01      | 6.5000%  | 0.0000% | $104809344.00      | $93478857.47       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2056-01-01      | 5.5000%  | 0.0000% | $209265920.00      | $216770940.04      | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2054-11-01      | 6.0000%  | 0.0000% | $33361088.00       | $34000166.70       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-12-01      | 5.0000%  | 0.0000% | $51856800.00       | $52202628.09       | Agency Mortgage-Backed Securities |

### Security 202: J.P. Morgan Securities LLC Tri Party Repo

- **C.1 - Title:** J.P. Morgan Securities LLC Tri Party Repo 3.770000%
- **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: 932KXR004, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 932KXR004_3.77_0508
- **C.18 - Value (incl. sponsor support):** $3490000000.00
- **C.18.a - Value (excl. sponsor support):** $3490000000.00
- **C.19 - Percentage of Net Assets:** 1.5600%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-05-08
- **C.13 - Final Legal Maturity Date:** 2026-05-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                    | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GINNIE MAE                     | 2048-01-20      | 3.0000%  | 0.0000% | $3082072.00        | $2726359.81        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-09-20      | 3.5000%  | 0.0000% | $18987000.00       | $17794365.19       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-04-20      | 5.5530%  | 0.0000% | $20000000.00       | $15440693.38       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-04-20      | 5.0030%  | 0.0000% | $20000000.00       | $15321234.41       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-04-20      | 5.4030%  | 0.0000% | $20000000.00       | $15382259.49       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-05-20      | 5.0530%  | 0.0000% | $6176408.00        | $5131211.08        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-06-20      | 5.1030%  | 0.0000% | $23000000.00       | $22194565.76       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-04-20      | 5.4030%  | 0.0000% | $90869300.00       | $70164768.00       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-10-20      | 4.7030%  | 0.0000% | $40000000.00       | $40127770.36       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-10-20      | 5.0030%  | 0.0000% | $40000000.00       | $40101110.38       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-10-20      | 5.0030%  | 0.0000% | $100000000.00      | $100239237.76      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-04-20      | 5.0000%  | 0.0000% | $161469696.00      | $158044423.94      | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-11-20      | 4.7030%  | 0.0000% | $80000000.00       | $80367116.03       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-11-20      | 4.5030%  | 0.0000% | $40819008.00       | $40825382.21       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-11-20      | 4.7530%  | 0.0000% | $33106000.00       | $33309444.52       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-12-20      | 4.5000%  | 0.0000% | $19444416.00       | $18476628.53       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-12-20      | 4.7030%  | 0.0000% | $33360384.00       | $33322167.85       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-02-20      | 3.5000%  | 0.0000% | $1055000.00        | $959544.07         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-02-20      | 5.3030%  | 0.0000% | $30000000.00       | $19612494.51       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2045-03-15      | 2.5000%  | 0.0000% | $50526464.00       | $2692085.82        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2048-02-15      | 3.5000%  | 0.0000% | $700000.00         | $531727.43         | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P | 2028-09-25      | 3.9200%  | 0.0000% | $1350000.00        | $1355660.25        | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P | 2030-01-25      | 1.9550%  | 0.0000% | $11301000.00       | $10461808.77       | Agency Mortgage-Backed Securities |
| FREDDIE MAC WHOLE LOAN SECURIT | 2047-05-25      | 3.0000%  | 0.0000% | $6500000.00        | $3443144.86        | Agency Mortgage-Backed Securities |
| FANNIEMAE-ACES                 | 2026-09-25      | 2.4994%  | 0.0000% | $1640000.00        | $793856.23         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2045-01-25      | 2.5000%  | 0.0000% | $35572000.00       | $6756086.75        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2046-08-25      | 2.5000%  | 0.0000% | $49502000.00       | $11168071.24       | Agency Mortgage-Backed Securities |
| FANNIEMAE-ACES                 | 2026-10-25      | 2.4199%  | 0.0000% | $2890000.00        | $1830476.53        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2046-12-25      | 3.0000%  | 0.0000% | $8000000.00        | $6948613.33        | Agency Mortgage-Backed Securities |
| FANNIEMAE-ACES                 | 2026-09-25      | 2.5249%  | 0.0000% | $17450000.00       | $11376662.41       | Agency Mortgage-Backed Securities |
| FANNIEMAE-ACES                 | 2027-02-25      | 2.9610%  | 0.0000% | $2540000.00        | $1918330.51        | Agency Mortgage-Backed Securities |
| FANNIEMAE-ACES                 | 2026-12-25      | 2.4777%  | 0.0000% | $24880000.00       | $14226287.14       | Agency Mortgage-Backed Securities |
| FANNIEMAE-ACES                 | 2027-05-25      | 3.0610%  | 0.0000% | $1500000.00        | $943761.13         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2047-05-25      | 3.5000%  | 0.0000% | $3801000.00        | $1102882.56        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2046-07-25      | 3.0000%  | 0.0000% | $50928000.00       | $12384348.85       | Agency Mortgage-Backed Securities |
| FANNIEMAE-ACES                 | 2027-09-25      | 2.9656%  | 0.0000% | $44906688.00       | $35275978.38       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2047-12-25      | 2.5000%  | 0.0000% | $109893.00         | $21081.08          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2060-10-25      | 1.5000%  | 0.0000% | $7000000.00        | $2388324.45        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-07-25      | 2.5000%  | 0.0000% | $6772000.00        | $4575907.37        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2049-05-25      | 1.0000%  | 0.0000% | $10000000.00       | $5866674.45        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-08-25      | 4.3973%  | 0.0000% | $22246000.00       | $15818794.51       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-09-25      | 4.3973%  | 0.0000% | $106387200.00      | $72498460.27       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-09-25      | 4.3473%  | 0.0000% | $46000000.00       | $31987396.89       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-01-20      | 4.4898%  | 0.0000% | $100000000.00      | $13296735.48       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2064-12-16      | 4.5000%  | 0.0000% | $20841240.00       | $17837183.67       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2067-02-16      | 5.0000%  | 0.0000% | $20000000.00       | $19233115.56       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-06-20      | 5.4530%  | 0.0000% | $100000000.00      | $98296221.47       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-06-20      | 5.3830%  | 0.0000% | $4233300.00        | $4157595.99        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-05-20      | 5.0000%  | 0.0000% | $8340080.00        | $8275086.48        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-07-20      | 5.0530%  | 0.0000% | $50000000.00       | $50329922.61       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-07-20      | 5.0530%  | 0.0000% | $75000000.00       | $75501843.18       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2051-06-20      | 4.5000%  | 0.0000% | $40913152.00       | $40034839.92       | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2052-06-25      | 4.5000%  | 0.0000% | $10433504.00       | $9507204.64        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2052-11-25      | 4.5000%  | 0.0000% | $14550400.00       | $14430356.42       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2056-01-20      | 4.8620%  | 0.0000% | $172905984.00      | $172689774.19      | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2051-07-20      | 5.2500%  | 0.0000% | $195165440.00      | $198818579.23      | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2051-10-20      | 3.0000%  | 0.0000% | $42948700.00       | $40398477.78       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2056-01-20      | 4.5000%  | 0.0000% | $15000000.00       | $14624520.00       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2050-07-20      | 2.2500%  | 0.0000% | $136524288.00      | $116499246.75      | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2056-01-20      | 4.5000%  | 0.0000% | $5321199.00        | $4830371.60        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2051-07-20      | 5.0000%  | 0.0000% | $38697856.00       | $39271465.72       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-12-20      | 4.7074%  | 0.0000% | $10900000.00       | $10967630.11       | Agency Mortgage-Backed Securities |
| FREMF MORTGAGE TRUST           | 2030-11-25      | 12.9011% | 0.0000% | $79736000.00       | $24945938.01       | Agency Mortgage-Backed Securities |
| FREMF MORTGAGE TRUST           | 2031-03-25      | 10.0366% | 0.0000% | $23715000.00       | $6031042.03        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2041-10-25      | 3.5000%  | 0.0000% | $1000000.00        | $916998.45         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2042-03-25      | 4.0000%  | 0.0000% | $12236000.00       | $11904492.77       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2042-03-25      | 3.5000%  | 0.0000% | $2000000.00        | $1171702.41        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2042-05-25      | 3.5000%  | 0.0000% | $4905000.00        | $3124637.77        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2042-06-25      | 4.3522%  | 0.0000% | $4113936.00        | $12093.45          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2042-07-25      | 3.5000%  | 0.0000% | $7871000.00        | $7314390.00        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2042-07-25      | 3.5000%  | 0.0000% | $2987744.00        | $2141575.78        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2042-12-25      | 1.7500%  | 0.0000% | $29743296.00       | $3224068.79        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2043-04-25      | 4.8118%  | 0.0000% | $2000000.00        | $298342.73         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2043-07-25      | 2.5000%  | 0.0000% | $7522264.00        | $7058948.25        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2033-10-25      | 3.0000%  | 0.0000% | $8777000.00        | $4026481.19        | Agency Mortgage-Backed Securities |
| FANNIEMAE-ACES                 | 2027-04-25      | 3.0920%  | 0.0000% | $9222000.00        | $4086753.05        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2045-07-25      | 3.0000%  | 0.0000% | $8448000.00        | $2272128.95        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2042-03-25      | 2.7500%  | 0.0000% | $25000000.00       | $2491792.77        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2046-05-25      | 3.0000%  | 0.0000% | $3793300.00        | $3105038.59        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-07-25      | 5.0000%  | 0.0000% | $39292160.00       | $36133762.93       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-12-25      | 5.5000%  | 0.0000% | $12000000.00       | $8070941.23        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-05-25      | 5.0000%  | 0.0000% | $46404000.00       | $42913243.56       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-10-25      | 5.0000%  | 0.0000% | $8389680.00        | $5798636.80        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-01-20      | 4.8530%  | 0.0000% | $100000000.00      | $39904567.83       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-02-20      | 4.8830%  | 0.0000% | $30000000.00       | $17648415.39       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-03-20      | 0.1250%  | 0.0000% | $100000000.00      | $68756566.38       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-04-20      | 4.8030%  | 0.0000% | $50000000.00       | $35645701.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-04-20      | 0.1250%  | 0.0000% | $153993000.00      | $84265260.05       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-04-20      | 4.7030%  | 0.0000% | $30000000.00       | $23751762.76       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-04-20      | 0.0500%  | 0.0000% | $19999987.00       | $20452.91          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-06-20      | 4.8030%  | 0.0000% | $30000000.00       | $20356612.93       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-05-20      | 4.9030%  | 0.0000% | $27275400.00       | $18574139.95       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-06-20      | 4.9230%  | 0.0000% | $30000000.00       | $13832800.96       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-07-20      | 4.8530%  | 0.0000% | $50000000.00       | $43524756.21       | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P | 2036-10-25      | 2.3610%  | 0.0000% | $20000000.00       | $16164958.32       | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P | 2031-10-25      | 5.0280%  | 0.0000% | $6095000.00        | $6297654.69        | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P | 2032-01-25      | 4.5830%  | 0.0000% | $90000000.00       | $90747167.49       | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P | 2030-09-25      | 4.3266%  | 0.0000% | $1000000.00        | $999558.80         | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS             | 2033-01-15      | 4.0000%  | 0.0000% | $67848576.00       | $67244806.60       | Agency Mortgage-Backed Securities |
| FANNIEMAE WHOLE LOAN           | 2042-10-25      | 4.9500%  | 0.0000% | $14249936.00       | $730154.39         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2043-04-25      | 6.0000%  | 0.0000% | $7224900.00        | $217532.17         | Agency Mortgage-Backed Securities |
| FANNIEMAE WHOLE LOAN           | 2043-08-25      | 5.7500%  | 0.0000% | $8000000.00        | $1566423.17        | Agency Mortgage-Backed Securities |
| FANNIEMAE WHOLE LOAN           | 2043-08-25      | 5.8070%  | 0.0000% | $28500000.00       | $6307352.36        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2035-09-25      | NA       | 0.0000% | $2727272.00        | $108410.26         | Agency Mortgage-Backed Securities |
| FHLMC STRUCTURED PASS THROUGH  | 2044-03-25      | 6.5000%  | 0.0000% | $14249936.00       | $704453.05         | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2042-08-01      | 3.0000%  | 0.0000% | $35844864.00       | $2881200.58        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2035-07-15      | 9.1127%  | 0.0000% | $1899718.00        | $38451.63          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2037-02-25      | NA       | 0.0000% | $3424936.00        | $61514.11          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2036-09-15      | 6.0000%  | 0.0000% | $13262000.00       | $639817.63         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2036-11-15      | 5.7500%  | 0.0000% | $8261664.00        | $3077951.67        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2037-11-15      | 5.8218%  | 0.0000% | $3887036.00        | $44320.53          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2041-07-25      | 4.0000%  | 0.0000% | $5000000.00        | $512033.89         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2039-05-15      | 4.5000%  | 0.0000% | $6430000.00        | $13153.79          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2039-11-15      | 4.5000%  | 0.0000% | $17400000.00       | $1157230.01        | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2055-05-01      | 5.0000%  | 0.0000% | $35567300.00       | $6942706.70        | Agency Mortgage-Backed Securities |
| FREDDIE MAC STRIPS             | 2054-03-25      | 7.5000%  | 0.0000% | $15874768.00       | $1486716.68        | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P | 2027-03-25      | 3.2240%  | 0.0000% | $33880000.00       | $33758171.28       | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P | 2032-07-25      | 1.5700%  | 0.0000% | $1000000.00        | $404243.44         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2046-02-15      | 3.0000%  | 0.0000% | $83334000.00       | $8387618.99        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-12-20      | 2.5000%  | 0.0000% | $132248320.00      | $31130618.61       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2046-05-25      | 3.0000%  | 0.0000% | $4280000.00        | $3484046.97        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-11-20      | 5.6030%  | 0.0000% | $200000000.00      | $63698872.64       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-12-20      | 4.9030%  | 0.0000% | $100000000.00      | $31645108.78       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-01-20      | 4.8530%  | 0.0000% | $74420200.00       | $29697059.19       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-04-20      | 3.5000%  | 0.0000% | $50000000.00       | $3284532.40        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-06-20      | 2.5000%  | 0.0000% | $22768960.00       | $8242825.10        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-07-20      | 1.2500%  | 0.0000% | $24377440.00       | $10296794.67       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-07-20      | 2.5000%  | 0.0000% | $85940608.00       | $39222540.51       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-07-20      | 2.2500%  | 0.0000% | $34969728.00       | $11128730.65       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-05-20      | 1.2500%  | 0.0000% | $12000000.00       | $4638425.78        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-04-20      | 2.0000%  | 0.0000% | $4000000.00        | $2216429.02        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-05-20      | 1.2500%  | 0.0000% | $15000000.00       | $5739081.68        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-08-20      | 2.0000%  | 0.0000% | $6794632.00        | $3714551.33        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-01-20      | 5.0000%  | 0.0000% | $361420.00         | $123696.96         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-01-20      | 4.7030%  | 0.0000% | $50000000.00       | $30018195.30       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-10-20      | 4.7530%  | 0.0000% | $30000000.00       | $15756069.39       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2035-03-20      | 5.5000%  | 0.0000% | $3608876.00        | $1188186.20        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-08-20      | 4.7530%  | 0.0000% | $100000000.00      | $42477170.72       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-11-20      | 4.9030%  | 0.0000% | $50000000.00       | $21829801.43       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-11-20      | 5.5530%  | 0.0000% | $100000000.00      | $31866728.91       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-06-20      | 6.0000%  | 0.0000% | $7495592.00        | $7791542.96        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-10-20      | 5.0030%  | 0.0000% | $100000000.00      | $30816018.07       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-04-20      | 5.4630%  | 0.0000% | $100000000.00      | $77280066.46       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-06-20      | 5.5000%  | 0.0000% | $36001472.00       | $21600949.42       | Agency Mortgage-Backed Securities |
| FREDDIE MAC - SLST             | 2060-09-25      | 4.7500%  | 0.0000% | $3000000.00        | $954939.34         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2033-08-20      | 5.0000%  | 0.0000% | $9501056.00        | $1429976.71        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2043-07-20      | 4.1398%  | 0.0000% | $118646144.00      | $4980404.56        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-04-16      | 2.4157%  | 0.0000% | $6189980.00        | $10948.90          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-07-20      | 2.0000%  | 0.0000% | $112487808.00      | $13023523.77       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2043-09-16      | 4.0919%  | 0.0000% | $45000000.00       | $5479444.59        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2043-08-16      | 4.1919%  | 0.0000% | $35000000.00       | $2456205.27        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2043-08-20      | 4.0000%  | 0.0000% | $700000.00         | $613537.04         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2045-01-20      | 3.5000%  | 0.0000% | $2922000.00        | $1325789.24        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2057-03-16      | 2.6500%  | 0.0000% | $3200000.00        | $821470.46         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2045-11-20      | 2.7500%  | 0.0000% | $40000000.00       | $373545.47         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2060-04-16      | 2.6000%  | 0.0000% | $1538000.00        | $382721.36         | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2052-05-25      | 4.0000%  | 0.0000% | $49544704.00       | $48317194.09       | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2040-05-01      | NA       | 0.0000% | $36033280.00       | $761008.00         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2042-02-15      | 4.0000%  | 0.0000% | $9937152.00        | $1174439.37        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2042-03-15      | 3.5000%  | 0.0000% | $4170000.00        | $2276948.52        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2042-04-15      | 3.5000%  | 0.0000% | $15000000.00       | $10385705.46       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2042-05-15      | 4.0000%  | 0.0000% | $7064000.00        | $6774003.18        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2042-09-15      | 3.5000%  | 0.0000% | $1000000.00        | $204136.63         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2033-01-15      | 4.7718%  | 0.0000% | $1440000.00        | $105657.11         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2042-12-15      | 3.0000%  | 0.0000% | $57660000.00       | $5187851.89        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2043-04-15      | 2.2500%  | 0.0000% | $27896704.00       | $1894652.51        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2033-06-15      | 3.0000%  | 0.0000% | $6489130.00        | $6219348.74        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2044-09-15      | 2.5000%  | 0.0000% | $16438700.00       | $1050704.21        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2045-01-15      | 2.2500%  | 0.0000% | $32366000.00       | $1521064.07        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2046-08-15      | 3.0000%  | 0.0000% | $1800000.00        | $228973.94         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2046-08-15      | 3.0000%  | 0.0000% | $8407000.00        | $5291030.68        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2047-02-15      | 3.0000%  | 0.0000% | $65240000.00       | $17285994.30       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2051-06-20      | 5.2500%  | 0.0000% | $27000000.00       | $13901660.24       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-09-20      | 4.8730%  | 0.0000% | $30000000.00       | $25914788.71       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-09-20      | 5.0000%  | 0.0000% | $30000000.00       | $26645678.59       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-04-20      | 3.0000%  | 0.0000% | $26570304.00       | $23194010.87       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-12-20      | 4.5000%  | 0.0000% | $28070592.00       | $20774269.70       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-08-20      | 5.0000%  | 0.0000% | $3958000.00        | $3873454.99        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-02-20      | 4.4998%  | 0.0000% | $100000000.00      | $18729951.66       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-03-20      | 4.4998%  | 0.0000% | $13556600.00       | $2950104.89        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2051-08-20      | 5.0000%  | 0.0000% | $26494000.00       | $26414395.10       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-05-20      | 4.0000%  | 0.0000% | $150000000.00      | $32713872.49       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-08-20      | 2.5000%  | 0.0000% | $34485504.00       | $6822782.57        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-05-20      | 2.5000%  | 0.0000% | $50000000.00       | $16911049.28       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-06-25      | 5.5000%  | 0.0000% | $15000000.00       | $6601125.40        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-12-25      | 5.5000%  | 0.0000% | $300000.00         | $193366.90         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-11-25      | 4.6473%  | 0.0000% | $21500000.00       | $14552056.52       | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2044-07-25      | 6.5000%  | 0.0000% | $18846144.00       | $396215.64         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-10-20      | 4.9030%  | 0.0000% | $44787200.00       | $37954340.58       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-04-20      | 2.0000%  | 0.0000% | $12350000.00       | $9833124.55        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-07-20      | 5.3530%  | 0.0000% | $100000000.00      | $65422701.59       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-02-20      | 5.2500%  | 0.0000% | $3161328.00        | $3192290.57        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-02-20      | 5.3330%  | 0.0000% | $20000000.00       | $13354383.38       | Agency Mortgage-Backed Securities |

### Security 203: Bank of Montreal Tri Party Repo

- **C.1 - Title:** Bank of Montreal Tri Party Repo 3.669900%
- **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: 934EEG001, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: 934EEG001_3.67_0202
- **C.18 - Value (incl. sponsor support):** $60000000.00
- **C.18.a - Value (excl. sponsor support):** $60000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| GINNIE MAE II POOL             | 2055-02-20      | 7.0000%  | 0.0000% | $1287415.00        | $1330293.29        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2054-11-20      | 6.5000%  | 0.0000% | $1561250.00        | $1412374.57        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-02-20      | 5.5000%  | 0.0000% | $1332657.00        | $1360277.45        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2056-01-20      | 6.0000%  | 0.0000% | $1305724.00        | $1365586.66        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-11-20      | 6.5000%  | 0.0000% | $1318116.00        | $1381657.60        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-10-20      | 7.0000%  | 0.0000% | $1242545.00        | $1309910.10        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2050-12-20      | 6.0000%  | 0.0000% | $1249839.00        | $1295222.43        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2056-01-20      | 7.0000%  | 0.0000% | $1288219.00        | $1352387.62        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2056-01-20      | 6.5000%  | 0.0000% | $1237587.00        | $1298415.78        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2056-01-20      | 6.0000%  | 0.0000% | $1267762.00        | $1319653.19        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2056-01-20      | 7.5000%  | 0.0000% | $1290017.00        | $1399440.97        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2056-01-20      | 5.5000%  | 0.0000% | $1279057.00        | $1316558.38        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2056-01-20      | 6.0000%  | 0.0000% | $1257028.00        | $1306956.31        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-12-20      | 6.0000%  | 0.0000% | $1247324.00        | $1293440.56        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-10-20      | 5.5000%  | 0.0000% | $1284502.00        | $1317837.62        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-10-20      | 5.5000%  | 0.0000% | $1290261.00        | $1323870.57        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-11-20      | 7.0000%  | 0.0000% | $1318188.00        | $1378658.61        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-10-20      | 4.5000%  | 0.0000% | $1333092.00        | $1311931.58        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-10-20      | 6.5000%  | 0.0000% | $1315377.00        | $1375813.58        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-11-20      | 5.0000%  | 0.0000% | $1036059.00        | $1046111.27        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-12-20      | 5.5000%  | 0.0000% | $1359048.00        | $1400157.56        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-02-20      | 5.5000%  | 0.0000% | $1386934.00        | $1407739.40        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-05-20      | 6.5000%  | 0.0000% | $1295289.00        | $1364437.25        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-09-20      | 6.5000%  | 0.0000% | $1275309.00        | $1327385.18        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-08-20      | 5.5000%  | 0.0000% | $1330859.00        | $1367308.98        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-10-20      | 5.5000%  | 0.0000% | $863634.00         | $886270.75         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-12-20      | 5.0000%  | 0.0000% | $1327080.00        | $1321962.19        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-10-20      | 7.0000%  | 0.0000% | $1236228.00        | $1299912.75        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-10-20      | 7.0000%  | 0.0000% | $1273482.00        | $1346538.07        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-10-20      | 7.0000%  | 0.0000% | $1337229.00        | $1410881.67        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-10-20      | 7.0000%  | 0.0000% | $1319837.00        | $1399776.04        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-11-20      | 6.0000%  | 0.0000% | $1278355.00        | $1337992.94        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-09-20      | 7.0000%  | 0.0000% | $1236477.00        | $1306908.51        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-10-20      | 7.0000%  | 0.0000% | $1314410.00        | $1373822.24        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-10-20      | 5.5000%  | 0.0000% | $1393205.00        | $1409511.35        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2056-01-20      | 6.5000%  | 0.0000% | $1269651.00        | $1323796.68        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-12-20      | 5.5000%  | 0.0000% | $1316398.00        | $1353484.36        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-02-20      | 3.0000%  | 0.0000% | $9600000.00        | $1321102.22        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-09-20      | 2.5000%  | 0.0000% | $3526846.00        | $1324635.13        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2039-01-20      | 6.5000%  | 0.0000% | $1550765.00        | $1315145.40        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-08-15      | 6.0000%  | 0.0000% | $1335844.00        | $1342688.97        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-11-20      | 3.5000%  | 0.0000% | $3958757.00        | $1382286.44        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-04-20      | 3.5000%  | 0.0000% | $2513808.00        | $1387449.59        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-12-20      | 8.0000%  | 0.0000% | $2823573.00        | $1314615.12        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-09-20      | 6.0000%  | 0.0000% | $1294736.00        | $1356598.61        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-11-20      | 6.0000%  | 0.0000% | $1288939.00        | $1321194.70        | Agency Mortgage-Backed Securities |

### Security 204: BMO Capital Markets Corp Tri Party Repo

- **C.1 - Title:** BMO Capital Markets Corp Tri Party Repo 3.669900%
- **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: 934EFN005, C.3 - LEI: RUC0QBLBRPRCU4W1NE59, C.5 - Other ID: 934EFN005_3.67_0202
- **C.18 - Value (incl. sponsor support):** $145000000.00
- **C.18.a - Value (excl. sponsor support):** $145000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 A | 2054-06-20      | 5.5000%  | 0.0000% | $59619719.00       | $48214311.39       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2056-01-20      | 5.5000%  | 0.0000% | $97800050.00       | $99685689.34       | Agency Mortgage-Backed Securities |

### Security 205: Fixed Income Clearing Corp. Tri Party Repo - BNYM

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - BNYM 3.669900%
- **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: 934QAM005, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 934QAM005_3.67_0202
- **C.18 - Value (incl. sponsor support):** $2350000000.00
- **C.18.a - Value (excl. sponsor support):** $2350000000.00
- **C.19 - Percentage of Net Assets:** 1.0500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION - BNYM

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

**Collateral:**
| Issuer Name                    | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae                     | 2055-07-01      | 5.5000%  | 0.0000% | $33271296.00       | $33156677.93       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-07-01      | 5.5000%  | 0.0000% | $30194752.00       | $27204485.55       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-08-01      | 5.5000%  | 0.0000% | $35940992.00       | $36161967.64       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-11-01      | 5.5000%  | 0.0000% | $40619520.00       | $41729917.10       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-10-01      | 6.0000%  | 0.0000% | $26996554.00       | $27828263.20       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-03-01      | 3.0000%  | 0.0000% | $6688000.00        | $4248097.51        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-09-01      | 5.0000%  | 0.0000% | $48629568.00       | $48353778.87       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2039-01-01      | 5.5000%  | 0.0000% | $225551528.00      | $998585.87         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2038-11-01      | 6.0000%  | 0.0000% | $90629272.00       | $1261180.97        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-06-01      | 2.5000%  | 0.0000% | $365726.00         | $122227.56         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-02-01      | 4.5000%  | 0.0000% | $10177240.00       | $9567447.70        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-05-01      | 6.0000%  | 0.0000% | $30150976.00       | $25042109.25       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-09-01      | 5.5000%  | 0.0000% | $25811900.00       | $25161473.80       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-11-01      | 6.0000%  | 0.0000% | $25077537.00       | $24787056.31       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-07-01      | 4.5000%  | 0.0000% | $6621932.00        | $923226.16         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-03-01      | 5.5000%  | 0.0000% | $25932992.00       | $24496829.00       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2032-11-01      | 2.5000%  | 0.0000% | $280842.00         | $36278.23          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-12-01      | 5.0000%  | 0.0000% | $69981382.00       | $66912035.96       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-01-01      | 5.5000%  | 0.0000% | $91364224.00       | $85646985.52       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-04-01      | 6.0000%  | 0.0000% | $36725966.00       | $24796559.38       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-01-01      | 2.0000%  | 0.0000% | $81754375.00       | $45870904.43       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-02-01      | 2.0000%  | 0.0000% | $1040.00           | $544.41            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-02-01      | 2.0000%  | 0.0000% | $50186952.00       | $28136457.36       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-04-01      | 2.5000%  | 0.0000% | $57740480.00       | $33281889.62       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-11-01      | 6.0000%  | 0.0000% | $50884080.00       | $51148375.28       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2052-04-01      | 2.5000%  | 0.0000% | $34215.00          | $29348.45          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-12-01      | 5.0000%  | 0.0000% | $25491776.00       | $25778680.67       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-11-01      | 6.0000%  | 0.0000% | $38352105.00       | $39361772.87       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-03-01      | 2.0000%  | 0.0000% | $5236010.00        | $3668215.38        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-09-01      | 5.0000%  | 0.0000% | $1303664.00        | $995621.82         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-09-01      | 5.0000%  | 0.0000% | $1882321.00        | $1452940.35        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-10-01      | 5.0000%  | 0.0000% | $1571281.00        | $1022990.93        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-11-01      | 5.0000%  | 0.0000% | $100000000.00      | $77195903.28       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-01-01      | 6.0000%  | 0.0000% | $5469152.00        | $3870380.85        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-02-01      | 5.5000%  | 0.0000% | $1155300.00        | $1133627.60        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-04-01      | 5.5000%  | 0.0000% | $1223000.00        | $862376.88         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-04-01      | 5.5000%  | 0.0000% | $1001838.00        | $853034.58         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-08-01      | 5.0000%  | 0.0000% | $5153053.00        | $4353866.75        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-07-01      | 6.5000%  | 0.0000% | $1014661.00        | $926597.16         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2049-10-01      | 3.5000%  | 0.0000% | $70005000.00       | $25599797.67       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2048-05-01      | 3.5000%  | 0.0000% | $7834824.00        | $3301279.85        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-09-01      | 2.5000%  | 0.0000% | $55393840.00       | $26244699.00       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-04-01      | 6.0000%  | 0.0000% | $1532350.00        | $1046827.50        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-05-01      | 6.0000%  | 0.0000% | $2913137.00        | $2251507.18        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-08-01      | 6.0000%  | 0.0000% | $1115098.00        | $840277.99         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-07-01      | 5.5000%  | 0.0000% | $1269000.00        | $849899.07         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-09-01      | 6.5000%  | 0.0000% | $1917930.00        | $1550054.09        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-08-01      | 6.0000%  | 0.0000% | $1017046.00        | $967357.54         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2050-08-01      | 2.0000%  | 0.0000% | $23998000.00       | $12244566.12       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2054-06-01      | 5.5000%  | 0.0000% | $29329248.00       | $26944070.44       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2046-11-01      | 3.5000%  | 0.0000% | $13576564.00       | $3062022.75        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2042-07-01      | 3.5000%  | 0.0000% | $259070414.00      | $23892676.42       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2045-09-01      | 3.5000%  | 0.0000% | $238599168.00      | $26461275.42       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-03-01      | 4.0000%  | 0.0000% | $1000.00           | $583.18            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-03-01      | 3.5000%  | 0.0000% | $2066982.00        | $1365455.39        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-04-01      | 4.0000%  | 0.0000% | $800000.00         | $568168.41         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-04-01      | 3.5000%  | 0.0000% | $7449336.00        | $4953146.39        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-08-01      | 4.0000%  | 0.0000% | $5289400.00        | $4254590.20        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-07-01      | 5.5000%  | 0.0000% | $1106338.00        | $1013572.31        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-05-01      | 4.0000%  | 0.0000% | $3096000.00        | $2297607.44        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-06-01      | 4.5000%  | 0.0000% | $33186624.00       | $24157378.38       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-05-01      | 5.0000%  | 0.0000% | $1084.00           | $809.17            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-07-01      | 4.5000%  | 0.0000% | $5235536.00        | $4373952.94        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-12-01      | 5.5000%  | 0.0000% | $33681370.00       | $25229944.08       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-12-01      | 5.5000%  | 0.0000% | $1024.00           | $776.48            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-09-01      | 5.5000%  | 0.0000% | $22793725.00       | $16792491.46       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-11-01      | 6.0000%  | 0.0000% | $47371262.00       | $37568239.31       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-08-01      | 4.5000%  | 0.0000% | $26314337.00       | $24423517.46       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-10-01      | 6.0000%  | 0.0000% | $23879584.00       | $21562127.10       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2049-07-01      | 3.5000%  | 0.0000% | $4164616.00        | $869547.08         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-08-01      | 5.0000%  | 0.0000% | $4921133.00        | $4067403.38        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-07-01      | 5.0000%  | 0.0000% | $543653.00         | $373139.84         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-08-01      | 5.0000%  | 0.0000% | $1635950.00        | $873217.23         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-07-01      | 5.0000%  | 0.0000% | $1042500.00        | $999301.90         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-09-01      | 5.0000%  | 0.0000% | $1818550.00        | $1064658.09        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-10-01      | 2.5000%  | 0.0000% | $66890271.00       | $34945749.05       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-09-01      | 2.5000%  | 0.0000% | $67977118.00       | $40870557.22       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-08-01      | 2.5000%  | 0.0000% | $67294464.00       | $40537463.93       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-10-01      | 2.5000%  | 0.0000% | $81054848.00       | $49152431.00       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2042-01-01      | 2.0000%  | 0.0000% | $1000000.00        | $625667.70         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-05-01      | 3.0000%  | 0.0000% | $1025000.00        | $737132.23         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2048-10-01      | 4.5000%  | 0.0000% | $3778850.00        | $1165993.00        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2048-11-01      | 4.5000%  | 0.0000% | $2580356.00        | $994410.89         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2048-09-01      | 5.0000%  | 0.0000% | $1318446.00        | $860944.70         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-09-01      | 5.0000%  | 0.0000% | $1214216.00        | $1087069.28        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-11-01      | 5.5000%  | 0.0000% | $1067637.00        | $842464.44         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-08-01      | 5.0000%  | 0.0000% | $1173510.00        | $1137238.15        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-08-01      | 5.0000%  | 0.0000% | $1537620.00        | $1261542.36        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-09-01      | 5.0000%  | 0.0000% | $2407452.00        | $2313792.72        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-10-01      | 5.0000%  | 0.0000% | $1723400.00        | $1271677.61        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-11-01      | 5.0000%  | 0.0000% | $2743266.00        | $2253376.74        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-11-01      | 5.0000%  | 0.0000% | $1289568.00        | $1003067.40        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-12-01      | 6.0000%  | 0.0000% | $1453220.00        | $870718.75         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-04-01      | 6.0000%  | 0.0000% | $2445280.00        | $1714088.62        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-03-01      | 6.0000%  | 0.0000% | $1138200.00        | $853322.86         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-04-01      | 5.5000%  | 0.0000% | $2764865.00        | $2268887.23        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-05-01      | 5.5000%  | 0.0000% | $1114328.00        | $879450.82         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-05-01      | 6.5000%  | 0.0000% | $1268684.00        | $1008577.15        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-07-01      | 6.5000%  | 0.0000% | $1125640.00        | $948647.20         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2046-01-01      | 4.0000%  | 0.0000% | $8538832.00        | $1244645.62        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2062-12-01      | 2.5000%  | 0.0000% | $28932120.00       | $19629975.22       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2048-10-01      | 4.5000%  | 0.0000% | $1514610.00        | $1068661.68        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-01-01      | 6.0000%  | 0.0000% | $20994592.00       | $18670542.51       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-01-01      | 5.0000%  | 0.0000% | $21069632.00       | $20507542.77       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-07-01      | 6.0000%  | 0.0000% | $33798075.00       | $25590770.06       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-04-01      | 6.0000%  | 0.0000% | $32280157.00       | $28646151.63       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-09-01      | 6.5000%  | 0.0000% | $51638464.00       | $46211505.25       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2054-12-01      | 5.0000%  | 0.0000% | $25468356.00       | $24955162.01       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-07-01      | 5.5000%  | 0.0000% | $47676864.00       | $46794887.59       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2053-05-01      | 5.0000%  | 0.0000% | $33280448.00       | $25559736.76       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-01-01      | 6.0000%  | 0.0000% | $32634271.00       | $23625873.99       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-06-01      | 4.0000%  | 0.0000% | $1139446.00        | $930209.93         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-08-01      | 5.0000%  | 0.0000% | $1000.00           | $843.57            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-09-01      | 5.5000%  | 0.0000% | $93412480.00       | $75296304.27       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-09-01      | 6.0000%  | 0.0000% | $29806384.00       | $24219056.74       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2053-09-01      | 6.0000%  | 0.0000% | $31593856.00       | $24836538.36       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-04-01      | 6.0000%  | 0.0000% | $31527165.00       | $26160240.01       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-05-01      | 6.0000%  | 0.0000% | $41871285.00       | $35898680.13       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-07-01      | 6.5000%  | 0.0000% | $27205216.00       | $23435260.98       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-07-01      | 6.0000%  | 0.0000% | $34707208.00       | $30290555.94       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-01-01      | 5.0000%  | 0.0000% | $51462336.00       | $48332913.87       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-01-01      | 5.0000%  | 0.0000% | $38586840.00       | $34610636.86       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-01-01      | 6.0000%  | 0.0000% | $37715264.00       | $32434382.82       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-11-20      | 5.0000%  | 0.0000% | $113000000.00      | $105531697.55      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-07-20      | 5.5000%  | 0.0000% | $16693436.00       | $16717631.69       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2056-01-20      | 5.0000%  | 0.0000% | $2467390.00        | $2479610.43        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2032-07-01      | 4.5200%  | 0.0000% | $45000000.00       | $45731705.00       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2033-05-01      | 4.6200%  | 0.0000% | $50000000.00       | $51017783.35       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2041-11-01      | 4.3000%  | 0.0000% | $100000000.00      | $98182088.90       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-05-20      | 5.0000%  | 0.0000% | $90000000.00       | $88339483.33       | Agency Mortgage-Backed Securities |

### Security 206: Prudential Insurance Company of America Repo

- **C.1 - Title:** Prudential Insurance Company of America Repo 3.680000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 934QUK007, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 934QUK007_3.68_0202
- **C.18 - Value (incl. sponsor support):** $579237500.00
- **C.18.a - Value (excl. sponsor support):** $579237500.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| STRIP PRINC     | 2041-08-15      | NA       | 0.0000% | $15000000.00       | $7239705.00        | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2048-02-15      | NA       | 0.0000% | $250000000.00      | $83790750.00       | U.S. Treasuries (including strips) |
| STRIPS          | 2042-05-15      | NA       | 0.0000% | $25000000.00       | $11288300.00       | U.S. Treasuries (including strips) |
| STRIPS          | 2041-11-15      | NA       | 0.0000% | $14000000.00       | $6518666.00        | U.S. Treasuries (including strips) |
| STRIPS          | 2039-11-15      | NA       | 0.0000% | $50000000.00       | $26216900.00       | U.S. Treasuries (including strips) |
| STRIPS          | 2037-02-15      | NA       | 0.0000% | $45000000.00       | $27566955.00       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-10-31      | 3.5000%  | 0.0000% | $100000000.00      | $100778271.75      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-08-31      | 3.6250%  | 0.0000% | $100000000.00      | $100842411.95      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-07-31      | 4.3750%  | 0.0000% | $50000000.00       | $51285071.33       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2052-11-15      | 4.0000%  | 0.0000% | $49000000.00       | $42980241.71       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2047-05-15      | 3.0000%  | 0.0000% | $20000000.00       | $15175966.85       | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2052-05-15      | NA       | 0.0000% | $113000000.00      | $30650120.00       | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2050-08-15      | NA       | 0.0000% | $50000000.00       | $14786450.00       | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2050-02-15      | NA       | 0.0000% | $100000000.00      | $30245100.00       | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2049-11-15      | NA       | 0.0000% | $100000000.00      | $30614500.00       | U.S. Treasuries (including strips) |
| STRIPS          | 2046-11-15      | NA       | 0.0000% | $33000000.00       | $11643852.00       | U.S. Treasuries (including strips) |

### Security 207: Fixed Income Clearing Corp. Tri Party Repo - BNYM

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - BNYM 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 934QYA005, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 934QYA005_3.66_0202
- **C.18 - Value (incl. sponsor support):** $6100000000.00
- **C.18.a - Value (excl. sponsor support):** $6100000000.00
- **C.19 - Percentage of Net Assets:** 2.7200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION - BNYM

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TSY INFL IX N/B | 2030-01-15      | 0.1250%  | 0.0000% | $1068700000.00     | $1291243188.36     | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-08-15      | 1.2500%  | 0.0000% | $17958900.00       | $15722523.47       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-10-31      | 3.5000%  | 0.0000% | $1289900000.00     | $1299933284.04     | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-08-31      | 3.7500%  | 0.0000% | $1002488900.00     | $1011884081.97     | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-11-30      | 4.1250%  | 0.0000% | $1264900000.00     | $1292124157.75     | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-06-30      | 4.2500%  | 0.0000% | $1282816800.00     | $1311092775.48     | U.S. Treasuries (including strips) |

### Security 208: National Australia Bank Ltd. Repo

- **C.1 - Title:** National Australia Bank Ltd. Repo 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 935EJW000, C.3 - LEI: 549300E2IPL06NDXMZ63, C.5 - Other ID: 935EJW000_3.65_0202
- **C.18 - Value (incl. sponsor support):** $575000000.00
- **C.18.a - Value (excl. sponsor support):** $575000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2027-08-15      | 2.2500%  | 0.0000% | $591915000.00      | $586619130.06      | U.S. Treasuries (including strips) |

### Security 209: Banco Santander SA Tri Party Repo

- **C.1 - Title:** Banco Santander SA Tri Party Repo 3.669900%
- **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: 936TGF006, C.3 - LEI: 549300WBCQHX42LBGI20, C.5 - Other ID: 936TGF006_3.67_0202
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 A | 2032-02-20      | 3.5000%  | 0.0000% | $1000.00           | $86.49             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-03-20      | 4.0000%  | 0.0000% | $958374.00         | $83636.52          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-07-20      | 4.0000%  | 0.0000% | $1958491.00        | $173852.56         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-08-20      | 4.5000%  | 0.0000% | $15706.00          | $1235.78           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-06-20      | 4.0000%  | 0.0000% | $2008.00           | $192.76            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-07-20      | 4.5000%  | 0.0000% | $83220932.00       | $7361456.28        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-09-20      | 4.0000%  | 0.0000% | $1996.00           | $209.40            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-09-20      | 4.5000%  | 0.0000% | $1000.00           | $89.72             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-10-20      | 3.0000%  | 0.0000% | $818000.00         | $108021.01         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-10-20      | 4.0000%  | 0.0000% | $1000.00           | $107.11            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-12-20      | 4.0000%  | 0.0000% | $2000.00           | $212.58            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-02-20      | 4.0000%  | 0.0000% | $57152908.00       | $5586031.54        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-04-20      | 3.0000%  | 0.0000% | $1000.00           | $153.12            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-05-20      | 6.5000%  | 0.0000% | $88000.00          | $12236.07          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-08-20      | 4.5000%  | 0.0000% | $3319.00           | $388.11            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-09-20      | 5.5000%  | 0.0000% | $340532.00         | $41900.61          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2057-01-01      | 4.0000%  | 0.0000% | $37749547.00       | $13047342.21       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2057-09-01      | 3.5000%  | 0.0000% | $2000608.00        | $699655.05         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-07-01      | 3.5000%  | 0.0000% | $3936962.00        | $1393218.15        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-03-01      | 4.0000%  | 0.0000% | $82227169.00       | $26201566.99       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2059-08-01      | 4.0000%  | 0.0000% | $1000.00           | $371.14            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2049-02-01      | 3.5000%  | 0.0000% | $1574415.00        | $655249.85         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2062-12-01      | 2.5000%  | 0.0000% | $1024.00           | $694.77            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2063-06-01      | 3.5000%  | 0.0000% | $1000.00           | $728.58            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2063-06-01      | 4.5000%  | 0.0000% | $1008.00           | $790.09            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2047-04-01      | 3.5000%  | 0.0000% | $1000.00           | $230.56            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2047-08-01      | 3.5000%  | 0.0000% | $1025.00           | $154.43            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2047-08-01      | 3.5000%  | 0.0000% | $40788.00          | $8315.11           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2048-03-01      | 4.5000%  | 0.0000% | $1000.00           | $263.30            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2048-02-01      | 4.5000%  | 0.0000% | $1008.00           | $143.26            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2048-06-01      | 4.0000%  | 0.0000% | $1280.00           | $130.30            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2048-07-01      | 4.5000%  | 0.0000% | $9356.00           | $833.66            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-05-01      | 2.5000%  | 0.0000% | $1000.00           | $394.20            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-05-01      | 2.5000%  | 0.0000% | $4096.00           | $1853.54           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2048-08-01      | 4.5000%  | 0.0000% | $2150232.00        | $777703.76         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2047-04-01      | 3.5000%  | 0.0000% | $1000.00           | $204.28            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2045-07-01      | 4.5000%  | 0.0000% | $9000.00           | $2423.40           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2048-02-01      | 4.0000%  | 0.0000% | $1170.00           | $345.97            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2048-11-01      | 4.5000%  | 0.0000% | $343602.00         | $90688.00          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2048-12-01      | 4.5000%  | 0.0000% | $8448.00           | $1282.66           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2046-12-01      | 3.5000%  | 0.0000% | $1000.00           | $246.22            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2048-07-01      | 4.0000%  | 0.0000% | $36605579.00       | $10513364.92       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2059-01-01      | 4.5000%  | 0.0000% | $1000.00           | $788.80            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2060-01-01      | 3.0000%  | 0.0000% | $1024.00           | $735.43            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-09-01      | 6.5000%  | 0.0000% | $1024.00           | $646.73            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-05-20      | 5.0000%  | 0.0000% | $1000.00           | $325.44            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-10-15      | 5.5000%  | 0.0000% | $1000.00           | $86.87             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-11-20      | 4.5000%  | 0.0000% | $2000.00           | $43.16             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-04-20      | 4.5000%  | 0.0000% | $1000.00           | $223.04            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-05-20      | 5.0000%  | 0.0000% | $1008.00           | $87.65             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-11-20      | 2.5000%  | 0.0000% | $1000.00           | $618.19            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-11-15      | 3.0000%  | 0.0000% | $1000.00           | $366.85            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-09-20      | 4.5000%  | 0.0000% | $1000.00           | $376.44            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1053.87           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-10-01      | 5.5000%  | 0.0000% | $2000.00           | $2036.02           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-09-20      | 6.5000%  | 0.0000% | $2009.00           | $2099.57           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-08-20      | 6.5000%  | 0.0000% | $1001.00           | $1041.60           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-12-20      | 6.5000%  | 0.0000% | $1000.00           | $1048.12           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-09-20      | 6.5000%  | 0.0000% | $2000.00           | $2068.33           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-11-20      | 5.5000%  | 0.0000% | $1000.00           | $1024.28           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-11-20      | 6.0000%  | 0.0000% | $1000.00           | $1063.29           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-03-20      | 3.0000%  | 0.0000% | $1000.00           | $234.78            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-02-20      | 3.0000%  | 0.0000% | $1000.00           | $197.77            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2036-04-20      | 5.5000%  | 0.0000% | $1000.00           | $320.05            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-12-20      | 2.0000%  | 0.0000% | $1000.00           | $487.36            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-11-20      | 2.0000%  | 0.0000% | $1000.00           | $513.94            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-08-20      | 3.0000%  | 0.0000% | $1000.00           | $631.71            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-04-20      | 3.0000%  | 0.0000% | $2000.00           | $1372.27           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-03-15      | 4.0000%  | 0.0000% | $1000.00           | $612.64            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2043-02-20      | 3.0000%  | 0.0000% | $1001.00           | $171.23            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2043-01-20      | 3.0000%  | 0.0000% | $1000.00           | $254.74            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2043-12-20      | 4.0000%  | 0.0000% | $1000.00           | $116.80            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2044-08-20      | 4.5000%  | 0.0000% | $1000.00           | $52.07             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2043-07-20      | 3.0000%  | 0.0000% | $1000.00           | $372.74            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2044-02-15      | 4.0000%  | 0.0000% | $1000.00           | $105.60            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2044-05-20      | 4.0000%  | 0.0000% | $1000.00           | $79.96             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2044-08-15      | 4.0000%  | 0.0000% | $3143.00           | $125.75            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2044-09-15      | 4.0000%  | 0.0000% | $3000.00           | $390.85            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2045-03-15      | 4.0000%  | 0.0000% | $1000.00           | $133.15            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2045-07-15      | 4.0000%  | 0.0000% | $1000.00           | $55.10             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-09-15      | 4.5000%  | 0.0000% | $1000.00           | $786.78            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-02-20      | 5.5000%  | 0.0000% | $1000.00           | $672.36            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2059-01-01      | 4.5000%  | 0.0000% | $4000.00           | $3795.04           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2048-11-01      | 4.5000%  | 0.0000% | $2000.00           | $285.25            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2033-04-01      | 5.5000%  | 0.0000% | $5878.00           | $23.08             | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-08-01      | 6.0000%  | 0.0000% | $3000.00           | $3061.78           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-07-01      | 2.0000%  | 0.0000% | $1000.00           | $404.63            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2033-10-01      | 4.0000%  | 0.0000% | $1000.00           | $188.63            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-07-01      | 4.5000%  | 0.0000% | $1000.00           | $933.11            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-01-20      | 3.0000%  | 0.0000% | $1030.00           | $144.23            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2045-02-15      | 4.0000%  | 0.0000% | $1000.00           | $91.99             | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-10-20      | 6.5000%  | 0.0000% | $1000.00           | $1072.06           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2050-08-01      | 2.5000%  | 0.0000% | $1000.00           | $428.67            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2040-08-01      | 6.0000%  | 0.0000% | $48104.00          | $46620.23          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2041-07-01      | 6.0000%  | 0.0000% | $1000.00           | $186.47            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2052-04-01      | 2.0000%  | 0.0000% | $1024.00           | $834.31            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2050-01-01      | 3.5000%  | 0.0000% | $1035.00           | $970.00            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-08-01      | 5.0000%  | 0.0000% | $1000.00           | $977.99            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $875.06            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2047-08-01      | 3.5000%  | 0.0000% | $4024.00           | $898.77            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2047-10-01      | 3.5000%  | 0.0000% | $1000.00           | $220.92            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2047-10-01      | 3.0000%  | 0.0000% | $1000.00           | $84.02             | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2049-05-01      | 4.0000%  | 0.0000% | $3072.00           | $892.12            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2049-03-01      | 5.0000%  | 0.0000% | $6088.00           | $1790.04           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2049-04-01      | 4.0000%  | 0.0000% | $11114057.00       | $2155379.33        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2049-06-01      | 4.5000%  | 0.0000% | $2080.00           | $690.12            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2049-07-01      | 4.0000%  | 0.0000% | $1000.00           | $197.45            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $288.78            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-02-01      | 3.5000%  | 0.0000% | $1000.00           | $246.58            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-04-01      | 2.5000%  | 0.0000% | $2022.00           | $790.41            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-06-01      | 2.0000%  | 0.0000% | $6000.00           | $2925.63           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-06-01      | 2.0000%  | 0.0000% | $5016.00           | $2454.24           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-06-01      | 2.0000%  | 0.0000% | $6953327.00        | $2910823.58        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2040-07-01      | 2.5000%  | 0.0000% | $1000.00           | $427.77            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-07-01      | 3.0000%  | 0.0000% | $1811999.00        | $545299.68         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-07-01      | 2.5000%  | 0.0000% | $3168.00           | $1227.50           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-08-01      | 3.0000%  | 0.0000% | $1000.00           | $386.50            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2035-09-01      | 2.0000%  | 0.0000% | $1000.00           | $414.63            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2035-09-01      | 2.0000%  | 0.0000% | $1000.00           | $380.90            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-09-01      | 2.5000%  | 0.0000% | $5633.00           | $2298.50           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-09-01      | 2.0000%  | 0.0000% | $1024.00           | $485.82            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-04-01      | 6.0000%  | 0.0000% | $1000.00           | $829.77            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2040-01-01      | 5.5000%  | 0.0000% | $22699680.00       | $948900.75         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-10-01      | 4.5000%  | 0.0000% | $6040.00           | $4580.48           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-12-01      | 5.0000%  | 0.0000% | $4665584.00        | $3646903.50        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-08-01      | 5.0000%  | 0.0000% | $3152.00           | $2615.87           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-04-01      | 5.0000%  | 0.0000% | $4134.00           | $3958.19           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2035-11-01      | 6.0000%  | 0.0000% | $1000.00           | $24.25             | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2040-03-01      | 5.5000%  | 0.0000% | $12424.00          | $744.86            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-05-01      | 6.0000%  | 0.0000% | $8595511.00        | $7324682.82        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2054-08-01      | 6.0000%  | 0.0000% | $14439.00          | $13562.47          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-05-01      | 2.5000%  | 0.0000% | $1399265.00        | $1115043.65        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2049-10-01      | 3.5000%  | 0.0000% | $1000.00           | $131.07            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2043-06-01      | 4.0000%  | 0.0000% | $1000.00           | $152.96            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2043-09-01      | 3.5000%  | 0.0000% | $2008.00           | $467.12            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-05-01      | 6.0000%  | 0.0000% | $1040.00           | $877.06            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-01-01      | 5.5000%  | 0.0000% | $3224358.00        | $3042843.60        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-01-01      | 2.5000%  | 0.0000% | $223078.00         | $142671.21         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-10-01      | 4.5000%  | 0.0000% | $1328.00           | $1029.37           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-11-01      | 5.0000%  | 0.0000% | $2048.00           | $1615.27           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $672.56            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-06-01      | 2.0000%  | 0.0000% | $2000.00           | $1301.91           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-12-01      | 5.0000%  | 0.0000% | $1000.00           | $810.28            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-08-01      | 3.5000%  | 0.0000% | $1000.00           | $712.04            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-02-01      | 6.0000%  | 0.0000% | $1024.00           | $738.09            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-01-01      | 4.5000%  | 0.0000% | $2002.00           | $1486.17           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-03-01      | 5.0000%  | 0.0000% | $3072.00           | $2368.56           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-05-01      | 6.0000%  | 0.0000% | $2000.00           | $1479.26           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-02-01      | 6.5000%  | 0.0000% | $1015.00           | $721.40            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $797.67            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2036-11-01      | 2.0000%  | 0.0000% | $1024.00           | $703.51            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-11-01      | 6.5000%  | 0.0000% | $3088.00           | $2373.69           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2045-08-01      | 4.0000%  | 0.0000% | $3104.00           | $2277.51           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-08-01      | 3.5000%  | 0.0000% | $1000.00           | $759.98            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-08-01      | 5.0000%  | 0.0000% | $1024.00           | $885.13            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $813.22            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2036-12-01      | 3.5000%  | 0.0000% | $1000.00           | $666.45            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-10-01      | 5.5000%  | 0.0000% | $2000.00           | $1653.73           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-12-01      | 6.5000%  | 0.0000% | $1024.00           | $625.79            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-12-01      | 6.0000%  | 0.0000% | $1024.00           | $854.05            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-11-01      | 6.0000%  | 0.0000% | $1000.00           | $784.94            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-01-01      | 6.5000%  | 0.0000% | $1024.00           | $802.03            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $897.41            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $882.43            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $876.83            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-04-01      | 2.0000%  | 0.0000% | $1000.00           | $701.48            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-02-01      | 6.0000%  | 0.0000% | $1002.00           | $835.79            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $796.03            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-05-01      | 6.5000%  | 0.0000% | $925882.00         | $766080.39         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-06-01      | 5.5000%  | 0.0000% | $1858998.00        | $1776594.39        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $902.93            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-11-01      | 5.5000%  | 0.0000% | $1178858.00        | $1118824.70        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-12-01      | 5.5000%  | 0.0000% | $1118.00           | $1074.99           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2054-12-01      | 5.5000%  | 0.0000% | $4723846.00        | $4408665.20        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $670.12            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-02-01      | 6.0000%  | 0.0000% | $1040.00           | $775.14            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-02-01      | 5.5000%  | 0.0000% | $1008.00           | $780.61            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-03-01      | 6.5000%  | 0.0000% | $1000.00           | $743.44            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2040-11-01      | 4.0000%  | 0.0000% | $8410.00           | $456.27            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2042-08-01      | 4.0000%  | 0.0000% | $2177.00           | $125.14            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-11-01      | 4.0000%  | 0.0000% | $2000.00           | $997.83            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-12-01      | 4.0000%  | 0.0000% | $1000.00           | $847.95            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-02-01      | 6.5000%  | 0.0000% | $1000.00           | $1035.68           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-04-01      | 7.0000%  | 0.0000% | $1000.00           | $1060.92           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-03-01      | 6.5000%  | 0.0000% | $3000.00           | $2863.52           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-05-20      | 3.5000%  | 0.0000% | $3024.00           | $1392.20           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-06-20      | 4.0000%  | 0.0000% | $2246.00           | $978.12            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-06-20      | 5.0000%  | 0.0000% | $1000.00           | $333.39            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-07-20      | 4.0000%  | 0.0000% | $1032.00           | $468.81            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-08-20      | 3.5000%  | 0.0000% | $2000.00           | $1101.03           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-06-20      | 4.0000%  | 0.0000% | $1000.00           | $474.98            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-08-20      | 5.0000%  | 0.0000% | $19728.00          | $5546.09           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-09-20      | 4.0000%  | 0.0000% | $295939.00         | $156245.67         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-10-20      | 1.5000%  | 0.0000% | $2032.00           | $1168.94           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-10-20      | 5.0000%  | 0.0000% | $33924.00          | $13060.04          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-11-20      | 3.5000%  | 0.0000% | $233727.00         | $149333.43         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-11-20      | 2.0000%  | 0.0000% | $1000.00           | $592.39            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2036-12-20      | 1.5000%  | 0.0000% | $2000.00           | $1025.04           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-07-15      | 4.0000%  | 0.0000% | $1000.00           | $218.47            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-09-20      | 4.5000%  | 0.0000% | $2000.00           | $381.20            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-06-20      | 5.0000%  | 0.0000% | $3072.00           | $2519.50           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-06-20      | 5.5000%  | 0.0000% | $5048.00           | $3736.57           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-06-20      | 4.5000%  | 0.0000% | $1000.00           | $730.14            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-07-20      | 4.5000%  | 0.0000% | $1001.00           | $750.69            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-11-01      | 5.0000%  | 0.0000% | $3242256.00        | $2792305.69        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-03-01      | 6.0000%  | 0.0000% | $1018.00           | $848.70            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $623.83            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $770.64            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-11-01      | 6.0000%  | 0.0000% | $2873045.00        | $2304482.37        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2041-04-01      | 5.0000%  | 0.0000% | $2398884.00        | $300403.77         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2041-04-01      | 5.0000%  | 0.0000% | $1017364.00        | $124632.00         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2041-07-01      | 5.0000%  | 0.0000% | $1000.00           | $82.63             | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2035-01-01      | 5.0000%  | 0.0000% | $1000.00           | $18.30             | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2038-07-01      | 6.0500%  | 0.0000% | $3134.00           | $115.10            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2029-04-01      | 5.0000%  | 0.0000% | $4812.00           | $44.87             | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2042-03-01      | 4.5000%  | 0.0000% | $1002.00           | $38.69             | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2048-10-01      | 4.0000%  | 0.0000% | $23462.00          | $1654.31           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2039-03-01      | 5.0000%  | 0.0000% | $1001.00           | $78.47             | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2040-04-01      | 5.0000%  | 0.0000% | $2348577.00        | $62707.44          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2040-05-01      | 5.0000%  | 0.0000% | $2382605.00        | $75146.49          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2047-06-01      | 4.5000%  | 0.0000% | $3078.00           | $782.68            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2036-01-01      | 5.0000%  | 0.0000% | $1000.00           | $1004.02           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2033-10-01      | 5.0000%  | 0.0000% | $1000.00           | $461.04            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2035-09-01      | 5.5000%  | 0.0000% | $1000.00           | $900.12            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2035-04-01      | 5.5000%  | 0.0000% | $1000.00           | $794.74            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-01-01      | 6.0000%  | 0.0000% | $6000.00           | $5310.45           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-01-01      | 6.5000%  | 0.0000% | $11072011.00       | $10089409.27       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-05-01      | 6.0000%  | 0.0000% | $6144.00           | $5438.56           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-04-01      | 7.0000%  | 0.0000% | $2764227.00        | $2440335.49        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-06-01      | 6.0000%  | 0.0000% | $5042003.00        | $4825809.22        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-07-01      | 6.0000%  | 0.0000% | $5957184.00        | $5969004.30        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-07-01      | 6.5000%  | 0.0000% | $7032.00           | $7144.75           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-07-01      | 5.5000%  | 0.0000% | $5031.00           | $5114.88           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-08-01      | 5.5000%  | 0.0000% | $3261316.00        | $3280520.89        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2034-02-01      | 6.0000%  | 0.0000% | $2011.00           | $10.47             | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2035-06-01      | 5.0000%  | 0.0000% | $1000.00           | $9.05              | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-08-01      | 6.5000%  | 0.0000% | $527258.00         | $559000.66         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-09-01      | 6.5000%  | 0.0000% | $1101913.00        | $1159271.88        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-09-01      | 6.0000%  | 0.0000% | $13503822.00       | $13966971.09       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-08-01      | 6.5000%  | 0.0000% | $3204.00           | $3343.03           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-09-01      | 6.5000%  | 0.0000% | $942491.00         | $991913.69         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-09-01      | 6.5000%  | 0.0000% | $1315982.00        | $1386852.96        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2041-07-01      | 5.0000%  | 0.0000% | $2374980.00        | $174898.44         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2042-06-01      | 4.5000%  | 0.0000% | $20987488.00       | $2790432.03        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2042-09-01      | 4.0000%  | 0.0000% | $27323208.00       | $6646922.70        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2045-05-01      | 4.0000%  | 0.0000% | $8022296.00        | $1569229.86        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-09-20      | 4.0000%  | 0.0000% | $2514562.00        | $232432.76         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-09-20      | 5.0000%  | 0.0000% | $1102002.00        | $83340.33          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2039-02-20      | 6.0000%  | 0.0000% | $201515.00         | $34646.15          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-10-20      | 4.0000%  | 0.0000% | $1000.00           | $90.36             | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $872.28            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-11-01      | 5.0000%  | 0.0000% | $1008.00           | $938.44            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $905.98            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $950.53            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1037.52           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-01-01      | 6.5000%  | 0.0000% | $143216.00         | $115136.84         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-05-01      | 5.5000%  | 0.0000% | $2000.00           | $1897.08           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-08-01      | 6.0000%  | 0.0000% | $3000.00           | $3076.72           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-06-01      | 6.5000%  | 0.0000% | $1024.00           | $807.37            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2033-11-20      | 4.0000%  | 0.0000% | $1000.00           | $114.59            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-11-20      | 3.5000%  | 0.0000% | $1000.00           | $119.36            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-11-20      | 4.5000%  | 0.0000% | $2000.00           | $146.63            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-11-20      | 5.0000%  | 0.0000% | $1002.00           | $59.46             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2037-09-20      | 6.0000%  | 0.0000% | $92000.00          | $14802.41          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-12-20      | 4.5000%  | 0.0000% | $122699981.00      | $8175310.83        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-04-20      | 3.0000%  | 0.0000% | $1950.00           | $258.12            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-03-20      | 5.5000%  | 0.0000% | $3000.00           | $262.75            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-05-20      | 4.5000%  | 0.0000% | $1039.00           | $98.30             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-05-20      | 5.5000%  | 0.0000% | $74000.00          | $6325.18           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-06-20      | 5.0000%  | 0.0000% | $12637.00          | $987.80            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-06-20      | 5.5000%  | 0.0000% | $9013.00           | $952.94            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-05-20      | 5.5000%  | 0.0000% | $45000.00          | $4053.45           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-07-20      | 6.0000%  | 0.0000% | $40000.00          | $4678.30           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-07-20      | 3.0000%  | 0.0000% | $471296.00         | $63085.40          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2036-01-20      | 2.0000%  | 0.0000% | $15000.00          | $6109.60           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2036-01-20      | 2.5000%  | 0.0000% | $1000.00           | $358.21            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-01-20      | 2.0000%  | 0.0000% | $1000.00           | $487.95            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-09-01      | 6.0000%  | 0.0000% | $2000.00           | $1994.40           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-10-01      | 6.0000%  | 0.0000% | $2000.00           | $2072.77           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-10-01      | 5.5000%  | 0.0000% | $2000.00           | $1568.36           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-09-01      | 5.5000%  | 0.0000% | $1008.00           | $948.69            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1039.23           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1051.32           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1045.56           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $573.95            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-04-01      | 2.0000%  | 0.0000% | $1024.00           | $605.26            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-05-01      | 2.5000%  | 0.0000% | $1000.00           | $530.37            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-08-01      | 2.5000%  | 0.0000% | $1024.00           | $633.93            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-12-01      | 2.0000%  | 0.0000% | $1000.00           | $563.21            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-10-01      | 3.0000%  | 0.0000% | $1008.00           | $491.17            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-10-01      | 3.0000%  | 0.0000% | $1008.00           | $628.83            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $641.14            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-10-01      | 2.0000%  | 0.0000% | $1000.00           | $635.59            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2054-09-20      | 6.5000%  | 0.0000% | $1000.00           | $777.84            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-11-20      | 5.0000%  | 0.0000% | $1988.00           | $1760.42           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-02-20      | 6.5000%  | 0.0000% | $1000.00           | $659.83            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-02-20      | 6.5000%  | 0.0000% | $1000.00           | $790.20            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-09-01      | 2.0000%  | 0.0000% | $1024.00           | $571.99            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-09-01      | 2.5000%  | 0.0000% | $1000.00           | $413.64            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-06-20      | 6.5000%  | 0.0000% | $1000.00           | $1043.96           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-04-20      | 6.5000%  | 0.0000% | $1000.00           | $965.51            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-01-20      | 6.5000%  | 0.0000% | $1000.00           | $941.67            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-02-20      | 6.5000%  | 0.0000% | $2003.00           | $1532.69           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-01-20      | 6.5000%  | 0.0000% | $1000.00           | $691.28            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-02-20      | 5.0000%  | 0.0000% | $1000.00           | $996.77            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-06-20      | 6.5000%  | 0.0000% | $3000.00           | $3125.73           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-04-20      | 6.5000%  | 0.0000% | $1000.00           | $899.47            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-03-20      | 6.5000%  | 0.0000% | $1002.00           | $852.24            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-04-20      | 5.5000%  | 0.0000% | $1007.00           | $1006.97           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-07-20      | 6.5000%  | 0.0000% | $1000.00           | $1042.61           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-08-20      | 6.5000%  | 0.0000% | $1000.00           | $792.33            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-07-20      | 6.5000%  | 0.0000% | $1000.00           | $1018.90           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-07-20      | 6.5000%  | 0.0000% | $1000.00           | $1044.62           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-07-20      | 6.5000%  | 0.0000% | $2000.00           | $2085.37           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-06-20      | 6.5000%  | 0.0000% | $1000.00           | $944.91            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-07-20      | 6.5000%  | 0.0000% | $1000.00           | $1064.24           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-02-20      | 2.5000%  | 0.0000% | $2000.00           | $1242.69           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-09-20      | 5.5000%  | 0.0000% | $1000.00           | $647.78            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $603.93            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-07-01      | 7.0000%  | 0.0000% | $1000.00           | $1053.44           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-04-01      | 7.0000%  | 0.0000% | $1000.00           | $1060.08           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-03-01      | 6.0000%  | 0.0000% | $1000.00           | $1043.79           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $890.62            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1040.83           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-05-01      | 5.5000%  | 0.0000% | $2016.00           | $1592.02           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-09-01      | 6.5000%  | 0.0000% | $2000.00           | $2078.61           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-09-01      | 6.0000%  | 0.0000% | $2506842.00        | $1748245.22        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-05-01      | 6.0000%  | 0.0000% | $1008.00           | $958.75            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-09-01      | 6.0000%  | 0.0000% | $125923.00         | $132383.46         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $888.03            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-08-01      | 6.0000%  | 0.0000% | $3000.00           | $3077.06           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-02-01      | 5.0000%  | 0.0000% | $1000.00           | $937.48            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $1004.46           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2056-01-01      | 5.0000%  | 0.0000% | $1008.00           | $1014.18           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2056-01-01      | 5.0000%  | 0.0000% | $1008.00           | $1014.93           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2056-01-01      | 5.0000%  | 0.0000% | $3010.00           | $3024.67           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2056-01-01      | 5.0000%  | 0.0000% | $1008.00           | $1012.77           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $1006.54           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2056-01-01      | 6.5000%  | 0.0000% | $1000.00           | $1057.84           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-12-01      | 5.0000%  | 0.0000% | $1024.00           | $964.86            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2054-12-01      | 5.5000%  | 0.0000% | $3092.00           | $2584.33           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-03-01      | 5.0000%  | 0.0000% | $1000.00           | $955.25            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-01-01      | 5.5000%  | 0.0000% | $2000.00           | $1926.80           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $981.12            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2048-02-01      | 3.0000%  | 0.0000% | $1000.00           | $833.52            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-07-01      | 6.5000%  | 0.0000% | $2002.00           | $1754.79           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2054-12-01      | 5.0000%  | 0.0000% | $1024.00           | $1003.37           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-07-01      | 5.0000%  | 0.0000% | $1024.00           | $988.77            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-07-01      | 5.5000%  | 0.0000% | $447848.00         | $446305.18         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-09-01      | 5.5000%  | 0.0000% | $1024.00           | $1028.62           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-09-01      | 5.0000%  | 0.0000% | $1000.00           | $995.18            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-09-01      | 5.0000%  | 0.0000% | $1000.00           | $978.72            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $747.13            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-11-01      | 5.5000%  | 0.0000% | $2000.00           | $1230.78           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-11-01      | 5.0000%  | 0.0000% | $2000.00           | $1910.32           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-02-01      | 6.0000%  | 0.0000% | $5253373.00        | $4491560.95        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-08-01      | 5.0000%  | 0.0000% | $6072.00           | $4196.19           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-12-01      | 6.5000%  | 0.0000% | $1000.00           | $899.77            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $546.53            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-01-01      | 6.5000%  | 0.0000% | $1000.00           | $709.53            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-01-01      | 6.0000%  | 0.0000% | $1024.00           | $574.41            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-04-01      | 5.0000%  | 0.0000% | $10072.00          | $9059.80           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $682.77            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $644.04            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1027.22           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-04-01      | 5.5000%  | 0.0000% | $5006.00           | $3809.85           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-06-01      | 6.0000%  | 0.0000% | $3000.00           | $2571.41           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-05-01      | 6.0000%  | 0.0000% | $1185000.00        | $1137383.67        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-07-01      | 5.5000%  | 0.0000% | $6072.00           | $4879.99           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $996.10            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-08-01      | 6.5000%  | 0.0000% | $1014200.00        | $1012076.98        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-08-01      | 5.5000%  | 0.0000% | $3000.00           | $2992.58           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2049-02-01      | 4.5000%  | 0.0000% | $256314.00         | $72124.82          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2038-04-01      | 5.5000%  | 0.0000% | $2018.00           | $12.75             | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2046-04-01      | 3.5000%  | 0.0000% | $1000.00           | $175.28            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2048-06-01      | 4.5000%  | 0.0000% | $1008.00           | $232.02            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2037-03-01      | 2.0000%  | 0.0000% | $1000.00           | $918.22            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2039-07-01      | 5.5000%  | 0.0000% | $1236.00           | $731.90            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-11-01      | 5.5000%  | 0.0000% | $8452656.00        | $8296123.53        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2054-05-01      | 6.0000%  | 0.0000% | $1024.00           | $1021.61           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-06-01      | 5.0000%  | 0.0000% | $1024.00           | $1007.99           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2056-01-01      | 5.0000%  | 0.0000% | $1024.00           | $1035.59           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1018.62           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $905.36            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2048-11-01      | 3.5000%  | 0.0000% | $1040.00           | $974.63            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-07-01      | 6.5000%  | 0.0000% | $1003.00           | $1045.77           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-08-01      | 6.5000%  | 0.0000% | $1332169.00        | $1398813.57        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2050-08-01      | 3.5000%  | 0.0000% | $1024.00           | $950.90            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2050-02-01      | 3.0000%  | 0.0000% | $1008.00           | $913.29            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2052-05-01      | 2.5000%  | 0.0000% | $1024.00           | $871.95            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-12-01      | 4.5000%  | 0.0000% | $1076.00           | $1059.35           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2048-11-01      | 3.5000%  | 0.0000% | $1024.00           | $966.95            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2050-01-01      | 3.5000%  | 0.0000% | $1023.00           | $958.81            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2051-04-01      | 3.5000%  | 0.0000% | $1024.00           | $961.77            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2047-12-01      | 3.5000%  | 0.0000% | $1008.00           | $927.00            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2051-04-01      | 3.0000%  | 0.0000% | $4040.00           | $3601.24           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2056-01-01      | 5.0000%  | 0.0000% | $2064.00           | $2085.98           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2039-10-01      | 6.5000%  | 0.0000% | $1000.00           | $325.53            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2049-06-01      | 3.5000%  | 0.0000% | $1001.00           | $79.64             | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2049-09-01      | 3.5000%  | 0.0000% | $2000.00           | $312.40            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2045-08-01      | 4.0000%  | 0.0000% | $1000.00           | $285.56            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-12-01      | 2.0000%  | 0.0000% | $1000.00           | $545.45            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $503.39            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-08-01      | 4.0000%  | 0.0000% | $1000.00           | $592.87            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2036-02-01      | 2.0000%  | 0.0000% | $1000.00           | $479.44            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2047-02-01      | 3.5000%  | 0.0000% | $1488.00           | $745.22            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-10-20      | 6.0000%  | 0.0000% | $1000.00           | $1035.90           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-07-20      | 6.5000%  | 0.0000% | $1001.00           | $1044.77           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-08-20      | 6.5000%  | 0.0000% | $1000.00           | $1040.60           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $696.00            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $813.55            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-12-20      | 5.5000%  | 0.0000% | $2984.00           | $3056.45           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-09-20      | 5.0000%  | 0.0000% | $1000.00           | $1002.28           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-11-20      | 6.5000%  | 0.0000% | $1000.00           | $1065.67           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-11-20      | 6.0000%  | 0.0000% | $1000.00           | $1038.65           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-10-20      | 6.5000%  | 0.0000% | $1000.00           | $1066.85           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-10-20      | 5.0000%  | 0.0000% | $5001.00           | $5020.06           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-12-20      | 6.5000%  | 0.0000% | $1000.00           | $1056.49           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-11-20      | 5.0000%  | 0.0000% | $1000.00           | $1007.29           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-10-20      | 6.5000%  | 0.0000% | $1000.00           | $1045.25           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-12-20      | 5.5000%  | 0.0000% | $1000.00           | $1027.64           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2056-01-20      | 5.5000%  | 0.0000% | $22879.00          | $23320.12          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2040-01-20      | 5.5000%  | 0.0000% | $1000.00           | $790.39            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2028-01-20      | 3.0000%  | 0.0000% | $1000.00           | $700.76            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-02-20      | 5.5000%  | 0.0000% | $1145947.00        | $960390.40         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2049-11-01      | 3.0000%  | 0.0000% | $2379886.00        | $836248.71         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-06-01      | 2.5000%  | 0.0000% | $1024.00           | $392.55            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-06-01      | 2.5000%  | 0.0000% | $3145.00           | $1519.38           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-08-01      | 3.0000%  | 0.0000% | $1000.00           | $369.70            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-11-01      | 2.0000%  | 0.0000% | $1000.00           | $518.61            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2045-07-20      | 3.0000%  | 0.0000% | $8330639.00        | $896414.99         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2045-08-20      | 4.0000%  | 0.0000% | $660381.00         | $45412.27          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2044-02-01      | 4.5000%  | 0.0000% | $2000.00           | $286.58            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-12-20      | 4.5000%  | 0.0000% | $1000.00           | $574.71            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-12-20      | 5.0000%  | 0.0000% | $1000.00           | $492.46            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2035-09-01      | 5.0000%  | 0.0000% | $1007.00           | $26.56             | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-11-01      | 5.5000%  | 0.0000% | $1000.00           | $995.96            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-10-01      | 5.5000%  | 0.0000% | $1000.00           | $743.15            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $796.82            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-11-01      | 7.0000%  | 0.0000% | $1256280.00        | $1046476.01        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $829.91            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-01-01      | 6.5000%  | 0.0000% | $1000.00           | $680.49            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1041.90           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $828.25            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $973.79            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $976.08            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $736.72            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2040-03-01      | 4.5000%  | 0.0000% | $1000.00           | $960.10            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1039.10           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $879.24            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2054-07-01      | 5.0000%  | 0.0000% | $1000.00           | $872.75            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $767.42            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $975.96            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $930.96            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-09-01      | 5.0000%  | 0.0000% | $1000.00           | $985.52            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $828.76            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $868.48            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2039-09-01      | 4.5000%  | 0.0000% | $1000.00           | $792.11            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-09-01      | 6.0000%  | 0.0000% | $35091.00          | $36318.59          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-08-01      | 6.5000%  | 0.0000% | $2203555.00        | $2308609.54        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-09-01      | 6.5000%  | 0.0000% | $1580645.00        | $1657860.56        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-10-01      | 5.0000%  | 0.0000% | $8030.00           | $8035.11           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-10-01      | 5.5000%  | 0.0000% | $235715.00         | $234585.89         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-10-01      | 5.5000%  | 0.0000% | $7232.00           | $7233.11           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-09-01      | 6.0000%  | 0.0000% | $3248.00           | $3150.50           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-11-01      | 4.5000%  | 0.0000% | $2661702.00        | $2623087.08        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-11-01      | 5.0000%  | 0.0000% | $6048.00           | $6059.32           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-11-01      | 5.5000%  | 0.0000% | $4959.00           | $5010.96           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-10-01      | 6.0000%  | 0.0000% | $1871956.00        | $1931502.30        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-02-01      | 5.5000%  | 0.0000% | $660600.00         | $630742.36         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-12-01      | 5.5000%  | 0.0000% | $9519727.00        | $9171835.48        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-02-01      | 6.0000%  | 0.0000% | $6000.00           | $4851.29           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-12-01      | 3.0000%  | 0.0000% | $6099.00           | $3321.64           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2049-10-01      | 3.0000%  | 0.0000% | $1001.00           | $200.07            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2054-10-25      | 6.5000%  | 0.0000% | $1024.00           | $955.33            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-05-01      | 5.5000%  | 0.0000% | $6000.00           | $5628.65           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $814.59            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-07-01      | 6.0000%  | 0.0000% | $3024.00           | $2419.40           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $950.60            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2040-11-01      | 4.5000%  | 0.0000% | $2000.00           | $1960.03           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2049-10-01      | 3.5000%  | 0.0000% | $1000.00           | $247.21            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2030-10-01      | 8.0000%  | 0.0000% | $3450.00           | $1.41              | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2031-08-01      | 7.5000%  | 0.0000% | $4015.00           | $2.21              | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2041-01-01      | 3.5000%  | 0.0000% | $21203.00          | $1217.67           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-08-20      | 2.0000%  | 0.0000% | $1000.00           | $438.16            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-10-20      | 6.0000%  | 0.0000% | $24000.00          | $6105.36           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $935.75            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-07-01      | 7.0000%  | 0.0000% | $1000.00           | $1055.86           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-07-01      | 5.5000%  | 0.0000% | $2000.00           | $2038.84           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2040-06-01      | 6.0000%  | 0.0000% | $1000.00           | $973.23            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-06-01      | 7.0000%  | 0.0000% | $1000.00           | $940.25            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1042.05           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1035.48           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1048.32           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-08-01      | 6.0000%  | 0.0000% | $1024.00           | $994.85            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1019.86           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $997.72            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-12-01      | 5.0000%  | 0.0000% | $2016.00           | $2028.94           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-12-01      | 6.5000%  | 0.0000% | $1000.00           | $1052.28           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-07-01      | 6.0000%  | 0.0000% | $2016.00           | $2084.22           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1024.04           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-07-01      | 6.0000%  | 0.0000% | $2000.00           | $1493.30           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $944.98            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1036.82           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1034.75           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $641.39            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $907.20            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $970.68            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $889.43            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2045-09-20      | 4.0000%  | 0.0000% | $4000.00           | $280.12            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2045-11-20      | 3.0000%  | 0.0000% | $86000.00          | $9909.52           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2046-01-20      | 4.0000%  | 0.0000% | $1997.00           | $165.84            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-04-20      | 4.0000%  | 0.0000% | $94132941.00       | $8294265.44        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2046-05-20      | 4.0000%  | 0.0000% | $900000.00         | $83130.60          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2046-07-20      | 4.0000%  | 0.0000% | $1000.00           | $92.64             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2046-08-20      | 3.0000%  | 0.0000% | $5334587.00        | $643131.35         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2031-12-20      | 2.5000%  | 0.0000% | $306779.00         | $25595.02          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2040-11-01      | 6.0000%  | 0.0000% | $1000.00           | $958.09            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-12-01      | 5.0000%  | 0.0000% | $3024.00           | $3038.66           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-12-01      | 5.0000%  | 0.0000% | $1008.00           | $1015.17           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2056-01-01      | 4.5000%  | 0.0000% | $1000.00           | $988.83            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-02-20      | 6.5000%  | 0.0000% | $3000.00           | $3113.56           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-05-20      | 6.5000%  | 0.0000% | $1000.00           | $1042.13           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2046-02-01      | 4.0000%  | 0.0000% | $14456312.00       | $3195163.91        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2046-09-01      | 3.0000%  | 0.0000% | $1000.00           | $175.08            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2047-01-01      | 3.5000%  | 0.0000% | $3072.00           | $750.58            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2046-11-01      | 3.0000%  | 0.0000% | $1000.00           | $297.40            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2046-10-01      | 3.0000%  | 0.0000% | $1000.00           | $219.67            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2056-08-01      | 3.5000%  | 0.0000% | $56569600.00       | $16493527.85       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2057-02-01      | 3.5000%  | 0.0000% | $1023.00           | $299.55            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-10-20      | 5.5000%  | 0.0000% | $2016.00           | $1353.09           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-09-20      | 6.0000%  | 0.0000% | $1000.00           | $541.89            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-10-20      | 4.0000%  | 0.0000% | $2048.00           | $1526.32           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-10-20      | 4.5000%  | 0.0000% | $3000.00           | $2284.37           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-10-20      | 5.0000%  | 0.0000% | $4072.00           | $2994.87           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-10-20      | 2.0000%  | 0.0000% | $1000.00           | $575.19            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-12-20      | 5.0000%  | 0.0000% | $1000.00           | $754.40            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-01-20      | 5.0000%  | 0.0000% | $1000.00           | $743.12            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-01-20      | 5.5000%  | 0.0000% | $3000.00           | $1951.04           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-03-20      | 5.0000%  | 0.0000% | $1024.00           | $785.08            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-04-20      | 6.0000%  | 0.0000% | $2000.00           | $1098.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-07-20      | 6.0000%  | 0.0000% | $1024.00           | $664.55            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2039-08-20      | 4.5000%  | 0.0000% | $1000.00           | $851.85            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-08-20      | 4.5000%  | 0.0000% | $1000.00           | $941.90            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-08-20      | 6.0000%  | 0.0000% | $2000.00           | $1292.11           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-07-20      | 4.0000%  | 0.0000% | $1000.00           | $793.75            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-07-20      | 5.0000%  | 0.0000% | $2079.00           | $1724.72           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-07-20      | 4.0000%  | 0.0000% | $6000.00           | $4949.60           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-03-20      | 5.5000%  | 0.0000% | $1000.00           | $760.91            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2039-04-20      | 5.5000%  | 0.0000% | $1000.00           | $621.38            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2039-05-20      | 5.5000%  | 0.0000% | $1000.00           | $720.14            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-04-20      | 4.0000%  | 0.0000% | $1287762.00        | $1148142.28        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-08-01      | 6.0000%  | 0.0000% | $49512.00          | $51332.67          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-08-01      | 6.0000%  | 0.0000% | $3000.00           | $3111.74           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1025.56           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-09-01      | 5.0000%  | 0.0000% | $1000.00           | $1000.72           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $705.32            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1054.26           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-09-01      | 6.0000%  | 0.0000% | $8000.00           | $8282.10           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-09-01      | 6.0000%  | 0.0000% | $3000.00           | $3110.52           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-09-01      | 6.0000%  | 0.0000% | $2000.00           | $1843.03           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1017.35           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-08-01      | 6.5000%  | 0.0000% | $1995.00           | $2108.52           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $846.98            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-11-20      | 3.0000%  | 0.0000% | $1001.00           | $328.03            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2037-05-20      | 1.5000%  | 0.0000% | $2000.00           | $1191.26           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-05-20      | 4.0000%  | 0.0000% | $11519098.00       | $8205862.28        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2036-02-20      | 1.5000%  | 0.0000% | $1000.00           | $430.14            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-04-20      | 4.0000%  | 0.0000% | $1000.00           | $387.17            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-05-20      | 2.5000%  | 0.0000% | $1000.00           | $522.09            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-05-20      | 2.5000%  | 0.0000% | $1000.00           | $518.95            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-05-20      | 3.0000%  | 0.0000% | $8681.00           | $4175.77           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2048-09-01      | 3.5000%  | 0.0000% | $1000.00           | $90.34             | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2048-09-01      | 4.0000%  | 0.0000% | $1008.00           | $333.23            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2048-10-01      | 5.0000%  | 0.0000% | $1000.00           | $112.52            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2049-03-01      | 4.5000%  | 0.0000% | $3000.00           | $973.57            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2049-05-01      | 3.5000%  | 0.0000% | $1001.00           | $108.64            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $316.96            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2049-06-01      | 5.5000%  | 0.0000% | $1002.00           | $98.15             | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2049-04-01      | 3.5000%  | 0.0000% | $1000.00           | $86.08             | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $111.54            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2049-11-01      | 3.5000%  | 0.0000% | $1000.00           | $257.26            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2049-12-01      | 3.5000%  | 0.0000% | $29623436.00       | $5541174.08        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-05-20      | 4.5000%  | 0.0000% | $1000.00           | $928.47            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-05-15      | 4.0000%  | 0.0000% | $2000.00           | $611.78            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-10-01      | 5.5000%  | 0.0000% | $1000.00           | $880.56            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2054-09-01      | 6.0000%  | 0.0000% | $1008.00           | $854.99            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-12-20      | 4.0000%  | 0.0000% | $1000.00           | $199.77            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-01-15      | 4.0000%  | 0.0000% | $2000.00           | $704.34            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-01-15      | 4.0000%  | 0.0000% | $1000.00           | $462.76            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2045-06-01      | 3.5000%  | 0.0000% | $1000.00           | $196.12            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1042.27           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-08-01      | 6.5000%  | 0.0000% | $3049.00           | $2396.64           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-10-01      | 2.0000%  | 0.0000% | $1000.00           | $738.63            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $661.24            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-12-01      | 3.5000%  | 0.0000% | $1000.00           | $865.83            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $976.83            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1003.42           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $981.90            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-07-01      | 6.5000%  | 0.0000% | $4000.00           | $4128.89           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1038.85           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-08-01      | 6.5000%  | 0.0000% | $3568.00           | $2654.63           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-09-01      | 4.0000%  | 0.0000% | $922449.00         | $880492.37         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-10-01      | 4.5000%  | 0.0000% | $1000.00           | $982.59            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2040-11-01      | 4.5000%  | 0.0000% | $1000.00           | $1000.79           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-08-01      | 5.0000%  | 0.0000% | $2048.00           | $1532.08           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-07-01      | 5.0000%  | 0.0000% | $2000.00           | $1596.53           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $716.35            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-06-01      | 4.5000%  | 0.0000% | $6176.00           | $4656.71           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-06-01      | 4.0000%  | 0.0000% | $3362376.00        | $2059922.34        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $695.94            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-12-01      | 4.5000%  | 0.0000% | $4323952.00        | $3632253.65        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-07-01      | 4.5000%  | 0.0000% | $1024.00           | $794.41            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-03-01      | 4.5000%  | 0.0000% | $2048.00           | $1669.46           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-03-01      | 5.0000%  | 0.0000% | $4000.00           | $3868.28           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-09-01      | 5.0000%  | 0.0000% | $4227619.00        | $3125652.15        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $720.14            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-09-01      | 5.0000%  | 0.0000% | $8921981.00        | $6483124.24        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-10-01      | 2.5000%  | 0.0000% | $7510067.00        | $3122582.39        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-10-01      | 2.0000%  | 0.0000% | $1008.00           | $506.79            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-11-01      | 2.0000%  | 0.0000% | $1024.00           | $561.67            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-11-01      | 2.0000%  | 0.0000% | $2132.00           | $1273.82           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-02-01      | 2.0000%  | 0.0000% | $1024.00           | $579.47            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-02-01      | 2.0000%  | 0.0000% | $1024.00           | $574.09            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-02-01      | 3.0000%  | 0.0000% | $1023.00           | $561.89            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-04-01      | 2.5000%  | 0.0000% | $1024.00           | $679.79            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-10-01      | 2.0000%  | 0.0000% | $1029.00           | $628.99            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2036-07-01      | 2.5000%  | 0.0000% | $1000.00           | $501.04            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-09-01      | 2.5000%  | 0.0000% | $2073.00           | $1278.75           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-09-01      | 2.5000%  | 0.0000% | $1008.00           | $607.21            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-09-01      | 2.5000%  | 0.0000% | $1024.00           | $620.58            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-09-01      | 2.0000%  | 0.0000% | $1292.00           | $806.58            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $671.71            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $649.28            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-08-01      | 5.0000%  | 0.0000% | $1024.00           | $833.10            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-07-01      | 4.5000%  | 0.0000% | $7048.00           | $4860.87           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-12-01      | 5.5000%  | 0.0000% | $1001.00           | $716.33            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-03-01      | 5.5000%  | 0.0000% | $11552000.00       | $10243418.10       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-04-01      | 5.5000%  | 0.0000% | $10176.00          | $7386.42           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-04-01      | 5.0000%  | 0.0000% | $8204.00           | $6258.13           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-04-01      | 5.5000%  | 0.0000% | $7072.00           | $4960.83           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-04-01      | 6.0000%  | 0.0000% | $6400000.00        | $4918237.98        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-04-01      | 6.0000%  | 0.0000% | $2327385.00        | $1606163.08        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-09-01      | 6.0000%  | 0.0000% | $1024.00           | $828.72            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-06-01      | 5.5000%  | 0.0000% | $8120.00           | $7277.61           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-06-01      | 5.5000%  | 0.0000% | $10192.00          | $9406.98           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-05-01      | 5.0000%  | 0.0000% | $911129.00         | $680664.34         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-10-01      | 5.5000%  | 0.0000% | $7100.00           | $6124.61           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $742.81            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-11-01      | 6.0000%  | 0.0000% | $4072.00           | $3265.67           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-01-01      | 6.5000%  | 0.0000% | $16192647.00       | $12265381.42       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-02-01      | 4.5000%  | 0.0000% | $3097272.00        | $2649725.20        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-01-01      | 6.0000%  | 0.0000% | $4030847.00        | $3612808.80        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-01-01      | 6.0000%  | 0.0000% | $681387.00         | $621373.20         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-01-20      | 3.5000%  | 0.0000% | $1466309.00        | $540602.96         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2036-06-20      | 2.5000%  | 0.0000% | $1000.00           | $384.14            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-01-20      | 3.0000%  | 0.0000% | $1000.00           | $175.84            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2035-04-20      | 2.5000%  | 0.0000% | $1000.00           | $125.47            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2038-10-20      | 6.0000%  | 0.0000% | $10000.00          | $2227.45           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-05-20      | 3.5000%  | 0.0000% | $1000.00           | $211.94            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-05-20      | 5.5000%  | 0.0000% | $9001.00           | $2310.62           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-08-20      | 4.5000%  | 0.0000% | $1000.00           | $228.38            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-09-20      | 2.0000%  | 0.0000% | $2000.00           | $897.63            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1069.83           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1049.89           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-12-01      | 4.5000%  | 0.0000% | $1000.00           | $988.19            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1035.07           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $1016.15           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1028.25           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1027.45           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $1012.61           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1054.74           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2044-05-01      | 4.0000%  | 0.0000% | $5048.00           | $679.47            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2044-02-01      | 4.5000%  | 0.0000% | $1008.00           | $170.98            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2045-07-01      | 4.0000%  | 0.0000% | $6072.00           | $943.33            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2049-03-01      | 4.0000%  | 0.0000% | $2048.00           | $343.08            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $192.55            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2047-02-01      | 3.5000%  | 0.0000% | $5320.00           | $1290.84           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2047-07-01      | 4.0000%  | 0.0000% | $5096.00           | $1377.14           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2047-12-01      | 3.5000%  | 0.0000% | $1028.00           | $260.58            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2048-05-01      | 4.5000%  | 0.0000% | $1125410.00        | $242198.34         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2042-05-01      | 3.5000%  | 0.0000% | $54173728.00       | $13309019.31       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-12-01      | 3.0000%  | 0.0000% | $6285568.00        | $3283473.09        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-01-01      | 2.0000%  | 0.0000% | $7120.00           | $4827.71           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-01-01      | 2.0000%  | 0.0000% | $1693580.00        | $1127190.47        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-01-01      | 2.0000%  | 0.0000% | $4072.00           | $2891.57           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-01-01      | 2.0000%  | 0.0000% | $7392136.00        | $5037537.66        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $660.98            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-01-01      | 2.0000%  | 0.0000% | $5024.00           | $3467.74           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-01-01      | 2.0000%  | 0.0000% | $480107.00         | $329611.51         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-01-01      | 2.0000%  | 0.0000% | $407129.00         | $275261.16         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2049-09-01      | 3.5000%  | 0.0000% | $1000.00           | $790.84            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-04-01      | 5.5000%  | 0.0000% | $1024.00           | $835.94            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-06-01      | 5.0000%  | 0.0000% | $1000.00           | $932.24            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-10-01      | 2.0000%  | 0.0000% | $1000.00           | $731.62            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $691.10            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-05-01      | 5.5000%  | 0.0000% | $1024.00           | $908.27            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-06-01      | 5.0000%  | 0.0000% | $1024.00           | $905.12            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-03-01      | 6.5000%  | 0.0000% | $1040.00           | $795.54            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-05-01      | 4.5000%  | 0.0000% | $1000.00           | $847.52            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-10-01      | 5.5000%  | 0.0000% | $1008.00           | $906.63            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-12-01      | 6.0000%  | 0.0000% | $7682.00           | $6135.68           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-03-01      | 4.5000%  | 0.0000% | $1000.00           | $900.96            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-10-01      | 5.5000%  | 0.0000% | $1024.00           | $953.55            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-08-25      | 2.0000%  | 0.0000% | $1000.00           | $675.64            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-12-25      | 6.5000%  | 0.0000% | $1024.00           | $854.35            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-08-01      | 5.5000%  | 0.0000% | $4079.00           | $3932.49           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-10-01      | 6.0000%  | 0.0000% | $2100.00           | $2179.35           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-11-01      | 5.5000%  | 0.0000% | $11646141.00       | $11857218.87       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2041-08-01      | 6.0000%  | 0.0000% | $23791360.00       | $3611508.38        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2035-02-01      | 5.5000%  | 0.0000% | $56600336.00       | $797826.27         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2042-03-01      | 5.0000%  | 0.0000% | $4000.00           | $425.43            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2042-04-01      | 4.0000%  | 0.0000% | $45736798.00       | $7098290.84        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-04-01      | 3.5000%  | 0.0000% | $1008.00           | $152.07            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2031-08-01      | 3.5000%  | 0.0000% | $1000.00           | $80.56             | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2043-10-01      | 4.0000%  | 0.0000% | $1000.00           | $136.77            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2045-05-01      | 3.5000%  | 0.0000% | $36196.00          | $3085.37           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2046-03-01      | 3.5000%  | 0.0000% | $2048.00           | $482.22            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2046-07-01      | 3.0000%  | 0.0000% | $116284.00         | $17030.56          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2046-09-01      | 3.0000%  | 0.0000% | $1121.00           | $258.40            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2046-11-01      | 3.0000%  | 0.0000% | $1000.00           | $172.15            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2047-06-01      | 4.5000%  | 0.0000% | $9274.00           | $2436.38           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2047-04-01      | 4.5000%  | 0.0000% | $33132931.00       | $6801677.10        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2047-05-01      | 4.0000%  | 0.0000% | $62903428.00       | $13979464.75       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-09-01      | 6.0000%  | 0.0000% | $120068.00         | $123900.97         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-07-01      | 6.0000%  | 0.0000% | $2006.00           | $2048.13           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2044-02-01      | 4.5000%  | 0.0000% | $16981904.00       | $3407326.21        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2044-02-01      | 4.5000%  | 0.0000% | $18328475.00       | $3296695.95        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-12-01      | 6.0000%  | 0.0000% | $6120.00           | $6336.75           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2056-01-01      | 5.5000%  | 0.0000% | $1964288.00        | $2018238.26        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-06-01      | 5.0000%  | 0.0000% | $52520338.00       | $51100812.19       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2041-11-15      | 4.0000%  | 0.0000% | $80162.00          | $8581.89           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2041-03-15      | 4.0000%  | 0.0000% | $620972.00         | $23844.17          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2041-04-20      | 4.5000%  | 0.0000% | $17566.00          | $1170.09           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-05-20      | 4.0000%  | 0.0000% | $312285.00         | $34051.30          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2041-09-15      | 4.5000%  | 0.0000% | $2000.00           | $212.18            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-01-15      | 4.0000%  | 0.0000% | $4002.00           | $297.72            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2041-11-15      | 3.7500%  | 0.0000% | $275050.00         | $30556.69          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2043-01-20      | 3.0000%  | 0.0000% | $1247398.00        | $109111.78         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-08-20      | 4.0000%  | 0.0000% | $1135884.00        | $148465.02         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-09-20      | 4.0000%  | 0.0000% | $677748.00         | $119947.82         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2043-02-20      | 2.5000%  | 0.0000% | $478805.00         | $63280.56          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-09-01      | 3.0000%  | 0.0000% | $26393275.00       | $14185072.56       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-02-01      | 2.0000%  | 0.0000% | $3432.00           | $2034.57           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $660.41            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2049-12-01      | 3.5000%  | 0.0000% | $5264312.00        | $2266408.44        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2050-02-01      | 3.5000%  | 0.0000% | $21600607.00       | $9303348.68        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-09-01      | 5.0000%  | 0.0000% | $1853101.00        | $1414205.82        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-01-01      | 5.5000%  | 0.0000% | $3731780.00        | $3224715.08        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-07-01      | 3.5000%  | 0.0000% | $1307.00           | $997.33            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-05-01      | 6.5000%  | 0.0000% | $10090241.00       | $8306776.76        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-03-01      | 5.5000%  | 0.0000% | $211191.00         | $158903.86         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-02-01      | 2.5000%  | 0.0000% | $3964520.00        | $2596428.74        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-06-01      | 6.5000%  | 0.0000% | $243818.00         | $183836.32         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-04-01      | 6.5000%  | 0.0000% | $1000.00           | $786.91            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-04-01      | 6.0000%  | 0.0000% | $3244.00           | $2762.55           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-12-01      | 5.5000%  | 0.0000% | $3000.00           | $2468.36           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-12-01      | 6.0000%  | 0.0000% | $1008.00           | $802.51            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-01-01      | 4.5000%  | 0.0000% | $2217.00           | $1896.83           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-09-01      | 3.0000%  | 0.0000% | $1000.00           | $769.36            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-02-01      | 6.5000%  | 0.0000% | $17309.00          | $14160.45          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $843.46            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-10-01      | 5.0000%  | 0.0000% | $1040.00           | $806.91            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-10-01      | 4.5000%  | 0.0000% | $1008.00           | $773.07            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $801.70            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-05-01      | 5.5000%  | 0.0000% | $7000.00           | $5534.60           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-01-01      | 5.0000%  | 0.0000% | $2000.00           | $1581.78           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-02-01      | 4.5000%  | 0.0000% | $3006.00           | $2456.01           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-06-20      | 3.5000%  | 0.0000% | $26948.00          | $1984.58           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-07-20      | 4.0000%  | 0.0000% | $825981.00         | $47941.38          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-08-20      | 4.0000%  | 0.0000% | $596999.00         | $37064.21          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-11-20      | 4.0000%  | 0.0000% | $1912442.00        | $151912.33         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2043-04-20      | 4.0000%  | 0.0000% | $2979495.00        | $238882.57         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2043-09-20      | 4.0000%  | 0.0000% | $1411736.00        | $78013.85          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2028-11-20      | 2.5000%  | 0.0000% | $1277934.00        | $39419.12          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-02-01      | 3.0000%  | 0.0000% | $18651490.00       | $14057167.80       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-04-01      | 3.5000%  | 0.0000% | $7168.00           | $4959.37           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-05-01      | 4.0000%  | 0.0000% | $4078096.00        | $2133723.44        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $713.56            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-08-01      | 5.0000%  | 0.0000% | $823397.00         | $601537.40         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-08-01      | 5.0000%  | 0.0000% | $2048.00           | $1544.96           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-09-01      | 5.0000%  | 0.0000% | $4000.00           | $2385.39           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-04-01      | 5.5000%  | 0.0000% | $3000.00           | $2042.83           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-11-01      | 7.0000%  | 0.0000% | $1000.00           | $865.62            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $897.25            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $853.68            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $898.04            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $865.63            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2036-02-01      | 1.5000%  | 0.0000% | $1000.00           | $498.66            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-03-01      | 3.0000%  | 0.0000% | $8007.00           | $5670.71           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-02-01      | 3.5000%  | 0.0000% | $2007.00           | $1694.84           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2050-12-01      | 2.5000%  | 0.0000% | $1000.00           | $511.15            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-01-01      | 3.5000%  | 0.0000% | $1000.00           | $620.26            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $757.76            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-08-01      | 5.0000%  | 0.0000% | $3692338.00        | $2761820.68        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-09-01      | 5.0000%  | 0.0000% | $15739.00          | $11975.75          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-09-01      | 5.0000%  | 0.0000% | $14489850.00       | $10105082.75       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-12-01      | 5.5000%  | 0.0000% | $3000.00           | $2408.78           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $751.10            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2043-09-01      | 5.5000%  | 0.0000% | $1002.00           | $616.38            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2035-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1003.05           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1042.63           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $793.72            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-03-01      | 7.0000%  | 0.0000% | $1000.00           | $868.64            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $695.97            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2043-12-20      | 5.5000%  | 0.0000% | $3001.00           | $148.96            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2046-03-20      | 3.0000%  | 0.0000% | $264568.00         | $27506.06          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2046-03-20      | 3.5000%  | 0.0000% | $1000.00           | $96.51             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2046-03-20      | 4.0000%  | 0.0000% | $3048004.00        | $256683.22         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2046-04-20      | 3.0000%  | 0.0000% | $2001774.00        | $201539.31         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2045-05-20      | 3.0000%  | 0.0000% | $1001.00           | $92.12             | Agency Mortgage-Backed Securities |

### Security 210: MUFG Securities Canada Ltd. Tri Party Repo

- **C.1 - Title:** MUFG Securities Canada Ltd. Tri Party Repo 3.660000%
- **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: 937KFE008, C.3 - LEI: 549300Y1PMK3RWXMWR72, C.5 - Other ID: 937KFE008_3.66_0202
- **C.18 - Value (incl. sponsor support):** $450000000.00
- **C.18.a - Value (excl. sponsor support):** $450000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B                | 2027-12-31      | 3.8750%  | 0.0000% | $10850000.00       | $10949639.09       | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2030-12-31      | 3.7500%  | 0.0000% | $8010000.00        | $8012456.95        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2026-04-30      | 4.8750%  | 0.0000% | $300.00            | $304.49            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2029-04-30      | 4.6250%  | 0.0000% | $1462400.00        | $1522841.55        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2034-05-15      | 4.3750%  | 0.0000% | $1200000.00        | $1230608.50        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2029-06-30      | 4.2500%  | 0.0000% | $479900.00         | $490602.78         | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2029-07-31      | 4.0000%  | 0.0000% | $1007800.00        | $1038668.21        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2027-11-15      | 4.1250%  | 0.0000% | $3000000.00        | $3055800.66        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2026-11-30      | 4.2500%  | 0.0000% | $999900.00         | $1012314.01        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2029-12-31      | 4.3750%  | 0.0000% | $561400.00         | $576761.98         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                | 2035-01-15      | 2.1250%  | 0.0000% | $350600.00         | $369530.88         | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2027-02-28      | 4.1250%  | 0.0000% | $700.00            | $716.30            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2030-04-30      | 3.8750%  | 0.0000% | $200000.00         | $202940.40         | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2035-05-15      | 4.2500%  | 0.0000% | $218500.00         | $221039.77         | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2028-06-15      | 3.8750%  | 0.0000% | $9400000.00        | $9511878.59        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2035-08-15      | 4.2500%  | 0.0000% | $137700.00         | $140591.45         | U.S. Treasuries (including strips) |
| Freddie Mac                    | 2048-07-01      | 4.0000%  | 0.0000% | $9191166.00        | $1364221.03        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2043-01-01      | 3.5000%  | 0.0000% | $7581881.00        | $1151822.95        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2048-11-01      | 4.5000%  | 0.0000% | $5588552.00        | $1357350.16        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2037-02-01      | 2.0000%  | 0.0000% | $2920524.00        | $1704764.06        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2042-08-01      | 2.0000%  | 0.0000% | $1000.00           | $800.33            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-09-01      | 5.0000%  | 0.0000% | $7216902.00        | $5343063.59        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-01-01      | 6.0000%  | 0.0000% | $3975452.00        | $2756008.20        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-05-01      | 5.5000%  | 0.0000% | $1461104.00        | $1321760.05        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-07-01      | 5.5000%  | 0.0000% | $2582460.00        | $2339546.01        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-04-01      | 2.5000%  | 0.0000% | $16098624.00       | $9283220.58        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-05-01      | 2.5000%  | 0.0000% | $4429504.00        | $2199478.04        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-06-01      | 4.0000%  | 0.0000% | $402136.00         | $309755.97         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $730.56            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-08-01      | 5.0000%  | 0.0000% | $4049790.00        | $2980609.97        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-09-01      | 5.0000%  | 0.0000% | $1240900.00        | $1065627.98        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-01-01      | 6.0000%  | 0.0000% | $106073.00         | $91964.22          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-04-01      | 4.5000%  | 0.0000% | $1637402.00        | $1412969.75        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-08-01      | 6.0000%  | 0.0000% | $1074398.00        | $1087537.58        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2047-04-01      | 2.5000%  | 0.0000% | $4239136.00        | $2765410.65        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-05-01      | 6.0000%  | 0.0000% | $500000.00         | $430661.15         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2046-09-01      | 3.5000%  | 0.0000% | $877189.00         | $198302.67         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2044-10-01      | 4.0000%  | 0.0000% | $2116500.00        | $246567.69         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-04-01      | 5.0000%  | 0.0000% | $1120.00           | $889.72            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2035-10-01      | 2.0000%  | 0.0000% | $71606.00          | $27230.73          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2049-03-01      | 4.0000%  | 0.0000% | $177084.00         | $45241.54          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-12-01      | 2.5000%  | 0.0000% | $14981.00          | $8221.70           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-04-01      | 2.5000%  | 0.0000% | $5847940.00        | $3905523.38        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-06-01      | 6.0000%  | 0.0000% | $1024.00           | $835.84            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-04-01      | 3.0000%  | 0.0000% | $1065380.00        | $790988.84         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-02-01      | 2.5000%  | 0.0000% | $992712.00         | $432629.20         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-05-01      | 4.5000%  | 0.0000% | $643845.00         | $458525.92         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-09-01      | 5.0000%  | 0.0000% | $20353792.00       | $15163615.41       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $808.87            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-02-01      | 6.0000%  | 0.0000% | $10962.00          | $8132.69           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $826.66            | Agency Mortgage-Backed Securities  |
| US TREASURY N/B                | 2028-12-31      | 1.3750%  | 0.0000% | $100.00            | $93.99             | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2028-10-15      | 3.5000%  | 0.0000% | $985000.00         | $992634.20         | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2029-01-15      | 3.5000%  | 0.0000% | $7200000.00        | $7188546.79        | U.S. Treasuries (including strips) |
| Fannie Mae                     | 2055-02-01      | 5.0000%  | 0.0000% | $252800.00         | $241721.88         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-11-01      | 5.5000%  | 0.0000% | $545765.00         | $560684.33         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-06-01      | 6.0000%  | 0.0000% | $1652480.00        | $1481479.40        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-10-01      | 5.5000%  | 0.0000% | $31579.00          | $24577.41          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-02-01      | 5.5000%  | 0.0000% | $582300.00         | $511710.11         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-02-01      | 5.5000%  | 0.0000% | $1251109.00        | $1174137.93        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-11-01      | 5.0000%  | 0.0000% | $1070.00           | $1067.98           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-01-01      | 5.5000%  | 0.0000% | $8174400.00        | $7617608.79        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1020.69           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-12-20      | 3.5000%  | 0.0000% | $601754.00         | $491347.63         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-01-20      | 5.5000%  | 0.0000% | $118007197.00      | $98747018.00       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-04-20      | 7.0000%  | 0.0000% | $1000.00           | $147.78            | Agency Mortgage-Backed Securities  |
| TREASURY BILL                  | 2026-04-30      | NA       | 0.0000% | $7814800.00        | $7747170.72        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2039-05-15      | 4.2500%  | 0.0000% | $100.00            | $98.48             | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2040-11-15      | 4.2500%  | 0.0000% | $100.00            | $96.96             | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2042-05-15      | 3.0000%  | 0.0000% | $5549000.00        | $4490585.64        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                | 2043-02-15      | 0.6250%  | 0.0000% | $100.00            | $105.83            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2043-05-15      | 2.8750%  | 0.0000% | $4000100.00        | $3121321.68        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2043-11-15      | 3.7500%  | 0.0000% | $1100.00           | $970.18            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2045-02-15      | 2.5000%  | 0.0000% | $100.00            | $71.78             | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2046-11-15      | 2.8750%  | 0.0000% | $200.00            | $148.56            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2048-05-15      | 3.1250%  | 0.0000% | $200.00            | $152.86            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2048-08-15      | 3.0000%  | 0.0000% | $76670000.00       | $57683797.88       | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2049-08-15      | 2.2500%  | 0.0000% | $28742900.00       | $18275216.95       | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2050-02-15      | 2.0000%  | 0.0000% | $759300.00         | $451521.87         | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2050-05-15      | 1.2500%  | 0.0000% | $600000.00         | $288507.79         | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2050-08-15      | 1.3750%  | 0.0000% | $1420500.00        | $706973.15         | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2040-11-15      | 1.3750%  | 0.0000% | $2731500.00        | $1773928.26        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2051-02-15      | 1.8750%  | 0.0000% | $632100.00         | $358174.90         | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2051-05-15      | 2.3750%  | 0.0000% | $79506400.00       | $50410014.27       | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2041-05-15      | 2.2500%  | 0.0000% | $100.00            | $73.80             | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2042-02-15      | 2.3750%  | 0.0000% | $2646700.00        | $1970559.17        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2043-08-15      | 4.3750%  | 0.0000% | $7901600.00        | $7680843.73        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2054-02-15      | 4.2500%  | 0.0000% | $829700.00         | $763792.92         | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2044-02-15      | 4.5000%  | 0.0000% | $8295700.00        | $8171102.55        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2044-08-15      | 4.1250%  | 0.0000% | $200.00            | $186.81            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2045-05-15      | 5.0000%  | 0.0000% | $5324000.00        | $5500790.01        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2045-08-15      | 4.8750%  | 0.0000% | $358900.00         | $369246.53         | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2029-08-15      | 1.6250%  | 0.0000% | $100.00            | $94.04             | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                | 2027-04-15      | 0.1250%  | 0.0000% | $39698000.00       | $45134011.09       | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2029-04-30      | 2.8750%  | 0.0000% | $1000.00           | $983.80            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2032-05-15      | 2.8750%  | 0.0000% | $1300.00           | $1229.31           | U.S. Treasuries (including strips) |
| Fannie Mae                     | 2042-02-01      | 4.0000%  | 0.0000% | $1397564.00        | $106094.33         | Agency Mortgage-Backed Securities  |
| US TREASURY N/B                | 2029-05-31      | 2.7500%  | 0.0000% | $1615200.00        | $1577345.39        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2027-07-31      | 2.7500%  | 0.0000% | $2607600.00        | $2613467.81        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2032-08-15      | 2.7500%  | 0.0000% | $100.00            | $94.15             | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2029-08-31      | 3.1250%  | 0.0000% | $15835600.00       | $15747325.19       | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2029-10-31      | 4.0000%  | 0.0000% | $100.00            | $102.02            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2029-11-30      | 3.8750%  | 0.0000% | $6350600.00        | $6427663.38        | U.S. Treasuries (including strips) |

### Security 211: Fixed Income Clearing Corp. Tri Party Repo - BoA

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - BoA 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 942NHH006, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 942NHH006_3.66_0206
- **C.18 - Value (incl. sponsor support):** $770000000.00
- **C.18.a - Value (excl. sponsor support):** $770000000.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION - BOA

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2027-07-31      | 0.3750%  | 0.0000% | $200.00            | $191.23            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2046-05-15      | 2.5000%  | 0.0000% | $17783000.00       | $12404275.91       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2046-08-15      | 2.2500%  | 0.0000% | $1873000.00        | $1249854.28        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2047-08-15      | 2.7500%  | 0.0000% | $59892900.00       | $43446629.96       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2048-02-15      | 3.0000%  | 0.0000% | $21369000.00       | $16156174.60       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2048-11-15      | 3.3750%  | 0.0000% | $20930000.00       | $16662553.74       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2049-05-15      | 2.8750%  | 0.0000% | $44803400.00       | $32331383.97       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2052-05-15      | 2.8750%  | 0.0000% | $64103300.00       | $45073396.39       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2053-02-15      | 3.6250%  | 0.0000% | $50000000.00       | $41183945.65       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2053-05-15      | 3.6250%  | 0.0000% | $30100200.00       | $24504015.88       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-01-31      | 1.5000%  | 0.0000% | $100.00            | $98.73             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-01-31      | 4.0000%  | 0.0000% | $71446000.00       | $73639842.62       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2046-02-15      | 2.5000%  | 0.0000% | $25000000.00       | $17658451.09       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-07-31      | 4.0000%  | 0.0000% | $187940600.00      | $191860534.29      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-07-31      | 3.8750%  | 0.0000% | $32972500.00       | $33769237.63       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-01-31      | 4.3750%  | 0.0000% | $49695300.00       | $51941036.28       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-07-31      | 4.3750%  | 0.0000% | $100.00            | $102.54            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-07-31      | 4.0000%  | 0.0000% | $16000.00          | $16470.31          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-07-31      | 4.1250%  | 0.0000% | $98700.00          | $102013.45         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-01-31      | 3.5000%  | 0.0000% | $38149000.00       | $38498364.40       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-07-31      | 2.7500%  | 0.0000% | $28388600.00       | $28452482.06       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-01-31      | 1.7500%  | 0.0000% | $121447000.00      | $116100228.50      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-01-31      | 0.7500%  | 0.0000% | $367000.00         | $348771.34         | U.S. Treasuries (including strips) |

### Security 212: Fixed Income Clearing Corp. Tri Party Repo - BoA

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - BoA 3.669900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 942NHH006, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 942NHH006_3.67_0202
- **C.18 - Value (incl. sponsor support):** $7500000000.00
- **C.18.a - Value (excl. sponsor support):** $7500000000.00
- **C.19 - Percentage of Net Assets:** 3.3400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION - BOA

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2026-09-15      | 4.6250%  | 0.0000% | $26379400.00       | $26995159.91       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-09-30      | 4.6250%  | 0.0000% | $12000.00          | $12610.14          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-10-31      | 4.8750%  | 0.0000% | $17000000.00       | $17767513.18       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-10-31      | 4.8750%  | 0.0000% | $6173500.00        | $6537383.59        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-12-31      | 3.7500%  | 0.0000% | $6033000.00        | $6034850.53        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-10-31      | 3.5000%  | 0.0000% | $652252000.00      | $657520462.83      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-11-15      | 3.5000%  | 0.0000% | $64547000.00       | $64845017.78       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-11-30      | 3.5000%  | 0.0000% | $2469200.00        | $2451583.21        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-12-31      | 3.8750%  | 0.0000% | $1969900.00        | $1959070.13        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-01-31      | 4.0000%  | 0.0000% | $34114800.00       | $35162339.43       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-01-31      | 4.0000%  | 0.0000% | $19000000.00       | $19532252.78       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-03-15      | 4.2500%  | 0.0000% | $999700.00         | $1023344.16        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-05-15      | 3.7500%  | 0.0000% | $76964000.00       | $77877711.08       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-05-31      | 4.0000%  | 0.0000% | $806100.00         | $819346.07         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-06-30      | 3.8750%  | 0.0000% | $18000.00          | $18139.90          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-07-31      | 4.0000%  | 0.0000% | $50000000.00       | $51042865.22       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-08-15      | 3.6250%  | 0.0000% | $18000000.00       | $18317554.43       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-08-31      | 3.8750%  | 0.0000% | $69720000.00       | $70382320.36       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-09-15      | 3.3750%  | 0.0000% | $41745000.00       | $42056868.13       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-09-30      | 3.5000%  | 0.0000% | $69820700.00       | $70598137.38       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-12-31      | 3.8750%  | 0.0000% | $13044800.00       | $13160916.02       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-02-15      | 4.0000%  | 0.0000% | $5965000.00        | $6073818.72        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-03-31      | 3.6250%  | 0.0000% | $22013100.00       | $22182418.72       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-04-30      | 3.5000%  | 0.0000% | $30790000.00       | $30760113.46       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-06-15      | 4.1250%  | 0.0000% | $290200.00         | $292274.90         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-07-31      | 4.1250%  | 0.0000% | $34825500.00       | $35994623.64       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-07-31      | 4.0000%  | 0.0000% | $30525600.00       | $31422878.78       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-08-31      | 4.3750%  | 0.0000% | $33878500.00       | $35147763.62       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-03-31      | 4.5000%  | 0.0000% | $200000.00         | $203244.28         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-04-30      | 4.8750%  | 0.0000% | $239900.00         | $243487.42         | U.S. Treasuries (including strips) |
| US TREASURY FRN | 2026-04-30      | 3.7627%  | 0.0000% | $1052700.00        | $1063141.39        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-05-15      | 4.3750%  | 0.0000% | $14346900.00       | $14712847.57       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-08-31      | 3.7500%  | 0.0000% | $398300.00         | $404900.17         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-08-31      | 3.7500%  | 0.0000% | $257000000.00      | $259308594.08      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-08-31      | 3.6250%  | 0.0000% | $94869800.00       | $96112498.99       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-09-30      | 3.5000%  | 0.0000% | $65785400.00       | $66127600.47       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-09-30      | 3.5000%  | 0.0000% | $7670000.00        | $7754613.67        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-10-31      | 1.1250%  | 0.0000% | $33000000.00       | $32484970.28       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-02-28      | 1.8750%  | 0.0000% | $1500000.00        | $1485367.39        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-04-30      | 2.8750%  | 0.0000% | $50000000.00       | $49189860.50       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-04-30      | 2.7500%  | 0.0000% | $99706000.00       | $99437091.27       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-08-31      | 3.1250%  | 0.0000% | $42269200.00       | $42033572.33       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-09-30      | 3.8750%  | 0.0000% | $28040000.00       | $28577208.19       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-11-30      | 3.8750%  | 0.0000% | $21149600.00       | $21408699.91       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-10-15      | 3.8750%  | 0.0000% | $104858600.00      | $106629011.28      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-10-31      | 4.1250%  | 0.0000% | $12522500.00       | $12835731.24       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-10-31      | 4.1250%  | 0.0000% | $4138700.00        | $4228213.77        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-11-15      | 4.2500%  | 0.0000% | $823773000.00      | $835351666.56      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-11-15      | 4.1250%  | 0.0000% | $14258100.00       | $14523303.81       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-11-30      | 4.1250%  | 0.0000% | $8552000.00        | $8704351.95        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-12-31      | 4.3750%  | 0.0000% | $649997600.00      | $667783933.22      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-01-31      | 4.1250%  | 0.0000% | $2996400.00        | $3074063.41        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-01-31      | 4.3750%  | 0.0000% | $1105163200.00     | $1155105651.14     | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-04-30      | 4.0000%  | 0.0000% | $53101600.00       | $53756780.74       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-07-31      | 0.6250%  | 0.0000% | $34352000.00       | $33954238.75       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-07-31      | 1.0000%  | 0.0000% | $26000000.00       | $24542929.48       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-08-31      | 0.7500%  | 0.0000% | $41000.00          | $40459.71          | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-03-19      | NA       | 0.0000% | $14208500.00       | $14144163.91       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-04-16      | NA       | 0.0000% | $15697000.00       | $15583008.39       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-02-12      | NA       | 0.0000% | $2371300.00        | $2368921.59        | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-04-02      | NA       | 0.0000% | $20250400.00       | $20130598.63       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-05-28      | NA       | 0.0000% | $25045000.00       | $24760188.26       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-03-17      | NA       | 0.0000% | $10050000.00       | $10006463.40       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-03-24      | NA       | 0.0000% | $7000000.00        | $6964706.00        | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-12-24      | NA       | 0.0000% | $5031000.00        | $4877433.76        | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-04-07      | NA       | 0.0000% | $148000.00         | $147058.13         | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2027-01-21      | NA       | 0.0000% | $42566900.00       | $41169726.64       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-02-15      | 5.3750%  | 0.0000% | $912000.00         | $998427.54         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2037-02-15      | 4.7500%  | 0.0000% | $50001000.00       | $53134301.80       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2038-02-15      | 4.3750%  | 0.0000% | $299973000.00      | $306756837.23      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2039-11-15      | 4.3750%  | 0.0000% | $25695700.00       | $25476800.46       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2040-02-15      | 4.6250%  | 0.0000% | $13854400.00       | $14233638.30       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2040-05-15      | 4.3750%  | 0.0000% | $253732000.00      | $250699669.90      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-02-15      | 4.7500%  | 0.0000% | $87000000.00       | $90084653.09       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-05-15      | 4.3750%  | 0.0000% | $94448800.00       | $92569465.60       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-02-15      | 3.1250%  | 0.0000% | $99128600.00       | $81430903.83       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-08-15      | 3.6250%  | 0.0000% | $1253600.00        | $1099990.01        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-11-15      | 3.0000%  | 0.0000% | $6013200.00        | $4678662.52        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-05-15      | 3.0000%  | 0.0000% | $4267400.00        | $3300515.31        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-11-15      | 3.0000%  | 0.0000% | $1353900.00        | $1040483.44        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2046-02-15      | 2.5000%  | 0.0000% | $3366300.00        | $2377745.76        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2046-08-15      | 2.2500%  | 0.0000% | $114347200.00      | $76303971.08       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2047-05-15      | 3.0000%  | 0.0000% | $47698700.00       | $36022313.07       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2047-11-15      | 2.7500%  | 0.0000% | $124422100.00      | $89116144.71       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2048-05-15      | 3.1250%  | 0.0000% | $28510000.00       | $21789502.30       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-01-15      | 4.0000%  | 0.0000% | $88800.00          | $89297.59          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-11-30      | 4.3750%  | 0.0000% | $15051000.00       | $15537489.42       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-08-31      | 3.6250%  | 0.0000% | $12824000.00       | $12935222.48       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2048-08-15      | 3.0000%  | 0.0000% | $42799900.00       | $32201131.88       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2049-02-15      | 3.0000%  | 0.0000% | $27497500.00       | $20582419.14       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2049-08-15      | 2.2500%  | 0.0000% | $27472000.00       | $17467157.46       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2049-11-15      | 2.3750%  | 0.0000% | $22830600.00       | $14746813.93       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2040-05-15      | 1.1250%  | 0.0000% | $44000.00          | $27935.24          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2051-08-15      | 2.0000%  | 0.0000% | $50750000.00       | $29501555.32       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-05-15      | 3.2500%  | 0.0000% | $14630000.00       | $12256329.38       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2052-08-15      | 3.0000%  | 0.0000% | $8500000.00        | $6188932.04        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-08-15      | 3.3750%  | 0.0000% | $1970000.00        | $1690340.00        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-05-15      | 3.8750%  | 0.0000% | $7424000.00        | $6702323.05        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2055-02-15      | 4.6250%  | 0.0000% | $75823300.00       | $74356053.21       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2055-08-15      | 4.7500%  | 0.0000% | $43800.00          | $43863.41          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-08-15      | 4.8750%  | 0.0000% | $9763000.00        | $10044452.01       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-08-15      | 1.5000%  | 0.0000% | $3000000.00        | $2986445.48        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-08-15      | 2.2500%  | 0.0000% | $23907000.00       | $23692213.28       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-11-15      | 2.2500%  | 0.0000% | $94882600.00       | $93216343.60       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-08-15      | 2.8750%  | 0.0000% | $206700.00         | $205889.12         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-11-15      | 3.1250%  | 0.0000% | $530000.00         | $526836.84         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-02-28      | 2.5000%  | 0.0000% | $63000000.00       | $63597569.97       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-05-15      | 2.3750%  | 0.0000% | $23468900.00       | $22663404.82       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-11-15      | 2.0000%  | 0.0000% | $10000000.00       | $9917678.95        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-11-15      | 1.7500%  | 0.0000% | $7530000.00        | $7048456.75        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-08-15      | 0.6250%  | 0.0000% | $29161000.00       | $25445429.63       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-08-31      | 0.5000%  | 0.0000% | $49681000.00       | $47491878.65       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-12-31      | 0.6250%  | 0.0000% | $39809500.00       | $37702739.69       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-02-15      | 1.1250%  | 0.0000% | $4533000.00        | $4005698.18        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-04-30      | 1.2500%  | 0.0000% | $37400.00          | $35668.05          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-06-30      | 1.2500%  | 0.0000% | $48805600.00       | $46259944.40       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-06-30      | 0.8750%  | 0.0000% | $25314000.00       | $25045421.96       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2048-02-15      | 3.0000%  | 0.0000% | $199056000.00      | $150497612.96      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-02-15      | 1.5000%  | 0.0000% | $12698300.00       | $11740617.40       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-10-31      | 3.6250%  | 0.0000% | $544215200.00      | $545215233.01      | U.S. Treasuries (including strips) |

### Security 213: Fixed Income Clearing Corp. Tri Party Repo - BoA

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - BoA 3.889900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 942NHH006, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 942NHH006_3.89_0316
- **C.18 - Value (incl. sponsor support):** $775000000.00
- **C.18.a - Value (excl. sponsor support):** $775000000.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-03-16
- **C.12 - Maturity Date (WAL):** 2026-03-16
- **C.13 - Final Legal Maturity Date:** 2026-03-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION - BOA

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2030-06-30      | 3.7500%  | 0.0000% | $4561100.00        | $4573473.05        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-10-31      | 4.8750%  | 0.0000% | $1772900.00        | $1852942.60        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-04-30      | 4.8750%  | 0.0000% | $100.00            | $101.50            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-09-30      | 3.5000%  | 0.0000% | $100.00            | $100.52            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-04-30      | 3.7500%  | 0.0000% | $1000.00           | $1012.01           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-05-31      | 4.0000%  | 0.0000% | $98618000.00       | $100238520.24      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-11-15      | 2.7500%  | 0.0000% | $3752200.00        | $2895953.52        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-05-15      | 3.0000%  | 0.0000% | $95778900.00       | $74077828.54       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2049-05-15      | 2.8750%  | 0.0000% | $1302900.00        | $940209.01         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2050-02-15      | 2.0000%  | 0.0000% | $1000.00           | $594.66            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2051-08-15      | 2.0000%  | 0.0000% | $503400.00         | $292632.18         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2051-11-15      | 1.8750%  | 0.0000% | $100.00            | $55.57             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-05-15      | 3.2500%  | 0.0000% | $112087800.00      | $93901913.63       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2054-02-15      | 4.2500%  | 0.0000% | $352820800.00      | $324794541.11      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2054-05-15      | 4.6250%  | 0.0000% | $300.00            | $290.76            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-02-15      | 4.7500%  | 0.0000% | $4786600.00        | $4849734.21        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-12-31      | 0.6250%  | 0.0000% | $112272000.00      | $106330448.53      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-05-31      | 3.7500%  | 0.0000% | $75288900.00       | $75749693.72       | U.S. Treasuries (including strips) |

### Security 214: Australia & New Zealand Banking Group Ltd. Repo

- **C.1 - Title:** Australia & New Zealand Banking Group Ltd. Repo 3.689900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 943BACII1, C.3 - LEI: JHE42UYNWWTJB8YTTU19, C.5 - Other ID: 943BACII1_3.69_0202
- **C.18 - Value (incl. sponsor support):** $2665000000.00
- **C.18.a - Value (excl. sponsor support):** $2665000000.00
- **C.19 - Percentage of Net Assets:** 1.1900%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2030-11-15      | 0.8750%  | 0.0000% | $50000000.00       | $43732475.85       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-02-29      | 1.1250%  | 0.0000% | $25000000.00       | $23907156.42       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-11-15      | 2.7500%  | 0.0000% | $21200000.00       | $16356960.29       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-05-15      | 3.2500%  | 0.0000% | $80000000.00       | $67008356.35       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-11-15      | 4.6250%  | 0.0000% | $55000000.00       | $54210609.46       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2055-02-15      | 4.6250%  | 0.0000% | $100000000.00      | $98033288.04       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2055-05-15      | 4.7500%  | 0.0000% | $490000000.00      | $484473964.09      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2055-08-15      | 4.7500%  | 0.0000% | $159000000.00      | $159143661.68      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-08-15      | 1.5000%  | 0.0000% | $40000000.00       | $39819225.54       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-05-31      | 2.1250%  | 0.0000% | $27400000.00       | $27353082.68       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-08-31      | 3.8750%  | 0.0000% | $241000000.00      | $243189055.59      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-04-30      | 2.8750%  | 0.0000% | $105000000.00      | $103256903.92      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-11-15      | 4.5000%  | 0.0000% | $130728000.00      | $135435517.09      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-12-31      | 3.7500%  | 0.0000% | $90000000.00       | $90596102.38       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-02-15      | 4.1250%  | 0.0000% | $196000000.00      | $200755197.01      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-03-31      | 4.1250%  | 0.0000% | $95000000.00       | $97641942.82       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-05-31      | 4.5000%  | 0.0000% | $202447000.00      | $209208847.99      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-06-15      | 4.6250%  | 0.0000% | $325000000.00      | $331495256.70      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-11-30      | 4.1250%  | 0.0000% | $73500000.00       | $74789026.44       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2035-02-15      | 4.6250%  | 0.0000% | $85550000.00       | $90069852.92       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-05-15      | 3.7500%  | 0.0000% | $35000000.00       | $35404068.11       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-05-31      | 4.0000%  | 0.0000% | $90000000.00       | $91440015.45       | U.S. Treasuries (including strips) |

### Security 215: Fixed Income Clearing Corp. Repo - UBS

- **C.1 - Title:** Fixed Income Clearing Corp. Repo - UBS 3.689900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 944DQXII3, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 944DQXII3_3.69_0202
- **C.18 - Value (incl. sponsor support):** $6000000000.00
- **C.18.a - Value (excl. sponsor support):** $6000000000.00
- **C.19 - Percentage of Net Assets:** 2.6700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION - UBS

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2033-08-15      | 3.8750%  | 0.0000% | $290000000.00      | $291323913.04      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-05-15      | 3.7500%  | 0.0000% | $736540000.00      | $745043209.33      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2035-02-15      | 4.6250%  | 0.0000% | $210000000.00      | $221160529.89      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-01-31      | 4.3750%  | 0.0000% | $210000000.00      | $219457846.47      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-01-31      | 4.2500%  | 0.0000% | $190000000.00      | $197652275.82      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-11-15      | 4.2500%  | 0.0000% | $440000000.00      | $446125966.85      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-09-30      | 3.5000%  | 0.0000% | $240000000.00      | $241146634.62      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-07-31      | 4.0000%  | 0.0000% | $520000000.00      | $535746603.26      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-11-30      | 4.3750%  | 0.0000% | $220000000.00      | $226030168.27      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-02-29      | 4.1250%  | 0.0000% | $290000000.00      | $297809646.93      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-07-31      | 4.1250%  | 0.0000% | $340000000.00      | $351304076.09      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-08-15      | 1.2500%  | 0.0000% | $380000000.00      | $332530978.26      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2051-05-15      | 2.3750%  | 0.0000% | $570000000.00      | $361229627.07      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-09-30      | 3.5000%  | 0.0000% | $270000000.00      | $272956370.19      | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2030-10-15      | 1.1250%  | 0.0000% | $350000000.00      | $349921462.09      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-11-30      | 3.3750%  | 0.0000% | $240000000.00      | $240616792.58      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-06-15      | 3.8750%  | 0.0000% | $420000000.00      | $424878605.77      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-05-31      | 4.0000%  | 0.0000% | $360000000.00      | $365816311.81      | U.S. Treasuries (including strips) |

### Security 216: Fixed Income Clearing Corp. Tri Party Repo - Morgan Stanley

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - Morgan Stanley 3.669900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 944JXD905, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 944JXD905_3.67_0202
- **C.18 - Value (incl. sponsor support):** $8000000000.00
- **C.18.a - Value (excl. sponsor support):** $8000000000.00
- **C.19 - Percentage of Net Assets:** 3.5700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION - MORGAN STANLEY

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2032-03-31      | 4.1250%  | 0.0000% | $1600.00           | $1637.50           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-04-30      | 4.6250%  | 0.0000% | $50000000.00       | $52426019.06       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-03-31      | 4.0000%  | 0.0000% | $98152000.00       | $100435858.98      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-04-15      | 3.7500%  | 0.0000% | $48430000.00       | $49153706.52       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-05-31      | 4.1250%  | 0.0000% | $43219000.00       | $43897269.25       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-06-30      | 3.8750%  | 0.0000% | $6381500.00        | $6431099.10        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-06-30      | 3.7500%  | 0.0000% | $123200000.00      | $123952965.73      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-07-31      | 4.0000%  | 0.0000% | $151332800.00      | $154489194.27      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-09-15      | 3.3750%  | 0.0000% | $9786500.00        | $9859612.89        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-11-15      | 3.5000%  | 0.0000% | $269125000.00      | $270367567.97      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-12-31      | 3.3750%  | 0.0000% | $180000.00         | $179963.09         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-02-28      | 1.1250%  | 0.0000% | $75535300.00       | $73967848.63       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-11-30      | 4.3750%  | 0.0000% | $50002000.00       | $51618201.18       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-07-31      | 3.8750%  | 0.0000% | $581396800.00      | $595445498.49      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-11-15      | 3.1250%  | 0.0000% | $74102600.00       | $73660338.90       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-04-30      | 2.3750%  | 0.0000% | $147002600.00      | $147411605.90      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-02-15      | 1.6250%  | 0.0000% | $14222400.00       | $14312662.15       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-05-15      | 1.6250%  | 0.0000% | $18813000.00       | $18768330.45       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-11-15      | 2.0000%  | 0.0000% | $17866800.00       | $17719718.63       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-02-15      | 2.2500%  | 0.0000% | $8800000.00        | $8772858.50        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-07-31      | 1.8750%  | 0.0000% | $49898900.00       | $49933482.38       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-08-31      | 1.3750%  | 0.0000% | $12257000.00       | $12171709.43       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-09-30      | 1.6250%  | 0.0000% | $100.00            | $99.26             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-11-30      | 1.6250%  | 0.0000% | $99546900.00       | $98238377.33       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-01-31      | 1.5000%  | 0.0000% | $38397500.00       | $37908824.20       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-03-31      | 0.6250%  | 0.0000% | $6482200.00        | $6282430.14        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-06-30      | 0.5000%  | 0.0000% | $62600.00          | $60025.03          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-07-31      | 0.3750%  | 0.0000% | $1000000.00        | $956150.81         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-11-30      | 0.6250%  | 0.0000% | $163900.00         | $155704.08         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-01-31      | 0.7500%  | 0.0000% | $50098000.00       | $47609663.38       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-02-15      | 1.1250%  | 0.0000% | $43928000.00       | $38818069.67       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-02-29      | 1.1250%  | 0.0000% | $1154400.00        | $1104244.50        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-03-31      | 0.7500%  | 0.0000% | $203157800.00      | $202727458.20      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-04-30      | 1.2500%  | 0.0000% | $60838100.00       | $58020764.56       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-05-31      | 1.2500%  | 0.0000% | $119995000.00      | $114079100.13      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-09-30      | 1.2500%  | 0.0000% | $60688100.00       | $57358845.53       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-10-31      | 1.3750%  | 0.0000% | $1000000.00        | $945713.49         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-10-31      | 1.1250%  | 0.0000% | $5085400.00        | $5006032.36        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-11-30      | 1.2500%  | 0.0000% | $999500.00         | $982629.22         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-11-30      | 1.5000%  | 0.0000% | $173461600.00      | $164166440.95      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-02-15      | 1.8750%  | 0.0000% | $346828600.00      | $311495707.81      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-02-28      | 1.8750%  | 0.0000% | $49300000.00       | $47197992.36       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-04-30      | 2.8750%  | 0.0000% | $48002400.00       | $47224627.19       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-05-15      | 2.8750%  | 0.0000% | $200.00            | $189.13            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-05-31      | 2.7500%  | 0.0000% | $11016800.00       | $10758604.95       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-05-31      | 2.6250%  | 0.0000% | $100899000.00      | $100133987.66      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-06-30      | 3.2500%  | 0.0000% | $24755600.00       | $24725852.93       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-08-15      | 2.7500%  | 0.0000% | $1455900.00        | $1370794.42        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-05-31      | 4.6250%  | 0.0000% | $50000000.00       | $52230584.34       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-06-30      | 4.6250%  | 0.0000% | $29000.00          | $29225.38          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-07-31      | 4.1250%  | 0.0000% | $37500000.00       | $38742221.54       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-08-15      | 3.7500%  | 0.0000% | $14052200.00       | $14337116.30       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-09-15      | 3.3750%  | 0.0000% | $106886800.00      | $107972961.22      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-10-31      | 4.1250%  | 0.0000% | $73389300.00       | $74404162.11       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-10-31      | 4.1250%  | 0.0000% | $1300000.00        | $1328117.02        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-11-15      | 4.1250%  | 0.0000% | $2244000.00        | $2285738.90        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-11-30      | 4.2500%  | 0.0000% | $176799500.00      | $178994510.48      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-11-30      | 4.1250%  | 0.0000% | $50000000.00       | $51075288.74       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-02-15      | 4.2500%  | 0.0000% | $40006600.00       | $41328465.03       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-02-28      | 4.1250%  | 0.0000% | $9000000.00        | $9209613.98        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-02-29      | 4.1250%  | 0.0000% | $2201200.00        | $2261130.84        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-03-15      | 3.8750%  | 0.0000% | $157037100.00      | $160383726.31      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-08-31      | 3.1250%  | 0.0000% | $70890000.00       | $71371878.10       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-08-31      | 3.1250%  | 0.0000% | $164168900.00      | $163253748.18      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-11-15      | 4.1250%  | 0.0000% | $16550000.00       | $16805932.86       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-12-31      | 3.8750%  | 0.0000% | $1000000.00        | $1009183.33        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-02-28      | 4.0000%  | 0.0000% | $29370000.00       | $30158719.02       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-04-30      | 3.5000%  | 0.0000% | $161544700.00      | $162734532.05      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-06-30      | 3.7500%  | 0.0000% | $38172800.00       | $38276352.68       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-07-15      | 4.5000%  | 0.0000% | $100.00            | $100.57            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-07-31      | 4.1250%  | 0.0000% | $6612000.00        | $6833970.84        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-08-31      | 4.1250%  | 0.0000% | $9089100.00        | $9373756.45        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-09-30      | 4.6250%  | 0.0000% | $81425400.00       | $84802711.74       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-10-15      | 4.6250%  | 0.0000% | $5894200.00        | $6013642.82        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-12-31      | 3.7500%  | 0.0000% | $50000000.00       | $50015336.74       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-01-31      | 4.0000%  | 0.0000% | $50328200.00       | $51738059.18       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-02-15      | 4.1250%  | 0.0000% | $9988000.00        | $10230923.36       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-03-15      | 4.2500%  | 0.0000% | $20819900.00       | $21312316.75       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-03-31      | 4.5000%  | 0.0000% | $75392900.00       | $76615879.71       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-04-15      | 4.5000%  | 0.0000% | $94482000.00       | $96771678.86       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-03-03      | NA       | 0.0000% | $648423000.00      | $646532198.53      | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-03-31      | NA       | 0.0000% | $4198800.00        | $4174845.85        | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-06-18      | NA       | 0.0000% | $333258600.00      | $328800266.45      | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-04-07      | NA       | 0.0000% | $16086800.00       | $15984423.60       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-04-14      | NA       | 0.0000% | $6789700.00        | $6741812.25        | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-04-28      | NA       | 0.0000% | $96674300.00       | $95860495.74       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-05-05      | NA       | 0.0000% | $4396600.00        | $4356568.96        | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2027-01-21      | NA       | 0.0000% | $2797000.00        | $2705194.07        | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-07-23      | NA       | 0.0000% | $8824900.00        | $8677144.70        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-02-15      | 6.0000%  | 0.0000% | $2018400.00        | $2075727.21        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-11-15      | 6.1250%  | 0.0000% | $60319500.00       | $63762905.98       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-11-15      | 5.2500%  | 0.0000% | $11661300.00       | $12292573.97       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-02-15      | 5.2500%  | 0.0000% | $22374800.00       | $23991969.80       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-08-15      | 1.5000%  | 0.0000% | $5939300.00        | $5912465.21        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-08-15      | 2.2500%  | 0.0000% | $22840000.00       | $22634799.48       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-02-19      | NA       | 0.0000% | $12060000.00       | $12039425.64       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-07-09      | NA       | 0.0000% | $26999600.00       | $26584265.15       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-02-12      | NA       | 0.0000% | $23602600.00       | $23578926.59       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-03-05      | NA       | 0.0000% | $1508394800.00     | $1503693133.41     | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-10-01      | NA       | 0.0000% | $184136900.00      | $179901198.89      | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-04-09      | NA       | 0.0000% | $44816100.00       | $44522061.57       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-04-30      | NA       | 0.0000% | $29739400.00       | $29482035.23       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-05-07      | NA       | 0.0000% | $7151500.00        | $7084840.87        | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-02-10      | NA       | 0.0000% | $364900.00         | $364607.35         | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-02-24      | NA       | 0.0000% | $76965600.00       | $76795275.13       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-05-15      | 4.5000%  | 0.0000% | $23200000.00       | $23691341.52       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-05-31      | 4.8750%  | 0.0000% | $102356000.00      | $103552505.08      | U.S. Treasuries (including strips) |

### Security 217: Fixed Income Clearing Corp. Tri Party Repo - Morgan Stanley

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - Morgan Stanley 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 944JXN903, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 944JXN903_3.68_0202
- **C.18 - Value (incl. sponsor support):** $4000000000.00
- **C.18.a - Value (excl. sponsor support):** $4000000000.00
- **C.19 - Percentage of Net Assets:** 1.7800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION - MORGAN STANLEY

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FANNIE MAE POOL  | 2055-04-01      | 7.0000%  | 0.0000% | $1000.00           | $1050.24           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-03-01      | 6.0000%  | 0.0000% | $3020.00           | $2630.09           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-03-01      | 6.0000%  | 0.0000% | $4010.00           | $3436.92           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1017.87           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-08-01      | 6.0000%  | 0.0000% | $88944.00          | $92227.54          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-06-01      | 5.5000%  | 0.0000% | $389292.00         | $396419.76         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-09-01      | 5.0000%  | 0.0000% | $525367.00         | $530535.82         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2046-06-01      | 3.5000%  | 0.0000% | $1000.00           | $318.49            | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2054-07-01      | 6.5000%  | 0.0000% | $4147966.00        | $3071747.17        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2056-01-01      | 4.5000%  | 0.0000% | $5022888.00        | $4955280.45        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2056-01-01      | 5.0000%  | 0.0000% | $2206107.00        | $2219656.22        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-02-01      | 5.5000%  | 0.0000% | $281413883.00      | $247299206.41      | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2054-02-01      | 7.0000%  | 0.0000% | $614904021.00      | $248691895.83      | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2055-09-01      | 5.5000%  | 0.0000% | $42723197.00       | $41900405.09       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2054-12-01      | 7.0000%  | 0.0000% | $87193353.00       | $91862024.21       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-03-01      | 3.0000%  | 0.0000% | $712695.00         | $452618.22         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-04-01      | 3.5000%  | 0.0000% | $130000.00         | $85507.90          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-09-01      | 4.0000%  | 0.0000% | $447980.00         | $325720.46         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $761.85            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $790.20            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-11-01      | 5.5000%  | 0.0000% | $10000.00          | $8205.21           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-02-01      | 6.5000%  | 0.0000% | $1024.00           | $576.87            | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2029-01-01      | 2.5000%  | 0.0000% | $1000.00           | $72.91             | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2046-10-01      | 3.5000%  | 0.0000% | $2231877.00        | $611986.77         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2036-08-01      | 1.5000%  | 0.0000% | $738707.00         | $390695.94         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2037-11-01      | 4.0000%  | 0.0000% | $795485.00         | $452471.62         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2052-07-01      | 4.5000%  | 0.0000% | $254910.00         | $184014.96         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2052-12-01      | 4.5000%  | 0.0000% | $32950.00          | $26025.43          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2054-05-01      | 7.0000%  | 0.0000% | $515924134.00      | $238789006.37      | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2052-10-01      | 4.0000%  | 0.0000% | $5980.00           | $5054.49           | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2050-12-01      | 2.0000%  | 0.0000% | $81000.00          | $43722.46          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2052-03-01      | 2.5000%  | 0.0000% | $94550.00          | $62354.19          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2053-11-01      | 6.0000%  | 0.0000% | $7235.00           | $4988.09           | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2054-05-01      | 6.0000%  | 0.0000% | $9710600.00        | $6759561.87        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2053-08-01      | 5.0000%  | 0.0000% | $12433100.00       | $10328588.68       | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2050-02-01      | 3.5000%  | 0.0000% | $98000.00          | $26553.51          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2053-02-01      | 5.5000%  | 0.0000% | $6949620.00        | $5274686.71        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2053-07-01      | 5.0000%  | 0.0000% | $1000.00           | $828.79            | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2050-03-01      | 3.5000%  | 0.0000% | $419000.00         | $124807.48         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2050-08-01      | 2.0000%  | 0.0000% | $164000.00         | $77256.72          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2045-09-01      | 5.5000%  | 0.0000% | $842179.00         | $794217.25         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2034-10-01      | 2.5000%  | 0.0000% | $1505020.00        | $291714.55         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2036-03-01      | 2.0000%  | 0.0000% | $30934750.00       | $16873960.75       | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2035-08-01      | 5.0000%  | 0.0000% | $469820.00         | $425305.49         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2052-02-01      | 2.0000%  | 0.0000% | $86050.00          | $57050.41          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2054-06-01      | 6.0000%  | 0.0000% | $995406.00         | $862893.92         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2054-07-01      | 6.0000%  | 0.0000% | $3999.00           | $3446.22           | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2041-01-01      | 5.5000%  | 0.0000% | $1158818.00        | $1181218.63        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2041-01-01      | 5.5000%  | 0.0000% | $1135601.00        | $1163825.64        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2041-01-01      | 5.5000%  | 0.0000% | $1506760.00        | $1546524.28        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2035-02-01      | 6.0000%  | 0.0000% | $5549000.00        | $63183.22          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2028-01-01      | 6.0000%  | 0.0000% | $1000.00           | $3.26              | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2034-12-01      | 6.5000%  | 0.0000% | $1000.00           | $12.62             | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2036-11-01      | 6.5000%  | 0.0000% | $12596972.00       | $69364.62          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-10-01      | 6.5000%  | 0.0000% | $75180.00          | $26735.68          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-10-01      | 6.0000%  | 0.0000% | $2619990.00        | $1491013.14        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-01-01      | 5.5000%  | 0.0000% | $217119.00         | $213912.43         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-04-01      | 6.0000%  | 0.0000% | $16710.00          | $11910.61          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-08-01      | 5.0000%  | 0.0000% | $63161.00          | $62185.61          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-01-01      | 5.0000%  | 0.0000% | $3672210.00        | $2963209.07        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-12-01      | 5.0000%  | 0.0000% | $221050.00         | $220888.61         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $817.09            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-07-01      | 5.5000%  | 0.0000% | $2215582.00        | $2259316.39        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-10-01      | 5.5000%  | 0.0000% | $6119.00           | $6229.82           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-04-01      | 6.5000%  | 0.0000% | $1884863.00        | $1098475.55        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-05-01      | 5.5000%  | 0.0000% | $1980875.00        | $2013294.89        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-06-01      | 6.5000%  | 0.0000% | $2010.00           | $1812.83           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-05-01      | 4.5000%  | 0.0000% | $1077610.00        | $1054545.69        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1040.50           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-05-01      | 6.5000%  | 0.0000% | $1003840.00        | $784732.37         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1017.53           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-06-01      | 6.5000%  | 0.0000% | $2049.00           | $1910.88           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-09-01      | 5.5000%  | 0.0000% | $4559032.00        | $4618992.47        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-08-01      | 6.0000%  | 0.0000% | $1129299.00        | $1173043.35        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-08-01      | 5.0000%  | 0.0000% | $7970.00           | $7960.60           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-10-01      | 6.0000%  | 0.0000% | $39306733.00       | $38639967.23       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-10-01      | 6.0000%  | 0.0000% | $27861822.00       | $28070076.76       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2040-10-01      | 5.5000%  | 0.0000% | $1150437.00        | $1167674.48        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-02-01      | 6.0000%  | 0.0000% | $7531680.00        | $5580511.86        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2035-06-01      | 6.5000%  | 0.0000% | $1532613.00        | $17230.03          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2038-11-01      | 5.5000%  | 0.0000% | $1293560.00        | $8865.68           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2040-08-01      | 4.5000%  | 0.0000% | $5686201.00        | $413855.23         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-08-01      | 7.0000%  | 0.0000% | $1000.00           | $1052.88           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-10-01      | 6.0000%  | 0.0000% | $1156103.00        | $1204427.62        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-10-01      | 5.5000%  | 0.0000% | $1552310.00        | $1597157.84        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1047.29           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-09-01      | 6.5000%  | 0.0000% | $3757943.00        | $3808118.97        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-10-01      | 5.5000%  | 0.0000% | $3676883.00        | $3764242.26        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-10-01      | 5.5000%  | 0.0000% | $4879154.00        | $4962229.69        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-10-01      | 5.5000%  | 0.0000% | $4316281.00        | $4391641.95        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-10-01      | 5.5000%  | 0.0000% | $3126789.00        | $3172222.31        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-10-01      | 5.5000%  | 0.0000% | $1308562.00        | $1343393.00        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-10-01      | 5.5000%  | 0.0000% | $1325917.00        | $1363362.13        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-11-01      | 6.5000%  | 0.0000% | $5000.00           | $5252.55           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-10-01      | 5.5000%  | 0.0000% | $1239891.00        | $1268346.80        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-11-01      | 5.5000%  | 0.0000% | $1158500.00        | $1195373.41        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-11-01      | 5.0000%  | 0.0000% | $1333264.00        | $1338935.17        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-09-01      | 6.0000%  | 0.0000% | $469298.00         | $487359.98         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-09-01      | 6.0000%  | 0.0000% | $11835.00          | $12304.62          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-11-01      | 7.0000%  | 0.0000% | $933641.00         | $984514.38         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-11-01      | 5.5000%  | 0.0000% | $3335990.00        | $3454585.47        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2056-01-01      | 5.5000%  | 0.0000% | $5317930.00        | $5480628.01        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $977.07            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2056-01-01      | 5.0000%  | 0.0000% | $5188469.00        | $5251174.67        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2056-01-01      | 5.5000%  | 0.0000% | $5035551.00        | $5178707.21        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2041-01-01      | 4.5000%  | 0.0000% | $1052321.00        | $1053842.65        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-12-01      | 7.0000%  | 0.0000% | $6986.00           | $6908.55           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2058-05-01      | 3.5000%  | 0.0000% | $1000.00           | $394.86            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2061-07-01      | 2.5000%  | 0.0000% | $6697631.00        | $3667268.25        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2047-10-01      | 3.5000%  | 0.0000% | $274000.00         | $75386.44          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2048-03-01      | 4.0000%  | 0.0000% | $28450.00          | $9485.72           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2050-09-01      | 2.5000%  | 0.0000% | $447690.00         | $212104.09         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2035-11-01      | 1.5000%  | 0.0000% | $496923.00         | $231105.88         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2050-08-01      | 2.0000%  | 0.0000% | $1000.00           | $468.21            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2050-10-01      | 2.5000%  | 0.0000% | $70000.00          | $33875.06          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2050-12-01      | 3.0000%  | 0.0000% | $1604000.00        | $546349.24         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-04-01      | 2.5000%  | 0.0000% | $95855.00          | $55622.82          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-01-01      | 2.0000%  | 0.0000% | $955930.00         | $629840.53         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-10-01      | 5.5000%  | 0.0000% | $2000.00           | $2047.35           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-11-01      | 6.0000%  | 0.0000% | $5225286.00        | $5407433.58        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2040-11-01      | 5.5000%  | 0.0000% | $1418583.00        | $1415091.02        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-04-01      | 2.5000%  | 0.0000% | $3000.00           | $2064.87           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-04-01      | 5.0000%  | 0.0000% | $1702330.00        | $1185024.50        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2053-04-01      | 5.5000%  | 0.0000% | $3264987.00        | $2902410.06        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2039-01-01      | 4.5000%  | 0.0000% | $96422.00          | $21404.99          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2035-07-01      | 2.5000%  | 0.0000% | $1000.00           | $309.61            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2050-08-01      | 2.5000%  | 0.0000% | $1024.00           | $414.17            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2050-12-01      | 2.0000%  | 0.0000% | $194919176.00      | $102813896.05      | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2050-12-01      | 2.5000%  | 0.0000% | $25000.00          | $12918.58          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-01-01      | 1.5000%  | 0.0000% | $321586890.00      | $178228051.18      | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-01-01      | 2.0000%  | 0.0000% | $351644230.00      | $179012741.86      | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-02-01      | 2.0000%  | 0.0000% | $1840912.00        | $1041758.95        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-03-01      | 2.5000%  | 0.0000% | $159789699.00      | $100231928.30      | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-05-01      | 2.0000%  | 0.0000% | $200271106.00      | $117399341.68      | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-05-01      | 3.0000%  | 0.0000% | $1000.00           | $525.58            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-10-01      | 2.5000%  | 0.0000% | $4992980.00        | $3117114.62        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-09-01      | 2.0000%  | 0.0000% | $90004233.00       | $53544706.68       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-11-01      | 2.5000%  | 0.0000% | $129040210.00      | $80892037.42       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-12-01      | 2.0000%  | 0.0000% | $1507870.00        | $921273.50         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-12-01      | 5.5000%  | 0.0000% | $4943559.00        | $5077714.50        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-12-01      | 5.5000%  | 0.0000% | $1049538.00        | $1078549.33        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-11-01      | 5.5000%  | 0.0000% | $1183576.00        | $1205813.91        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-11-01      | 5.0000%  | 0.0000% | $4320227.00        | $4348507.03        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2051-07-01      | 3.0000%  | 0.0000% | $5970.00           | $5025.49           | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2054-10-01      | 6.0000%  | 0.0000% | $224127.00         | $195745.63         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2055-05-01      | 6.5000%  | 0.0000% | $8673430.00        | $8031150.17        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $837.02            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $831.49            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2054-04-01      | 6.5000%  | 0.0000% | $1085.00           | $742.04            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-07-01      | 6.0000%  | 0.0000% | $4995550.00        | $4324836.18        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-01-01      | 5.5000%  | 0.0000% | $1024.00           | $977.28            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-01-01      | 6.0000%  | 0.0000% | $1040.00           | $904.55            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-08-01      | 6.5000%  | 0.0000% | $47517315.00       | $39230936.50       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-09-01      | 5.0000%  | 0.0000% | $1760418.00        | $1652828.21        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-10-01      | 5.5000%  | 0.0000% | $30537998.00       | $29044928.63       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2054-11-01      | 5.0000%  | 0.0000% | $198356867.00      | $185762599.98      | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2041-01-01      | 4.5000%  | 0.0000% | $1007352.00        | $1010746.51        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2056-01-01      | 5.0000%  | 0.0000% | $4155481.00        | $4207608.54        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2056-01-01      | 5.0000%  | 0.0000% | $2598274.00        | $2633674.91        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-12-01      | 5.0000%  | 0.0000% | $43752.00          | $44154.23          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2041-01-01      | 4.5000%  | 0.0000% | $1004.00           | $1007.81           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2056-01-01      | 5.5000%  | 0.0000% | $19630593.00       | $20181234.90       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2056-01-01      | 5.0000%  | 0.0000% | $10480638.00       | $10606889.53       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2056-01-01      | 5.5000%  | 0.0000% | $24521331.00       | $25223106.34       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2056-01-01      | 5.5000%  | 0.0000% | $1177578.00        | $1216563.24        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2056-01-01      | 4.5000%  | 0.0000% | $1693990.00        | $1669250.42        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2056-01-01      | 5.5000%  | 0.0000% | $3380878.00        | $3489256.44        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1026.78           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2056-01-01      | 6.5000%  | 0.0000% | $2356816.00        | $2473720.36        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2056-01-01      | 4.5000%  | 0.0000% | $1404602.00        | $1392119.63        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2056-01-01      | 4.5000%  | 0.0000% | $1000.00           | $989.12            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-02-01      | 2.0000%  | 0.0000% | $286000.00         | $216835.64         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $896.46            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-01-01      | 3.0000%  | 0.0000% | $1024.00           | $852.43            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-10-01      | 4.0000%  | 0.0000% | $1616043.00        | $1511320.40        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-08-01      | 7.0000%  | 0.0000% | $38686835.00       | $34616133.58       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-02-01      | 4.5000%  | 0.0000% | $4898792.00        | $4681983.66        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-08-01      | 5.0000%  | 0.0000% | $17128410.00       | $16817095.82       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-09-01      | 7.0000%  | 0.0000% | $13902710.00       | $14724831.31       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2052-06-01      | 1.5000%  | 0.0000% | $27630368.00       | $21279813.53       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-07-01      | 6.0000%  | 0.0000% | $3291844.00        | $3349927.46        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2038-03-01      | 2.0000%  | 0.0000% | $41517393.00       | $38453746.14       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2056-01-01      | 5.0000%  | 0.0000% | $40413933.00       | $40972282.93       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2049-09-01      | 4.0000%  | 0.0000% | $30330.00          | $8763.07           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2048-05-01      | 4.0000%  | 0.0000% | $70000.00          | $13691.54          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2050-07-01      | 3.5000%  | 0.0000% | $113279.00         | $45625.90          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2049-04-01      | 4.0000%  | 0.0000% | $16088580.00       | $6524423.19        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-05-01      | 3.0000%  | 0.0000% | $400000.00         | $186450.50         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-09-01      | 3.5000%  | 0.0000% | $199000.00         | $102743.77         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-04-01      | 2.5000%  | 0.0000% | $185020.00         | $126743.74         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2047-02-01      | 2.0000%  | 0.0000% | $297980.00         | $186739.24         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-04-01      | 3.0000%  | 0.0000% | $22643793.00       | $14840506.08       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-04-01      | 3.0000%  | 0.0000% | $299000.00         | $213869.20         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-01-01      | 6.0000%  | 0.0000% | $679000.00         | $485252.45         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2036-07-01      | 2.5000%  | 0.0000% | $5212680.00        | $3482387.84        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-05-01      | 5.0000%  | 0.0000% | $823210.00         | $727517.12         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2037-08-01      | 1.5000%  | 0.0000% | $2499000.00        | $1860498.39        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-09-01      | 4.5000%  | 0.0000% | $2400000.00        | $2066939.59        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-11-01      | 5.0000%  | 0.0000% | $1030.00           | $967.92            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-08-01      | 6.0000%  | 0.0000% | $4137030.00        | $3703606.01        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2037-02-01      | 1.5000%  | 0.0000% | $9278815.00        | $7157049.37        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-04-01      | 6.5000%  | 0.0000% | $6439000.00        | $6491332.30        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-07-01      | 6.0000%  | 0.0000% | $41189775.00       | $41439770.73       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2031-08-01      | 4.5000%  | 0.0000% | $115000.00         | $4928.68           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2040-10-01      | 4.5000%  | 0.0000% | $2000000.00        | $21682.37          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2041-01-01      | 3.5000%  | 0.0000% | $1128912.00        | $43910.22          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2042-07-01      | 4.0000%  | 0.0000% | $110000.00         | $10192.19          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2028-02-01      | 2.5000%  | 0.0000% | $2500000.00        | $73455.38          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2033-06-01      | 3.5000%  | 0.0000% | $122000.00         | $12996.03          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2034-12-01      | 3.5000%  | 0.0000% | $494700.00         | $44234.78          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2046-12-01      | 2.5000%  | 0.0000% | $1954000.00        | $466106.55         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2036-09-01      | 1.5000%  | 0.0000% | $1082720.00        | $603544.38         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2036-11-01      | 1.5000%  | 0.0000% | $977779.00         | $566627.86         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2035-05-01      | 3.0000%  | 0.0000% | $1127148.00        | $235175.89         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-03-01      | 7.5000%  | 0.0000% | $35657412.00       | $15910266.99       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-06-01      | 5.5000%  | 0.0000% | $181215013.00      | $148546527.49      | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-07-01      | 3.0000%  | 0.0000% | $13000.00          | $9521.23           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2037-07-01      | 4.0000%  | 0.0000% | $162480.00         | $88164.48          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-01-01      | 5.5000%  | 0.0000% | $1883570.00        | $1362332.82        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2037-11-01      | 2.5000%  | 0.0000% | $537931.00         | $385011.10         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-05-01      | 4.5000%  | 0.0000% | $105020.00         | $86001.88          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-07-01      | 5.5000%  | 0.0000% | $20000.00          | $15600.59          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-09-01      | 4.0000%  | 0.0000% | $8000.00           | $6686.02           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-10-01      | 5.5000%  | 0.0000% | $12806231.00       | $10921688.56       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-03-01      | 7.0000%  | 0.0000% | $188967042.00      | $134325826.78      | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2045-07-01      | 6.5000%  | 0.0000% | $1345900.00        | $1163623.77        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2035-08-01      | 3.5000%  | 0.0000% | $124020.00         | $115853.77         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-12-01      | 6.0000%  | 0.0000% | $27795692.00       | $27878575.30       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-11-01      | 6.0000%  | 0.0000% | $35072250.00       | $34665997.53       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2056-01-01      | 4.5000%  | 0.0000% | $13439209.00       | $13226045.31       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2040-12-01      | 4.0000%  | 0.0000% | $11757897.00       | $11479702.64       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2035-12-01      | 5.0000%  | 0.0000% | $239000.00         | $235575.01         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-12-01      | 7.0000%  | 0.0000% | $1353821.00        | $1362592.89        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2056-01-01      | 5.5000%  | 0.0000% | $126197482.00      | $128170471.50      | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2056-01-01      | 6.0000%  | 0.0000% | $22886700.00       | $23447295.75       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2041-01-01      | 4.0000%  | 0.0000% | $9895755.00        | $9734029.18        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2054-12-01      | 4.5000%  | 0.0000% | $1070544.00        | $1028679.58        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2055-06-01      | 6.0000%  | 0.0000% | $1020966.00        | $1052979.05        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-07-01      | 6.5000%  | 0.0000% | $1049211.00        | $1102591.00        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-09-01      | 5.5000%  | 0.0000% | $1068350.00        | $1094752.69        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-10-01      | 6.0000%  | 0.0000% | $1026400.00        | $1072118.28        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-09-01      | 6.0000%  | 0.0000% | $4932581.00        | $5097109.09        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-10-01      | 6.0000%  | 0.0000% | $767648.00         | $796731.53         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-09-01      | 6.5000%  | 0.0000% | $1054362.00        | $1110234.58        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-10-01      | 5.0000%  | 0.0000% | $5088844.00        | $5111303.92        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-10-01      | 6.0000%  | 0.0000% | $379398.00         | $386462.83         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-10-01      | 5.5000%  | 0.0000% | $2493980.00        | $2442616.78        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-10-01      | 5.5000%  | 0.0000% | $1136750.00        | $1167685.17        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-10-01      | 5.0000%  | 0.0000% | $24354.00          | $24571.84          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-10-01      | 6.5000%  | 0.0000% | $1169286.00        | $1229758.86        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-11-01      | 5.0000%  | 0.0000% | $7814710.00        | $7797932.38        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-11-01      | 6.5000%  | 0.0000% | $7850.00           | $8225.91           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-11-01      | 5.5000%  | 0.0000% | $1141500.00        | $1173178.49        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-11-01      | 6.0000%  | 0.0000% | $1283350.00        | $1336958.88        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-11-01      | 5.0000%  | 0.0000% | $1532726.00        | $1544710.12        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-11-01      | 5.5000%  | 0.0000% | $1395250.00        | $1434982.57        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-11-01      | 6.5000%  | 0.0000% | $4997.00           | $5237.47           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-11-01      | 6.5000%  | 0.0000% | $1549031.00        | $1632950.48        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-12-01      | 5.0000%  | 0.0000% | $4432222.00        | $4469532.01        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-12-01      | 5.0000%  | 0.0000% | $6288263.00        | $6359622.60        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2056-01-01      | 5.0000%  | 0.0000% | $419016.00         | $420760.37         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2056-01-01      | 5.5000%  | 0.0000% | $5156958.00        | $5316026.87        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2056-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1036.95           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2056-01-01      | 6.5000%  | 0.0000% | $5468917.00        | $5755353.95        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-12-01      | 5.5000%  | 0.0000% | $1137054.00        | $1174971.44        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-11-01      | 5.5000%  | 0.0000% | $1362237.00        | $1385836.89        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2056-01-01      | 5.5000%  | 0.0000% | $5144582.00        | $5295993.62        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-12-01      | 5.5000%  | 0.0000% | $5015979.00        | $5114687.18        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-12-01      | 6.0000%  | 0.0000% | $4774544.00        | $4959236.57        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $1014.55           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $1016.36           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2056-01-01      | 4.5000%  | 0.0000% | $5109331.00        | $5048069.02        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2056-01-01      | 5.5000%  | 0.0000% | $5080500.00        | $5224560.47        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2056-01-01      | 5.5000%  | 0.0000% | $1160798.00        | $1201686.14        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2056-01-01      | 6.0000%  | 0.0000% | $1132533.00        | $1184293.08        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2056-01-01      | 5.0000%  | 0.0000% | $3472010.00        | $3485074.23        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2056-01-01      | 4.5000%  | 0.0000% | $20521924.00       | $20277765.13       | Agency Mortgage-Backed Securities  |
| US TREASURY N/B  | 2039-11-15      | 4.3750%  | 0.0000% | $100.00            | $99.15             | U.S. Treasuries (including strips) |
| US TREASURY N/B  | 2049-05-15      | 2.8750%  | 0.0000% | $500.00            | $360.81            | U.S. Treasuries (including strips) |
| US TREASURY N/B  | 2029-03-31      | 4.1250%  | 0.0000% | $84660000.00       | $87049659.68       | U.S. Treasuries (including strips) |
| US TREASURY N/B  | 2027-07-31      | 3.8750%  | 0.0000% | $1000.00           | $1024.16           | U.S. Treasuries (including strips) |
| Fannie Mae       | 2042-07-01      | 3.5000%  | 0.0000% | $2500000.00        | $90259.38          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-12-01      | 5.5000%  | 0.0000% | $2833060.00        | $2916855.83        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-11-01      | 5.5000%  | 0.0000% | $4984.00           | $5125.98           | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2055-09-01      | 6.0000%  | 0.0000% | $9910.00           | $9473.76           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-07-01      | 6.5000%  | 0.0000% | $19340235.00       | $15708008.15       | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2053-07-01      | 5.0000%  | 0.0000% | $16805551.00       | $16079850.98       | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2055-04-01      | 5.5000%  | 0.0000% | $5959867.00        | $5745725.55        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2055-09-01      | 5.5000%  | 0.0000% | $5983.00           | $5993.78           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2056-01-01      | 5.0000%  | 0.0000% | $20273275.00       | $20464308.07       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2056-01-01      | 6.0000%  | 0.0000% | $39350264.00       | $41188288.58       | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2054-07-01      | 5.0000%  | 0.0000% | $357979.00         | $316984.06         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2054-11-01      | 6.0000%  | 0.0000% | $219040.00         | $177326.67         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-05-01      | 6.0000%  | 0.0000% | $79576760.00       | $75537095.46       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-05-01      | 6.5000%  | 0.0000% | $49279876.00       | $44341002.41       | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $959.60            | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2055-08-01      | 6.0000%  | 0.0000% | $50000.00          | $50922.48          | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2055-07-01      | 7.0000%  | 0.0000% | $97418976.00       | $80496159.25       | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2055-09-01      | 7.0000%  | 0.0000% | $245339185.00      | $229652425.89      | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2056-01-01      | 4.5000%  | 0.0000% | $180385796.00      | $177572033.17      | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2040-09-01      | 4.5000%  | 0.0000% | $1124458.00        | $1069853.18        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2040-12-01      | 3.5000%  | 0.0000% | $25271243.00       | $24348230.90       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2041-01-01      | 3.5000%  | 0.0000% | $1757781.00        | $1698099.90        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-12-01      | 5.0000%  | 0.0000% | $1689150.00        | $1703453.84        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-12-01      | 5.5000%  | 0.0000% | $1919806.00        | $1977356.72        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-12-01      | 5.0000%  | 0.0000% | $1115531.00        | $1127049.48        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-12-01      | 5.5000%  | 0.0000% | $1668490.00        | $1719115.26        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-12-01      | 5.0000%  | 0.0000% | $1222048.00        | $1231240.28        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-12-01      | 5.5000%  | 0.0000% | $1396461.00        | $1436932.59        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-12-01      | 5.0000%  | 0.0000% | $1264598.00        | $1288023.78        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-12-01      | 5.5000%  | 0.0000% | $1616777.00        | $1665785.26        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-12-01      | 6.0000%  | 0.0000% | $17768611.00       | $18518489.02       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-12-01      | 5.5000%  | 0.0000% | $16714506.00       | $17045620.71       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-10-01      | 5.5000%  | 0.0000% | $2511014.00        | $2556534.92        | Agency Mortgage-Backed Securities  |

### Security 218: Fixed Income Clearing Corp. Tri Party Repo - JPM

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - JPM 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 952JMUII9, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 952JMUII9_3.66_0202
- **C.18 - Value (incl. sponsor support):** $4500000000.00
- **C.18.a - Value (excl. sponsor support):** $4500000000.00
- **C.19 - Percentage of Net Assets:** 2.0100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION - JPM

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2027-12-15      | 4.0000%  | 0.0000% | $4527059200.00     | $4587237149.21     | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-12-15      | 4.3750%  | 0.0000% | $2700.00           | $2732.92           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-05-31      | 3.6250%  | 0.0000% | $1400.00           | $1410.17           | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-04-02      | NA       | 0.0000% | $22000.00          | $21869.85          | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-02-10      | NA       | 0.0000% | $2739100.00        | $2736903.24        | U.S. Treasuries (including strips) |

### Security 219: Fixed Income Clearing Corp. Tri Party Repo - Northern Trust

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - Northern Trust 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 954ZEB000, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 954ZEB000_3.66_0202
- **C.18 - Value (incl. sponsor support):** $2250000000.00
- **C.18.a - Value (excl. sponsor support):** $2250000000.00
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION - NORTHERN TRUST

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2031-01-31      | 4.0000%  | 0.0000% | $150000000.00      | $151380805.42      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-04-30      | 3.8750%  | 0.0000% | $62350500.00       | $63328601.94       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-03-31      | 4.0000%  | 0.0000% | $100000000.00      | $102428313.87      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-10-31      | 4.1250%  | 0.0000% | $200000000.00      | $204564140.19      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-09-30      | 3.6250%  | 0.0000% | $500000000.00      | $503177369.51      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-11-15      | 1.3750%  | 0.0000% | $149099900.00      | $130152667.24      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-02-28      | 4.0000%  | 0.0000% | $566423500.00      | $582187177.49      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-07-31      | 4.0000%  | 0.0000% | $250000000.00      | $252613842.37      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-08-31      | 3.6250%  | 0.0000% | $50000000.00       | $50487007.94       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-05-31      | 4.6250%  | 0.0000% | $50000000.00       | $52289405.91       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-06-30      | 4.2500%  | 0.0000% | $50000000.00       | $51170277.97       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-08-31      | 3.7500%  | 0.0000% | $100000000.00      | $101004100.48      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-09-30      | 3.6250%  | 0.0000% | $50000000.00       | $49981799.45       | U.S. Treasuries (including strips) |

### Security 220: Fixed Income Clearing Corp. Tri Party Repo - CITI

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - CITI 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 956ZCJ003, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 956ZCJ003_3.66_0202
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION - CITI

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2032-11-30      | 3.7500%  | 0.0000% | $900.00            | $891.40            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-08-31      | 3.6250%  | 0.0000% | $1224400.00        | $1235019.21        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2039-05-15      | 4.2500%  | 0.0000% | $100.00            | $98.48             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-05-15      | 4.3750%  | 0.0000% | $100.00            | $98.01             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2050-05-15      | 1.2500%  | 0.0000% | $846000.00         | $406795.98         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2050-08-15      | 1.3750%  | 0.0000% | $3432000.00        | $1708082.97        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2052-11-15      | 4.0000%  | 0.0000% | $2444700.00        | $2135787.19        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2053-05-15      | 3.6250%  | 0.0000% | $4177000.00        | $3400418.41        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2054-02-15      | 4.2500%  | 0.0000% | $907800.00         | $835689.06         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-05-15      | 4.6250%  | 0.0000% | $28266400.00       | $27935427.16       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2054-11-15      | 4.5000%  | 0.0000% | $100.00            | $94.92             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2055-05-15      | 4.7500%  | 0.0000% | $1195000.00        | $1182035.89        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2055-08-15      | 4.7500%  | 0.0000% | $4164000.00        | $4170028.57        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-06-30      | 0.5000%  | 0.0000% | $100.00            | $95.89             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-08-15      | 2.8750%  | 0.0000% | $1600.00           | $1593.72           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-08-15      | 1.5000%  | 0.0000% | $6236800.00        | $6208621.05        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-08-15      | 3.8750%  | 0.0000% | $15762000.00       | $15836210.92       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-04-30      | 2.3750%  | 0.0000% | $1510000.00        | $1514201.28        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-05-31      | 2.1250%  | 0.0000% | $80000.00          | $79868.09          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-06-30      | 1.8750%  | 0.0000% | $374100.00         | $372022.20         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-05-15      | 1.6250%  | 0.0000% | $2705000.00        | $2698577.25        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-11-15      | 2.0000%  | 0.0000% | $771400.00         | $765049.75         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-02-15      | 2.2500%  | 0.0000% | $100.00            | $99.69             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-05-15      | 2.3750%  | 0.0000% | $11000.00          | $10892.37          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-01-31      | 1.5000%  | 0.0000% | $2296000.00        | $2266779.36        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-02-15      | 1.5000%  | 0.0000% | $2460700.00        | $2275118.50        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-08-15      | 0.6250%  | 0.0000% | $397900.00         | $347201.28         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-09-30      | 0.3750%  | 0.0000% | $24800.00          | $23581.10          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-12-31      | 0.6250%  | 0.0000% | $100.00            | $94.71             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-01-31      | 0.7500%  | 0.0000% | $1699900.00        | $1615467.02        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-02-28      | 0.5000%  | 0.0000% | $1155000.00        | $1154677.12        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-04-30      | 0.7500%  | 0.0000% | $1580300.00        | $1572116.19        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-05-15      | 1.6250%  | 0.0000% | $100.00            | $89.76             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-06-30      | 0.8750%  | 0.0000% | $999900.00         | $989291.20         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-08-31      | 1.1250%  | 0.0000% | $500000.00         | $472312.38         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-08-31      | 0.7500%  | 0.0000% | $100.00            | $98.68             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-10-31      | 1.1250%  | 0.0000% | $300000.00         | $295317.91         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-11-30      | 1.2500%  | 0.0000% | $15700.00          | $15435.00          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-11-30      | 1.5000%  | 0.0000% | $93000.00          | $88016.48          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-12-31      | 1.3750%  | 0.0000% | $800.00            | $751.91            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-12-31      | 1.2500%  | 0.0000% | $605200.00         | $593358.00         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-10-31      | 4.0000%  | 0.0000% | $100.00            | $102.02            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-06-15      | 4.1250%  | 0.0000% | $503000.00         | $506596.41         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-10-15      | 4.6250%  | 0.0000% | $7084900.00        | $7228471.72        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-12-31      | 3.7500%  | 0.0000% | $2700000.00        | $2700828.18        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-02-28      | 4.2500%  | 0.0000% | $3913600.00        | $4053727.64        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-09-30      | 3.6250%  | 0.0000% | $99000.00          | $98843.75          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-10-31      | 4.1250%  | 0.0000% | $4762000.00        | $4827851.20        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-06-15      | 3.8750%  | 0.0000% | $3200.00           | $3238.09           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-07-31      | 3.8750%  | 0.0000% | $1200.00           | $1229.00           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2039-11-15      | 4.3750%  | 0.0000% | $374900.00         | $371706.26         | U.S. Treasuries (including strips) |

### Security 221: TD Securities USA LLC Tri Party Repo

- **C.1 - Title:** TD Securities USA LLC Tri Party Repo 3.669900%
- **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: 976GZG002, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: 976GZG002_3.67_0202
- **C.18 - Value (incl. sponsor support):** $40000000.00
- **C.18.a - Value (excl. sponsor support):** $40000000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| GINNIE MAE                     | 2055-06-20      | 2.2470%  | 0.0000% | $50000000.00       | $3950641.14        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-12-20      | 1.7970%  | 0.0000% | $57841227.00       | $3716539.29        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-09-20      | 1.4970%  | 0.0000% | $70589787.00       | $2123797.34        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-12-20      | 1.7470%  | 0.0000% | $41159495.00       | $2375384.62        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-09-20      | 2.1970%  | 0.0000% | $43246524.00       | $3277320.74        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-09-20      | 0.9970%  | 0.0000% | $100000000.00      | $3742399.20        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-10-20      | 2.8970%  | 0.0000% | $35377136.00       | $3348538.17        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-05-20      | 1.8470%  | 0.0000% | $110913710.00      | $3267079.17        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-05-20      | 1.6970%  | 0.0000% | $200000000.00      | $3311902.65        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-05-20      | 1.5470%  | 0.0000% | $100000000.00      | $3541645.90        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2064-10-20      | 1.8470%  | 0.0000% | $192270000.00      | $3539779.94        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-10-20      | 1.7470%  | 0.0000% | $81863342.00       | $3647440.43        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-11-20      | 3.4970%  | 0.0000% | $30000000.00       | $3357531.44        | Agency Mortgage-Backed Securities |

### Security 222: Citigroup, Inc. Tri Party Repo

- **C.1 - Title:** Citigroup, Inc. Tri Party Repo 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 985SRR000, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 985SRR000_3.66_0508
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-08
- **C.12 - Maturity Date (WAL):** 2026-05-08
- **C.13 - Final Legal Maturity Date:** 2026-05-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2055-11-15      | 4.6250%  | 0.0000% | $1900.00           | $1842.45           | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-02-17      | NA       | 0.0000% | $140614100.00      | $140401350.87      | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-02-10      | NA       | 0.0000% | $239990600.00      | $239798127.54      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2055-08-15      | 4.7500%  | 0.0000% | $100.00            | $100.14            | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-02-05      | NA       | 0.0000% | $4704800.00        | $4703393.26        | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-02-12      | NA       | 0.0000% | $23026100.00       | $23003004.82       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-02-03      | NA       | 0.0000% | $92200.00          | $92190.87          | U.S. Treasuries (including strips) |

### Security 223: Citigroup, Inc. Tri Party Repo

- **C.1 - Title:** Citigroup, Inc. Tri Party Repo 3.669900%
- **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: 985TJG001, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 985TJG001_3.67_0202
- **C.18 - Value (incl. sponsor support):** $335000000.00
- **C.18.a - Value (excl. sponsor support):** $335000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| GINNIE MAE                     | 2052-12-20      | 2.0000%  | 0.0000% | $100000000.00      | $3158808.68        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-02-20      | 1.2438%  | 0.0000% | $28747183.00       | $1315808.35        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-06-20      | 0.4378%  | 0.0000% | $101269253.00      | $4572630.55        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-09-20      | 3.0000%  | 0.0000% | $51887506.00       | $4308954.88        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-05-20      | 1.8070%  | 0.0000% | $54862753.00       | $3862025.52        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-07-20      | 2.3470%  | 0.0000% | $70000000.00       | $4867570.01        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-02-20      | 1.9970%  | 0.0000% | $150000000.00      | $4451589.61        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2066-07-16      | 0.6768%  | 0.0000% | $55425770.00       | $3402641.48        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2065-02-16      | 0.7679%  | 0.0000% | $60154175.00       | $4271483.43        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-08-20      | 2.9370%  | 0.0000% | $100000000.00      | $4885475.46        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-08-20      | 2.9470%  | 0.0000% | $70929155.00       | $3857445.03        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-10-20      | 1.7970%  | 0.0000% | $100000000.00      | $3892861.07        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-09-20      | 2.1470%  | 0.0000% | $100000000.00      | $4007970.31        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-10-20      | 7.0000%  | 0.0000% | $22560384.00       | $3419122.97        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-10-20      | 7.0000%  | 0.0000% | $14454550.00       | $3436617.48        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2041-02-16      | 1.9163%  | 0.0000% | $15000000.00       | $3190530.35        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2058-06-16      | 0.8816%  | 0.0000% | $369381445.00      | $4781812.79        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2060-07-16      | 0.8956%  | 0.0000% | $179111909.00      | $3663083.31        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2070-10-20      | 1.4179%  | 0.0000% | $88586088.00       | $3393867.01        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2060-08-16      | 0.8263%  | 0.0000% | $123770784.00      | $4522048.06        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-03-16      | 0.2000%  | 0.0000% | $532854143.00      | $3872062.54        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2065-06-16      | 0.8293%  | 0.0000% | $75411759.00       | $4670387.60        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2061-07-16      | 0.5931%  | 0.0000% | $100000000.00      | $3794739.42        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2066-10-16      | 0.8608%  | 0.0000% | $51858754.00       | $3465767.94        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-09-20      | 1.4970%  | 0.0000% | $109693728.00      | $3300296.80        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-07-20      | 1.6470%  | 0.0000% | $70744606.00       | $3210061.97        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-07-20      | 1.6470%  | 0.0000% | $52703413.00       | $3188527.63        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-08-20      | 2.8220%  | 0.0000% | $66666666.00       | $4173249.21        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-08-20      | 2.7970%  | 0.0000% | $53219918.00       | $3215503.04        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-08-20      | 1.6970%  | 0.0000% | $100000000.00      | $4765733.88        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-09-20      | 1.5974%  | 0.0000% | $127000000.00      | $3992171.36        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-09-20      | 3.0000%  | 0.0000% | $40337355.00       | $3569023.26        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-06-20      | 2.5102%  | 0.0000% | $69405796.00       | $3294354.16        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2072-10-20      | 0.6095%  | 0.0000% | $58480020.00       | $3363410.43        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2071-12-20      | 1.2189%  | 0.0000% | $50209180.00       | $4117522.41        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2071-12-20      | 1.3861%  | 0.0000% | $50029030.00       | $3955103.25        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2071-12-20      | 1.1168%  | 0.0000% | $50661679.00       | $3860663.72        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2072-02-20      | 1.4007%  | 0.0000% | $54701150.00       | $4323417.46        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2072-06-20      | 0.7040%  | 0.0000% | $50000000.00       | $3465457.15        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-02-20      | 0.5668%  | 0.0000% | $89062410.00       | $4332297.61        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-10-20      | NA       | 0.0000% | $187482306.00      | $3508087.96        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-10-20      | 3.5000%  | 0.0000% | $58609000.00       | $4450252.84        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-01-20      | 3.0000%  | 0.0000% | $43048333.00       | $3343382.70        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-10-20      | 1.7070%  | 0.0000% | $125000000.00      | $4688434.22        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-12-20      | 2.3470%  | 0.0000% | $76514873.00       | $4615036.41        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-12-20      | 1.6970%  | 0.0000% | $118297992.00      | $3553635.23        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-12-20      | 2.3470%  | 0.0000% | $100000000.00      | $4114960.71        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-02-20      | 2.2470%  | 0.0000% | $100000000.00      | $4820431.13        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2050-04-20      | 4.0000%  | 0.0000% | $24131714.00       | $4631942.64        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-05-20      | 3.3470%  | 0.0000% | $37693943.00       | $3854417.03        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-06-20      | 3.3970%  | 0.0000% | $44304133.00       | $3490926.23        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-07-20      | 1.2970%  | 0.0000% | $180000000.00      | $3390916.15        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-11-20      | 2.8970%  | 0.0000% | $75000000.00       | $4136376.23        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-11-20      | 2.9470%  | 0.0000% | $72780201.00       | $4077310.29        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-11-20      | 1.7970%  | 0.0000% | $75000000.00       | $4722990.54        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-11-20      | 6.0000%  | 0.0000% | $13778566.00       | $3516695.91        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-12-20      | 2.3470%  | 0.0000% | $93164714.00       | $4520681.08        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-12-20      | 5.5000%  | 0.0000% | $17561448.00       | $3730160.72        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2066-01-20      | 0.9133%  | 0.0000% | $103102542.00      | $3633404.89        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-02-20      | 2.0470%  | 0.0000% | $166970000.00      | $3432029.28        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-01-20      | 3.0000%  | 0.0000% | $28157352.00       | $3760705.00        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2051-06-20      | 3.3970%  | 0.0000% | $26962927.00       | $3943729.14        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-05-20      | 2.2970%  | 0.0000% | $90000000.00       | $3516025.29        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-06-20      | 3.5970%  | 0.0000% | $50000000.00       | $4254925.89        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-06-20      | 1.7970%  | 0.0000% | $126473828.00      | $4502629.56        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-07-20      | 2.9470%  | 0.0000% | $313000000.00      | $4057326.01        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-04-20      | 1.9970%  | 0.0000% | $100000000.00      | $3691420.11        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-04-20      | 1.9470%  | 0.0000% | $141771787.00      | $4150757.57        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-09-20      | 0.8470%  | 0.0000% | $150000000.00      | $3933095.31        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-09-20      | 0.8470%  | 0.0000% | $130000000.00      | $3926409.19        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-11-20      | 4.0000%  | 0.0000% | $45158236.00       | $3956867.77        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-09-20      | 2.2670%  | 0.0000% | $100000000.00      | $4269943.35        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-08-20      | 2.2470%  | 0.0000% | $150000000.00      | $4326458.23        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-10-20      | 1.9970%  | 0.0000% | $237020992.00      | $4598443.80        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-09-20      | 2.0470%  | 0.0000% | $84660210.00       | $4492966.81        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-11-20      | 17.7905% | 0.0000% | $6203250.00        | $3289895.38        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-01-20      | 1.6470%  | 0.0000% | $300000000.00      | $4413373.94        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-01-20      | 3.2470%  | 0.0000% | $110000000.00      | $3843919.61        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-02-20      | 3.5000%  | 0.0000% | $31300538.00       | $3506682.77        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2075-10-20      | 0.5785%  | 0.0000% | $67384021.00       | $3292787.75        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2075-12-20      | 0.6349%  | 0.0000% | $41805580.00       | $3272063.44        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2075-04-20      | 0.5007%  | 0.0000% | $102090493.00      | $4573463.31        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2071-07-20      | 1.6830%  | 0.0000% | $7020881.00        | $456839.43         | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2075-10-20      | 0.5662%  | 0.0000% | $92929269.00       | $4154421.79        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2075-10-20      | 1.8835%  | 0.0000% | $52790059.00       | $3738752.08        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-04-20      | 1.6437%  | 0.0000% | $150000000.00      | $4298191.18        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-04-20      | 1.7470%  | 0.0000% | $100000000.00      | $3643702.08        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-04-20      | 2.0824%  | 0.0000% | $100000000.00      | $3271149.49        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-03-20      | 1.9470%  | 0.0000% | $150000000.00      | $4488885.39        | Agency Mortgage-Backed Securities |

### Security 224: Citigroup, Inc. Tri Party Repo

- **C.1 - Title:** Citigroup, Inc. Tri Party Repo 3.670000%
- **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: 985TJG001, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 985TJG001_3.67_0501
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae      | 2033-07-01      | 3.7300%  | 0.0000% | $2387000.00        | $2299764.03        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2033-08-01      | 3.8500%  | 0.0000% | $3647673.00        | $3524306.47        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2033-10-01      | 6.3930%  | 0.0000% | $546077.00         | $80578.52          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2033-06-01      | 6.2680%  | 0.0000% | $1941896.00        | $52406.98          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2034-09-01      | 5.5000%  | 0.0000% | $13145000.00       | $101033.40         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2035-06-01      | 6.4030%  | 0.0000% | $5646782.00        | $57219.90          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2034-12-01      | 5.7530%  | 0.0000% | $9740000.00        | $101043.21         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2033-08-01      | 4.5860%  | 0.0000% | $7000000.00        | $114696.57         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2035-01-01      | 5.8170%  | 0.0000% | $10150816.00       | $143855.59         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2035-02-01      | 6.0600%  | 0.0000% | $8400000.00        | $67249.73          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2034-11-01      | 6.2420%  | 0.0000% | $23476481.00       | $190614.70         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2033-11-01      | 4.1100%  | 0.0000% | $13675000.00       | $13502446.57       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2033-12-01      | 4.0200%  | 0.0000% | $11000000.00       | $10779519.66       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2034-02-01      | 4.0600%  | 0.0000% | $1272878.00        | $1249485.76        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2034-02-01      | 3.9000%  | 0.0000% | $3772000.00        | $3665662.29        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2034-02-01      | 3.9600%  | 0.0000% | $3562190.00        | $3472494.06        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2034-05-01      | 3.5900%  | 0.0000% | $194979.00         | $183413.03         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2034-05-01      | 3.3500%  | 0.0000% | $5382907.00        | $5016808.02        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2034-05-01      | 3.4350%  | 0.0000% | $5400000.00        | $4912083.29        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2034-06-01      | 3.3700%  | 0.0000% | $4203551.00        | $3931084.06        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2033-04-01      | 4.7000%  | 0.0000% | $111144.00         | $103562.02         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2033-02-01      | 4.5000%  | 0.0000% | $190564.00         | $193842.27         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2033-04-01      | 4.1300%  | 0.0000% | $8300000.00        | $8223515.04        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2033-04-01      | 4.7100%  | 0.0000% | $6200000.00        | $6148338.29        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2034-10-01      | 4.1200%  | 0.0000% | $40066000.00       | $39267039.45       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2034-09-01      | 4.3800%  | 0.0000% | $29120000.00       | $29168290.66       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2034-05-01      | 5.3300%  | 0.0000% | $11343000.00       | $12050503.87       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2033-08-01      | 4.9600%  | 0.0000% | $6192000.00        | $6471448.40        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2034-07-01      | 4.7400%  | 0.0000% | $7717000.00        | $7922004.67        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2034-07-01      | 4.4850%  | 0.0000% | $48426000.00       | $48841248.93       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2034-10-01      | 4.3600%  | 0.0000% | $5321000.00        | $5313668.84        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2034-10-01      | 4.1900%  | 0.0000% | $23800000.00       | $23464783.62       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2034-10-01      | 4.4200%  | 0.0000% | $19985000.00       | $20043567.16       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2034-10-01      | 4.4200%  | 0.0000% | $17045000.00       | $17094951.33       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2034-11-01      | 4.7000%  | 0.0000% | $6330000.00        | $6499556.08        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2035-02-01      | 5.1400%  | 0.0000% | $1902000.00        | $1992351.76        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2035-04-01      | 4.5300%  | 0.0000% | $20458000.00       | $20589425.61       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2035-05-01      | 4.8000%  | 0.0000% | $29266000.00       | $30113065.36       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2035-05-01      | 5.1500%  | 0.0000% | $3250000.00        | $3405150.49        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2033-05-01      | 4.4800%  | 0.0000% | $24059000.00       | $24332283.51       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2035-06-01      | 4.6200%  | 0.0000% | $8151000.00        | $8271061.52        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2035-05-01      | 4.8000%  | 0.0000% | $11740000.00       | $12079798.65       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2035-06-01      | 4.4200%  | 0.0000% | $18137394.00       | $18122368.18       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2035-06-01      | 4.6500%  | 0.0000% | $16301461.00       | $16579610.11       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2035-02-01      | 6.6210%  | 0.0000% | $5165000.00        | $56064.74          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2035-06-01      | 4.9000%  | 0.0000% | $14205000.00       | $14723627.70       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2035-07-01      | 4.6300%  | 0.0000% | $14721654.00       | $14944123.54       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2033-01-01      | 3.9100%  | 0.0000% | $1000.00           | $975.74            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2033-01-01      | 4.5050%  | 0.0000% | $3753.00           | $3800.88           | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2034-10-01      | 3.5000%  | 0.0000% | $2326519.00        | $567949.43         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2034-11-01      | 3.5000%  | 0.0000% | $22163712.00       | $5264476.81        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2034-06-01      | 3.0000%  | 0.0000% | $3988807.00        | $320229.74         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2034-10-01      | 6.2470%  | 0.0000% | $3657820.00        | $161704.28         | Agency Mortgage-Backed Securities |
| Freddie Mac     | 2035-04-01      | 6.7610%  | 0.0000% | $10008742.00       | $119487.23         | Agency Mortgage-Backed Securities |
| Freddie Mac     | 2035-04-01      | 6.2680%  | 0.0000% | $49311387.00       | $152739.83         | Agency Mortgage-Backed Securities |
| Freddie Mac     | 2033-03-01      | 4.7200%  | 0.0000% | $9680865.00        | $9885975.64        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2033-09-01      | 3.7800%  | 0.0000% | $1262780.00        | $1208852.98        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2033-08-01      | 3.8400%  | 0.0000% | $1813483.00        | $1759021.08        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2033-04-01      | 5.8890%  | 0.0000% | $15040577.00       | $146270.49         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2033-12-01      | 3.6300%  | 0.0000% | $3600000.00        | $3056871.25        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2033-05-01      | 3.5800%  | 0.0000% | $429954.00         | $393577.75         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2033-05-01      | 3.5200%  | 0.0000% | $10965672.00       | $10032584.40       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2033-06-01      | 3.6200%  | 0.0000% | $3123654.00        | $2996071.82        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2033-06-01      | 3.7200%  | 0.0000% | $17707155.00       | $17029726.47       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2033-07-01      | 3.7500%  | 0.0000% | $10131039.00       | $7438666.58        | Agency Mortgage-Backed Securities |

### Security 225: Citigroup, Inc. Tri Party Repo

- **C.1 - Title:** Citigroup, Inc. Tri Party Repo 3.669900%
- **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: 985TJG001, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 985TJG001_3.67_0507
- **C.18 - Value (incl. sponsor support):** $385000000.00
- **C.18.a - Value (excl. sponsor support):** $385000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                    | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae                     | 2051-01-25      | 2.0000%  | 0.0000% | $1000000.00        | $59096.35          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-02-25      | 2.5000%  | 0.0000% | $1100000.00        | $93668.25          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-02-25      | 2.5000%  | 0.0000% | $1100000.00        | $90299.79          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-06-25      | 3.0000%  | 0.0000% | $52408264.00       | $2379720.82        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-01-25      | 2.5000%  | 0.0000% | $4048700.00        | $441220.05         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-02-25      | 2.0000%  | 0.0000% | $24061096.00       | $2457423.22        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-12-25      | 2.5000%  | 0.0000% | $17954400.00       | $1285578.29        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2049-08-25      | 2.2382%  | 0.0000% | $15415093.00       | $487683.89         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2049-08-25      | 1.8092%  | 0.0000% | $15911572.00       | $189296.57         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2049-10-25      | 2.2382%  | 0.0000% | $19675387.00       | $346110.68         | Agency Mortgage-Backed Securities |
| FANNIEMAE-ACES                 | 2030-09-25      | 0.1591%  | 0.0000% | $58414427.00       | $204835.46         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-03-25      | 2.6527%  | 0.0000% | $67462725.00       | $2645709.30        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-12-25      | 3.5000%  | 0.0000% | $37983982.00       | $3148872.23        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-03-25      | 4.5000%  | 0.0000% | $75284742.00       | $11574720.76       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2048-01-25      | 2.3382%  | 0.0000% | $29260657.00       | $2464248.91        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2049-11-25      | 4.0000%  | 0.0000% | $19412925.00       | $2798797.20        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2046-06-25      | 4.5000%  | 0.0000% | $1448382.00        | $173638.85         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-10-25      | 2.5000%  | 0.0000% | $900000.00         | $106611.81         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2049-11-25      | 4.0000%  | 0.0000% | $1500000.00        | $218222.71         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-03-25      | 4.0000%  | 0.0000% | $15734193.00       | $2037164.53        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-03-25      | 4.5000%  | 0.0000% | $20506388.00       | $2867553.09        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-12-25      | 2.5000%  | 0.0000% | $19156678.00       | $2446167.87        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-09-25      | 6.0000%  | 0.0000% | $11573710.00       | $551660.32         | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2046-04-25      | 3.5000%  | 0.0000% | $39159150.00       | $5886766.71        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2040-08-15      | 5.4261%  | 0.0000% | $2000000.00        | $83864.80          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2041-01-15      | 2.2563%  | 0.0000% | $52011602.00       | $6043691.91        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2041-10-15      | 2.7782%  | 0.0000% | $68027539.00       | $151052.37         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2041-02-15      | 1.3704%  | 0.0000% | $12132667.00       | $4829525.49        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2041-03-15      | 1.2704%  | 0.0000% | $14000000.00       | $834982.85         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2041-08-15      | 2.6782%  | 0.0000% | $86538461.00       | $449784.45         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2042-01-15      | 5.0000%  | 0.0000% | $17607116.00       | $75701.10          | Agency Mortgage-Backed Securities |
| FANNIEMAE-ACES                 | 2030-05-25      | 0.1766%  | 0.0000% | $271191422.00      | $1967651.87        | Agency Mortgage-Backed Securities |
| FANNIEMAE-ACES                 | 2030-09-25      | 1.7098%  | 0.0000% | $100106658.00      | $4500135.90        | Agency Mortgage-Backed Securities |
| FANNIEMAE-ACES                 | 2032-07-25      | 0.8412%  | 0.0000% | $44873317.00       | $1720681.77        | Agency Mortgage-Backed Securities |
| FANNIEMAE-ACES                 | 2032-07-25      | 0.8848%  | 0.0000% | $48000000.00       | $1524264.71        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-06-25      | 4.5000%  | 0.0000% | $26089220.00       | $1510712.53        | Agency Mortgage-Backed Securities |
| FANNIEMAE-ACES                 | 2050-05-25      | 0.8115%  | 0.0000% | $117297182.00      | $4131081.67        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-07-25      | 2.5000%  | 0.0000% | $12000000.00       | $564502.94         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-10-25      | 3.0000%  | 0.0000% | $37949556.00       | $1969371.47        | Agency Mortgage-Backed Securities |
| FANNIEMAE-ACES                 | 2050-06-25      | 1.1806%  | 0.0000% | $139359050.00      | $6193001.71        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2045-04-15      | 4.0000%  | 0.0000% | $29015218.00       | $526262.27         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2043-11-15      | 5.0000%  | 0.0000% | $23125271.00       | $148659.68         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2046-06-15      | 2.2782%  | 0.0000% | $84758758.00       | $842198.75         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2043-01-15      | 1.5606%  | 0.0000% | $2541949.00        | $1178141.62        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2046-08-15      | 2.2782%  | 0.0000% | $56050000.00       | $927504.30         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2047-05-15      | 4.0000%  | 0.0000% | $12375000.00       | $715534.44         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2047-07-15      | 2.3782%  | 0.0000% | $18085000.00       | $363514.58         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2040-10-25      | 1.9027%  | 0.0000% | $65000000.00       | $2837889.43        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-07-25      | 2.3027%  | 0.0000% | $102069815.00      | $5268382.00        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2047-08-25      | 1.1027%  | 0.0000% | $79281000.00       | $1224202.01        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-10-25      | 1.5027%  | 0.0000% | $49900000.00       | $1771167.11        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-05-25      | 2.0000%  | 0.0000% | $24382365.00       | $2631787.03        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-04-25      | 2.5000%  | 0.0000% | $6785000.00        | $878994.64         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2037-10-15      | 2.5782%  | 0.0000% | $95938000.00       | $400534.18         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2035-06-01      | 4.9000%  | 0.0000% | $1000.00           | $1036.51           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2048-10-25      | 2.3882%  | 0.0000% | $61371260.00       | $1003744.09        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2048-12-25      | 3.0000%  | 0.0000% | $8500000.00        | $187352.52         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2049-07-25      | 2.2382%  | 0.0000% | $61099150.00       | $1700558.38        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2049-04-25      | 2.2882%  | 0.0000% | $7185388.00        | $188333.47         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2049-09-25      | 2.2382%  | 0.0000% | $66660157.00       | $2929639.81        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2035-07-01      | 4.6300%  | 0.0000% | $44679166.00       | $45354345.14       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2035-07-01      | 4.6300%  | 0.0000% | $43272376.00       | $43926296.12       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2043-04-15      | 2.0922%  | 0.0000% | $56325200.00       | $725526.68         | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P | 2048-10-25      | 2.6913%  | 0.0000% | $28275677.00       | $3019473.84        | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P | 2049-01-25      | 2.6296%  | 0.0000% | $9800000.00        | $1056324.92        | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P | 2029-06-25      | 0.8924%  | 0.0000% | $362148817.00      | $10185753.44       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2048-06-15      | 2.4282%  | 0.0000% | $35046467.00       | $1069669.91        | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P | 2045-12-25      | 2.3141%  | 0.0000% | $1781000.00        | $106648.23         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2047-08-15      | 4.5000%  | 0.0000% | $4969307.00        | $237534.11         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2042-06-15      | 2.1782%  | 0.0000% | $19596184.00       | $477460.03         | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P | 2046-12-25      | 1.8914%  | 0.0000% | $1887000.00        | $121350.45         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2042-08-15      | 0.3344%  | 0.0000% | $324467.00         | $125399.56         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2042-10-15      | 4.0000%  | 0.0000% | $26669758.00       | $559972.43         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2042-12-15      | 3.5000%  | 0.0000% | $37328571.00       | $742600.64         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2032-10-15      | 0.3423%  | 0.0000% | $3354985.00        | $242392.05         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2041-05-15      | 0.3409%  | 0.0000% | $1152000.00        | $153063.90         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2041-05-15      | 1.0727%  | 0.0000% | $6723521.00        | $1059365.10        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2041-01-15      | 0.4891%  | 0.0000% | $1400000.00        | $443444.80         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2039-07-15      | 0.9563%  | 0.0000% | $922000.00         | $165187.51         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2037-06-15      | 0.9563%  | 0.0000% | $14006544.00       | $974501.54         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2039-07-15      | 0.9563%  | 0.0000% | $21949299.00       | $1538350.28        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2044-06-15      | 0.9563%  | 0.0000% | $4599909.00        | $393208.43         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2044-12-15      | 2.2782%  | 0.0000% | $19371287.00       | $267289.66         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2043-12-15      | 1.5606%  | 0.0000% | $8462701.00        | $195739.09         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-11-25      | 2.5000%  | 0.0000% | $14605459.00       | $984525.11         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-10-25      | 2.5000%  | 0.0000% | $700000.00         | $95556.29          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2035-01-15      | 3.4282%  | 0.0000% | $132760000.00      | $195997.43         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2036-06-25      | 13.5930% | 0.0000% | $7692308.00        | $88393.40          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2036-01-15      | 7.0000%  | 0.0000% | $11428572.00       | $328244.15         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2036-05-15      | 13.5527% | 0.0000% | $7692308.00        | $78575.31          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2036-06-15      | 16.3690% | 0.0000% | $2433000.00        | $124657.21         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2038-01-25      | 3.1882%  | 0.0000% | $35000000.00       | $131962.32         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2039-03-25      | 5.0000%  | 0.0000% | $62200000.00       | $108557.68         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2035-07-01      | 4.7800%  | 0.0000% | $37224077.00       | $38223861.96       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2043-05-25      | NA       | 0.0000% | $7500000.00        | $616663.26         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2045-01-25      | 1.7882%  | 0.0000% | $36733333.00       | $493706.83         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2045-04-25      | 3.0000%  | 0.0000% | $21128421.00       | $274476.18         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2043-02-25      | NA       | 0.0000% | $5089535.00        | $1232258.17        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2043-02-25      | 0.4392%  | 0.0000% | $12360298.00       | $254297.17         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2043-01-25      | NA       | 0.0000% | $2251025.00        | $324653.55         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2038-01-25      | 5.5000%  | 0.0000% | $41391189.00       | $966618.13         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2046-08-25      | 2.2882%  | 0.0000% | $19600000.00       | $200876.59         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2046-09-25      | 2.2882%  | 0.0000% | $10500000.00       | $143899.75         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2046-10-25      | 3.5000%  | 0.0000% | $15193293.00       | $198416.65         | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2056-01-20      | 5.5000%  | 0.0000% | $30632272.00       | $30528966.36       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2041-10-25      | 2.6382%  | 0.0000% | $68294957.00       | $332094.26         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2041-10-25      | 2.1882%  | 0.0000% | $80506286.00       | $312413.48         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2042-01-25      | 1.6635%  | 0.0000% | $7145908.00        | $663500.11         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2042-03-25      | 2.6882%  | 0.0000% | $75666666.00       | $404808.39         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2042-04-25      | 2.6882%  | 0.0000% | $57142857.00       | $546417.68         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2042-10-25      | 2.2882%  | 0.0000% | $37000000.00       | $214359.64         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2043-06-25      | 0.2824%  | 0.0000% | $37385888.00       | $2048751.70        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2043-07-25      | 2.3382%  | 0.0000% | $65450000.00       | $924691.03         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2043-07-25      | 2.3382%  | 0.0000% | $123045625.00      | $58704.65          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-07-25      | 2.5000%  | 0.0000% | $1441600.00        | $128162.67         | Agency Mortgage-Backed Securities |
| FANNIEMAE-ACES                 | 2032-09-25      | 0.2280%  | 0.0000% | $106330138.00      | $586844.74         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-12-25      | 2.5000%  | 0.0000% | $24398360.00       | $2369213.98        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2049-04-25      | 2.5000%  | 0.0000% | $1000000.00        | $89282.92          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-01-25      | 2.5000%  | 0.0000% | $745000.00         | $79960.86          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2035-07-01      | 4.6300%  | 0.0000% | $42968203.00       | $43617526.54       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2046-12-15      | 1.8394%  | 0.0000% | $33790353.00       | $449628.36         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2048-10-15      | 2.2282%  | 0.0000% | $14317301.00       | $622566.51         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2038-06-15      | 2.2045%  | 0.0000% | $56649678.00       | $1266069.43        | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P | 2048-09-25      | 2.9539%  | 0.0000% | $17532606.00       | $1984559.61        | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P | 2048-09-25      | 2.7271%  | 0.0000% | $32445118.00       | $3644813.89        | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P | 2049-04-25      | 2.7803%  | 0.0000% | $34600000.00       | $4190188.23        | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P | 2026-05-25      | 0.9810%  | 0.0000% | $90000000.00       | $261790.28         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2048-04-15      | 4.0000%  | 0.0000% | $1500000.00        | $186611.97         | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P | 2050-04-25      | 3.1396%  | 0.0000% | $1316000.00        | $209328.43         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2048-02-15      | 5.0000%  | 0.0000% | $12436106.00       | $1262786.48        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2041-05-15      | 0.4500%  | 0.0000% | $8160210.00        | $112877.48         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2048-05-15      | 2.1782%  | 0.0000% | $56662100.00       | $4844292.15        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS             | 2047-08-15      | 1.9838%  | 0.0000% | $59673135.00       | $2434353.63        | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P | 2029-11-25      | 0.0176%  | 0.0000% | $621762263.00      | $1683472.61        | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P | 2029-12-25      | 0.0146%  | 0.0000% | $375079000.00      | $1128430.42        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2035-11-15      | 7.0000%  | 0.0000% | $8411028.00        | $84765.34          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2035-06-01      | 4.4200%  | 0.0000% | $858606.00         | $857894.69         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2035-06-01      | 4.6500%  | 0.0000% | $16539.00          | $16821.20          | Agency Mortgage-Backed Securities |
| FANNIEMAE GRANTOR TRUST        | 2032-07-25      | 4.0071%  | 0.0000% | $68620036.00       | $99062.68          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2033-07-15      | 5.6430%  | 0.0000% | $6500000.00        | $141737.15         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2036-03-25      | 10.3376% | 0.0000% | $6598335.00        | $198133.82         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2034-05-15      | 2.6782%  | 0.0000% | $49346094.00       | $71859.99          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2036-06-25      | 10.2235% | 0.0000% | $3656000.00        | $127317.98         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-08-25      | 2.5000%  | 0.0000% | $16198800.00       | $1595245.59        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-07-25      | 3.5000%  | 0.0000% | $4446000.00        | $342716.58         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-05-25      | NA       | 0.0000% | $4800000.00        | $936642.65         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-03-25      | NA       | 0.0000% | $13594000.00       | $6366070.20        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-05-25      | 2.5000%  | 0.0000% | $22170000.00       | $1461185.80        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-11-25      | 4.5000%  | 0.0000% | $1789523.00        | $201410.77         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-05-25      | 3.0000%  | 0.0000% | $48318160.00       | $3773079.13        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-12-25      | NA       | 0.0000% | $105000000.00      | $64021.88          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2039-05-25      | 2.2882%  | 0.0000% | $80000000.00       | $1113972.62        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2046-11-25      | 5.0000%  | 0.0000% | $61098340.00       | $1476202.33        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2047-09-25      | 2.3382%  | 0.0000% | $8300000.00        | $276436.30         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2047-12-25      | 3.0000%  | 0.0000% | $15358759.00       | $400245.52         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2047-11-25      | 3.0000%  | 0.0000% | $5085551.00        | $138636.16         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2047-11-25      | 2.3382%  | 0.0000% | $19500000.00       | $564946.16         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2048-01-25      | 2.3382%  | 0.0000% | $10080000.00       | $354640.75         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2048-05-25      | 3.0000%  | 0.0000% | $12250000.00       | $312497.74         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2048-05-25      | 2.3882%  | 0.0000% | $6365487.00        | $221207.59         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2048-06-25      | 2.3882%  | 0.0000% | $67347603.00       | $957323.42         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2048-06-25      | 1.8120%  | 0.0000% | $10233391.00       | $84597.75          | Agency Mortgage-Backed Securities |

### Security 226: Citigroup, Inc. Tri Party Repo

- **C.1 - Title:** Citigroup, Inc. Tri Party Repo 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 985TJG001, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 985TJG001_3.74_0513
- **C.18 - Value (incl. sponsor support):** $950000000.00
- **C.18.a - Value (excl. sponsor support):** $950000000.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-05-13
- **C.13 - Final Legal Maturity Date:** 2026-05-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                    | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GINNIE MAE                     | 2051-06-20      | 5.0000%  | 0.0000% | $27047045.00       | $26305609.43       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2066-03-16      | 0.8126%  | 0.0000% | $320366994.00      | $23620525.96       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-08-20      | 3.5000%  | 0.0000% | $100000000.00      | $11267063.97       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-03-20      | 3.5000%  | 0.0000% | $170000000.00      | $30492298.06       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-04-20      | 2.0000%  | 0.0000% | $75500000.00       | $22243880.49       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-03-20      | 0.3228%  | 0.0000% | $343149989.00      | $12845131.14       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-05-20      | 0.5124%  | 0.0000% | $299874188.00      | $17320483.37       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-06-20      | 0.5582%  | 0.0000% | $262029452.00      | $16430452.09       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2072-04-20      | 0.6244%  | 0.0000% | $254875473.00      | $13793144.47       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2066-01-20      | 4.5067%  | 0.0000% | $22900480.00       | $22914972.70       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-02-20      | 3.0000%  | 0.0000% | $111719330.00      | $15161912.71       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-03-20      | 7.0000%  | 0.0000% | $59162651.00       | $12313561.67       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-03-20      | 4.8030%  | 0.0000% | $49696970.00       | $38393506.51       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2075-04-20      | 0.4428%  | 0.0000% | $200602962.00      | $13089990.87       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2075-05-20      | 0.6014%  | 0.0000% | $161775940.00      | $11886394.82       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2075-12-20      | 4.4000%  | 0.0000% | $44304656.00       | $44081370.38       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2075-08-20      | 0.5424%  | 0.0000% | $171672724.00      | $12278539.48       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-03-20      | 4.9430%  | 0.0000% | $30000000.00       | $20118937.73       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2065-04-16      | 3.0000%  | 0.0000% | $17933136.00       | $15745074.14       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2068-02-16      | 0.7614%  | 0.0000% | $302258735.00      | $22250688.10       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2068-07-16      | 4.7500%  | 0.0000% | $13610301.00       | $11481233.30       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2068-07-16      | 0.8495%  | 0.0000% | $160450549.00      | $12432071.53       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-08-20      | 7.0000%  | 0.0000% | $58229187.00       | $13278550.14       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-03-20      | 4.8530%  | 0.0000% | $50000000.00       | $45009862.99       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2050-07-20      | 5.0000%  | 0.0000% | $12688932.00       | $11395360.04       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-03-20      | 4.8530%  | 0.0000% | $34678800.00       | $33469047.77       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-11-20      | 4.5000%  | 0.0000% | $35000000.00       | $34364405.04       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-12-20      | 7.0000%  | 0.0000% | $10675683.00       | $11583240.84       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-12-20      | 4.5000%  | 0.0000% | $18436897.00       | $18013455.28       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2056-01-20      | 4.8867%  | 0.0000% | $40000000.00       | $40440616.76       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2056-01-20      | 4.7551%  | 0.0000% | $12000000.00       | $12055210.47       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-08-20      | 0.7466%  | 0.0000% | $97080164.00       | $7136413.77        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2074-08-20      | 0.6514%  | 0.0000% | $252746636.00      | $17441959.54       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-11-20      | 0.5425%  | 0.0000% | $258663185.00      | $16223610.09       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2074-09-20      | 0.6940%  | 0.0000% | $150943962.00      | $11477810.86       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2074-01-20      | 0.7316%  | 0.0000% | $173057386.00      | $12499798.07       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2074-10-20      | 0.6222%  | 0.0000% | $163517817.00      | $11791250.11       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2074-07-20      | 0.6400%  | 0.0000% | $245000000.00      | $15629678.73       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-07-20      | 7.8233%  | 0.0000% | $15972658.00       | $12569095.61       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-07-20      | NA       | 0.0000% | $31768000.00       | $12453751.26       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2056-01-20      | 5.5000%  | 0.0000% | $59579212.00       | $59389306.57       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2064-06-16      | 0.7500%  | 0.0000% | $600790581.00      | $29486802.95       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2058-03-16      | 4.7500%  | 0.0000% | $35000000.00       | $34574475.92       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2067-02-16      | 0.8325%  | 0.0000% | $200000000.00      | $14232588.05       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2067-09-16      | 0.8592%  | 0.0000% | $171000000.00      | $12984688.85       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2051-11-16      | 5.0000%  | 0.0000% | $23651814.00       | $23496739.83       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-02-20      | 3.1470%  | 0.0000% | $173368195.00      | $11409890.75       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-07-20      | 5.2030%  | 0.0000% | $2516811.00        | $2470866.28        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2051-09-20      | 4.7500%  | 0.0000% | $13949017.00       | $13048475.72       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-06-20      | 2.2602%  | 0.0000% | $128484230.00      | $14106204.82       | Agency Mortgage-Backed Securities |

### Security 227: Fixed Income Clearing Corp. Tri Party Repo - ING

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - ING 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 990ABKBQ5, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 990ABKBQ5_3.66_0202
- **C.18 - Value (incl. sponsor support):** $2650000000.00
- **C.18.a - Value (excl. sponsor support):** $2650000000.00
- **C.19 - Percentage of Net Assets:** 1.1800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION - ING

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2027-12-31      | 3.3750%  | 0.0000% | $100.00            | $99.98             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-03-31      | 4.1250%  | 0.0000% | $267999000.00      | $275563687.03      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-02-28      | 4.2500%  | 0.0000% | $5812100.00        | $6027998.03        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-02-15      | 4.1250%  | 0.0000% | $41200000.00       | $42202046.70       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-01-31      | 4.0000%  | 0.0000% | $500000000.00      | $515353152.17      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-11-15      | 4.5000%  | 0.0000% | $99999800.00       | $103642944.09      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-10-31      | 4.8750%  | 0.0000% | $50000000.00       | $52257391.71       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-09-30      | 4.6250%  | 0.0000% | $181032000.00      | $188540731.90      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-06-30      | 4.0000%  | 0.0000% | $189725400.00      | $192250060.17      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-03-31      | 3.6250%  | 0.0000% | $100.00            | $100.77            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-08-15      | 2.7500%  | 0.0000% | $103299000.00      | $97260589.59       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-05-31      | 2.7500%  | 0.0000% | $74000000.00       | $72265700.22       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-04-30      | 2.7500%  | 0.0000% | $50000000.00       | $49865149.17       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-10-31      | 1.3750%  | 0.0000% | $140000000.00      | $132399888.84      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-08-31      | 0.5000%  | 0.0000% | $125000000.00      | $119492055.94      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-02-15      | 2.7500%  | 0.0000% | $100.00            | $99.68             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-07-15      | 4.3750%  | 0.0000% | $8999900.00        | $9121766.25        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-11-30      | 4.1250%  | 0.0000% | $125000000.00      | $127226846.84      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-11-30      | 4.1250%  | 0.0000% | $1000.00           | $1021.51           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-02-29      | 4.1250%  | 0.0000% | $5400.00           | $5547.02           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-03-31      | 3.8750%  | 0.0000% | $1000.00           | $1016.67           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2035-05-15      | 4.2500%  | 0.0000% | $185000000.00      | $187150375.61      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-08-31      | 3.6250%  | 0.0000% | $57400000.00       | $57897829.88       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-10-15      | 3.5000%  | 0.0000% | $50900000.00       | $51294498.49       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-10-31      | 3.5000%  | 0.0000% | $17394700.00       | $17535202.95       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-04-30      | 4.6250%  | 0.0000% | $1000.00           | $1041.33           | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-03-17      | NA       | 0.0000% | $50000000.00       | $49783400.00       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-04-07      | NA       | 0.0000% | $75000000.00       | $74522700.00       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-05-15      | 3.3750%  | 0.0000% | $143000000.00      | $118807350.86      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-11-15      | 3.0000%  | 0.0000% | $53699100.00       | $41781408.64       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2050-02-15      | 2.0000%  | 0.0000% | $80000000.00       | $47572434.78       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2040-11-15      | 1.3750%  | 0.0000% | $50000000.00       | $32471687.02       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2053-05-15      | 3.6250%  | 0.0000% | $50000000.00       | $40704074.86       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-02-15      | 4.7500%  | 0.0000% | $100.00            | $101.32            | U.S. Treasuries (including strips) |

### Security 228: Credit Agricole Corporate and Investment Bank Tri Party Repo

- **C.1 - Title:** Credit Agricole Corporate and Investment Bank Tri Party Repo 3.669900%
- **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: 996JWN000, C.3 - LEI: 254900BN8XS34XZDJ223, C.5 - Other ID: 996JWN000_3.67_0202
- **C.18 - Value (incl. sponsor support):** $560000000.00
- **C.18.a - Value (excl. sponsor support):** $560000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae      | 2040-12-01      | 5.5000%  | 0.0000% | $3906008.00        | $3929959.47        | Agency Mortgage-Backed Securities |
| Freddie Mac     | 2053-07-01      | 5.5000%  | 0.0000% | $29544536.00       | $23520838.52       | Agency Mortgage-Backed Securities |
| Freddie Mac     | 2053-06-01      | 5.0000%  | 0.0000% | $19774000.00       | $16337220.71       | Agency Mortgage-Backed Securities |
| Freddie Mac     | 2054-01-01      | 6.5000%  | 0.0000% | $24600000.00       | $19213806.66       | Agency Mortgage-Backed Securities |
| Freddie Mac     | 2053-05-01      | 4.5000%  | 0.0000% | $23506000.00       | $17886962.95       | Agency Mortgage-Backed Securities |
| Freddie Mac     | 2050-05-01      | 4.0000%  | 0.0000% | $100000000.00      | $21897962.87       | Agency Mortgage-Backed Securities |
| Freddie Mac     | 2055-01-01      | 5.5000%  | 0.0000% | $31435292.00       | $29201343.23       | Agency Mortgage-Backed Securities |
| Freddie Mac     | 2035-08-01      | 1.5000%  | 0.0000% | $56000000.00       | $19800547.91       | Agency Mortgage-Backed Securities |
| Freddie Mac     | 2047-12-01      | 3.5000%  | 0.0000% | $73945000.00       | $17818407.94       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2055-09-01      | 6.0000%  | 0.0000% | $22373405.00       | $17702165.96       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-10-01      | 5.5000%  | 0.0000% | $14962520.00       | $14753833.37       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2047-12-01      | 3.5000%  | 0.0000% | $65586000.00       | $19533632.89       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-01-01      | 2.5000%  | 0.0000% | $31400000.00       | $20116823.59       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2054-08-01      | 5.0000%  | 0.0000% | $19345340.00       | $18783011.48       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2054-06-01      | 5.0000%  | 0.0000% | $20868830.00       | $17737979.75       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2052-07-01      | 3.0000%  | 0.0000% | $21689824.00       | $19529407.31       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2049-05-01      | 4.0000%  | 0.0000% | $55594311.00       | $14969273.51       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2050-03-01      | 3.5000%  | 0.0000% | $66881966.00       | $14910976.07       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2051-04-01      | 2.5000%  | 0.0000% | $53350072.00       | $29353061.80       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2051-10-01      | 2.5000%  | 0.0000% | $34378064.00       | $18646640.78       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-09-01      | 6.0000%  | 0.0000% | $29653630.00       | $24143534.34       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2054-03-01      | 5.5000%  | 0.0000% | $37325243.00       | $29709826.16       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2054-12-01      | 5.0000%  | 0.0000% | $15895943.00       | $14691765.39       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2040-11-01      | 5.5000%  | 0.0000% | $20000000.00       | $19793529.98       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2055-11-01      | 5.5000%  | 0.0000% | $25671701.00       | $26307858.52       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2055-08-01      | 6.0000%  | 0.0000% | $15419247.00       | $15946297.92       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2055-04-01      | 7.0000%  | 0.0000% | $15183636.00       | $13887201.69       | Agency Mortgage-Backed Securities |
| Freddie Mac     | 2051-02-01      | 1.5000%  | 0.0000% | $58910000.00       | $31531050.83       | Agency Mortgage-Backed Securities |
| Freddie Mac     | 2051-05-01      | 2.5000%  | 0.0000% | $34549000.00       | $19545078.68       | Agency Mortgage-Backed Securities |

### Security 229: Goldman Sachs & Co. LLC Tri Party Repo

- **C.1 - Title:** Goldman Sachs & Co. LLC Tri Party Repo 3.669900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 99VDJN000, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 99VDJN000_3.67_0202
- **C.18 - Value (incl. sponsor support):** $1300397000.00
- **C.18.a - Value (excl. sponsor support):** $1300397000.00
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2027-09-30      | 0.3750%  | 0.0000% | $81442600.00       | $77439766.91       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-05-15      | 0.6250%  | 0.0000% | $133787400.00      | $117540947.78      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-01-31      | 1.5000%  | 0.0000% | $96000.00          | $94778.23          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-08-15      | 2.8750%  | 0.0000% | $71088400.00       | $70809520.21       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-06-30      | 0.8750%  | 0.0000% | $175471800.00      | $173610068.44      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-02-28      | 1.8750%  | 0.0000% | $248146000.00      | $237565781.18      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-05-15      | 4.3750%  | 0.0000% | $126167200.00      | $129385357.23      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-11-15      | 4.2500%  | 0.0000% | $133900000.00      | $135782051.79      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-02-29      | 4.1250%  | 0.0000% | $122000.00         | $125321.63         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-12-31      | 3.6250%  | 0.0000% | $625900.00         | $622783.73         | U.S. Treasuries (including strips) |
| STRIPS          | 2038-08-15      | NA       | 0.0000% | $7341567.51        | $4098929.29        | U.S. Treasuries (including strips) |
| STRIPS          | 2052-05-15      | NA       | 0.0000% | $1501013.99        | $392801.85         | U.S. Treasuries (including strips) |
| STRIPS          | 2047-02-15      | NA       | 0.0000% | $41640700.00       | $14237538.30       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-03-05      | NA       | 0.0000% | $237000000.00      | $236261271.00      | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2042-05-15      | NA       | 0.0000% | $12400.00          | $5670.09           | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2050-08-15      | NA       | 0.0000% | $72501100.00       | $21197146.61       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2028-04-15      | 3.6250%  | 0.0000% | $2523000.00        | $5397518.93        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2052-05-15      | 2.8750%  | 0.0000% | $11500000.00       | $8086074.48        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2027-07-15      | 0.3750%  | 0.0000% | $1477000.00        | $1951613.36        | U.S. Treasuries (including strips) |
| STRIPS          | 2049-08-15      | NA       | 0.0000% | $31989248.00       | $9624093.22        | U.S. Treasuries (including strips) |
| STRIPS          | 2046-05-15      | NA       | 0.0000% | $9024400.00        | $3215727.62        | U.S. Treasuries (including strips) |
| STRIPS          | 2043-08-15      | NA       | 0.0000% | $110231000.00      | $45592313.22       | U.S. Treasuries (including strips) |
| STRIPS          | 2027-05-15      | NA       | 0.0000% | $28168188.30       | $26915520.80       | U.S. Treasuries (including strips) |
| STRIPS          | 2032-05-15      | NA       | 0.0000% | $7644569.60        | $5938057.04        | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2049-08-15      | NA       | 0.0000% | $930000.00         | $285477.45         | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2042-11-15      | NA       | 0.0000% | $516400.00         | $228811.68         | U.S. Treasuries (including strips) |

### Security 230: Goldman Sachs & Co. LLC Tri Party Repo

- **C.1 - Title:** Goldman Sachs & Co. LLC Tri Party Repo 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 99VDKE008, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 99VDKE008_3.68_0202
- **C.18 - Value (incl. sponsor support):** $1775000000.00
- **C.18.a - Value (excl. sponsor support):** $1775000000.00
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 A | 2050-08-20      | 1.3750%  | 0.0000% | $50000000.00       | $20339587.61       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-08-20      | 1.3750%  | 0.0000% | $125000000.00      | $53516268.10       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-08-20      | 1.3750%  | 0.0000% | $50000000.00       | $23639893.68       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-09-20      | 1.5000%  | 0.0000% | $82597888.00       | $34892683.49       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-11-20      | 1.2500%  | 0.0000% | $50000000.00       | $21669579.02       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-02-20      | 1.5000%  | 0.0000% | $25246400.00       | $13533974.54       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-02-20      | 1.5000%  | 0.0000% | $40000000.00       | $18091648.36       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-02-20      | 1.5000%  | 0.0000% | $25000000.00       | $12431012.35       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-02-20      | 1.5000%  | 0.0000% | $136872704.00      | $76353341.74       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-12-20      | 4.9030%  | 0.0000% | $100000000.00      | $31665484.34       | Agency Mortgage-Backed Securities  |
| GINNIE MAE                     | 2051-07-20      | 5.5000%  | 0.0000% | $31561888.00       | $3580768.62        | Agency Mortgage-Backed Securities  |
| GINNIE MAE                     | 2039-06-16      | 4.5000%  | 0.0000% | $21814240.00       | $21587789.56       | Agency Mortgage-Backed Securities  |
| US TREASURY N/B                | 2050-08-15      | 1.3750%  | 0.0000% | $511385600.00      | $254513122.36      | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2028-04-30      | 1.2500%  | 0.0000% | $13348300.00       | $12730157.12       | U.S. Treasuries (including strips) |
| STRIPS                         | 2041-02-15      | NA       | 0.0000% | $284609085.44      | $136970683.85      | U.S. Treasuries (including strips) |
| GINNIE MAE II POOL             | 2056-01-20      | 6.0000%  | 0.0000% | $3637144.00        | $3810215.07        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-03-01      | 2.0000%  | 0.0000% | $40922496.00       | $26660227.14       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2054-05-01      | 6.5000%  | 0.0000% | $31421600.00       | $30394817.79       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-12-01      | 5.5000%  | 0.0000% | $11563360.00       | $9820905.58        | Agency Mortgage-Backed Securities  |
| GINNIE MAE                     | 2055-07-20      | 4.8230%  | 0.0000% | $74618000.00       | $71774408.80       | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-08-20      | 6.5000%  | 0.0000% | $887358.00         | $930560.60         | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-01-20      | 5.5000%  | 0.0000% | $1453692.00        | $1492334.85        | Agency Mortgage-Backed Securities  |
| GINNIE MAE                     | 2056-01-20      | 5.5000%  | 0.0000% | $612430.00         | $610251.93         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2044-11-01      | 4.0000%  | 0.0000% | $1055348.00        | $432615.14         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-03-01      | 2.5000%  | 0.0000% | $84043.00          | $55174.18          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2048-07-01      | 4.0000%  | 0.0000% | $201434112.00      | $66595112.72       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-10-01      | 5.0000%  | 0.0000% | $43240640.00       | $43003682.63       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2053-08-01      | 5.5000%  | 0.0000% | $76897536.00       | $72536555.15       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2043-10-15      | 4.0000%  | 0.0000% | $25000.00          | $6134.51           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-07-20      | 4.5000%  | 0.0000% | $514032640.00      | $433205699.15      | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-07-20      | 6.5000%  | 0.0000% | $1784430.00        | $1841523.25        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-07-20      | 6.5000%  | 0.0000% | $810468.00         | $845845.41         | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-08-20      | 6.5000%  | 0.0000% | $1262488.00        | $1321491.42        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-01-20      | 6.0000%  | 0.0000% | $106459136.00      | $110575094.57      | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-12-20      | 5.0000%  | 0.0000% | $137746.00         | $138546.85         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2040-06-15      | 5.0000%  | 0.0000% | $50004000.00       | $2636548.56        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2038-02-15      | 5.5000%  | 0.0000% | $3755143.00        | $31460.19          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2039-11-16      | 4.4019%  | 0.0000% | $200000000.00      | $4083620.98        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2040-10-20      | 4.1898%  | 0.0000% | $154452800.00      | $1154397.03        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2058-09-16      | 3.2500%  | 0.0000% | $8084368.00        | $6709456.07        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2057-10-16      | 1.2500%  | 0.0000% | $1000000.00        | $670903.42         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2064-06-16      | 4.0000%  | 0.0000% | $112045696.00      | $102261461.56      | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-05-20      | 1.5000%  | 0.0000% | $60000000.00       | $17238481.39       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-07-20      | 1.5000%  | 0.0000% | $56040448.00       | $25917553.22       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-08-20      | 1.3750%  | 0.0000% | $100000000.00      | $44110804.54       | Agency Mortgage-Backed Securities  |

### Security 231: HSBC Securities USA Inc. Tri Party Repo

- **C.1 - Title:** HSBC Securities USA Inc. Tri Party Repo 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 99VDKY004, C.3 - LEI: CYYGQCGNHMHPSMRL3R97, C.5 - Other ID: 99VDKY004_3.68_0202
- **C.18 - Value (incl. sponsor support):** $530000000.00
- **C.18.a - Value (excl. sponsor support):** $530000000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac     | 2052-10-01      | 5.0000%  | 0.0000% | $4959000.00        | $3716559.16        | Agency Mortgage-Backed Securities |
| Freddie Mac     | 2053-05-01      | 6.0000%  | 0.0000% | $51631424.00       | $44415809.93       | Agency Mortgage-Backed Securities |
| Freddie Mac     | 2052-08-01      | 5.0000%  | 0.0000% | $2969876.00        | $2593707.77        | Agency Mortgage-Backed Securities |
| Freddie Mac     | 2052-08-01      | 5.0000%  | 0.0000% | $7488000.00        | $4817032.26        | Agency Mortgage-Backed Securities |
| Freddie Mac     | 2052-09-01      | 5.0000%  | 0.0000% | $20767968.00       | $14802312.35       | Agency Mortgage-Backed Securities |
| Freddie Mac     | 2052-10-01      | 5.0000%  | 0.0000% | $6392224.00        | $4707405.06        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2043-06-01      | 3.5000%  | 0.0000% | $58046656.00       | $11778039.89       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2044-09-01      | 4.0000%  | 0.0000% | $59491200.00       | $6045508.77        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-12-01      | 6.5000%  | 0.0000% | $5343032.00        | $4950963.82        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-06-01      | 6.0000%  | 0.0000% | $9614384.00        | $10105498.99       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-06-01      | 5.5000%  | 0.0000% | $2292228.00        | $2335733.44        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-12-01      | 6.0000%  | 0.0000% | $1672090.00        | $1759031.15        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2048-04-01      | 4.0000%  | 0.0000% | $12742960.00       | $2986591.45        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-04-01      | 5.5000%  | 0.0000% | $3427732.00        | $3011987.19        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2050-11-01      | 3.0000%  | 0.0000% | $1646854.00        | $918791.09         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-05-01      | 4.0000%  | 0.0000% | $141307360.00      | $102831853.89      | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-06-01      | 5.0000%  | 0.0000% | $38855936.00       | $30416374.81       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-06-01      | 5.5000%  | 0.0000% | $100000000.00      | $79866429.86       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-06-01      | 6.5000%  | 0.0000% | $43639936.00       | $31521634.05       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2055-02-01      | 5.5000%  | 0.0000% | $8936928.00        | $8781019.19        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2054-09-01      | 5.5000%  | 0.0000% | $118607606.00      | $113753446.58      | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2055-05-01      | 6.0000%  | 0.0000% | $54843775.00       | $48801322.77       | Agency Mortgage-Backed Securities |
| Freddie Mac     | 2051-08-01      | 3.0000%  | 0.0000% | $8668000.00        | $5682946.68        | Agency Mortgage-Backed Securities |

### Security 232: Bank of America Tri Party Repo

- **C.1 - Title:** Bank of America Tri Party Repo 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 99VDMN006, C.3 - LEI: B4TYDEB6GKMZO031MB27, C.5 - Other ID: 99VDMN006_3.66_0202
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| TSY INFL IX N/B | 2027-07-15      | 0.3750%  | 0.0000% | $272194800.00      | $359660803.89      | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2026-04-15      | 0.1250%  | 0.0000% | $66888000.00       | $82675516.48       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2027-04-15      | 0.1250%  | 0.0000% | $140340800.00      | $159558245.35      | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2033-07-15      | 1.3750%  | 0.0000% | $318268000.00      | $334458085.11      | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2026-10-15      | 0.1250%  | 0.0000% | $930640000.00      | $1103647433.36     | U.S. Treasuries (including strips) |

### Security 233: Bank of America Tri Party Repo

- **C.1 - Title:** Bank of America Tri Party Repo 3.669900%
- **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: 99VDNE005, C.3 - LEI: B4TYDEB6GKMZO031MB27, C.5 - Other ID: 99VDNE005_3.67_0202
- **C.18 - Value (incl. sponsor support):** $210000000.00
- **C.18.a - Value (excl. sponsor support):** $210000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 A | 2072-01-20      | 0.3446%  | 0.0000% | $23228128.00       | $45723.51          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2072-02-20      | 1.7288%  | 0.0000% | $10316416.00       | $416217.88         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2071-12-20      | 1.8076%  | 0.0000% | $72510336.00       | $3301269.96        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-11-20      | NA       | 0.0000% | $376125000.00      | $1716452.63        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-04-20      | 1.6670%  | 0.0000% | $130000000.00      | $3811542.62        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-01-20      | 0.0970%  | 0.0000% | $108621184.00      | $1577820.97        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-03-20      | NA       | 0.0000% | $109149999.00      | $1364989.46        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-03-20      | NA       | 0.0000% | $250000000.00      | $608753.63         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-11-20      | 1.7970%  | 0.0000% | $100000000.00      | $1172108.17        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-10-20      | 1.9970%  | 0.0000% | $100000000.00      | $1972637.43        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-04-20      | NA       | 0.0000% | $5848704.00        | $2865140.33        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-02-20      | 1.0000%  | 0.0000% | $2483668.00        | $16207.05          | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-06-20      | 1.6470%  | 0.0000% | $100000000.00      | $1621244.26        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2053-09-20      | 1.0000%  | 0.0000% | $13007760.00       | $92133.97          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-02-20      | 1.6970%  | 0.0000% | $10134000.00       | $212450.95         | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-03-20      | 1.5970%  | 0.0000% | $33000000.00       | $1484709.18        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-03-20      | 1.6470%  | 0.0000% | $114794112.00      | $4774550.88        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-04-20      | 2.1170%  | 0.0000% | $175000000.00      | $5105638.91        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-11-20      | 1.7470%  | 0.0000% | $75041152.00       | $4305131.67        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2056-01-20      | 6.0000%  | 0.0000% | $2000.00           | $2083.68           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2032-05-01      | 3.5000%  | 0.0000% | $215000.00         | $14510.26          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2043-02-01      | 2.5000%  | 0.0000% | $425000.00         | $75401.09          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2050-07-01      | 2.0000%  | 0.0000% | $260000.00         | $107726.71         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2049-07-01      | 3.0000%  | 0.0000% | $1000000.00        | $138074.50         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2049-06-25      | 2.2382%  | 0.0000% | $31982688.00       | $769663.73         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-12-25      | 1.7781%  | 0.0000% | $130972672.00      | $2339435.83        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-09-25      | 1.5027%  | 0.0000% | $200000000.00      | $7156347.04        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-11-25      | 2.2527%  | 0.0000% | $143872000.00      | $3270588.58        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-05-25      | 3.3202%  | 0.0000% | $60137000.00       | $2700438.65        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-02-25      | 1.3527%  | 0.0000% | $152000000.00      | $2717810.58        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2044-08-15      | 2.2782%  | 0.0000% | $121841120.00      | $1045897.70        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2046-12-15      | 2.2782%  | 0.0000% | $106139904.00      | $888255.07         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-10-25      | NA       | 0.0000% | $4188120.00        | $2320716.41        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2039-06-01      | 5.0000%  | 0.0000% | $100000.00         | $1010.35           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-11-25      | 2.3527%  | 0.0000% | $125000000.00      | $3970493.77        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-11-25      | NA       | 0.0000% | $6557672.00        | $3565065.52        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-11-25      | 2.3527%  | 0.0000% | $100000000.00      | $2660704.07        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS             | 2054-08-25      | 3.4027%  | 0.0000% | $75000000.00       | $3264014.94        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS             | 2054-08-25      | 2.0527%  | 0.0000% | $86449280.00       | $3012296.31        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS             | 2054-07-25      | 3.4027%  | 0.0000% | $100000000.00      | $4467501.07        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS             | 2054-09-25      | 2.2027%  | 0.0000% | $121147904.00      | $3070795.86        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-11-25      | 0.7527%  | 0.0000% | $293016000.00      | $4485999.44        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS             | 2055-03-25      | 1.4527%  | 0.0000% | $123076864.00      | $2384579.25        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS             | 2054-12-25      | 11.0473% | 0.0000% | $4384360.00        | $4310042.12        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS             | 2035-12-25      | 6.0000%  | 0.0000% | $1970912.00        | $290205.90         | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS             | 2055-05-25      | 0.6027%  | 0.0000% | $180905920.00      | $2719506.43        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2041-02-01      | 4.5000%  | 0.0000% | $868783.00         | $48018.06          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2041-04-01      | 4.5000%  | 0.0000% | $1960810.00        | $51158.10          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2041-06-01      | 4.5000%  | 0.0000% | $67425.00          | $5411.38           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2027-02-01      | 3.0000%  | 0.0000% | $1300000.00        | $9292.50           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2030-05-01      | 3.4450%  | 0.0000% | $1193030.00        | $1167297.70        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2043-01-01      | 5.7940%  | 0.0000% | $845000.00         | $5399.12           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2036-03-01      | 6.7480%  | 0.0000% | $1175872.00        | $17953.90          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-04-01      | 5.5000%  | 0.0000% | $43227648.00       | $37426624.17       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-05-01      | 3.0000%  | 0.0000% | $1087000.00        | $482893.34         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2048-07-01      | 4.5000%  | 0.0000% | $80000.00          | $13675.37          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-03-01      | 3.5000%  | 0.0000% | $235000.00         | $155241.81         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2048-11-01      | 3.5000%  | 0.0000% | $50202000.00       | $7138262.05        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-07-01      | 3.5000%  | 0.0000% | $1407982.00        | $989863.11         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-11-01      | 4.5000%  | 0.0000% | $21876512.00       | $16036605.40       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2049-12-01      | 2.5000%  | 0.0000% | $624996.00         | $145093.68         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-04-01      | 4.5000%  | 0.0000% | $8000.00           | $7185.33           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-12-01      | 5.0000%  | 0.0000% | $10499071.00       | $10587844.84       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2032-09-01      | 4.1000%  | 0.0000% | $35917000.00       | $35605124.72       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2038-04-20      | 6.0000%  | 0.0000% | $83365.00          | $5777.61           | Agency Mortgage-Backed Securities |
| GINNIE MAE I POOL              | 2060-05-15      | 5.7600%  | 0.0000% | $2000.00           | $2096.77           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2056-01-20      | 6.0000%  | 0.0000% | $1006.00           | $1052.65           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2033-04-15      | 5.5000%  | 0.0000% | $256848.00         | $1348.38           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-12-20      | 2.0000%  | 0.0000% | $60000.00          | $29933.02          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2062-12-20      | 1.9861%  | 0.0000% | $18252992.00       | $105046.60         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2068-01-20      | 2.1493%  | 0.0000% | $5504500.00        | $47909.79          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2064-09-20      | 1.4598%  | 0.0000% | $3500000.00        | $4938.01           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2064-11-20      | 1.6901%  | 0.0000% | $21818920.00       | $106903.76         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2065-03-20      | 1.4902%  | 0.0000% | $12783069.00       | $14829.54          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2035-02-20      | 2.9602%  | 0.0000% | $50013056.00       | $70441.89          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2066-02-20      | 2.0107%  | 0.0000% | $1425000.00        | $3496.63           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2039-12-20      | 2.6102%  | 0.0000% | $7062864.00        | $65453.29          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2068-06-20      | 2.3727%  | 0.0000% | $11327000.00       | $101705.10         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2069-11-20      | 1.5881%  | 0.0000% | $37495104.00       | $1366561.32        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2069-01-20      | 1.3798%  | 0.0000% | $110486144.00      | $2681412.19        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2070-05-20      | 1.5820%  | 0.0000% | $48890000.00       | $1604512.67        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2070-04-20      | 1.0418%  | 0.0000% | $18283872.00       | $98731.78          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2070-10-20      | 1.2829%  | 0.0000% | $12495872.00       | $573991.06         | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-08-20      | 1.5918%  | 0.0000% | $115000000.00      | $5020956.88        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-09-20      | 1.5970%  | 0.0000% | $8469400.00        | $299482.25         | Agency Mortgage-Backed Securities |

### Security 234: Morgan Stanley & Co LLC Tri Party Repo

- **C.1 - Title:** Morgan Stanley & Co LLC Tri Party Repo 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 99VDNY001, C.3 - LEI: 9R7GPTSO7KV3UQJZQ078, C.5 - Other ID: 99VDNY001_3.68_0202
- **C.18 - Value (incl. sponsor support):** $7220000000.00
- **C.18.a - Value (excl. sponsor support):** $7220000000.00
- **C.19 - Percentage of Net Assets:** 3.2200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 A | 2049-11-20      | 3.0000%  | 0.0000% | $1000.00           | $176.23            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-02-20      | 4.0000%  | 0.0000% | $200000.00         | $50377.74          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2062-10-15      | 2.9000%  | 0.0000% | $1000.00           | $862.15            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2058-02-15      | 5.0400%  | 0.0000% | $1000.00           | $986.71            | Agency Mortgage-Backed Securities  |
| GINNIE MAE I POOL              | 2063-12-15      | 2.8700%  | 0.0000% | $1000.00           | $851.71            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-12-20      | 5.5000%  | 0.0000% | $1000.00           | $1032.88           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-07-20      | 7.0000%  | 0.0000% | $36562680.00       | $30912337.38       | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2053-10-20      | 6.5000%  | 0.0000% | $1553531.00        | $1583291.73        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2053-09-20      | 7.0000%  | 0.0000% | $6381080.00        | $5411185.74        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2053-10-20      | 7.0000%  | 0.0000% | $1513720.00        | $1250045.84        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-01-01      | 2.0000%  | 0.0000% | $75000.00          | $41996.79          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-08-01      | 5.0000%  | 0.0000% | $9090.00           | $3127.00           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-06-01      | 3.5000%  | 0.0000% | $1000.00           | $320.41            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-05-01      | 2.0000%  | 0.0000% | $7500000.00        | $4004612.03        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-02-01      | 2.5000%  | 0.0000% | $1830.00           | $1023.30           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-09-01      | 4.5000%  | 0.0000% | $1000.00           | $300.23            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-10-01      | 4.0000%  | 0.0000% | $13000.00          | $3778.36           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2047-07-01      | 4.5000%  | 0.0000% | $7000.00           | $2984.32           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2047-07-01      | 5.0000%  | 0.0000% | $8520.00           | $3688.14           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-05-01      | 2.0000%  | 0.0000% | $1344940.00        | $847230.84         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2039-10-01      | 3.5000%  | 0.0000% | $12000.00          | $4497.02           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-07-01      | 2.0000%  | 0.0000% | $300000.00         | $194353.93         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2044-11-01      | 5.0000%  | 0.0000% | $1680.00           | $836.16            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-08-01      | 2.5000%  | 0.0000% | $10000000.00       | $6120646.05        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2048-05-01      | 4.5000%  | 0.0000% | $5000.00           | $2756.71           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-12-01      | 2.0000%  | 0.0000% | $1970.00           | $1234.72           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-03-01      | 3.0000%  | 0.0000% | $1134770.00        | $820555.87         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-01-01      | 2.0000%  | 0.0000% | $1761170.00        | $1146924.56        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-03-01      | 3.0000%  | 0.0000% | $3000.00           | $1919.19           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-09-01      | 6.0000%  | 0.0000% | $1024410.00        | $679944.68         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-11-01      | 5.5000%  | 0.0000% | $3395670.00        | $2837346.50        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-12-01      | 6.5000%  | 0.0000% | $2592170.00        | $1273227.52        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-11-01      | 6.0000%  | 0.0000% | $2606460.00        | $2289247.11        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-12-01      | 7.0000%  | 0.0000% | $1390580.00        | $718292.96         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-12-01      | 6.5000%  | 0.0000% | $1224430.00        | $919482.26         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-01-01      | 7.5000%  | 0.0000% | $1109800.00        | $636576.98         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-02-01      | 6.0000%  | 0.0000% | $1817200.00        | $1836099.93        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-07-01      | 6.5000%  | 0.0000% | $4157210.00        | $2396233.85        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-09-01      | 7.0000%  | 0.0000% | $8987500.00        | $8132954.01        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-10-01      | 5.5000%  | 0.0000% | $18780000.00       | $15280223.91       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-01-01      | 6.5000%  | 0.0000% | $1000.00           | $894.93            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-07-01      | 4.5000%  | 0.0000% | $100000.00         | $83414.51          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2056-01-01      | 5.5000%  | 0.0000% | $1695273.00        | $1760038.46        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2052-06-01      | 3.5000%  | 0.0000% | $10423830.00       | $9192665.80        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-02-01      | 5.5000%  | 0.0000% | $105251080.00      | $102509936.88      | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2056-02-01      | 5.5000%  | 0.0000% | $1996.00           | $2057.21           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2054-11-20      | 5.0000%  | 0.0000% | $1000.00           | $994.78            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-10-20      | 6.0000%  | 0.0000% | $2895960.00        | $2291211.11        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-08-01      | 6.5000%  | 0.0000% | $2343650.00        | $2180568.02        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-11-01      | 4.5000%  | 0.0000% | $952160.00         | $937632.24         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2038-03-20      | 5.0000%  | 0.0000% | $203400.00         | $2480.13           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2034-10-01      | 2.5000%  | 0.0000% | $1000.00           | $224.35            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2045-05-01      | 3.0000%  | 0.0000% | $96310.00          | $18114.14          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-09-01      | 5.0000%  | 0.0000% | $4050.00           | $3983.70           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2031-01-28      | 4.1500%  | 0.0000% | $40814000.00       | $40802227.43       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2044-09-20      | 3.0000%  | 0.0000% | $8600.00           | $293.42            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2044-11-20      | 3.5000%  | 0.0000% | $120000.00         | $3038.94           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2044-12-20      | 3.5000%  | 0.0000% | $175000.00         | $3903.17           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2030-04-20      | 3.0000%  | 0.0000% | $1000.00           | $44.86             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2045-04-20      | 3.5000%  | 0.0000% | $1000.00           | $72.33             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2038-06-20      | 7.0000%  | 0.0000% | $100000.00         | $1024.84           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2038-09-20      | 6.0000%  | 0.0000% | $1160000.00        | $458.14            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2038-08-20      | 5.5000%  | 0.0000% | $25000.00          | $98.33             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2038-11-20      | 5.0000%  | 0.0000% | $152000.00         | $1214.85           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2038-12-20      | 6.5000%  | 0.0000% | $390000.00         | $204.34            | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank       | 2029-01-16      | 4.7500%  | 0.0000% | $6000.00           | $6192.32           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2049-06-01      | 3.5000%  | 0.0000% | $270000.00         | $64421.09          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2049-08-01      | 3.5000%  | 0.0000% | $5000000.00        | $1479610.75        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2046-04-01      | 3.5000%  | 0.0000% | $55926570.00       | $11246451.83       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2046-01-01      | 4.0000%  | 0.0000% | $3600.00           | $585.20            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2047-05-01      | 3.0000%  | 0.0000% | $1000.00           | $240.65            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2048-09-01      | 4.5000%  | 0.0000% | $3960.00           | $922.02            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC DISCOUNT NT        | 2026-02-04      | NA       | 0.0000% | $707000.00         | $706860.01         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2043-08-01      | 3.0000%  | 0.0000% | $680000.00         | $125834.78         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2043-10-01      | 4.0000%  | 0.0000% | $1000.00           | $136.77            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2045-04-01      | 3.0000%  | 0.0000% | $365000.00         | $41416.09          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-04-01      | 3.0000%  | 0.0000% | $151630.00         | $107445.37         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-02-01      | 3.5000%  | 0.0000% | $5096000.00        | $3133732.31        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-04-01      | 3.5000%  | 0.0000% | $55237830.00       | $38591244.56       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-07-01      | 2.5000%  | 0.0000% | $1000.00           | $629.41            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-06-01      | 3.0000%  | 0.0000% | $806660.00         | $576628.95         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-01-20      | 4.5000%  | 0.0000% | $630430.00         | $597863.89         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-01-20      | 6.0000%  | 0.0000% | $1500000.00        | $1006543.89        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-02-20      | 4.5000%  | 0.0000% | $10826810.00       | $10369289.04       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-10-20      | 4.0000%  | 0.0000% | $1020.00           | $947.66            | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank       | 2029-08-01      | 2.8400%  | 0.0000% | $8000.00           | $7894.36           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank       | 2026-12-09      | 1.7800%  | 0.0000% | $25000.00          | $24678.07          | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank       | 2032-09-20      | 3.8750%  | 0.0000% | $5000.00           | $4994.95           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank       | 2028-06-07      | 4.5000%  | 0.0000% | $2000.00           | $2054.12           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank       | 2026-09-04      | 3.7800%  | 0.0000% | $132000.00         | $132860.31         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2037-01-01      | 2.0000%  | 0.0000% | $6936980.00        | $4335900.07        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2029-11-01      | 3.0000%  | 0.0000% | $3000000.00        | $380176.15         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2035-08-01      | 6.0000%  | 0.0000% | $3670.00           | $3587.63           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2049-09-01      | 3.0000%  | 0.0000% | $25240000.00       | $7041041.33        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2049-09-01      | 5.0000%  | 0.0000% | $1347490.00        | $140541.24         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2050-06-01      | 3.5000%  | 0.0000% | $1000.00           | $232.38            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-10-01      | 2.0000%  | 0.0000% | $5120.00           | $3915.74           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-03-01      | 6.0000%  | 0.0000% | $100000.00         | $82579.33          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-02-01      | 3.0000%  | 0.0000% | $28000000.00       | $23627149.84       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-02-01      | 4.0000%  | 0.0000% | $1010.00           | $942.08            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-10-01      | 4.0000%  | 0.0000% | $2625190.00        | $2455072.79        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2037-03-01      | 2.5000%  | 0.0000% | $909780.00         | $785917.71         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2049-12-01      | 3.5000%  | 0.0000% | $43000000.00       | $37955329.06       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-01-01      | 2.5000%  | 0.0000% | $800000.00         | $667917.63         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-09-01      | 6.0000%  | 0.0000% | $4279550.00        | $4164343.60        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-08-01      | 3.0000%  | 0.0000% | $1007650.00        | $877457.20         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-05-01      | 5.5000%  | 0.0000% | $2000.00           | $1960.45           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-07-01      | 2.5000%  | 0.0000% | $82000.00          | $69259.05          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-06-01      | 7.0000%  | 0.0000% | $3641342.00        | $3842525.74        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2056-01-01      | 6.5000%  | 0.0000% | $3070.00           | $3220.69           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2044-10-01      | 4.0000%  | 0.0000% | $37683520.00       | $36889649.65       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2052-07-01      | 2.5000%  | 0.0000% | $32090.00          | $27575.25          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-12-01      | 6.0000%  | 0.0000% | $1022.00           | $1066.61           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2051-05-01      | 3.0000%  | 0.0000% | $1020.00           | $923.72            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2037-04-01      | 2.0000%  | 0.0000% | $31058990.00       | $28785879.15       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2049-09-01      | 3.5000%  | 0.0000% | $405000.00         | $109720.23         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2049-06-01      | 3.5000%  | 0.0000% | $28000.00          | $3225.30           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2049-09-01      | 3.5000%  | 0.0000% | $7590.00           | $1185.55           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2034-02-01      | 4.0000%  | 0.0000% | $47930.00          | $5654.00           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2039-12-01      | 4.0000%  | 0.0000% | $122310.00         | $102442.75         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2039-12-01      | 5.5000%  | 0.0000% | $1000.00           | $901.54            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2040-11-01      | 4.0000%  | 0.0000% | $72740.00          | $71142.74          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2041-01-01      | 5.5000%  | 0.0000% | $2083091.00        | $2140641.71        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2041-01-01      | 5.5000%  | 0.0000% | $1297279.00        | $1333944.72        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2049-11-01      | 3.0000%  | 0.0000% | $1000.00           | $196.34            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-02-01      | 2.5000%  | 0.0000% | $1197570.00        | $923907.32         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-02-01      | 2.5000%  | 0.0000% | $256000.00         | $167948.70         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-03-01      | 2.0000%  | 0.0000% | $5771960.00        | $3915642.18        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2028-08-01      | 3.6300%  | 0.0000% | $40000.00          | $37983.85          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2029-04-01      | 7.0000%  | 0.0000% | $10000.00          | $10.95             | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2030-05-01      | 8.0000%  | 0.0000% | $660000.00         | $166.65            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2032-02-01      | 6.0000%  | 0.0000% | $10000.00          | $22.66             | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2041-06-01      | 4.5000%  | 0.0000% | $2000.00           | $125.17            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2041-08-01      | 4.5000%  | 0.0000% | $10000.00          | $290.11            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2041-09-01      | 4.5000%  | 0.0000% | $4000.00           | $264.31            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2042-05-01      | 3.5000%  | 0.0000% | $3000.00           | $165.73            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2049-01-01      | 6.5000%  | 0.0000% | $212000.00         | $4786.19           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-04-01      | 3.5000%  | 0.0000% | $1000.00           | $150.86            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-06-01      | 5.5000%  | 0.0000% | $5120.00           | $5073.48           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-06-01      | 6.5000%  | 0.0000% | $6154664.00        | $6272497.62        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2056-01-01      | 5.0000%  | 0.0000% | $557616.00         | $561856.97         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-09-01      | 5.5000%  | 0.0000% | $831000.00         | $831451.73         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2040-10-01      | 5.5000%  | 0.0000% | $1798770.00        | $1777295.89        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-11-01      | 4.5000%  | 0.0000% | $11842660.00       | $11706819.26       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2056-01-01      | 4.5000%  | 0.0000% | $3060.00           | $3031.04           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2028-12-01      | 6.5000%  | 0.0000% | $2000.00           | $16.75             | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2038-11-01      | 5.5000%  | 0.0000% | $15000.00          | $102.81            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2032-12-01      | 4.0000%  | 0.0000% | $42000.00          | $4773.71           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2034-04-01      | 4.0000%  | 0.0000% | $40000.00          | $2902.56           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2036-09-01      | 5.5000%  | 0.0000% | $75000.00          | $1021.40           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2037-05-01      | 5.5000%  | 0.0000% | $10000.00          | $76.29             | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2037-03-01      | 5.0000%  | 0.0000% | $5000.00           | $48.38             | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2037-02-01      | 5.5000%  | 0.0000% | $26000.00          | $80.88             | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2037-08-01      | 6.5000%  | 0.0000% | $1003500.00        | $17281.15          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2040-01-01      | 4.5000%  | 0.0000% | $10000.00          | $443.73            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2040-02-01      | 4.5000%  | 0.0000% | $5000.00           | $116.90            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2038-02-01      | 5.0000%  | 0.0000% | $50000.00          | $344.33            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2038-08-01      | 5.0000%  | 0.0000% | $105000.00         | $539.76            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2034-08-01      | 8.0000%  | 0.0000% | $4165000.00        | $103834.65         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2038-10-01      | 6.0000%  | 0.0000% | $18000.00          | $217.52            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2038-11-01      | 6.0000%  | 0.0000% | $1000.00           | $9.95              | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2040-07-01      | 4.5000%  | 0.0000% | $27100.00          | $1858.32           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-10-01      | 2.5000%  | 0.0000% | $175000.00         | $62999.04          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2040-12-01      | 2.0000%  | 0.0000% | $86000.00          | $43071.82          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2040-11-01      | 2.5000%  | 0.0000% | $1000.00           | $432.17            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-10-01      | 4.5000%  | 0.0000% | $2000.00           | $515.14            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-01-01      | 2.5000%  | 0.0000% | $180000.00         | $84289.96          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2036-05-01      | 2.5000%  | 0.0000% | $10061970.00       | $4628212.17        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2036-06-01      | 2.5000%  | 0.0000% | $9050.00           | $4287.06           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-05-01      | 2.0000%  | 0.0000% | $28730000.00       | $17440844.47       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-06-01      | 2.0000%  | 0.0000% | $4000.00           | $2402.01           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-02-01      | 6.5000%  | 0.0000% | $2010.00           | $986.66            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2039-03-01      | 5.5000%  | 0.0000% | $1840.00           | $995.87            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-04-01      | 3.5000%  | 0.0000% | $3000.00           | $2038.48           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-06-01      | 3.5000%  | 0.0000% | $3440.00           | $2517.34           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-07-01      | 4.5000%  | 0.0000% | $1500.00           | $1131.85           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2037-06-01      | 2.5000%  | 0.0000% | $1000.00           | $617.02            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2042-06-01      | 3.0000%  | 0.0000% | $2000.00           | $1409.83           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2042-05-01      | 3.0000%  | 0.0000% | $39899000.00       | $27281097.65       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2037-07-01      | 3.5000%  | 0.0000% | $1000.00           | $579.99            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-08-01      | 3.0000%  | 0.0000% | $7200.00           | $5255.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2035-05-20      | 6.5000%  | 0.0000% | $90000.00          | $751.84            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2035-09-20      | 5.0000%  | 0.0000% | $344200.00         | $4740.66           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2035-12-20      | 5.5000%  | 0.0000% | $6800.00           | $97.03             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2036-01-20      | 6.0000%  | 0.0000% | $364600.00         | $4828.11           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2036-07-20      | 6.5000%  | 0.0000% | $424000.00         | $4796.93           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2036-11-20      | 5.0000%  | 0.0000% | $25000.00          | $203.93            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2036-11-20      | 6.0000%  | 0.0000% | $70100.00          | $714.44            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2036-08-20      | 6.5000%  | 0.0000% | $5000.00           | $44.35             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2036-08-20      | 7.0000%  | 0.0000% | $259000.00         | $3156.59           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2036-09-20      | 7.0000%  | 0.0000% | $168000.00         | $1325.61           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2036-10-20      | 6.0000%  | 0.0000% | $40000.00          | $360.27            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2037-04-20      | 5.0000%  | 0.0000% | $284000.00         | $1638.53           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2038-03-20      | 6.5000%  | 0.0000% | $125000.00         | $1604.85           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2030-12-20      | 8.0000%  | 0.0000% | $140000.00         | $98.74             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2031-01-20      | 6.5000%  | 0.0000% | $52000.00          | $59.38             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2031-01-20      | 7.5000%  | 0.0000% | $430000.00         | $338.64            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-12-01      | 7.0000%  | 0.0000% | $4553320.00        | $3077867.39        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-01-01      | 7.0000%  | 0.0000% | $1585480.00        | $1212683.54        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-11-01      | 6.5000%  | 0.0000% | $2300340.00        | $1425061.91        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-03-01      | 5.0000%  | 0.0000% | $2820.00           | $2771.99           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2056-01-01      | 6.0000%  | 0.0000% | $1473129.00        | $1535223.35        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1028.04           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-09-01      | 6.0000%  | 0.0000% | $3070.00           | $2990.67           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2054-08-01      | 7.0000%  | 0.0000% | $1000.00           | $1058.55           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2054-08-01      | 6.5000%  | 0.0000% | $2000.00           | $2061.23           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-09-01      | 5.0000%  | 0.0000% | $2760.00           | $2514.61           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-06-01      | 6.0000%  | 0.0000% | $21731430.00       | $17416031.47       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-10-01      | 6.5000%  | 0.0000% | $994586.00         | $1032195.56        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2054-06-01      | 5.5000%  | 0.0000% | $20642500.00       | $19671712.08       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2054-06-01      | 6.5000%  | 0.0000% | $1060.00           | $914.77            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2054-07-01      | 7.5000%  | 0.0000% | $1000.00           | $632.34            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $879.24            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2054-07-01      | 5.0000%  | 0.0000% | $1000.00           | $872.75            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-09-01      | 6.0000%  | 0.0000% | $542840.00         | $443304.54         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2054-11-01      | 6.5000%  | 0.0000% | $2444110.00        | $2142339.16        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $362.08            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-08-01      | 6.5000%  | 0.0000% | $3911460.00        | $3782570.92        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-04-01      | 6.5000%  | 0.0000% | $1369946.00        | $1432683.35        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-05-01      | 4.5000%  | 0.0000% | $1940.00           | $1898.48           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-09-01      | 5.0000%  | 0.0000% | $134000.00         | $124341.46         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2039-10-01      | 4.5000%  | 0.0000% | $1000.00           | $604.86            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2039-11-01      | 5.0000%  | 0.0000% | $1037490.00        | $884445.61         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-01-01      | 7.0000%  | 0.0000% | $1000.00           | $1045.57           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-01-20      | 4.5000%  | 0.0000% | $1000.00           | $987.58            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-01-20      | 5.5000%  | 0.0000% | $1000.00           | $1026.58           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-01-20      | 5.5000%  | 0.0000% | $7160.00           | $7350.33           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2056-01-20      | 3.5000%  | 0.0000% | $416870.00         | $384124.21         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2050-07-01      | 2.5000%  | 0.0000% | $1960.00           | $950.63            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $611.98            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-06-01      | 2.5000%  | 0.0000% | $5754450.00        | $3320874.51        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-09-01      | 3.0000%  | 0.0000% | $44669570.00       | $30361262.26       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-04-01      | 4.0000%  | 0.0000% | $2190.00           | $1586.91           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-05-01      | 4.0000%  | 0.0000% | $1412050.00        | $1067834.92        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-07-01      | 4.5000%  | 0.0000% | $1210.00           | $958.43            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-08-01      | 3.5000%  | 0.0000% | $2000.00           | $1424.22           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-09-01      | 5.5000%  | 0.0000% | $890220.00         | $664227.84         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-02-01      | 4.5000%  | 0.0000% | $1020.00           | $839.80            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-04-01      | 4.5000%  | 0.0000% | $2000.00           | $1692.34           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-05-01      | 6.5000%  | 0.0000% | $88000.00          | $51927.17          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-06-01      | 5.5000%  | 0.0000% | $2000.00           | $1666.73           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-06-01      | 5.5000%  | 0.0000% | $11000.00          | $8760.03           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-07-01      | 5.5000%  | 0.0000% | $98000.00          | $73608.28          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-09-01      | 6.0000%  | 0.0000% | $19185590.00       | $17677646.47       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2045-05-01      | 6.0000%  | 0.0000% | $1000.00           | $733.26            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2041-03-01      | 2.0000%  | 0.0000% | $200000.00         | $110791.59         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2042-02-01      | 2.0000%  | 0.0000% | $438990.00         | $279696.28         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2042-03-01      | 2.0000%  | 0.0000% | $47300700.00       | $30666803.84       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2042-07-01      | 4.5000%  | 0.0000% | $5000.00           | $3381.05           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2036-03-01      | 2.0000%  | 0.0000% | $433740.00         | $188115.67         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2036-06-01      | 2.0000%  | 0.0000% | $3990.00           | $1950.57           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2036-06-01      | 2.0000%  | 0.0000% | $2932730.00        | $1434247.06        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2032-08-01      | 4.0000%  | 0.0000% | $126050.00         | $53948.15          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2050-04-01      | 3.5000%  | 0.0000% | $1930000.00        | $172022.88         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2035-09-01      | 3.0000%  | 0.0000% | $1920.00           | $673.93            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2035-04-01      | 3.5000%  | 0.0000% | $2000.00           | $580.32            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2049-09-01      | 4.0000%  | 0.0000% | $14000.00          | $3207.51           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-01-01      | 3.0000%  | 0.0000% | $187250.00         | $90460.69          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-01-01      | 2.5000%  | 0.0000% | $5254230.00        | $2881800.08        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-06-01      | 2.5000%  | 0.0000% | $7709000.00        | $2647109.76        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-12-01      | 5.0000%  | 0.0000% | $1007.00           | $1020.31           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-12-01      | 6.0000%  | 0.0000% | $1871880.00        | $1943626.66        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-12-01      | 5.5000%  | 0.0000% | $4975029.00        | $5124943.85        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-12-01      | 5.0000%  | 0.0000% | $2000.00           | $2016.83           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2056-01-01      | 5.0000%  | 0.0000% | $1515020.00        | $1529102.39        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2056-01-01      | 5.0000%  | 0.0000% | $1156555.00        | $1175395.66        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-12-01      | 5.5000%  | 0.0000% | $1996.00           | $2071.95           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-12-01      | 5.0000%  | 0.0000% | $1231754.00        | $1241004.99        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2056-01-01      | 5.5000%  | 0.0000% | $1102605.00        | $1139041.67        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-12-01      | 5.0000%  | 0.0000% | $10091988.00       | $10162711.21       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-12-01      | 5.5000%  | 0.0000% | $2878423.00        | $2986855.31        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-12-01      | 4.5000%  | 0.0000% | $23071890.00       | $22702042.54       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2056-01-01      | 5.0000%  | 0.0000% | $2276466.00        | $2310016.72        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2056-01-01      | 5.5000%  | 0.0000% | $225592.00         | $233237.83         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2056-01-01      | 6.0000%  | 0.0000% | $2391542.00        | $2495913.79        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2056-01-01      | 6.5000%  | 0.0000% | $1436985.00        | $1505104.30        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-12-01      | 4.5000%  | 0.0000% | $1033810.00        | $1020435.04        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2056-01-01      | 5.0000%  | 0.0000% | $2987.00           | $2998.24           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-12-01      | 5.0000%  | 0.0000% | $1043947.00        | $1049392.00        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2056-01-01      | 4.5000%  | 0.0000% | $1556000.00        | $1533221.08        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2056-01-01      | 4.5000%  | 0.0000% | $1039630.00        | $1024858.01        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2041-01-01      | 5.0000%  | 0.0000% | $2000.00           | $2047.52           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-06-01      | 4.5000%  | 0.0000% | $1640000.00        | $1333173.51        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-06-01      | 6.0000%  | 0.0000% | $95000.00          | $80890.10          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-09-01      | 4.5000%  | 0.0000% | $4000.00           | $3286.03           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2037-08-01      | 4.0000%  | 0.0000% | $541830.00         | $267551.20         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-11-01      | 4.5000%  | 0.0000% | $40000.00          | $34099.21          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-10-01      | 6.0000%  | 0.0000% | $41100.00          | $36414.08          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2029-07-01      | 4.7200%  | 0.0000% | $2390000.00        | $2453674.91        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2030-05-01      | 4.7200%  | 0.0000% | $12566000.00       | $12925164.20       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2035-06-01      | 4.6500%  | 0.0000% | $9855000.00        | $10023154.22       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2032-07-01      | 4.3800%  | 0.0000% | $30600000.00       | $30919749.59       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2036-01-01      | 4.5900%  | 0.0000% | $8543000.00        | $8590195.80        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2031-01-01      | 3.6800%  | 0.0000% | $97146000.00       | $95480960.69       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2030-12-01      | 3.8050%  | 0.0000% | $43763000.00       | $43276799.15       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2032-12-01      | 4.0700%  | 0.0000% | $8946100.00        | $8853701.20        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2030-12-01      | 3.8300%  | 0.0000% | $22523000.00       | $22302168.25       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2048-01-01      | 3.5000%  | 0.0000% | $9000.00           | $1300.32           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2048-04-01      | 4.5000%  | 0.0000% | $86439360.00       | $19993593.56       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2048-04-01      | 4.5000%  | 0.0000% | $2000.00           | $298.19            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2048-07-01      | 4.5000%  | 0.0000% | $6000.00           | $1289.38           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2048-07-01      | 4.5000%  | 0.0000% | $16325000.00       | $1262313.45        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2048-08-01      | 4.5000%  | 0.0000% | $1000.00           | $70.93             | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2048-08-01      | 4.5000%  | 0.0000% | $1700.00           | $116.02            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2048-08-01      | 5.0000%  | 0.0000% | $2200.00           | $176.67            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2049-05-01      | 4.5000%  | 0.0000% | $2000.00           | $277.52            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2056-01-01      | 4.0000%  | 0.0000% | $1384650.00        | $1324651.19        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2056-01-01      | 6.0000%  | 0.0000% | $14767080.00       | $15237386.88       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2040-09-01      | 4.5000%  | 0.0000% | $2980.00           | $2835.29           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2041-01-01      | 3.5000%  | 0.0000% | $4436020.00        | $4321013.72        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2041-01-01      | 4.0000%  | 0.0000% | $22908530.00       | $22714316.57       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2041-01-01      | 4.5000%  | 0.0000% | $1218580.00        | $1210546.05        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-12-01      | 5.5000%  | 0.0000% | $26430920.00       | $26264840.40       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-12-01      | 6.5000%  | 0.0000% | $1007595.00        | $1057690.78        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-12-01      | 5.5000%  | 0.0000% | $15612177.00       | $15946068.21       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-12-01      | 5.5000%  | 0.0000% | $1096000.00        | $1115328.53        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-06-01      | 2.5000%  | 0.0000% | $108000.00         | $52537.38          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-11-01      | 4.0000%  | 0.0000% | $1990.00           | $1909.09           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-12-01      | 6.0000%  | 0.0000% | $2453522.00        | $2533144.59        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-12-01      | 6.5000%  | 0.0000% | $2984.00           | $3106.22           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2056-01-01      | 5.5000%  | 0.0000% | $1681824.00        | $1736285.29        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2056-01-01      | 5.5000%  | 0.0000% | $1583625.00        | $1639873.59        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2056-01-01      | 5.5000%  | 0.0000% | $1187155.00        | $1219477.75        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2056-01-01      | 4.5000%  | 0.0000% | $731390.00         | $721026.94         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-04-20      | 5.0000%  | 0.0000% | $457167720.00      | $441546326.40      | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2040-06-20      | 5.5000%  | 0.0000% | $1243690.00        | $1216082.70        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-07-20      | 4.0000%  | 0.0000% | $43946550.00       | $41334410.21       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-08-20      | 5.5000%  | 0.0000% | $23135580.00       | $22864609.05       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2040-08-20      | 5.5000%  | 0.0000% | $8570.00           | $8282.53           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-08-20      | 5.0000%  | 0.0000% | $2431840.00        | $2418381.23        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-06-20      | 5.5000%  | 0.0000% | $109227127.00      | $109610100.69      | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-10-20      | 6.5000%  | 0.0000% | $2003.00           | $2104.64           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-12-20      | 6.5000%  | 0.0000% | $1456169.00        | $1535688.43        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-12-20      | 5.5000%  | 0.0000% | $1000.00           | $1025.55           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-10-20      | 3.5000%  | 0.0000% | $5448110.00        | $4991775.17        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-10-20      | 4.5000%  | 0.0000% | $4200.00           | $4102.57           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-07-20      | 6.5000%  | 0.0000% | $1397959.00        | $1460299.60        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-01-20      | 6.0000%  | 0.0000% | $1665874.00        | $1750805.81        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-12-20      | 6.5000%  | 0.0000% | $3109011.00        | $3306709.59        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-12-20      | 6.0000%  | 0.0000% | $2343311.00        | $2429665.05        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-11-20      | 5.0000%  | 0.0000% | $777895.00         | $781901.45         | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-12-20      | 6.0000%  | 0.0000% | $2444564.00        | $2546392.22        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-12-20      | 6.0000%  | 0.0000% | $1985.00           | $2053.99           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-12-20      | 6.0000%  | 0.0000% | $1000.00           | $1036.80           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2046-10-20      | 3.0000%  | 0.0000% | $1000.00           | $150.32            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2046-09-15      | 2.5000%  | 0.0000% | $471920.00         | $137065.62         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2032-11-15      | 6.5000%  | 0.0000% | $25000.00          | $51.13             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2034-09-15      | 6.5000%  | 0.0000% | $95000.00          | $1524.09           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2034-06-15      | 5.5000%  | 0.0000% | $50000.00          | $799.48            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-12-01      | 3.0000%  | 0.0000% | $2000.00           | $1290.86           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-02-01      | 5.5000%  | 0.0000% | $256214990.00      | $217797712.99      | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-05-01      | 6.0000%  | 0.0000% | $15554430.00       | $13117414.43       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-01-01      | 5.5000%  | 0.0000% | $2000.00           | $1887.41           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2050-12-01      | 2.5000%  | 0.0000% | $549790.00         | $256442.66         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-03-01      | 2.0000%  | 0.0000% | $6955260.00        | $3896307.52        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-04-01      | 2.0000%  | 0.0000% | $3000.00           | $1720.69           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-05-01      | 2.0000%  | 0.0000% | $34284630.00       | $19887959.68       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-01-01      | 3.5000%  | 0.0000% | $27500.00          | $16080.77          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-02-01      | 2.0000%  | 0.0000% | $7780.00           | $5057.83           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-09-01      | 1.5000%  | 0.0000% | $800000.00         | $482503.54         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-10-01      | 1.5000%  | 0.0000% | $339270.00         | $209330.60         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-05-01      | 5.5000%  | 0.0000% | $191970.00         | $139941.30         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-05-01      | 6.5000%  | 0.0000% | $40000.00          | $26875.45          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-02-01      | 3.0000%  | 0.0000% | $1980.00           | $1415.01           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-04-01      | 5.5000%  | 0.0000% | $1950.00           | $1480.01           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-05-01      | 3.0000%  | 0.0000% | $2000.00           | $1415.79           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-04-01      | 6.0000%  | 0.0000% | $4384170.00        | $3789679.30        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-08-01      | 3.5000%  | 0.0000% | $46000.00          | $36994.17          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-02-01      | 6.0000%  | 0.0000% | $7266300.00        | $6001599.09        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $760.19            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-11-01      | 5.0000%  | 0.0000% | $3429990.00        | $2978477.65        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-07-01      | 3.0000%  | 0.0000% | $16000.00          | $4235.49           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-08-01      | 2.5000%  | 0.0000% | $595000.00         | $241594.27         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-08-01      | 2.0000%  | 0.0000% | $112351000.00      | $54419092.76       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-08-01      | 3.0000%  | 0.0000% | $1000.00           | $328.59            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2035-09-01      | 2.0000%  | 0.0000% | $7000.00           | $2666.29           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-09-01      | 2.0000%  | 0.0000% | $2000.00           | $976.73            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-09-01      | 2.0000%  | 0.0000% | $69000.00          | $35585.10          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-09-01      | 2.0000%  | 0.0000% | $685000.00         | $336078.54         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-09-01      | 3.5000%  | 0.0000% | $4068000.00        | $1968559.52        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-12-01      | 2.0000%  | 0.0000% | $2040.00           | $1076.04           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-10-01      | 2.0000%  | 0.0000% | $1040.00           | $519.83            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-10-01      | 3.5000%  | 0.0000% | $1000.00           | $519.20            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-11-01      | 2.0000%  | 0.0000% | $2080.00           | $1109.37           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-11-01      | 2.0000%  | 0.0000% | $500920390.00      | $254028108.07      | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-11-01      | 2.0000%  | 0.0000% | $2699000.00        | $1472719.28        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-02-01      | 3.0000%  | 0.0000% | $1000.00           | $563.66            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-04-01      | 2.5000%  | 0.0000% | $2020.00           | $1191.26           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2056-01-01      | 5.5000%  | 0.0000% | $1022.00           | $1041.91           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2056-01-01      | 5.0000%  | 0.0000% | $1998.00           | $2021.72           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2056-01-01      | 5.0000%  | 0.0000% | $1546985.00        | $1561371.62        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2056-01-01      | 5.5000%  | 0.0000% | $9463801.00        | $9722858.89        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2049-08-01      | 4.0000%  | 0.0000% | $1000.00           | $99.52             | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2050-02-01      | 2.5000%  | 0.0000% | $17850.00          | $4326.74           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2050-04-01      | 3.5000%  | 0.0000% | $4000.00           | $794.47            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2050-06-01      | 3.0000%  | 0.0000% | $1000.00           | $246.33            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2050-08-01      | 3.0000%  | 0.0000% | $10000.00          | $2889.29           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2049-07-01      | 4.0000%  | 0.0000% | $1000.00           | $228.60            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2049-09-01      | 4.0000%  | 0.0000% | $17420.00          | $4718.86           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2050-12-01      | 3.0000%  | 0.0000% | $13526590.00       | $6176543.59        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-05-01      | 4.5000%  | 0.0000% | $47000.00          | $35764.79          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2047-06-01      | 3.0000%  | 0.0000% | $76050.00          | $52867.13          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-06-01      | 4.0000%  | 0.0000% | $38520.00          | $27983.35          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $736.17            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-06-01      | 3.5000%  | 0.0000% | $7000.00           | $5089.78           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-06-01      | 3.0000%  | 0.0000% | $40940.00          | $29275.23          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2042-04-01      | 3.5000%  | 0.0000% | $4000.00           | $470.08            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2033-08-01      | 5.0000%  | 0.0000% | $3000.00           | $10.16             | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2027-11-01      | 2.5000%  | 0.0000% | $100000.00         | $2543.41           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2030-04-01      | 3.5000%  | 0.0000% | $1150000.00        | $93015.92          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN BANK         | 2029-06-08      | 4.6250%  | 0.0000% | $15000.00          | $15542.81          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN BANK         | 2030-10-28      | 4.0100%  | 0.0000% | $25000000.00       | $25185169.44       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2034-12-01      | 5.0000%  | 0.0000% | $3000.00           | $15.94             | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2037-04-01      | 5.5000%  | 0.0000% | $11000.00          | $85.19             | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2031-04-01      | 7.0000%  | 0.0000% | $200000.00         | $8.00              | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2026-03-01      | 4.0000%  | 0.0000% | $190000.00         | $23.72             | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2026-06-01      | 4.0000%  | 0.0000% | $15000.00          | $32.98             | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2030-05-01      | 3.0000%  | 0.0000% | $580000.00         | $45625.38          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2030-07-01      | 2.5000%  | 0.0000% | $107000.00         | $7943.23           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-04-01      | 5.5000%  | 0.0000% | $14181460.00       | $11027062.06       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-05-01      | 6.5000%  | 0.0000% | $28948800.00       | $24540997.65       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-07-01      | 6.0000%  | 0.0000% | $2353870.00        | $2073921.75        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-08-01      | 6.0000%  | 0.0000% | $45000.00          | $39294.96          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $858.81            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-12-01      | 5.5000%  | 0.0000% | $454000.00         | $441779.11         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2054-12-01      | 5.0000%  | 0.0000% | $6150.00           | $5930.29           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-01-01      | 5.5000%  | 0.0000% | $145910.00         | $126720.21         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2054-11-01      | 6.0000%  | 0.0000% | $1210770.00        | $1011689.36        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-05-01      | 6.0000%  | 0.0000% | $1917975.00        | $1971214.52        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-06-01      | 6.5000%  | 0.0000% | $2574412.00        | $2730028.83        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $994.47            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-06-01      | 6.0000%  | 0.0000% | $15490930.00       | $14401568.27       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-06-01      | 5.5000%  | 0.0000% | $120232.00         | $121797.32         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-06-01      | 5.5000%  | 0.0000% | $2276984.00        | $2333735.11        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-06-01      | 5.0000%  | 0.0000% | $1253042.00        | $1256370.74        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-06-01      | 6.5000%  | 0.0000% | $1002972.00        | $1047419.59        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-07-01      | 6.5000%  | 0.0000% | $7384670.00        | $7034899.96        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-01-01      | 5.5000%  | 0.0000% | $19029000.00       | $17053613.41       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1017.88           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2054-12-01      | 6.5000%  | 0.0000% | $1266153.00        | $1309219.67        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-07-01      | 5.5000%  | 0.0000% | $1151225.00        | $1180252.52        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-11-01      | 4.0000%  | 0.0000% | $1090030.00        | $1043585.70        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2056-01-01      | 5.0000%  | 0.0000% | $1321897.00        | $1330548.52        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-12-01      | 5.5000%  | 0.0000% | $1584547.00        | $1615411.69        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-07-01      | 6.5000%  | 0.0000% | $2113319.00        | $2193176.21        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-08-01      | 6.0000%  | 0.0000% | $1537074.00        | $1585186.93        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-07-01      | 7.0000%  | 0.0000% | $280621.00         | $298885.56         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2048-04-01      | 3.0000%  | 0.0000% | $3100.00           | $453.79            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2048-06-01      | 4.0000%  | 0.0000% | $2000.00           | $166.97            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2038-06-01      | 4.0000%  | 0.0000% | $39990.00          | $4163.87           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2028-07-01      | 3.5000%  | 0.0000% | $2000000.00        | $95573.37          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-07-01      | 2.5000%  | 0.0000% | $41710.00          | $24152.23          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2041-07-01      | 2.0000%  | 0.0000% | $19595000.00       | $11445622.51       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2036-08-01      | 2.5000%  | 0.0000% | $11970.00          | $6264.30           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-09-01      | 4.0000%  | 0.0000% | $100000.00         | $47765.28          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2049-04-01      | 5.0000%  | 0.0000% | $14000.00          | $1254.01           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2039-09-01      | 4.0000%  | 0.0000% | $202000.00         | $27834.05          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2049-11-01      | 2.5000%  | 0.0000% | $2000.00           | $400.79            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2031-09-01      | 4.0000%  | 0.0000% | $750000.00         | $20258.22          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2054-08-01      | 6.5000%  | 0.0000% | $3706700.00        | $3850338.47        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2054-08-01      | 6.0000%  | 0.0000% | $725383.00         | $736462.67         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2054-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1022.21           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $970.68            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1047.23           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $969.49            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-11-01      | 5.0000%  | 0.0000% | $1926840.00        | $1913594.56        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-04-01      | 7.5000%  | 0.0000% | $4436200.00        | $3966878.35        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-11-01      | 5.0000%  | 0.0000% | $164230.00         | $161698.55         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2054-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1031.27           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-11-01      | 6.0000%  | 0.0000% | $13267190.00       | $11074450.29       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2039-12-01      | 6.0000%  | 0.0000% | $1100800.00        | $950358.99         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-01-01      | 6.5000%  | 0.0000% | $4435600.00        | $4277877.89        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-01-01      | 6.0000%  | 0.0000% | $742950.00         | $665223.95         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-01-01      | 6.0000%  | 0.0000% | $4057050.00        | $3580890.24        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2033-01-01      | 3.5000%  | 0.0000% | $39000.00          | $5807.02           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2028-09-01      | 2.0000%  | 0.0000% | $1500000.00        | $79378.45          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2029-12-01      | 2.5000%  | 0.0000% | $22000.00          | $1240.69           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2029-10-01      | 3.0000%  | 0.0000% | $216000.00         | $10980.34          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2031-04-01      | 3.5000%  | 0.0000% | $3000.00           | $273.78            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2030-12-01      | 2.5000%  | 0.0000% | $13000.00          | $1291.08           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2033-06-01      | 3.5000%  | 0.0000% | $3000.00           | $256.65            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2027-09-01      | 3.0650%  | 0.0000% | $455000.00         | $151170.62         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2044-06-01      | 4.5000%  | 0.0000% | $2110.00           | $526.11            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2031-03-01      | 4.0000%  | 0.0000% | $25000.00          | $217.29            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-12-01      | 5.5000%  | 0.0000% | $1996.00           | $2062.23           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-12-01      | 5.0000%  | 0.0000% | $1787399.00        | $1805859.23        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-12-01      | 5.0000%  | 0.0000% | $2427.00           | $2452.05           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-12-01      | 5.0000%  | 0.0000% | $1978.00           | $1995.85           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-12-01      | 5.5000%  | 0.0000% | $7224302.00        | $7398424.48        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-12-01      | 5.0000%  | 0.0000% | $4997030.00        | $5056097.92        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-12-01      | 5.5000%  | 0.0000% | $10273273.00       | $10477756.48       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-12-01      | 5.5000%  | 0.0000% | $1009.00           | $1036.15           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-02-01      | 2.0000%  | 0.0000% | $75000.00          | $42811.14          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-03-01      | 2.0000%  | 0.0000% | $2549990.00        | $1294843.92        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2031-08-01      | 1.6900%  | 0.0000% | $61504000.00       | $54366484.73       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2031-07-01      | 1.6900%  | 0.0000% | $30000000.00       | $26452691.67       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2029-07-01      | 3.5150%  | 0.0000% | $275000.00         | $270449.54         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2028-09-01      | 4.8800%  | 0.0000% | $25000.00          | $25702.25          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-06-01      | 2.0000%  | 0.0000% | $2976000.00        | $1625096.94        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-08-01      | 2.5000%  | 0.0000% | $200000.00         | $109339.84         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-10-01      | 3.0000%  | 0.0000% | $35000.00          | $23415.37          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-01-01      | 2.5000%  | 0.0000% | $7985000.00        | $5188479.26        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2054-03-01      | 5.5000%  | 0.0000% | $2758050.00        | $2292060.30        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2054-10-01      | 6.0000%  | 0.0000% | $4000.00           | $3636.99           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2054-11-01      | 5.0000%  | 0.0000% | $1040.00           | $989.00            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-03-01      | 6.0000%  | 0.0000% | $2530170.00        | $2289291.23        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2037-04-01      | 2.0000%  | 0.0000% | $5798530.00        | $3458005.43        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-05-01      | 3.0000%  | 0.0000% | $3990.00           | $2849.06           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $674.23            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-02-01      | 2.5000%  | 0.0000% | $1400000.00        | $822692.43         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-04-01      | 6.0000%  | 0.0000% | $2020.00           | $2083.87           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC NON GOLD POOL      | 2055-12-01      | 5.5690%  | 0.0000% | $6133181.00        | $6198068.74        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC NON GOLD POOL      | 2056-01-01      | 4.7740%  | 0.0000% | $18532305.00       | $18703593.94       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $794.68            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-11-01      | 6.0000%  | 0.0000% | $2472830.00        | $1859645.94        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-11-01      | 6.0000%  | 0.0000% | $167110.00         | $136893.80         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-01-01      | 5.5000%  | 0.0000% | $3000.00           | $2570.97           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-01-01      | 6.5000%  | 0.0000% | $1274580.00        | $1048513.44        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-02-01      | 5.5000%  | 0.0000% | $16775310.00       | $14512923.44       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1030.31           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-12-01      | 6.0000%  | 0.0000% | $15011489.00       | $15622358.75       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-12-01      | 5.5000%  | 0.0000% | $5928644.00        | $6046090.56        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-12-01      | 5.5000%  | 0.0000% | $1155262.00        | $1188903.52        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-12-01      | 6.0000%  | 0.0000% | $1194750.00        | $1246958.37        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-12-01      | 5.0000%  | 0.0000% | $3004.00           | $3019.65           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-12-01      | 5.5000%  | 0.0000% | $1438323.00        | $1485422.86        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-12-01      | 5.0000%  | 0.0000% | $1410958.00        | $1423297.46        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-12-01      | 5.5000%  | 0.0000% | $2996.00           | $3084.62           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-10-01      | 4.0000%  | 0.0000% | $43026300.00       | $32544464.29       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-01-01      | 2.5000%  | 0.0000% | $134320.00         | $85127.12          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-04-01      | 3.5000%  | 0.0000% | $2000.00           | $1314.55           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-05-01      | 3.0000%  | 0.0000% | $3000.00           | $2023.59           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-09-01      | 4.5000%  | 0.0000% | $57199000.00       | $44762741.25       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-09-01      | 5.0000%  | 0.0000% | $12627980.00       | $9158393.06        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-05-01      | 3.5000%  | 0.0000% | $1000.00           | $692.59            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-01-01      | 5.0000%  | 0.0000% | $1145280.00        | $1137179.04        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-04-01      | 6.5000%  | 0.0000% | $2456525.00        | $2560391.39        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-01-01      | 5.5000%  | 0.0000% | $460430.00         | $388444.88         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-03-01      | 6.5000%  | 0.0000% | $1171630.00        | $922451.84         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-02-01      | 6.5000%  | 0.0000% | $1000.00           | $697.27            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-07-01      | 6.0000%  | 0.0000% | $563880.00         | $586250.81         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-03-01      | 6.5000%  | 0.0000% | $1847434.00        | $1924598.67        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $976.30            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-03-01      | 5.5000%  | 0.0000% | $3975.00           | $4053.85           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-04-01      | 7.0000%  | 0.0000% | $420754.00         | $448658.16         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1031.12           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-05-01      | 6.5000%  | 0.0000% | $3000.00           | $2517.09           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-02-01      | 6.5000%  | 0.0000% | $1913640.00        | $1593290.67        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-02-01      | 3.0000%  | 0.0000% | $332140.00         | $33593.59          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2035-08-01      | 2.5000%  | 0.0000% | $158000.00         | $49898.54          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-08-01      | 4.5000%  | 0.0000% | $1000.00           | $156.19            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-09-01      | 2.5000%  | 0.0000% | $293000.00         | $117759.13         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-10-01      | 2.5000%  | 0.0000% | $730490.00         | $316211.20         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-04-01      | 6.0000%  | 0.0000% | $2293000.00        | $2356023.76        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-06-01      | 6.0000%  | 0.0000% | $61050.00          | $36979.97          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-05-01      | 5.5000%  | 0.0000% | $4000.00           | $4061.49           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $587.54            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-05-01      | 5.5000%  | 0.0000% | $9231.00           | $9266.72           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-07-01      | 7.0000%  | 0.0000% | $1155033.00        | $1248022.76        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1022.37           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-10-01      | 6.0000%  | 0.0000% | $1962.00           | $2036.39           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-10-01      | 7.0000%  | 0.0000% | $1096091.00        | $1156111.39        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-09-01      | 7.0000%  | 0.0000% | $1229988.00        | $1332745.87        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-11-01      | 5.0000%  | 0.0000% | $9430000.00        | $9400277.39        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-11-01      | 6.5000%  | 0.0000% | $1725419.00        | $1848105.98        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-10-01      | 5.5000%  | 0.0000% | $3388966.00        | $3473966.03        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-11-01      | 6.0000%  | 0.0000% | $14850929.00       | $15397349.83       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $995.12            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-11-01      | 5.5000%  | 0.0000% | $4800392.00        | $4884852.29        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-10-01      | 6.0000%  | 0.0000% | $1753947.00        | $1826632.91        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2049-10-01      | 4.5000%  | 0.0000% | $156000.00         | $21362.03          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2049-06-01      | 4.0000%  | 0.0000% | $20000.00          | $5041.97           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2049-07-01      | 4.0000%  | 0.0000% | $2000.00           | $394.91            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2049-08-01      | 3.5000%  | 0.0000% | $1780.00           | $247.25            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2035-02-01      | 2.5000%  | 0.0000% | $17620000.00       | $5563487.54        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2049-11-01      | 3.0000%  | 0.0000% | $1960.00           | $783.55            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2034-11-01      | 3.5000%  | 0.0000% | $27000.00          | $5535.36           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2034-11-01      | 2.5000%  | 0.0000% | $8939000.00        | $2654007.29        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2040-02-20      | 4.0000%  | 0.0000% | $10000.00          | $422.92            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2040-12-20      | 3.5000%  | 0.0000% | $3100.00           | $183.78            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2041-10-20      | 4.0000%  | 0.0000% | $1500.00           | $71.41             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2038-12-20      | 6.5000%  | 0.0000% | $21000.00          | $847.93            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2033-04-15      | 6.0000%  | 0.0000% | $40000.00          | $174.12            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2026-03-15      | 7.0000%  | 0.0000% | $500000.00         | $10.32             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2026-07-15      | 8.0000%  | 0.0000% | $3000000.00        | $99.80             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2033-11-15      | 5.5000%  | 0.0000% | $165000.00         | $1306.42           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2028-04-15      | 6.5000%  | 0.0000% | $75000.00          | $201.36            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2029-02-15      | 7.0000%  | 0.0000% | $200000.00         | $268.76            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2029-03-15      | 6.0000%  | 0.0000% | $80000.00          | $69.22             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2029-06-15      | 7.0000%  | 0.0000% | $43000.00          | $51.55             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2028-04-15      | 7.0000%  | 0.0000% | $70000.00          | $33.32             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2039-07-15      | 4.0000%  | 0.0000% | $50200.00          | $1783.83           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2039-07-15      | 4.0000%  | 0.0000% | $113500.00         | $4469.44           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2039-07-15      | 5.0000%  | 0.0000% | $1000.00           | $13.50             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2039-11-15      | 4.5000%  | 0.0000% | $30000.00          | $563.53            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2039-09-15      | 4.0000%  | 0.0000% | $50400.00          | $3966.43           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2039-09-15      | 5.0000%  | 0.0000% | $5000.00           | $135.42            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2026-03-15      | 4.0000%  | 0.0000% | $2090000.00        | $232.31            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2040-09-15      | 4.0000%  | 0.0000% | $30000.00          | $3580.16           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2029-01-15      | 6.5000%  | 0.0000% | $110000.00         | $183.29            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2029-04-15      | 5.5000%  | 0.0000% | $54000.00          | $257.18            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2029-05-15      | 6.0000%  | 0.0000% | $31000.00          | $158.47            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2029-01-15      | 6.0000%  | 0.0000% | $30000.00          | $18.93             | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-02-01      | 3.5000%  | 0.0000% | $1000.00           | $800.05            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-02-01      | 4.0000%  | 0.0000% | $58000.00          | $47048.76          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-03-01      | 3.5000%  | 0.0000% | $1000.00           | $807.99            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-02-01      | 4.0000%  | 0.0000% | $75000.00          | $67231.22          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-05-01      | 6.0000%  | 0.0000% | $610560.00         | $425011.65         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-06-01      | 5.5000%  | 0.0000% | $377621140.00      | $307099697.75      | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-08-01      | 6.0000%  | 0.0000% | $423000.00         | $305666.34         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-10-01      | 5.5000%  | 0.0000% | $1020.00           | $867.14            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-11-01      | 5.0000%  | 0.0000% | $448820.00         | $409984.04         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-12-01      | 6.0000%  | 0.0000% | $642060.00         | $499506.58         | Agency Mortgage-Backed Securities  |
| FARMER MAC                     | 2032-08-23      | 4.7889%  | 0.0000% | $4000000.00        | $4075582.80        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2030-08-01      | 3.9500%  | 0.0000% | $28690000.00       | $28607887.61       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2030-07-01      | 3.9300%  | 0.0000% | $10578000.00       | $10558661.65       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2035-02-01      | 4.4500%  | 0.0000% | $14295000.00       | $14231612.00       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2035-03-01      | 4.4000%  | 0.0000% | $14334000.00       | $14217743.29       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2030-08-01      | 4.2500%  | 0.0000% | $2861000.00        | $2865433.44        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-09-20      | 6.0000%  | 0.0000% | $1000.00           | $829.21            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2054-06-20      | 7.5000%  | 0.0000% | $6268280.00        | $5989267.78        | Agency Mortgage-Backed Securities  |
| GINNIE MAE I POOL              | 2059-10-15      | 4.6700%  | 0.0000% | $1000.00           | $977.89            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2065-02-20      | 6.5000%  | 0.0000% | $937780.00         | $134464.29         | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-04-20      | 6.5000%  | 0.0000% | $1000.00           | $834.32            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-01-20      | 6.5000%  | 0.0000% | $2000.00           | $1883.34           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-09-20      | 6.0000%  | 0.0000% | $8183833.00        | $8460625.13        | Agency Mortgage-Backed Securities  |
| GINNIE MAE I POOL              | 2060-06-15      | 4.9200%  | 0.0000% | $1000.00           | $980.47            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-10-01      | 6.5000%  | 0.0000% | $2000.00           | $1485.61           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-12-01      | 7.0000%  | 0.0000% | $12838660.00       | $7913043.17        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $808.45            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-11-01      | 5.0000%  | 0.0000% | $55000.00          | $44494.18          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-12-01      | 6.0000%  | 0.0000% | $390000.00         | $193490.56         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-02-01      | 4.0000%  | 0.0000% | $7660.00           | $5475.13           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-06-01      | 4.5000%  | 0.0000% | $4126590.00        | $2470560.39        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-07-01      | 5.0000%  | 0.0000% | $461280.00         | $382306.50         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-09-01      | 6.5000%  | 0.0000% | $2376570.00        | $1578109.61        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-09-01      | 6.5000%  | 0.0000% | $6507340.00        | $4403153.64        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-03-01      | 3.0000%  | 0.0000% | $56000000.00       | $20511577.14       | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-09-20      | 6.0000%  | 0.0000% | $2000.00           | $2044.11           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-09-20      | 6.5000%  | 0.0000% | $1000.00           | $1051.95           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2041-01-01      | 5.5000%  | 0.0000% | $1354230.00        | $1388260.69        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2056-01-01      | 5.5000%  | 0.0000% | $1995.00           | $2058.95           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2056-01-01      | 5.7690%  | 0.0000% | $7579921.00        | $7775689.51        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-07-01      | 4.0000%  | 0.0000% | $45000.00          | $32168.60          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-07-01      | 5.0000%  | 0.0000% | $48370.00          | $35712.78          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-07-01      | 4.5000%  | 0.0000% | $63530.00          | $44802.08          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2037-07-01      | 4.5000%  | 0.0000% | $1000.00           | $609.39            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $737.81            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-12-01      | 4.5000%  | 0.0000% | $3000.00           | $2491.26           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-12-01      | 5.0000%  | 0.0000% | $963320.00         | $840381.24         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $792.85            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $756.69            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-10-01      | 4.0000%  | 0.0000% | $2999070.00        | $2262428.32        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-10-01      | 4.0000%  | 0.0000% | $7000.00           | $5521.32           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $801.70            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-10-01      | 5.0000%  | 0.0000% | $2040.00           | $1599.24           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-11-01      | 4.5000%  | 0.0000% | $5990.00           | $4815.40           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-11-01      | 5.5000%  | 0.0000% | $2998150.00        | $2369140.90        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-03-01      | 6.0000%  | 0.0000% | $1000.00           | $775.44            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-03-01      | 6.5000%  | 0.0000% | $2000.00           | $1486.89           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-03-01      | 6.0000%  | 0.0000% | $1020.00           | $695.72            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $807.13            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $913.56            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-07-01      | 6.0000%  | 0.0000% | $2040.00           | $1651.35           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2038-06-01      | 3.5000%  | 0.0000% | $80440.00          | $58091.67          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-10-01      | 4.0000%  | 0.0000% | $4620.00           | $4017.88           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-10-01      | 6.0000%  | 0.0000% | $1020.00           | $929.15            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-06-20      | 3.0000%  | 0.0000% | $14380350.00       | $9613392.06        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-03-20      | 3.5000%  | 0.0000% | $45744480.00       | $18773397.03       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-07-20      | 3.0000%  | 0.0000% | $3748080.00        | $1978604.97        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-07-20      | 3.5000%  | 0.0000% | $2140.00           | $1104.07           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-09-20      | 3.0000%  | 0.0000% | $2000.00           | $1121.51           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-10-20      | 3.0000%  | 0.0000% | $101380.00         | $58759.42          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-11-20      | 5.0000%  | 0.0000% | $1000.00           | $448.20            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-06-20      | 4.0000%  | 0.0000% | $1000.00           | $809.07            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-07-20      | 5.0000%  | 0.0000% | $1000.00           | $716.80            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-08-20      | 4.5000%  | 0.0000% | $449000.00         | $330303.74         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-09-20      | 3.5000%  | 0.0000% | $1000.00           | $717.62            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-10-20      | 5.5000%  | 0.0000% | $51047230.00       | $34261704.48       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-10-20      | 4.0000%  | 0.0000% | $3309720.00        | $2466652.86        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-01-01      | 6.0000%  | 0.0000% | $2918000.00        | $2523496.97        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-01-01      | 6.0000%  | 0.0000% | $1970.00           | $1795.03           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $882.68            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-08-01      | 5.5000%  | 0.0000% | $49998000.00       | $47978016.41       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-08-01      | 6.5000%  | 0.0000% | $26096498.00       | $26365709.14       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-09-01      | 5.5000%  | 0.0000% | $1022.00           | $1025.21           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-10-01      | 6.5000%  | 0.0000% | $32146219.00       | $32453470.61       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-08-01      | 5.5000%  | 0.0000% | $5030920.00        | $4907111.95        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-12-01      | 4.5000%  | 0.0000% | $7877450.00        | $7755139.93        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2056-01-01      | 4.5000%  | 0.0000% | $28432120.00       | $28155276.45       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-09-01      | 6.0000%  | 0.0000% | $42401.00          | $43639.67          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-07-01      | 5.5000%  | 0.0000% | $26999770.00       | $25532543.86       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2057-01-01      | 4.0000%  | 0.0000% | $600000.00         | $194358.36         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-11-01      | 3.5000%  | 0.0000% | $357760.00         | $95710.60          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2062-12-01      | 2.5000%  | 0.0000% | $23043710.00       | $15634784.33       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2048-06-01      | 4.0000%  | 0.0000% | $1280.00           | $130.30            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2049-06-01      | 4.5000%  | 0.0000% | $3000.00           | $363.87            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2038-12-01      | 4.2100%  | 0.0000% | $1000000.00        | $179311.46         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2029-02-01      | 3.7400%  | 0.0000% | $115000.00         | $115027.46         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2031-11-01      | 2.6200%  | 0.0000% | $384000.00         | $352251.31         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2031-01-01      | 3.0000%  | 0.0000% | $1599000.00        | $90050.74          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2032-08-01      | 4.0000%  | 0.0000% | $1740.00           | $234.42            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2035-04-01      | 3.5000%  | 0.0000% | $3000.00           | $868.91            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2040-12-01      | 4.0000%  | 0.0000% | $6108350.00        | $6022276.36        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2036-06-01      | 2.0000%  | 0.0000% | $2000.00           | $1828.35           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2040-12-01      | 5.0000%  | 0.0000% | $6251560.00        | $6394588.05        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2038-07-01      | 3.5000%  | 0.0000% | $1000.00           | $684.05            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2039-05-01      | 6.0000%  | 0.0000% | $8230.00           | $5460.20           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2039-07-01      | 6.0000%  | 0.0000% | $2250.00           | $1267.93           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2036-07-01      | 2.5000%  | 0.0000% | $2000.00           | $1573.61           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-12-01      | 5.0000%  | 0.0000% | $17070000.00       | $17017714.67       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-11-01      | 5.0000%  | 0.0000% | $2001.00           | $2015.91           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-04-01      | 5.0000%  | 0.0000% | $63060940.00       | $58507009.63       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-05-01      | 3.0000%  | 0.0000% | $286720.00         | $242211.70         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-02-01      | 6.0000%  | 0.0000% | $25466760.00       | $23893343.50       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-02-01      | 5.0000%  | 0.0000% | $100000.00         | $91490.15          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-05-01      | 6.0000%  | 0.0000% | $1890.00           | $1850.25           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-03-01      | 6.0000%  | 0.0000% | $1020.00           | $876.00            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-08-01      | 5.5000%  | 0.0000% | $2000.00           | $1953.31           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-06-01      | 6.5000%  | 0.0000% | $92003760.00       | $87601647.14       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-09-01      | 4.5000%  | 0.0000% | $137820.00         | $133433.56         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-09-01      | 5.0000%  | 0.0000% | $32098660.00       | $31550354.71       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-12-01      | 6.0000%  | 0.0000% | $79876158.00       | $82641278.47       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-09-01      | 5.5000%  | 0.0000% | $16071130.00       | $15842114.11       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-09-01      | 6.0000%  | 0.0000% | $19224112.00       | $19632690.75       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-10-01      | 6.0000%  | 0.0000% | $52632870.00       | $53168349.85       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-04-01      | 6.5000%  | 0.0000% | $1980.00           | $1919.08           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2052-06-01      | 2.0000%  | 0.0000% | $3020.00           | $2463.18           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-03-01      | 5.0000%  | 0.0000% | $391630.00         | $387032.71         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-12-01      | 6.0000%  | 0.0000% | $15246.00          | $15962.34          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2056-01-01      | 5.5000%  | 0.0000% | $7154487.00        | $7389172.46        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-09-01      | 7.0000%  | 0.0000% | $1021.00           | $1083.51           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2056-02-01      | 5.5000%  | 0.0000% | $3024.00           | $3130.57           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2032-01-01      | 2.5000%  | 0.0000% | $6000.00           | $930.89            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2032-10-01      | 3.0000%  | 0.0000% | $3000000.00        | $483698.82         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2044-02-01      | 4.0000%  | 0.0000% | $10000.00          | $1030.90           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2048-01-01      | 3.5000%  | 0.0000% | $8203840.00        | $2440172.91        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-12-01      | 3.0000%  | 0.0000% | $1134690.00        | $500109.93         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-03-01      | 6.0000%  | 0.0000% | $17888500.00       | $10272969.73       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2043-11-01      | 4.0000%  | 0.0000% | $2301710.00        | $1641251.86        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-07-01      | 5.5000%  | 0.0000% | $1553490.00        | $1364491.93        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-06-01      | 5.0000%  | 0.0000% | $2000.00           | $1667.74           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-07-01      | 5.0000%  | 0.0000% | $4875000.00        | $4550664.14        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-07-01      | 5.5000%  | 0.0000% | $203180.00         | $181312.15         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-07-01      | 5.5000%  | 0.0000% | $1927760.00        | $1147534.38        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2053-07-01      | 5.5000%  | 0.0000% | $2000.00           | $1689.99           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2053-07-01      | 6.5000%  | 0.0000% | $1372140.00        | $1255362.87        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2054-09-01      | 5.0000%  | 0.0000% | $1000.00           | $990.95            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-08-01      | 6.5000%  | 0.0000% | $1699880.00        | $948420.16         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2028-12-01      | 4.9200%  | 0.0000% | $175000.00         | $180453.58         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2028-12-01      | 5.1700%  | 0.0000% | $180000.00         | $187018.15         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2029-02-01      | 4.4800%  | 0.0000% | $70900.00          | $72397.33          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-06-01      | 7.0000%  | 0.0000% | $45300.00          | $34897.83          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-09-01      | 7.0000%  | 0.0000% | $26333910.00       | $24650144.31       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2056-01-01      | 5.5000%  | 0.0000% | $750183877.00      | $764796375.66      | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-11-01      | 7.0000%  | 0.0000% | $5014.00           | $5023.98           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2042-05-01      | 2.0000%  | 0.0000% | $24743340.00       | $19227296.28       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-10-01      | 6.0000%  | 0.0000% | $650642.00         | $674058.90         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-12-01      | 5.0000%  | 0.0000% | $1538501.00        | $1560430.51        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-12-01      | 6.5000%  | 0.0000% | $3702253.00        | $3904807.36        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-10-01      | 7.0000%  | 0.0000% | $306671.00         | $325765.41         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1050.57           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2056-01-01      | 4.5000%  | 0.0000% | $3372480.00        | $3337038.61        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-12-01      | 6.0000%  | 0.0000% | $1498984.00        | $1564492.54        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-12-01      | 5.5000%  | 0.0000% | $1909668.00        | $1963983.14        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-12-01      | 5.0000%  | 0.0000% | $1162977.00        | $1174197.94        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-08-01      | 7.0000%  | 0.0000% | $4927566.00        | $5245028.61        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-04-01      | 4.5000%  | 0.0000% | $1000.00           | $816.77            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-06-01      | 5.5000%  | 0.0000% | $5976880.00        | $4569354.22        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-07-01      | 6.0000%  | 0.0000% | $2901000.00        | $2019388.33        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-07-01      | 4.0000%  | 0.0000% | $1175870.00        | $966823.67         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2038-07-01      | 3.5000%  | 0.0000% | $1000.00           | $719.35            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-10-01      | 4.5000%  | 0.0000% | $1000.00           | $869.53            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-12-01      | 4.0000%  | 0.0000% | $26470.00          | $21402.06          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-07-01      | 7.5000%  | 0.0000% | $218880.00         | $104601.13         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-12-01      | 5.5000%  | 0.0000% | $1131640.00        | $994051.26         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-11-01      | 5.0000%  | 0.0000% | $9000.00           | $8248.22           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-11-01      | 5.5000%  | 0.0000% | $3220.00           | $2792.24           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-01-01      | 6.0000%  | 0.0000% | $80000.00          | $63466.91          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-01-01      | 7.5000%  | 0.0000% | $3997890.00        | $2908902.51        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-02-01      | 4.0000%  | 0.0000% | $53000.00          | $48473.99          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-02-01      | 4.5000%  | 0.0000% | $1020.00           | $958.88            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-03-01      | 7.0000%  | 0.0000% | $106828010.00      | $75937902.26       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-02-01      | 7.0000%  | 0.0000% | $288230.00         | $183178.05         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-04-01      | 4.0000%  | 0.0000% | $500830.00         | $461422.13         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-04-01      | 5.5000%  | 0.0000% | $242410.00         | $216771.30         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-05-01      | 5.0000%  | 0.0000% | $4000.00           | $3834.54           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-06-01      | 3.5000%  | 0.0000% | $1000.00           | $906.65            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-05-01      | 7.5000%  | 0.0000% | $5994710.00        | $5022586.92        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2045-07-01      | 5.0000%  | 0.0000% | $675000.00         | $629805.93         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-08-01      | 5.5000%  | 0.0000% | $2050000.00        | $1976729.78        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2045-07-01      | 7.0000%  | 0.0000% | $9861520.00        | $9070594.19        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-09-01      | 7.5000%  | 0.0000% | $12450590.00       | $10774666.91       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-09-01      | 5.5000%  | 0.0000% | $7040.00           | $6862.60           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2040-09-01      | 5.5000%  | 0.0000% | $452280.00         | $412241.97         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2045-09-01      | 7.0000%  | 0.0000% | $9832070.00        | $8668899.75        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-08-20      | 5.5000%  | 0.0000% | $2922970.00        | $2386987.08        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-08-20      | 5.5000%  | 0.0000% | $300000.00         | $243407.85         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2046-06-20      | 4.5000%  | 0.0000% | $5740620.00        | $4503528.68        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-07-01      | 6.0000%  | 0.0000% | $2515560.00        | $2339265.15        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-07-01      | 5.5000%  | 0.0000% | $2565015.00        | $2624799.54        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-10-01      | 5.5000%  | 0.0000% | $1960.00           | $2005.29           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-08-01      | 5.5000%  | 0.0000% | $12653000.00       | $12848740.41       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-09-01      | 5.5000%  | 0.0000% | $1023.00           | $1036.45           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-09-01      | 7.5000%  | 0.0000% | $1247881.00        | $1348493.54        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-08-01      | 6.0000%  | 0.0000% | $6740740.00        | $6725368.32        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-09-01      | 5.5000%  | 0.0000% | $155210.00         | $149361.38         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2040-10-01      | 5.5000%  | 0.0000% | $1407310.00        | $1374070.70        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-07-01      | 7.5000%  | 0.0000% | $1413103.00        | $1510728.94        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-09-01      | 5.5000%  | 0.0000% | $3264200.00        | $2985179.51        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-08-01      | 6.5000%  | 0.0000% | $1166170.00        | $907974.74         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-10-01      | 5.5000%  | 0.0000% | $1275590.00        | $1196687.64        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-10-01      | 6.5000%  | 0.0000% | $8670369.00        | $9059973.76        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-10-01      | 6.5000%  | 0.0000% | $2607246.00        | $2765175.48        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-10-01      | 5.5000%  | 0.0000% | $1998.00           | $2065.94           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2038-01-15      | 6.0000%  | 0.0000% | $50000.00          | $345.50            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2038-06-15      | 6.0000%  | 0.0000% | $62500.00          | $743.31            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2038-08-20      | 4.5000%  | 0.0000% | $50000.00          | $457.76            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2035-11-20      | 5.5000%  | 0.0000% | $60000.00          | $1033.37           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2039-07-15      | 4.0000%  | 0.0000% | $25100.00          | $1332.94           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2039-07-15      | 4.0000%  | 0.0000% | $44100.00          | $1218.53           | Agency Mortgage-Backed Securities  |
| RESOLUTION FUNDING STRIP       | 2028-01-15      | NA       | 0.0000% | $10000.00          | $9296.58           | Agency Mortgage-Backed Securities  |
| RESOLUTION FUNDING STRIP       | 2029-04-15      | NA       | 0.0000% | $20000.00          | $17706.16          | Agency Mortgage-Backed Securities  |
| RESOLUTION FUNDING STRIP       | 2029-10-15      | NA       | 0.0000% | $6000.00           | $5211.89           | Agency Mortgage-Backed Securities  |
| RFC PRINCIPAL  STRIP           | 2030-04-15      | NA       | 0.0000% | $14500000.00       | $12294289.00       | Agency Mortgage-Backed Securities  |
| TENN VALLEY AUTHORITY          | 2033-07-15      | 4.7000%  | 0.0000% | $5000.00           | $5185.92           | Agency Mortgage-Backed Securities  |
| TENN VALLEY AUTHORITY          | 2056-04-01      | 5.3750%  | 0.0000% | $800000.00         | $820617.89         | Agency Mortgage-Backed Securities  |
| TENN VALLEY AUTHORITY          | 2035-05-15      | 4.8750%  | 0.0000% | $3000.00           | $3113.95           | Agency Mortgage-Backed Securities  |
| TENN VAL AUTH CPN STRIP        | 2026-11-01      | NA       | 0.0000% | $2000.00           | $1944.49           | Agency Mortgage-Backed Securities  |
| STRIP PRINC                    | 2045-05-15      | NA       | 0.0000% | $5200.00           | $2004.28           | U.S. Treasuries (including strips) |
| Fannie Mae                     | 2055-10-01      | 5.5000%  | 0.0000% | $4515000.00        | $4454166.00        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-12-01      | 5.0000%  | 0.0000% | $1150.00           | $1146.90           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2040-11-01      | 4.0000%  | 0.0000% | $27254610.00       | $26506432.30       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2035-11-01      | 5.0000%  | 0.0000% | $881300.00         | $833271.70         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-04-01      | 3.0000%  | 0.0000% | $250000.00         | $153833.61         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-05-01      | 3.0000%  | 0.0000% | $1403000.00        | $737394.46         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-05-01      | 2.0000%  | 0.0000% | $1000.00           | $585.72            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-05-01      | 2.5000%  | 0.0000% | $1010230.00        | $587061.64         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2036-06-01      | 2.5000%  | 0.0000% | $97000.00          | $50206.13          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-09-01      | 2.5000%  | 0.0000% | $2040.00           | $1226.53           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-07-01      | 2.0000%  | 0.0000% | $1000.00           | $596.28            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-07-01      | 3.5000%  | 0.0000% | $3070.00           | $1321.79           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-08-01      | 2.0000%  | 0.0000% | $3900.00           | $2378.24           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-08-01      | 2.5000%  | 0.0000% | $3120.00           | $1904.80           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-03-01      | 2.0000%  | 0.0000% | $249950.00         | $186215.48         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-08-01      | 4.0000%  | 0.0000% | $1000.00           | $727.30            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-08-01      | 4.5000%  | 0.0000% | $2010.00           | $1488.03           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-12-01      | 3.0000%  | 0.0000% | $341040.00         | $205498.21         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-07-01      | 3.5000%  | 0.0000% | $2320.00           | $1722.30           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-03-01      | 3.5000%  | 0.0000% | $2500.00           | $1666.89           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-06-01      | 2.5000%  | 0.0000% | $3000.00           | $2092.72           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-08-01      | 4.0000%  | 0.0000% | $49940.00          | $38588.53          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-09-01      | 3.5000%  | 0.0000% | $2000.00           | $1522.57           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-01-01      | 5.5000%  | 0.0000% | $370000.00         | $276501.73         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-11-01      | 4.0000%  | 0.0000% | $213970.00         | $168410.36         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-11-01      | 5.0000%  | 0.0000% | $25370.00          | $20009.53          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-06-01      | 2.5000%  | 0.0000% | $55323260.00       | $22454417.74       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-08-01      | 2.5000%  | 0.0000% | $31672280.00       | $19726080.54       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2036-08-01      | 2.0000%  | 0.0000% | $1000.00           | $531.89            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-09-01      | 2.5000%  | 0.0000% | $6240.00           | $3767.37           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-01-01      | 2.0000%  | 0.0000% | $63743090.00       | $40151862.97       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-01-01      | 3.5000%  | 0.0000% | $3630.00           | $2193.84           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-10-01      | 3.0000%  | 0.0000% | $5477360.00        | $3877465.43        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-12-01      | 2.5000%  | 0.0000% | $3324500.00        | $2136567.97        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-12-01      | 4.0000%  | 0.0000% | $1000.00           | $474.59            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-01-01      | 3.0000%  | 0.0000% | $558940.00         | $381055.73         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-05-01      | 3.5000%  | 0.0000% | $12250.00          | $8165.01           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-02-01      | 2.0000%  | 0.0000% | $105730.00         | $70303.54          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-02-01      | 2.0000%  | 0.0000% | $2790.00           | $1799.09           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-02-01      | 2.5000%  | 0.0000% | $188760.00         | $131881.04         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-03-01      | 4.0000%  | 0.0000% | $5280870.00        | $2390485.11        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-04-01      | 3.5000%  | 0.0000% | $12356550.00       | $8361690.80        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2037-04-01      | 3.5000%  | 0.0000% | $1000.00           | $553.61            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-04-01      | 3.5000%  | 0.0000% | $4999000.00        | $3386203.54        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2037-05-01      | 2.0000%  | 0.0000% | $2912270.00        | $1788821.86        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-06-01      | 3.0000%  | 0.0000% | $1980.00           | $1384.50           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-05-20      | 3.5000%  | 0.0000% | $449556000.00      | $51449352.95       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-05-20      | 5.5000%  | 0.0000% | $10000.00          | $980.03            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2046-06-20      | 4.0000%  | 0.0000% | $2400.00           | $106.19            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2039-01-20      | 6.5000%  | 0.0000% | $454430.00         | $65757.71          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2038-11-20      | 6.0000%  | 0.0000% | $22000.00          | $2096.49           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-03-20      | 3.5000%  | 0.0000% | $20350.00          | $2367.09           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-02-20      | 3.0000%  | 0.0000% | $804540.00         | $110716.62         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-04-20      | 4.5000%  | 0.0000% | $2500.00           | $189.28            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-04-20      | 4.0000%  | 0.0000% | $7497700.00        | $573345.87         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-03-20      | 5.0000%  | 0.0000% | $1000.00           | $74.28             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-06-20      | 6.0000%  | 0.0000% | $6770.00           | $688.35            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-01-20      | 3.5000%  | 0.0000% | $71731450.00       | $26446154.25       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-10-20      | 4.5000%  | 0.0000% | $100000.00         | $6674.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-12-20      | 3.0000%  | 0.0000% | $3990.00           | $677.08            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-11-20      | 2.5000%  | 0.0000% | $2990310.00        | $1177313.12        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-04-20      | 3.5000%  | 0.0000% | $2000.00           | $1374.66           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-04-01      | 2.5000%  | 0.0000% | $2410.00           | $1620.22           | Agency Mortgage-Backed Securities  |
| US TREASURY N/B                | 2048-02-15      | 3.0000%  | 0.0000% | $700.00            | $529.24            | U.S. Treasuries (including strips) |
| Fannie Mae                     | 2055-09-01      | 5.5000%  | 0.0000% | $1010.00           | $996.39            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-08-20      | 6.0000%  | 0.0000% | $4704100.00        | $4554254.71        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-07-20      | 4.0000%  | 0.0000% | $51035540.00       | $48238028.13       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-11-20      | 2.5000%  | 0.0000% | $231620.00         | $198608.09         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2031-02-20      | 6.0000%  | 0.0000% | $60000.00          | $47.21             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2031-05-20      | 7.5000%  | 0.0000% | $380000.00         | $311.48            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2031-03-20      | 7.5000%  | 0.0000% | $390000.00         | $266.95            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2031-04-20      | 6.0000%  | 0.0000% | $89000.00          | $119.26            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2031-07-20      | 7.0000%  | 0.0000% | $198000.00         | $376.51            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2032-10-01      | 4.0000%  | 0.0000% | $60900.00          | $2930.06           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2042-09-01      | 4.5000%  | 0.0000% | $8000.00           | $993.52            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2046-12-01      | 3.0000%  | 0.0000% | $342650.00         | $87487.48          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2046-02-01      | 3.5000%  | 0.0000% | $13040.00          | $2384.39           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2030-07-01      | 3.5800%  | 0.0000% | $875000.00         | $728846.05         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2028-05-01      | 3.6100%  | 0.0000% | $1072000.00        | $937092.31         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2042-07-01      | 3.0000%  | 0.0000% | $10000000.00       | $1036496.93        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2043-08-01      | 3.0000%  | 0.0000% | $660000.00         | $140362.87         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-11-01      | 4.5000%  | 0.0000% | $1000.00           | $719.18            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-07-01      | 3.5000%  | 0.0000% | $1720.00           | $1312.48           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-02-01      | 6.0000%  | 0.0000% | $1910.00           | $1211.16           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-07-01      | 7.0000%  | 0.0000% | $4080.00           | $3371.26           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2046-10-01      | 3.5000%  | 0.0000% | $3990.00           | $1094.07           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2047-03-01      | 3.5000%  | 0.0000% | $3000.00           | $522.38            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2048-03-01      | 4.0000%  | 0.0000% | $3000.00           | $697.03            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2034-01-01      | 3.5000%  | 0.0000% | $465000.00         | $54518.05          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2028-05-01      | 2.5000%  | 0.0000% | $50000.00          | $1270.24           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2049-01-01      | 5.0000%  | 0.0000% | $600000.00         | $51234.11          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2049-03-01      | 5.0000%  | 0.0000% | $1000.00           | $192.60            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2033-02-01      | 3.5000%  | 0.0000% | $2406000.00        | $383004.89         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2029-07-01      | 4.0000%  | 0.0000% | $55000.00          | $137.31            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $738.47            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-06-01      | 6.5000%  | 0.0000% | $3990.00           | $3391.99           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-12-01      | 5.0000%  | 0.0000% | $45000.00          | $41892.04          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2054-09-01      | 6.0000%  | 0.0000% | $133799320.00      | $114544739.90      | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-05-01      | 5.5000%  | 0.0000% | $4000.00           | $3656.35           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-07-01      | 3.5000%  | 0.0000% | $65000.00          | $56135.13          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $844.86            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-11-01      | 5.0000%  | 0.0000% | $28420600.00       | $27106117.83       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2036-06-01      | 2.5000%  | 0.0000% | $5320.00           | $4725.75           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2034-12-01      | 2.5000%  | 0.0000% | $1000.00           | $169.60            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2037-07-01      | 3.5000%  | 0.0000% | $1000.00           | $576.78            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2039-04-01      | 5.5000%  | 0.0000% | $2860.00           | $1703.93           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2036-02-01      | 2.0000%  | 0.0000% | $5466460.00        | $2832748.56        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2036-02-01      | 2.0000%  | 0.0000% | $1000.00           | $447.44            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2030-01-01      | 6.0000%  | 0.0000% | $3000.00           | $407.28            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2040-07-01      | 4.5000%  | 0.0000% | $4000.00           | $2812.80           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-11-01      | 2.5000%  | 0.0000% | $248570.00         | $156777.56         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2049-12-01      | 3.0000%  | 0.0000% | $149000.00         | $43268.29          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2050-01-01      | 3.0000%  | 0.0000% | $1000.00           | $286.20            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-04-01      | 2.5000%  | 0.0000% | $317300.00         | $181088.24         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-03-01      | 2.0000%  | 0.0000% | $7495970.00        | $4711166.99        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $697.89            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-10-01      | 3.0000%  | 0.0000% | $2806090.00        | $2490216.33        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-11-01      | 5.5000%  | 0.0000% | $7060056.00        | $7244923.53        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2040-09-01      | 4.5000%  | 0.0000% | $1577889.00        | $1578869.38        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-10-01      | 5.5000%  | 0.0000% | $4351570.00        | $4076494.64        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-05-01      | 3.0000%  | 0.0000% | $1242780.00        | $838290.28         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-06-01      | 3.5000%  | 0.0000% | $2000.00           | $1549.08           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-12-01      | 6.5000%  | 0.0000% | $2530261.00        | $2666424.75        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-09-01      | 6.0000%  | 0.0000% | $11816870.00       | $11658585.62       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-09-01      | 5.5000%  | 0.0000% | $2523106.00        | $2556153.00        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-10-01      | 5.5000%  | 0.0000% | $3000.00           | $3075.93           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-10-01      | 6.5000%  | 0.0000% | $1075920.00        | $1131741.26        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-10-01      | 5.5000%  | 0.0000% | $6007.00           | $6111.22           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-09-01      | 6.5000%  | 0.0000% | $1015865.00        | $1061215.49        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-11-01      | 6.5000%  | 0.0000% | $8472710.00        | $8383690.79        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-09-01      | 5.5000%  | 0.0000% | $2311550.00        | $2359149.27        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-10-01      | 5.0000%  | 0.0000% | $1372122.00        | $1372295.63        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1038.35           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-09-01      | 6.5000%  | 0.0000% | $3775463.00        | $3970688.68        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-10-01      | 7.0000%  | 0.0000% | $11051727.00       | $11635612.96       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-10-01      | 5.5000%  | 0.0000% | $1660754.00        | $1703788.34        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-10-01      | 7.0000%  | 0.0000% | $1115452.00        | $1183476.80        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-11-01      | 5.0000%  | 0.0000% | $2015.00           | $2026.91           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-10-01      | 5.0000%  | 0.0000% | $3830850.00        | $3679331.55        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-10-01      | 6.5000%  | 0.0000% | $1060596.00        | $1120163.63        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-10-01      | 5.5000%  | 0.0000% | $2480.00           | $2543.39           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-11-01      | 4.0000%  | 0.0000% | $2727740.00        | $2591783.93        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2037-07-01      | 4.0000%  | 0.0000% | $1000.00           | $542.62            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-09-01      | 3.5000%  | 0.0000% | $1000.00           | $764.93            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-03-01      | 5.5000%  | 0.0000% | $983010.00         | $723103.82         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-02-01      | 5.5000%  | 0.0000% | $4880.00           | $3528.28           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-02-01      | 3.5000%  | 0.0000% | $1000.00           | $771.42            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2029-09-15      | 7.5000%  | 0.0000% | $50000.00          | $9.32              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2029-05-15      | 7.0000%  | 0.0000% | $25000.00          | $45.85             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2030-11-15      | 9.0000%  | 0.0000% | $50000.00          | $94.04             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2032-01-15      | 6.0000%  | 0.0000% | $65000.00          | $201.90            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2031-07-15      | 6.5000%  | 0.0000% | $100000.00         | $288.84            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2033-12-15      | 6.0000%  | 0.0000% | $105000.00         | $787.71            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2033-11-15      | 5.0000%  | 0.0000% | $65000.00          | $970.17            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2030-04-15      | 8.0000%  | 0.0000% | $60000.00          | $27.86             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2028-12-15      | 7.0000%  | 0.0000% | $150000.00         | $135.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2029-08-15      | 7.0000%  | 0.0000% | $110000.00         | $68.26             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-04-20      | 4.5000%  | 0.0000% | $9078300.00        | $198961.25         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2046-02-20      | 3.5000%  | 0.0000% | $552703800.00      | $53789298.99       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2043-05-20      | 3.5000%  | 0.0000% | $552000.00         | $88188.84          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-03-20      | 3.0000%  | 0.0000% | $33022720.00       | $16276006.63       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-06-20      | 3.5000%  | 0.0000% | $1040.00           | $561.17            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-07-20      | 6.0000%  | 0.0000% | $1000.00           | $846.97            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2035-08-01      | 3.5000%  | 0.0000% | $17000.00          | $2300.08           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2046-01-01      | 3.0000%  | 0.0000% | $1000.00           | $125.42            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2048-11-01      | 4.5000%  | 0.0000% | $7225500.00        | $576493.83         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2064-12-20      | 7.0000%  | 0.0000% | $19994000.00       | $12075970.92       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2041-01-20      | 4.0000%  | 0.0000% | $60000.00          | $3945.60           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2041-09-15      | 5.0000%  | 0.0000% | $30000.00          | $1642.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2033-08-15      | 6.0000%  | 0.0000% | $43000.00          | $222.23            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2035-08-15      | 4.5000%  | 0.0000% | $25000.00          | $765.94            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2035-09-15      | 5.0000%  | 0.0000% | $45000.00          | $456.08            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2035-10-15      | 5.0000%  | 0.0000% | $25500.00          | $706.36            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2037-04-15      | 6.0000%  | 0.0000% | $65000.00          | $421.09            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2037-01-15      | 6.0000%  | 0.0000% | $75000.00          | $1874.53           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2037-03-15      | 5.5000%  | 0.0000% | $50000.00          | $234.03            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1027.36           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1044.45           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-04-01      | 5.5000%  | 0.0000% | $1318599.00        | $1328243.79        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-04-01      | 6.0000%  | 0.0000% | $14307830.00       | $12812498.25       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-11-01      | 7.5000%  | 0.0000% | $2135296.00        | $2273153.13        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2056-01-01      | 4.0000%  | 0.0000% | $1924840.00        | $1847292.47        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2056-01-01      | 6.0000%  | 0.0000% | $1022.00           | $1051.24           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2046-01-01      | 5.0000%  | 0.0000% | $127594.00         | $128432.68         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2040-05-01      | 5.0000%  | 0.0000% | $9000.00           | $213.47            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2033-11-01      | 4.5000%  | 0.0000% | $28000.00          | $507.68            | Agency Mortgage-Backed Securities  |
| FARMER MAC                     | 2028-08-25      | 3.8200%  | 0.0000% | $500000.00         | $502320.69         | Agency Mortgage-Backed Securities  |
| FARMER MAC                     | 2027-12-13      | 3.8600%  | 0.0000% | $6000000.00        | $6035365.00        | Agency Mortgage-Backed Securities  |
| FARMER MAC                     | 2027-12-28      | 3.8700%  | 0.0000% | $25000000.00       | $25096708.33       | Agency Mortgage-Backed Securities  |
| FARMER MAC                     | 2028-02-04      | 3.8900%  | 0.0000% | $25000000.00       | $25254798.61       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2054-11-01      | 6.5000%  | 0.0000% | $3000.00           | $1662.34           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $892.45            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-01-01      | 7.5000%  | 0.0000% | $2651130.00        | $1765491.32        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-01-01      | 4.5000%  | 0.0000% | $1010.00           | $966.69            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $961.33            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-01-01      | 6.0000%  | 0.0000% | $6081670.00        | $5201692.19        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-02-01      | 4.5000%  | 0.0000% | $3920.00           | $3359.80           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-02-01      | 5.0000%  | 0.0000% | $1000.00           | $872.04            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-02-01      | 7.5000%  | 0.0000% | $11333340.00       | $8066414.09        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-03-01      | 6.0000%  | 0.0000% | $9856840.00        | $9004571.88        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-05-01      | 6.5000%  | 0.0000% | $1910.00           | $1808.00           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-07-01      | 5.5000%  | 0.0000% | $1000000.00        | $890827.26         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-07-01      | 6.0000%  | 0.0000% | $10784635.00       | $10973960.47       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-07-01      | 6.0000%  | 0.0000% | $390713.00         | $406185.84         | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-01-20      | 6.0000%  | 0.0000% | $1100139.00        | $1141837.93        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-01-20      | 5.5000%  | 0.0000% | $2483472.00        | $2556288.78        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-01-20      | 5.5000%  | 0.0000% | $1335376.00        | $1374529.97        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-01-20      | 5.5000%  | 0.0000% | $1674747.00        | $1719267.73        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2027-08-01      | 7.5000%  | 0.0000% | $10000.00          | $1.14              | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2030-11-01      | 8.5000%  | 0.0000% | $20000.00          | $12.63             | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2031-02-01      | 7.0000%  | 0.0000% | $30000.00          | $4.98              | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2027-11-01      | 8.0000%  | 0.0000% | $130000.00         | $13.79             | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2031-03-01      | 7.0000%  | 0.0000% | $70000.00          | $38.88             | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2037-12-01      | 5.5000%  | 0.0000% | $2900.00           | $116.44            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2028-11-01      | 2.0000%  | 0.0000% | $3790.00           | $394.21            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-05-01      | 1.9170%  | 0.0000% | $129747840.00      | $108573268.15      | Agency Mortgage-Backed Securities  |
| FREDDIE MAC NON GOLD POOL      | 2055-08-01      | NA       | 0.0000% | $87974924.00       | $89340470.77       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2036-01-01      | 5.0000%  | 0.0000% | $100000.00         | $481.47            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2035-10-01      | 5.5000%  | 0.0000% | $64612000.00       | $234844.62         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-12-01      | 6.0000%  | 0.0000% | $2289511.00        | $2395502.84        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-12-01      | 5.0000%  | 0.0000% | $3000.00           | $3014.40           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-12-01      | 6.0000%  | 0.0000% | $2683465.00        | $2803537.42        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-11-01      | 5.5000%  | 0.0000% | $300096.00         | $311716.09         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-12-01      | 5.0000%  | 0.0000% | $1147240.00        | $1155190.91        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-12-01      | 5.5000%  | 0.0000% | $2003.00           | $2046.93           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2041-01-01      | 4.5000%  | 0.0000% | $1990.00           | $1992.88           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-12-01      | 6.5000%  | 0.0000% | $1011553.00        | $1067796.47        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-12-01      | 4.5000%  | 0.0000% | $1010.00           | $994.53            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-12-01      | 5.5000%  | 0.0000% | $8767101.00        | $9036718.99        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2046-01-01      | 5.0000%  | 0.0000% | $1032704.00        | $1052316.89        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2056-01-01      | 5.5000%  | 0.0000% | $6762387.00        | $6933682.02        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2056-01-01      | 5.5000%  | 0.0000% | $1068516.00        | $1091507.85        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2046-04-01      | 3.5000%  | 0.0000% | $3400000.00        | $566568.94         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2046-11-01      | 4.5000%  | 0.0000% | $1000.00           | $262.10            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2047-03-01      | 4.0000%  | 0.0000% | $6270000.00        | $785509.17         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2056-06-01      | 4.5000%  | 0.0000% | $688980.00         | $159781.32         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2056-08-01      | 4.5000%  | 0.0000% | $134000.00         | $36025.80          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2056-08-01      | 5.5000%  | 0.0000% | $6923990.00        | $1687447.84        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2057-01-01      | 3.5000%  | 0.0000% | $20679720.00       | $7035284.40        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1031.44           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2056-01-01      | 5.5000%  | 0.0000% | $2847506.00        | $2907863.32        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-12-01      | 6.5000%  | 0.0000% | $1088701.00        | $1136570.22        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2056-01-01      | 7.0000%  | 0.0000% | $2832474.00        | $2996612.72        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-12-01      | 5.0000%  | 0.0000% | $5338840.00        | $5382842.09        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-12-01      | 4.5000%  | 0.0000% | $1000.00           | $990.38            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-11-01      | 6.0000%  | 0.0000% | $693780.00         | $722418.65         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2056-01-01      | 4.5000%  | 0.0000% | $4245330.00        | $4180663.68        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2056-01-01      | 5.5000%  | 0.0000% | $5240384.00        | $5373555.57        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2056-02-01      | 5.5000%  | 0.0000% | $3359507.00        | $3451472.01        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2032-06-01      | 2.5000%  | 0.0000% | $886910.00         | $151611.79         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-10-01      | 5.5000%  | 0.0000% | $2040.00           | $1991.63           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1039.91           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-09-01      | 6.0000%  | 0.0000% | $8542848.00        | $8898506.24        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-10-01      | 6.0000%  | 0.0000% | $380428.00         | $396465.39         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-11-01      | 5.5000%  | 0.0000% | $4366769.00        | $4475724.17        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2049-10-01      | 3.0000%  | 0.0000% | $1590.00           | $247.88            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $172.96            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2050-04-01      | 2.5000%  | 0.0000% | $49999000.00       | $16938210.02       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2050-08-01      | 2.0000%  | 0.0000% | $101770.00         | $51671.69          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $461.11            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-08-01      | 2.5000%  | 0.0000% | $1468580.00        | $878647.45         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-08-01      | 2.5000%  | 0.0000% | $3000.00           | $1798.68           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-08-01      | 2.5000%  | 0.0000% | $301000.00         | $179412.46         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-08-01      | 3.0000%  | 0.0000% | $1811080.00        | $1182676.77        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-09-01      | 3.0000%  | 0.0000% | $499000.00         | $294559.36         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $634.16            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-11-01      | 2.0000%  | 0.0000% | $5100150.00        | $3457652.23        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-03-01      | 2.0000%  | 0.0000% | $3000.00           | $1972.45           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-04-01      | 3.0000%  | 0.0000% | $500000.00         | $380144.98         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-02-01      | 4.0000%  | 0.0000% | $21734220.00       | $19918480.85       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-02-01      | 5.5000%  | 0.0000% | $2465450.00        | $2150961.09        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-04-01      | 7.5000%  | 0.0000% | $4864500.00        | $3257137.60        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $962.33            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-05-01      | 7.5000%  | 0.0000% | $2030.00           | $1197.96           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-09-01      | 6.0000%  | 0.0000% | $1098000.00        | $853651.90         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-03-01      | 2.5000%  | 0.0000% | $2201620.00        | $1633775.05        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-03-01      | 2.0000%  | 0.0000% | $2450560.00        | $1799358.70        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-11-01      | 6.0000%  | 0.0000% | $3170.00           | $2681.99           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-11-01      | 5.5000%  | 0.0000% | $2105660.00        | $1842518.82        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2048-01-01      | 4.0000%  | 0.0000% | $35000.00          | $3382.80           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2045-12-01      | 3.5000%  | 0.0000% | $1990.00           | $284.42            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2035-09-01      | 4.3850%  | 0.0000% | $12000000.00       | $11979496.33       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-10-01      | 6.0000%  | 0.0000% | $1399990.00        | $1119216.50        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2043-06-01      | 4.0000%  | 0.0000% | $16000.00          | $10962.58          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-02-01      | 5.0000%  | 0.0000% | $5000.00           | $4351.92           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-02-01      | 2.5000%  | 0.0000% | $5060.00           | $3798.91           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-12-01      | 3.5000%  | 0.0000% | $1000.00           | $824.67            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2053-07-01      | 4.0000%  | 0.0000% | $64818250.00       | $53991467.85       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2041-01-01      | 4.0000%  | 0.0000% | $1980.00           | $1963.21           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2056-01-01      | 4.0000%  | 0.0000% | $149590.00         | $143563.65         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2056-02-01      | 5.0000%  | 0.0000% | $13448841.00       | $13647221.87       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2056-02-01      | 4.9200%  | 0.0000% | $1377540.00        | $1403983.72        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2041-01-01      | 4.0000%  | 0.0000% | $1319030.00        | $1307847.56        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2056-01-01      | 4.9900%  | 0.0000% | $4259696.00        | $4337468.35        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2056-01-01      | 5.0000%  | 0.0000% | $1031555.00        | $1043442.41        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2056-02-01      | 4.9360%  | 0.0000% | $4637108.00        | $4713486.84        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2056-02-01      | 4.8870%  | 0.0000% | $15071310.00       | $15348738.91       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2056-02-01      | 4.0000%  | 0.0000% | $8002890.00        | $7680487.35        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-06-01      | 3.0000%  | 0.0000% | $32540.00          | $26726.77          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-10-01      | 4.5000%  | 0.0000% | $4770.00           | $3418.31           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-10-01      | 5.5000%  | 0.0000% | $305000.00         | $243560.28         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-12-01      | 3.0000%  | 0.0000% | $55035560.00       | $39921963.07       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2039-05-01      | 6.0000%  | 0.0000% | $1940.00           | $1324.76           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-02-01      | 5.0000%  | 0.0000% | $78010.00          | $66099.07          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-04-01      | 6.5000%  | 0.0000% | $7000.00           | $5645.52           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-03-01      | 4.0000%  | 0.0000% | $59000.00          | $50579.59          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-03-01      | 2.0000%  | 0.0000% | $1200000.00        | $863185.64         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-07-01      | 2.5000%  | 0.0000% | $1000.00           | $767.65            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2034-05-15      | 6.0000%  | 0.0000% | $50000.00          | $386.71            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2032-05-15      | 6.5000%  | 0.0000% | $60000.00          | $83.62             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2032-01-15      | 6.5000%  | 0.0000% | $47000.00          | $201.57            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2034-05-15      | 5.0000%  | 0.0000% | $25000.00          | $316.22            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2032-02-15      | 6.0000%  | 0.0000% | $25000.00          | $117.86            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2034-10-15      | 6.0000%  | 0.0000% | $50000.00          | $804.50            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2034-12-15      | 6.0000%  | 0.0000% | $225000.00         | $1863.41           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2028-05-20      | 7.5000%  | 0.0000% | $60000.00          | $26.20             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2028-10-20      | 7.5000%  | 0.0000% | $100000.00         | $5.44              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2026-07-20      | 7.5000%  | 0.0000% | $300000.00         | $5.83              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2027-02-20      | 7.5000%  | 0.0000% | $200000.00         | $13.97             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2027-02-20      | 8.0000%  | 0.0000% | $420000.00         | $50.54             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2027-11-20      | 7.0000%  | 0.0000% | $3120000.00        | $1194.11           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2028-02-20      | 6.0000%  | 0.0000% | $160000.00         | $105.69            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2033-11-20      | 5.5000%  | 0.0000% | $25000.00          | $279.71            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2029-02-20      | 6.0000%  | 0.0000% | $100000.00         | $112.82            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2029-05-20      | 7.0000%  | 0.0000% | $1010000.00        | $953.29            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2029-06-20      | 7.0000%  | 0.0000% | $520000.00         | $462.25            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2030-02-20      | 7.0000%  | 0.0000% | $330000.00         | $214.29            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2030-02-20      | 7.5000%  | 0.0000% | $550000.00         | $328.50            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2030-10-20      | 8.0000%  | 0.0000% | $120000.00         | $57.23             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2030-10-20      | 8.5000%  | 0.0000% | $510000.00         | $157.40            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2054-08-01      | 5.5000%  | 0.0000% | $1253880.00        | $1253878.50        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2054-08-01      | 6.0000%  | 0.0000% | $4797320.00        | $4374993.82        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2032-04-01      | 3.5000%  | 0.0000% | $29000.00          | $1607.93           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2042-08-01      | 3.0000%  | 0.0000% | $25000.00          | $1523.70           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2043-03-01      | 3.5000%  | 0.0000% | $2900.00           | $430.65            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2044-02-01      | 4.5000%  | 0.0000% | $250000.00         | $41962.61          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2034-07-01      | 3.5000%  | 0.0000% | $10000.00          | $739.79            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2035-01-01      | 4.0000%  | 0.0000% | $14000.00          | $1581.61           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-10-01      | 6.5000%  | 0.0000% | $1210550.00        | $1111293.43        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-10-01      | 7.5000%  | 0.0000% | $2000.00           | $1122.13           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-02-01      | 5.5000%  | 0.0000% | $61670.00          | $46638.92          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2026-12-01      | 2.5000%  | 0.0000% | $102000.00         | $1520.48           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2037-01-01      | 4.0000%  | 0.0000% | $18000.00          | $3460.44           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2047-03-01      | 3.0000%  | 0.0000% | $6230.00           | $1365.05           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2047-07-01      | 4.5000%  | 0.0000% | $2000.00           | $187.86            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2032-07-01      | 3.5000%  | 0.0000% | $3000.00           | $266.84            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2047-08-01      | 4.0000%  | 0.0000% | $6840.00           | $714.99            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2047-09-01      | 3.5000%  | 0.0000% | $324000.00         | $39664.76          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2047-10-01      | 3.0000%  | 0.0000% | $50000.00          | $4913.28           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2046-10-01      | 3.5000%  | 0.0000% | $1020.00           | $256.15            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2026-12-01      | 2.0000%  | 0.0000% | $2994000.00        | $53901.85          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2047-05-01      | 4.0000%  | 0.0000% | $5000.00           | $873.39            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2028-04-01      | 2.5000%  | 0.0000% | $7028100.00        | $235881.54         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2043-03-01      | 3.0000%  | 0.0000% | $7692600.00        | $1020108.54        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2044-08-01      | 3.5000%  | 0.0000% | $1500000.00        | $247416.17         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2044-10-01      | 4.0000%  | 0.0000% | $1000.00           | $85.50             | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2045-05-01      | 3.5000%  | 0.0000% | $3323900.00        | $307059.18         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2033-05-01      | 5.5000%  | 0.0000% | $4000.00           | $8.99              | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2034-09-01      | 4.5000%  | 0.0000% | $101700.00         | $1181.42           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2033-09-01      | 5.5000%  | 0.0000% | $7000.00           | $61.62             | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2035-07-01      | 6.5000%  | 0.0000% | $3400.00           | $40.26             | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2035-12-01      | 5.0000%  | 0.0000% | $6000.00           | $75.54             | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-09-01      | 5.5000%  | 0.0000% | $81520.00          | $67982.11          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-10-01      | 6.0000%  | 0.0000% | $3035370.00        | $1727402.23        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2028-05-23      | 3.8600%  | 0.0000% | $12247000.00       | $12363533.61       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2033-09-01      | 5.0000%  | 0.0000% | $1000.00           | $8.79              | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2037-01-01      | 5.5000%  | 0.0000% | $1000.00           | $2.42              | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-06-01      | 3.0000%  | 0.0000% | $3000.00           | $2363.80           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-09-01      | 7.5000%  | 0.0000% | $31993510.00       | $16915906.58       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-12-01      | 2.0000%  | 0.0000% | $6340.00           | $3321.06           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-12-01      | 1.5000%  | 0.0000% | $100000.00         | $52855.94          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-12-01      | 2.5000%  | 0.0000% | $9927840.00        | $5289755.51        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-01-01      | 2.5000%  | 0.0000% | $1000000.00        | $534879.33         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-01-01      | 2.0000%  | 0.0000% | $3070.00           | $1701.35           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-01-01      | 2.5000%  | 0.0000% | $1000.00           | $464.27            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-01-01      | 1.5000%  | 0.0000% | $176422400.00      | $92951132.85       | Agency Mortgage-Backed Securities  |
| GINNIE MAE I POOL              | 2066-01-15      | 5.8800%  | 0.0000% | $1000.00           | $1052.94           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-11-20      | 6.5000%  | 0.0000% | $1000.00           | $1047.06           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-01-20      | 5.0000%  | 0.0000% | $40385659.00       | $40665159.18       | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-01-20      | 5.5000%  | 0.0000% | $1000.00           | $1026.58           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-01-20      | 5.5000%  | 0.0000% | $1008.00           | $1034.80           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-01-20      | 5.0000%  | 0.0000% | $1444014.00        | $1454007.70        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-01-20      | 6.0000%  | 0.0000% | $1000.00           | $1037.90           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-01-20      | 5.5000%  | 0.0000% | $12750440.00       | $13271149.56       | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-01-20      | 5.5000%  | 0.0000% | $1097254.00        | $1128824.80        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-01-20      | 5.0000%  | 0.0000% | $3981918.00        | $4029039.13        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-11-01      | 6.0000%  | 0.0000% | $9009980.00        | $9468020.03        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-11-01      | 5.0000%  | 0.0000% | $1189276.00        | $1198914.30        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-05-01      | 6.5000%  | 0.0000% | $21844980.00       | $20659720.18       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-05-01      | 5.5000%  | 0.0000% | $7512970.00        | $7429125.66        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-05-01      | 5.5000%  | 0.0000% | $4904620.00        | $4799200.29        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-05-01      | 5.0000%  | 0.0000% | $2550260.00        | $2357274.91        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-07-01      | 6.5000%  | 0.0000% | $5863.00           | $6161.29           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-07-01      | 6.5000%  | 0.0000% | $3072830.00        | $2926609.57        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-07-01      | 7.0000%  | 0.0000% | $1431774.00        | $1539760.41        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-08-01      | 6.0000%  | 0.0000% | $491442.00         | $501417.26         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-07-01      | 6.5000%  | 0.0000% | $4571660.00        | $4744397.11        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-09-01      | 5.5000%  | 0.0000% | $24300000.00       | $24399329.43       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-09-01      | 6.0000%  | 0.0000% | $6588200.00        | $5957304.66        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-09-01      | 5.0000%  | 0.0000% | $2214261.00        | $2223917.08        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-09-01      | 6.5000%  | 0.0000% | $5401728.00        | $5455223.93        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-09-01      | 6.5000%  | 0.0000% | $2541.00           | $2647.71           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-10-01      | 6.5000%  | 0.0000% | $4420550.00        | $4290567.90        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-10-01      | 6.5000%  | 0.0000% | $5821179.00        | $6064741.73        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-10-01      | 5.5000%  | 0.0000% | $7488550.00        | $6973028.12        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-10-01      | 6.5000%  | 0.0000% | $12096780.00       | $11290968.04       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-10-01      | 5.5000%  | 0.0000% | $2994.00           | $3040.41           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-10-01      | 6.5000%  | 0.0000% | $3193315.00        | $3352490.24        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-10-01      | 5.0000%  | 0.0000% | $2996.00           | $3010.42           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-10-01      | 5.5000%  | 0.0000% | $10187.00          | $10372.37          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-09-01      | 6.5000%  | 0.0000% | $1383856.00        | $1476806.96        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-10-01      | 6.0000%  | 0.0000% | $1993.00           | $2046.01           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-10-01      | 6.5000%  | 0.0000% | $2275552.00        | $2380860.74        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-10-01      | 6.5000%  | 0.0000% | $1017.00           | $1066.41           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-10-01      | 5.5000%  | 0.0000% | $1998.00           | $2034.79           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2044-09-01      | 3.5000%  | 0.0000% | $1900.00           | $107.00            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2036-04-01      | 3.5000%  | 0.0000% | $325000.00         | $40461.59          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2032-05-01      | 5.0000%  | 0.0000% | $3800.00           | $244.80            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2030-05-01      | 2.5000%  | 0.0000% | $403000.00         | $37002.01          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2030-03-01      | 2.5000%  | 0.0000% | $278000.00         | $23455.29          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2037-08-01      | 5.5000%  | 0.0000% | $13000.00          | $60.86             | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2038-04-01      | 6.5000%  | 0.0000% | $148000.00         | $1235.17           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2038-02-01      | 6.5000%  | 0.0000% | $20000.00          | $112.62            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2046-03-01      | 4.0000%  | 0.0000% | $1000.00           | $104.97            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2047-05-01      | 4.5000%  | 0.0000% | $1000.00           | $92.37             | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2047-10-01      | 3.5000%  | 0.0000% | $2000.00           | $243.90            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2047-12-01      | 3.0000%  | 0.0000% | $41000.00          | $6008.23           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2048-06-01      | 3.5000%  | 0.0000% | $15400.00          | $1340.45           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2030-06-01      | 3.5000%  | 0.0000% | $2900.00           | $194.81            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2028-10-01      | 4.0000%  | 0.0000% | $9000.00           | $65.56             | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2029-01-01      | 2.0000%  | 0.0000% | $2000000.00        | $109031.61         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2030-08-01      | 4.0000%  | 0.0000% | $16000.00          | $1098.96           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2027-04-01      | 3.0000%  | 0.0000% | $27000.00          | $542.36            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2032-03-01      | 3.0000%  | 0.0000% | $2000000.00        | $255792.46         | Agency Mortgage-Backed Securities  |
| STRIP PRINC                    | 2049-02-15      | NA       | 0.0000% | $590600.00         | $186041.36         | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2029-02-15      | 5.2500%  | 0.0000% | $97300.00          | $104332.49         | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2047-05-15      | 3.0000%  | 0.0000% | $600.00            | $453.12            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                | 2028-10-15      | 2.3750%  | 0.0000% | $56088800.00       | $62090410.65       | U.S. Treasuries (including strips) |
| Freddie Mac                    | 2038-06-01      | 5.0000%  | 0.0000% | $6000.00           | $10.15             | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2035-07-01      | 6.0000%  | 0.0000% | $12000.00          | $90.19             | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2035-07-01      | 5.0000%  | 0.0000% | $2000.00           | $17.38             | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-04-01      | 6.5000%  | 0.0000% | $164650.00         | $136734.93         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-05-01      | 6.0000%  | 0.0000% | $19638830.00       | $17853464.27       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-04-01      | 7.5000%  | 0.0000% | $1680409.00        | $1779471.84        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2048-12-01      | 5.0000%  | 0.0000% | $1000.00           | $160.22            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2049-04-01      | 3.5000%  | 0.0000% | $3577990.00        | $667527.95         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2049-07-01      | 4.0000%  | 0.0000% | $376000.00         | $58826.58          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2034-09-01      | 2.5000%  | 0.0000% | $2000.00           | $469.00            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2049-12-01      | 3.0000%  | 0.0000% | $498000.00         | $122623.81         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-08-01      | 2.0000%  | 0.0000% | $29662000.00       | $13888189.77       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-11-01      | 2.0000%  | 0.0000% | $403620.00         | $286460.28         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-05-01      | 2.5000%  | 0.0000% | $200000.00         | $116423.17         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2036-06-01      | 5.0000%  | 0.0000% | $2000.00           | $10.94             | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2041-12-01      | 4.5000%  | 0.0000% | $5300.00           | $436.01            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2042-11-01      | 3.0000%  | 0.0000% | $13960.00          | $2325.13           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2028-07-01      | 3.0000%  | 0.0000% | $1000.00           | $32.72             | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2047-08-01      | 4.0000%  | 0.0000% | $1000.00           | $110.67            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-05-25      | 2.5000%  | 0.0000% | $122990.00         | $93573.60          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-03-01      | 5.5000%  | 0.0000% | $3000.00           | $2951.59           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-05-01      | 5.5000%  | 0.0000% | $35591890.00       | $27946209.33       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-05-01      | 6.0000%  | 0.0000% | $13772900.00       | $13103973.52       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2054-06-01      | 7.5000%  | 0.0000% | $56700.00          | $43508.57          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2054-06-01      | 6.5000%  | 0.0000% | $8578300.00        | $5816365.93        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2054-07-01      | 6.0000%  | 0.0000% | $1054600.00        | $1002507.24        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2037-06-01      | 2.0000%  | 0.0000% | $663090.00         | $442450.00         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2039-10-01      | 4.0000%  | 0.0000% | $100930.00         | $83598.35          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2039-10-01      | 4.5000%  | 0.0000% | $1046840.00        | $744694.58         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2041-07-01      | 4.0000%  | 0.0000% | $14998000.00       | $566912.23         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2042-11-01      | 3.0000%  | 0.0000% | $7000.00           | $1676.90           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2030-12-01      | 4.0000%  | 0.0000% | $120000.00         | $2685.06           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2031-10-20      | 7.0000%  | 0.0000% | $850000.00         | $1508.13           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2031-11-20      | 6.0000%  | 0.0000% | $370000.00         | $1064.01           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2032-03-20      | 6.0000%  | 0.0000% | $397000.00         | $1246.61           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2032-04-20      | 6.5000%  | 0.0000% | $485000.00         | $859.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2032-06-20      | 5.5000%  | 0.0000% | $43000.00          | $231.88            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2032-11-20      | 5.0000%  | 0.0000% | $95000.00          | $670.11            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2032-10-20      | 6.5000%  | 0.0000% | $146000.00         | $394.42            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2032-12-20      | 5.0000%  | 0.0000% | $66000.00          | $408.63            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2032-12-20      | 5.5000%  | 0.0000% | $502000.00         | $3090.11           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-01-01      | 4.0000%  | 0.0000% | $9570.00           | $3360.48           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-02-01      | 1.5000%  | 0.0000% | $1235630.00        | $676440.23         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-06-01      | 2.5000%  | 0.0000% | $1066500.00        | $714292.00         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-04-01      | 2.0000%  | 0.0000% | $658720.00         | $398993.16         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-04-01      | 2.5000%  | 0.0000% | $28776430.00       | $17109743.81       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2056-01-01      | 6.0000%  | 0.0000% | $1215540.00        | $1279934.85        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-12-01      | 6.0000%  | 0.0000% | $2445266.00        | $2532017.52        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2056-01-01      | 4.5000%  | 0.0000% | $3929110.00        | $3884176.70        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-12-01      | 6.0000%  | 0.0000% | $2077502.00        | $2184440.03        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2056-01-01      | 5.5000%  | 0.0000% | $2002.00           | $2067.70           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2056-01-01      | 6.0000%  | 0.0000% | $1567874.00        | $1643394.31        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2056-01-01      | 5.5000%  | 0.0000% | $1902929.00        | $1962914.19        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2056-01-01      | 5.0000%  | 0.0000% | $3753050.00        | $3772625.08        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2056-01-01      | 6.5000%  | 0.0000% | $1017714.00        | $1074439.46        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2056-01-01      | 6.0000%  | 0.0000% | $1284990.00        | $1333294.49        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2056-01-01      | 5.0000%  | 0.0000% | $1202928.00        | $1216151.52        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2056-01-01      | 5.0000%  | 0.0000% | $3867.00           | $3931.47           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2056-02-01      | 6.0000%  | 0.0000% | $5412570.00        | $5592685.89        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-12-01      | 6.0000%  | 0.0000% | $3347413.00        | $3503611.10        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-12-01      | 6.0000%  | 0.0000% | $3566893.00        | $3726887.17        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-12-01      | 6.5000%  | 0.0000% | $2930643.00        | $3099281.32        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2056-02-01      | 5.5000%  | 0.0000% | $1055373.00        | $1088964.00        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2056-02-01      | 5.0000%  | 0.0000% | $1000.00           | $1010.74           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2041-10-15      | 4.0000%  | 0.0000% | $30000.00          | $2504.34           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-12-15      | 3.5000%  | 0.0000% | $1540.00           | $165.04            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-07-20      | 3.5000%  | 0.0000% | $1000.00           | $74.47             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2043-12-20      | 5.5000%  | 0.0000% | $25000.00          | $1368.28           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2043-04-20      | 3.0000%  | 0.0000% | $40000.00          | $2715.72           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2028-10-20      | 4.0000%  | 0.0000% | $780000.00         | $13846.80          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2045-02-20      | 3.5000%  | 0.0000% | $137000.00         | $3709.89           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2044-09-20      | 4.5000%  | 0.0000% | $50000.00          | $1477.15           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2048-05-01      | 4.0000%  | 0.0000% | $6410.00           | $787.52            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2034-01-01      | 4.5000%  | 0.0000% | $1500000.00        | $300462.73         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2033-02-20      | 6.0000%  | 0.0000% | $146000.00         | $884.04            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2039-02-20      | 6.0000%  | 0.0000% | $278500.00         | $4675.27           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2039-02-20      | 6.5000%  | 0.0000% | $8600.00           | $130.44            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2039-03-20      | 5.0000%  | 0.0000% | $75000.00          | $1506.83           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2039-06-20      | 5.0000%  | 0.0000% | $25000.00          | $1313.99           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2039-07-20      | 5.5000%  | 0.0000% | $88000.00          | $2631.91           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2034-12-20      | 6.0000%  | 0.0000% | $30000.00          | $498.41            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-08-01      | 4.0000%  | 0.0000% | $1950.00           | $1401.45           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-03-01      | 4.5000%  | 0.0000% | $225000.00         | $139172.51         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2043-12-01      | 4.5000%  | 0.0000% | $1000.00           | $616.50            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-06-01      | 5.0000%  | 0.0000% | $874990.00         | $669485.79         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-02-01      | 3.0000%  | 0.0000% | $1020.00           | $697.32            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-10-01      | 4.0000%  | 0.0000% | $34006740.00       | $25052308.09       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-11-01      | 3.0000%  | 0.0000% | $85000.00          | $56830.24          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2036-07-01      | 2.5000%  | 0.0000% | $1020.00           | $681.42            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2035-05-01      | 4.0000%  | 0.0000% | $75000.00          | $40799.20          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-05-01      | 5.5000%  | 0.0000% | $1980.00           | $1560.65           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2047-12-01      | 5.0000%  | 0.0000% | $33330.00          | $22142.39          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-05-01      | 3.0000%  | 0.0000% | $42620.00          | $31740.25          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-05-01      | 6.0000%  | 0.0000% | $2130.00           | $1439.83           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-09-01      | 3.0000%  | 0.0000% | $6877770.00        | $5251091.35        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-07-01      | 6.0000%  | 0.0000% | $4010.00           | $2844.49           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-07-01      | 6.0000%  | 0.0000% | $7670980.00        | $6078920.45        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2048-10-01      | 4.0000%  | 0.0000% | $8000.00           | $564.08            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2038-02-01      | 6.5000%  | 0.0000% | $75000.00          | $422.82            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2044-05-01      | 4.0000%  | 0.0000% | $1000.00           | $57.99             | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2044-12-01      | 3.5000%  | 0.0000% | $2600.00           | $211.50            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2045-07-01      | 3.5000%  | 0.0000% | $16000.00          | $1612.63           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2047-01-01      | 3.0000%  | 0.0000% | $228450.00         | $42198.88          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2047-02-01      | 3.0000%  | 0.0000% | $2000.00           | $409.52            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2029-10-01      | 3.0000%  | 0.0000% | $76000.00          | $3867.29           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2030-12-01      | 3.0000%  | 0.0000% | $1000.00           | $88.98             | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-08-20      | 6.0000%  | 0.0000% | $7033178.00        | $7304998.76        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-08-20      | 6.5000%  | 0.0000% | $1000.00           | $1044.89           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-08-20      | 6.5000%  | 0.0000% | $1090098.00        | $1138916.90        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2065-09-20      | 7.0000%  | 0.0000% | $3606059.00        | $3757886.43        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-09-20      | 6.0000%  | 0.0000% | $25371354.00       | $26230350.45       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-08-20      | 6.5000%  | 0.0000% | $36011939.00       | $38461870.21       | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-11-20      | 6.0000%  | 0.0000% | $1072.00           | $1113.97           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2065-09-20      | 7.0000%  | 0.0000% | $17753451.00       | $18318539.55       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2065-09-20      | 7.0000%  | 0.0000% | $1490896.00        | $1554108.02        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-09-20      | 7.0000%  | 0.0000% | $2581013.00        | $2795249.97        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-10-20      | 6.5000%  | 0.0000% | $1000.00           | $1063.70           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-11-20      | 6.0000%  | 0.0000% | $2998429.00        | $3157359.17        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-01-20      | 6.0000%  | 0.0000% | $1000.00           | $1040.93           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-08-01      | 5.0000%  | 0.0000% | $1731000.00        | $1609075.28        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-08-01      | 5.5000%  | 0.0000% | $150054820.00      | $139961843.76      | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-04-01      | 5.0000%  | 0.0000% | $18100000.00       | $15140461.76       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-05-01      | 6.5000%  | 0.0000% | $7180.00           | $5874.83           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-05-01      | 4.5000%  | 0.0000% | $35000.00          | $27634.42          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $920.74            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-01-01      | 5.5000%  | 0.0000% | $236987180.00      | $231329710.55      | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-01-01      | 6.0000%  | 0.0000% | $279380.00         | $262709.48         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-01-01      | 6.0000%  | 0.0000% | $49832580.00       | $43342137.15       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-07-01      | 5.5000%  | 0.0000% | $1000.00           | $958.35            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-08-01      | 6.0000%  | 0.0000% | $3070.00           | $2701.57           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-09-01      | 6.0000%  | 0.0000% | $1037960.00        | $943924.90         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-10-01      | 4.5000%  | 0.0000% | $3119010.00        | $2877875.60        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-10-01      | 5.0000%  | 0.0000% | $1000.00           | $959.59            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-12-01      | 4.5000%  | 0.0000% | $3470.00           | $3227.83           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2056-01-01      | 5.0000%  | 0.0000% | $2972.00           | $3012.49           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2056-01-01      | 5.0000%  | 0.0000% | $1484130.00        | $1506476.22        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2041-01-01      | 4.5000%  | 0.0000% | $1964.00           | $1971.45           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-12-01      | 5.0000%  | 0.0000% | $5997.00           | $6028.28           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2040-12-01      | 5.5000%  | 0.0000% | $1017983.00        | $1040604.41        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-12-20      | 5.0000%  | 0.0000% | $3180990.00        | $2399749.06        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-12-20      | 5.5000%  | 0.0000% | $269450.00         | $177858.32         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-01-20      | 6.0000%  | 0.0000% | $1670.00           | $867.24            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-03-20      | 5.0000%  | 0.0000% | $32213660.00       | $24697473.85       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-07-20      | 6.5000%  | 0.0000% | $78000.00          | $38768.77          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-09-20      | 5.5000%  | 0.0000% | $1000.00           | $726.18            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-04-20      | 5.5000%  | 0.0000% | $667000.00         | $530788.74         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-06-20      | 5.5000%  | 0.0000% | $1020.00           | $824.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-05-15      | 4.0000%  | 0.0000% | $1000.00           | $305.89            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2058-01-15      | 4.4500%  | 0.0000% | $13755290.00       | $13084499.41       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2058-04-15      | 4.9000%  | 0.0000% | $1000.00           | $979.36            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-11-20      | 2.5000%  | 0.0000% | $1000.00           | $618.19            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2040-12-01      | 4.0000%  | 0.0000% | $5386360.00        | $5258917.57        | Agency Mortgage-Backed Securities  |

### Security 235: UBS Securities LLC Tri Party Repo

- **C.1 - Title:** UBS Securities LLC Tri Party Repo 3.689900%
- **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: 99VDQX000, C.3 - LEI: T6FIZBDPKLYJKFCRVK44, C.5 - Other ID: 99VDQX000_3.69_0202
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B          | 2032-08-31      | 3.8750%  | 0.0000% | $368200.00         | $371697.80         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2032-09-30      | 3.8750%  | 0.0000% | $12700.00          | $12771.43          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2030-10-15      | 1.1250%  | 0.0000% | $638600.00         | $638879.71         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2036-01-15      | 1.8750%  | 0.0000% | $116300.00         | $115807.87         | U.S. Treasuries (including strips) |
| STRIPS                   | 2031-08-15      | NA       | 0.0000% | $83030.95          | $66734.63          | U.S. Treasuries (including strips) |
| STRIPS                   | 2034-08-15      | NA       | 0.0000% | $308.43            | $214.05            | U.S. Treasuries (including strips) |
| STRIPS                   | 2037-02-15      | NA       | 0.0000% | $30999.99          | $18841.14          | U.S. Treasuries (including strips) |
| STRIPS                   | 2031-11-15      | NA       | 0.0000% | $15000.00          | $11922.33          | U.S. Treasuries (including strips) |
| STRIPS                   | 2032-11-15      | NA       | 0.0000% | $14000.00          | $10620.90          | U.S. Treasuries (including strips) |
| STRIPS                   | 2033-05-15      | NA       | 0.0000% | $377000.00         | $279146.63         | U.S. Treasuries (including strips) |
| STRIPS                   | 2034-11-15      | NA       | 0.0000% | $19000.00          | $13025.93          | U.S. Treasuries (including strips) |
| STRIPS                   | 2026-02-15      | NA       | 0.0000% | $154994.99         | $154789.31         | U.S. Treasuries (including strips) |
| STRIPS                   | 2026-05-15      | NA       | 0.0000% | $63000.00          | $62336.17          | U.S. Treasuries (including strips) |
| STRIPS                   | 2026-08-15      | NA       | 0.0000% | $249959.61         | $245096.40         | U.S. Treasuries (including strips) |
| STRIPS                   | 2026-11-15      | NA       | 0.0000% | $250000.00         | $242976.75         | U.S. Treasuries (including strips) |
| STRIPS                   | 2027-05-15      | NA       | 0.0000% | $6518.65           | $6228.76           | U.S. Treasuries (including strips) |
| STRIPS                   | 2028-05-15      | NA       | 0.0000% | $6000.00           | $5525.20           | U.S. Treasuries (including strips) |
| STRIPS                   | 2029-05-15      | NA       | 0.0000% | $50000.00          | $44274.05          | U.S. Treasuries (including strips) |
| STRIPS                   | 2030-02-15      | NA       | 0.0000% | $375000.00         | $321740.63         | U.S. Treasuries (including strips) |
| STRIPS                   | 2039-11-15      | NA       | 0.0000% | $25000.00          | $12969.53          | U.S. Treasuries (including strips) |
| STRIPS                   | 2052-11-15      | NA       | 0.0000% | $1999.99           | $511.46            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2030-01-31      | 4.2500%  | 0.0000% | $300.00            | $312.15            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-01-31      | 4.1250%  | 0.0000% | $1000.00           | $1025.92           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2035-01-15      | 2.1250%  | 0.0000% | $17300.00          | $18234.12          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-03-31      | 3.8750%  | 0.0000% | $22400.00          | $22773.33          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2029-04-15      | 2.1250%  | 0.0000% | $17160800.00       | $18652800.07       | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2029-04-30      | 4.6250%  | 0.0000% | $100.00            | $104.13            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-05-31      | 4.8750%  | 0.0000% | $1000.00           | $1011.69           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2031-05-31      | 4.6250%  | 0.0000% | $5000.00           | $5223.06           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-08-31      | 3.7500%  | 0.0000% | $7100.00           | $7217.65           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-09-30      | 3.5000%  | 0.0000% | $3800.00           | $3841.92           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2031-12-31      | 4.5000%  | 0.0000% | $300.00            | $310.25            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2029-12-31      | 4.3750%  | 0.0000% | $20000.00          | $20547.27          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2029-03-31      | 2.3750%  | 0.0000% | $614700.00         | $596559.69         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2029-04-30      | 2.8750%  | 0.0000% | $13600.00          | $13379.64          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2032-05-15      | 2.8750%  | 0.0000% | $2064900.00        | $1952625.01        | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2029-05-31      | 2.7500%  | 0.0000% | $200.00            | $195.31            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2029-06-30      | 3.2500%  | 0.0000% | $20000.00          | $19788.45          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-06-30      | 3.2500%  | 0.0000% | $300.00            | $299.64            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2029-07-31      | 2.6250%  | 0.0000% | $400.00            | $391.62            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2029-07-15      | 0.2500%  | 0.0000% | $13624000.00       | $16828489.14       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2026-07-15      | 0.1250%  | 0.0000% | $3669000.00        | $4974399.25        | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-11-15      | 2.0000%  | 0.0000% | $149600.00         | $148368.48         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-05-15      | 2.3750%  | 0.0000% | $300.00            | $297.06            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2029-08-15      | 1.6250%  | 0.0000% | $10000.00          | $9404.31           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-10-31      | 1.6250%  | 0.0000% | $400.00            | $395.77            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-11-30      | 1.6250%  | 0.0000% | $200.00            | $197.37            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-04-30      | 0.5000%  | 0.0000% | $100.00            | $96.46             | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2030-07-15      | 0.1250%  | 0.0000% | $109700.00         | $132427.03         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-11-30      | 0.6250%  | 0.0000% | $1000.00           | $949.99            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2031-01-15      | 0.1250%  | 0.0000% | $984900.00         | $1156635.17        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2026-10-15      | 0.1250%  | 0.0000% | $401400.00         | $476020.89         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2028-12-31      | 1.3750%  | 0.0000% | $100.00            | $93.99             | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-12-31      | 1.2500%  | 0.0000% | $200.00            | $196.09            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2029-02-28      | 1.8750%  | 0.0000% | $300.00            | $287.21            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2054-02-15      | 2.1250%  | 0.0000% | $9691600.00        | $9302693.04        | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2054-11-15      | 4.5000%  | 0.0000% | $1185700.00        | $1125417.25        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2055-02-15      | 2.3750%  | 0.0000% | $560000.00         | $552914.87         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2055-05-15      | 4.7500%  | 0.0000% | $115800.00         | $114543.73         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2045-08-15      | 4.8750%  | 0.0000% | $5000.00           | $5144.14           | U.S. Treasuries (including strips) |
| STRIP PRINC              | 2026-02-15      | NA       | 0.0000% | $91300.00          | $91168.35          | U.S. Treasuries (including strips) |
| STRIPS                   | 2045-05-15      | NA       | 0.0000% | $494879.01         | $185790.45         | U.S. Treasuries (including strips) |
| STRIPS                   | 2042-11-15      | NA       | 0.0000% | $450000.00         | $195001.20         | U.S. Treasuries (including strips) |
| STRIPS                   | 2043-05-15      | NA       | 0.0000% | $10000.00          | $4203.51           | U.S. Treasuries (including strips) |
| STRIPS                   | 2044-08-15      | NA       | 0.0000% | $74000.00          | $28904.92          | U.S. Treasuries (including strips) |
| STRIPS                   | 2049-02-15      | NA       | 0.0000% | $402000.00         | $124016.60         | U.S. Treasuries (including strips) |
| FANNIEMAE                | 2027-03-23      | NA       | 0.0000% | $3000.00           | $2874.85           | Agency Mortgage-Backed Securities  |
| Fannie Mae               | 2028-09-01      | 6.0800%  | 0.0000% | $3000.00           | $3249.98           | Agency Mortgage-Backed Securities  |
| Fannie Mae               | 2027-08-27      | 0.7000%  | 0.0000% | $1000.00           | $959.36            | Agency Mortgage-Backed Securities  |
| Fannie Mae               | 2031-01-21      | 4.0000%  | 0.0000% | $4000000.00        | $4006512.00        | Agency Mortgage-Backed Securities  |
| RESOLUTION FUNDING STRIP | 2026-07-15      | NA       | 0.0000% | $1000.00           | $982.48            | Agency Mortgage-Backed Securities  |
| TENN VALLEY AUTHORITY    | 2039-09-15      | 5.2500%  | 0.0000% | $2000.00           | $2140.47           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN BANK   | 2040-06-29      | 2.0700%  | 0.0000% | $400000.00         | $283682.60         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN BANK   | 2029-02-07      | 4.5500%  | 0.0000% | $240000.00         | $246019.99         | Agency Mortgage-Backed Securities  |
| US TREASURY N/B          | 2043-05-15      | 3.8750%  | 0.0000% | $100.00            | $90.28             | U.S. Treasuries (including strips) |
| TREASURY BILL            | 2026-10-01      | NA       | 0.0000% | $140000.00         | $136779.58         | U.S. Treasuries (including strips) |
| TREASURY BILL            | 2026-02-03      | NA       | 0.0000% | $17100.00          | $17098.31          | U.S. Treasuries (including strips) |
| Federal Farm Credit Bank | 2029-05-03      | 3.8750%  | 0.0000% | $4000.00           | $4059.95           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2029-04-09      | 5.0000%  | 0.0000% | $3000.00           | $3051.26           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2027-07-12      | 3.3750%  | 0.0000% | $940000.00         | $938832.05         | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2029-05-29      | 4.6000%  | 0.0000% | $5000.00           | $5048.99           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2033-06-23      | 5.2700%  | 0.0000% | $100000.00         | $100718.74         | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2027-03-16      | 3.6250%  | 0.0000% | $300000.00         | $304162.82         | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2029-01-22      | 3.7400%  | 0.0000% | $2480000.00        | $2478318.84        | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2028-11-15      | NA       | 0.0000% | $5000.00           | $4509.85           | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2027-08-15      | NA       | 0.0000% | $3000.00           | $2840.90           | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2029-09-15      | 6.7500%  | 0.0000% | $3000.00           | $3387.68           | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2028-07-15      | NA       | 0.0000% | $4000.00           | $3644.16           | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2027-12-30      | 1.1100%  | 0.0000% | $4000.00           | $3820.20           | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2035-08-10      | 1.5000%  | 0.0000% | $159000.00         | $123402.97         | Agency Mortgage-Backed Securities  |
| Fannie Mae               | 2029-05-15      | 6.2500%  | 0.0000% | $1000.00           | $1092.83           | Agency Mortgage-Backed Securities  |
| Fannie Mae               | 2030-11-15      | 6.6250%  | 0.0000% | $3000.00           | $3406.43           | Agency Mortgage-Backed Securities  |
| FANNIEMAE STRIPS         | 2026-05-15      | NA       | 0.0000% | $3000.00           | $2966.11           | Agency Mortgage-Backed Securities  |
| Fannie Mae               | 2027-10-08      | 0.7500%  | 0.0000% | $3000.00           | $2870.56           | Agency Mortgage-Backed Securities  |
| TREASURY BILL            | 2026-05-07      | NA       | 0.0000% | $23100.00          | $22884.68          | U.S. Treasuries (including strips) |
| TREASURY BILL            | 2026-02-17      | NA       | 0.0000% | $14000.00          | $13978.82          | U.S. Treasuries (including strips) |
| TREASURY BILL            | 2026-05-28      | NA       | 0.0000% | $24900.00          | $24616.84          | U.S. Treasuries (including strips) |
| TREASURY BILL            | 2026-03-31      | NA       | 0.0000% | $76000.00          | $75566.42          | U.S. Treasuries (including strips) |
| TREASURY BILL            | 2026-04-21      | NA       | 0.0000% | $15000.00          | $14884.20          | U.S. Treasuries (including strips) |
| Federal Farm Credit Bank | 2027-01-13      | 3.3750%  | 0.0000% | $8962000.00        | $8957749.77        | Agency Mortgage-Backed Securities  |
| US TREASURY N/B          | 2029-08-15      | 6.1250%  | 0.0000% | $1000.00           | $1108.30           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2048-08-15      | 3.0000%  | 0.0000% | $1000.00           | $752.36            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2040-05-15      | 1.1250%  | 0.0000% | $400.00            | $253.96            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2028-01-15      | 0.5000%  | 0.0000% | $675000.00         | $879945.27         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2032-01-15      | 0.1250%  | 0.0000% | $16555000.00       | $17890985.92       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2034-07-15      | 1.8750%  | 0.0000% | $79100.00          | $82786.42          | U.S. Treasuries (including strips) |
| STRIPS                   | 2033-08-15      | NA       | 0.0000% | $8000.00           | $5850.55           | U.S. Treasuries (including strips) |
| Federal Farm Credit Bank | 2030-07-08      | 1.0400%  | 0.0000% | $2000.00           | $1778.00           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2040-05-21      | 2.1250%  | 0.0000% | $2000.00           | $1440.81           | Agency Mortgage-Backed Securities  |
| US TREASURY N/B          | 2026-11-15      | 6.5000%  | 0.0000% | $300.00            | $311.13            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2028-11-15      | 5.2500%  | 0.0000% | $300.00            | $316.24            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2029-02-15      | 5.2500%  | 0.0000% | $4500.00           | $4825.24           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2030-05-15      | 6.2500%  | 0.0000% | $20000.00          | $22212.51          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2031-02-15      | 5.3750%  | 0.0000% | $1000.00           | $1094.77           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2032-04-15      | 3.3750%  | 0.0000% | $245200.00         | $502763.42         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2036-02-15      | 4.5000%  | 0.0000% | $300.00            | $313.29            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2027-01-15      | 2.3750%  | 0.0000% | $471000.00         | $768850.63         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2037-02-15      | 4.7500%  | 0.0000% | $499900.00         | $531226.12         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2038-02-15      | 4.3750%  | 0.0000% | $100.00            | $102.26            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2029-01-15      | 2.5000%  | 0.0000% | $4600000.00        | $7240890.92        | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2039-02-15      | 3.5000%  | 0.0000% | $15300.00          | $14109.92          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2039-05-15      | 4.2500%  | 0.0000% | $200.00            | $196.97            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2040-02-15      | 2.1250%  | 0.0000% | $45000.00          | $67628.16          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2040-05-15      | 4.3750%  | 0.0000% | $600.00            | $592.83            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2040-08-15      | 3.8750%  | 0.0000% | $1000.00           | $940.25            | U.S. Treasuries (including strips) |
| TENN VALLEY AUTHORITY    | 2042-12-15      | 3.5000%  | 0.0000% | $5000.00           | $4181.44           | Agency Mortgage-Backed Securities  |
| TENN VALLEY AUTHORITY    | 2027-02-01      | 2.8750%  | 0.0000% | $2000.00           | $2014.90           | Agency Mortgage-Backed Securities  |
| TENN VAL AUTH CPN STRIP  | 2026-11-01      | NA       | 0.0000% | $1000.00           | $972.25            | Agency Mortgage-Backed Securities  |
| TENN VAL AUTH CPN STRIP  | 2028-12-15      | NA       | 0.0000% | $5000.00           | $4473.73           | Agency Mortgage-Backed Securities  |
| TREASURY BILL            | 2026-02-05      | NA       | 0.0000% | $316800.00         | $316705.28         | U.S. Treasuries (including strips) |
| Federal Farm Credit Bank | 2030-10-15      | 1.2600%  | 0.0000% | $5000.00           | $4473.73           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2035-10-26      | 1.7300%  | 0.0000% | $3000.00           | $2389.40           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2029-06-14      | 1.5900%  | 0.0000% | $4000.00           | $3741.11           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2041-06-21      | 2.7000%  | 0.0000% | $207000.00         | $157261.01         | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2027-10-20      | 1.3000%  | 0.0000% | $5000.00           | $4827.37           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2031-01-13      | 2.1000%  | 0.0000% | $5000.00           | $4603.54           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2035-02-23      | 3.2500%  | 0.0000% | $1000.00           | $927.15            | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2037-06-08      | 4.9900%  | 0.0000% | $5000.00           | $5010.56           | Agency Mortgage-Backed Securities  |
| US TREASURY N/B          | 2031-02-15      | 1.1250%  | 0.0000% | $4700.00           | $4153.27           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2028-02-29      | 1.1250%  | 0.0000% | $5000.00           | $4782.76           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-02-28      | 0.5000%  | 0.0000% | $192200.00         | $192146.27         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2026-04-15      | 0.1250%  | 0.0000% | $102100.00         | $126198.57         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2031-07-15      | 0.1250%  | 0.0000% | $1187400.00        | $1346505.16        | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2028-07-31      | 1.0000%  | 0.0000% | $300.00            | $283.19            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2031-08-15      | 1.2500%  | 0.0000% | $200.00            | $175.07            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2028-09-30      | 1.2500%  | 0.0000% | $500.00            | $472.57            | U.S. Treasuries (including strips) |
| Federal Farm Credit Bank | 2030-01-18      | 3.5000%  | 0.0000% | $3000.00           | $2967.00           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC DISCOUNT NT  | 2026-03-12      | NA       | 0.0000% | $5000000.00        | $4981190.00        | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2026-08-03      | 2.6300%  | 0.0000% | $4000.00           | $4031.57           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2026-04-23      | 2.8400%  | 0.0000% | $2000.00           | $2011.44           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2027-03-22      | 2.5400%  | 0.0000% | $9000.00           | $8976.18           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2026-10-13      | 2.5500%  | 0.0000% | $5000.00           | $5000.35           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2027-08-19      | 0.9000%  | 0.0000% | $3000.00           | $2888.64           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2030-09-09      | 1.3200%  | 0.0000% | $5000.00           | $4504.35           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2040-06-18      | 2.0900%  | 0.0000% | $90000.00          | $64149.33          | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2035-06-22      | 1.7900%  | 0.0000% | $5000.00           | $4001.32           | Agency Mortgage-Backed Securities  |
| STRIP PRINC              | 2026-05-15      | NA       | 0.0000% | $130000.00         | $128676.34         | U.S. Treasuries (including strips) |
| STRIP PRINC              | 2027-11-15      | NA       | 0.0000% | $1000000.00        | $938901.00         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-08-15      | 1.5000%  | 0.0000% | $700.00            | $696.84            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2027-07-15      | 0.3750%  | 0.0000% | $1000000.00        | $1321336.06        | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-11-15      | 2.2500%  | 0.0000% | $48700.00          | $47844.77          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2028-02-15      | 2.7500%  | 0.0000% | $100.00            | $99.68             | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2028-05-15      | 2.8750%  | 0.0000% | $400.00            | $396.37            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2028-08-15      | 2.8750%  | 0.0000% | $7900.00           | $7869.01           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2028-11-15      | 3.1250%  | 0.0000% | $700.00            | $695.82            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-01-31      | 2.6250%  | 0.0000% | $1900.00           | $1924.80           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2029-05-15      | 2.3750%  | 0.0000% | $1000.00           | $965.68            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-06-30      | 1.8750%  | 0.0000% | $100000.00         | $99444.59          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2040-11-15      | 4.2500%  | 0.0000% | $900.00            | $872.67            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2041-08-15      | 3.7500%  | 0.0000% | $400.00            | $366.19            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2042-08-15      | 2.7500%  | 0.0000% | $300.00            | $234.82            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2043-08-15      | 3.6250%  | 0.0000% | $100.00            | $87.75             | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2043-11-15      | 3.7500%  | 0.0000% | $5000.00           | $4409.89           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2044-02-15      | 3.6250%  | 0.0000% | $1700.00           | $1484.29           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2044-02-15      | 1.3750%  | 0.0000% | $4000.00           | $4704.08           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2044-08-15      | 3.1250%  | 0.0000% | $6000.00           | $4825.93           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2045-02-15      | 0.7500%  | 0.0000% | $15846600.00       | $16018580.25       | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2045-05-15      | 3.0000%  | 0.0000% | $4100.00           | $3171.04           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2045-08-15      | 2.8750%  | 0.0000% | $500.00            | $380.75            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2045-11-15      | 3.0000%  | 0.0000% | $100.00            | $76.85             | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2046-02-15      | 1.0000%  | 0.0000% | $6674700.00        | $6937922.02        | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2046-05-15      | 2.5000%  | 0.0000% | $4600.00           | $3208.66           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2046-08-15      | 2.2500%  | 0.0000% | $1700.00           | $1134.41           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2047-02-15      | 3.0000%  | 0.0000% | $1000.00           | $765.01            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2047-05-15      | 3.0000%  | 0.0000% | $100.00            | $75.52             | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2048-02-15      | 1.0000%  | 0.0000% | $250400.00         | $242285.51         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2048-05-15      | 3.1250%  | 0.0000% | $500.00            | $382.14            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2048-11-15      | 3.3750%  | 0.0000% | $800.00            | $636.89            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2049-02-15      | 1.0000%  | 0.0000% | $20800.00          | $19428.26          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2050-02-15      | 0.2500%  | 0.0000% | $200.00            | $145.61            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2050-08-15      | 1.3750%  | 0.0000% | $19800.00          | $9854.32           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2050-11-15      | 1.6250%  | 0.0000% | $2000.00           | $1055.50           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2051-02-15      | 0.1250%  | 0.0000% | $13684300.00       | $9222215.59        | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2051-08-15      | 2.0000%  | 0.0000% | $200.00            | $116.26            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2051-11-15      | 1.8750%  | 0.0000% | $600.00            | $333.42            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2041-11-15      | 2.0000%  | 0.0000% | $100.00            | $69.98             | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2042-08-15      | 3.3750%  | 0.0000% | $400.00            | $343.22            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2042-11-15      | 4.0000%  | 0.0000% | $88000.00          | $81080.19          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2053-02-15      | 3.6250%  | 0.0000% | $10000.00          | $8236.79           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2053-02-15      | 1.5000%  | 0.0000% | $736900.00         | $632411.04         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2043-02-15      | 3.8750%  | 0.0000% | $100.00            | $91.46             | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2053-05-15      | 3.6250%  | 0.0000% | $100.00            | $81.41             | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2032-04-30      | 4.0000%  | 0.0000% | $500.00            | $506.17            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2030-06-30      | 3.8750%  | 0.0000% | $10000.00          | $10077.72          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-06-30      | 3.7500%  | 0.0000% | $2700.00           | $2716.50           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2028-07-15      | 3.8750%  | 0.0000% | $200.00            | $201.71            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2035-07-15      | 1.8750%  | 0.0000% | $791900.00         | $803333.92         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-08-31      | 3.6250%  | 0.0000% | $3800.00           | $3862.70           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-09-30      | 4.1250%  | 0.0000% | $600.00            | $613.90            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2027-10-15      | 1.6250%  | 0.0000% | $2564600.00        | $2863729.81        | U.S. Treasuries (including strips) |
| TREASURY BILL            | 2026-05-12      | NA       | 0.0000% | $83000.00          | $82185.77          | U.S. Treasuries (including strips) |
| STRIP PRINC              | 2026-02-15      | NA       | 0.0000% | $5000.00           | $4994.62           | U.S. Treasuries (including strips) |
| STRIP PRINC              | 2026-11-15      | NA       | 0.0000% | $90000.00          | $87640.02          | U.S. Treasuries (including strips) |
| STRIP PRINC              | 2027-08-15      | NA       | 0.0000% | $12100.00          | $11463.30          | U.S. Treasuries (including strips) |
| STRIP PRINC              | 2028-11-15      | NA       | 0.0000% | $15000.00          | $13576.08          | U.S. Treasuries (including strips) |
| STRIP PRINC              | 2031-02-15      | NA       | 0.0000% | $40000.00          | $33004.72          | U.S. Treasuries (including strips) |
| STRIP PRINC              | 2046-11-15      | NA       | 0.0000% | $1900.00           | $675.73            | U.S. Treasuries (including strips) |
| STRIP PRINC              | 2052-11-15      | NA       | 0.0000% | $200.00            | $52.49             | U.S. Treasuries (including strips) |
| STRIP PRINC              | 2053-11-15      | NA       | 0.0000% | $4900.00           | $1232.70           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-02-15      | 6.0000%  | 0.0000% | $100.00            | $102.84            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2029-10-31      | 4.0000%  | 0.0000% | $1200.00           | $1224.22           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2029-11-30      | 3.8750%  | 0.0000% | $166900.00         | $168925.30         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-11-30      | 3.8750%  | 0.0000% | $60900.00          | $61646.07          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2030-01-31      | 3.5000%  | 0.0000% | $300.00            | $302.75            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2033-01-15      | 1.1250%  | 0.0000% | $10000.00          | $10550.69          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2033-02-15      | 3.5000%  | 0.0000% | $16600.00          | $16322.95          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-04-15      | 3.7500%  | 0.0000% | $7400.00           | $7482.71           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2028-04-15      | 1.2500%  | 0.0000% | $8300.00           | $9047.53           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2028-04-30      | 3.5000%  | 0.0000% | $800.00            | $805.89            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2028-05-31      | 3.6250%  | 0.0000% | $13000.00          | $13094.42          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2030-06-30      | 3.7500%  | 0.0000% | $700.00            | $701.90            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2033-07-15      | 1.3750%  | 0.0000% | $463000.00         | $486552.51         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2028-07-31      | 4.1250%  | 0.0000% | $400.00            | $413.43            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2028-10-31      | 4.8750%  | 0.0000% | $23200.00          | $24247.43          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2033-11-15      | 4.5000%  | 0.0000% | $1000.00           | $1036.43           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2031-01-31      | 4.0000%  | 0.0000% | $200.00            | $205.60            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2034-02-15      | 4.0000%  | 0.0000% | $22200.00          | $22424.28          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2031-02-28      | 4.2500%  | 0.0000% | $400.00            | $414.86            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2029-02-28      | 4.2500%  | 0.0000% | $300.00            | $310.74            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-04-15      | 4.5000%  | 0.0000% | $9900.00           | $10139.92          | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** STATE STREET MASTER FUNDS

**Date:** 2026-02-06

**By:** /s/ Chad Hallett

**Name of Signing Officer:** Chad Hallett

**Title of Signing Officer:** Deputy Treasurer